I ran a Cox PH regression model accompanied by a test for HR proportional assumption. My Global test result is 0.56 but 3 of my 7 covariates in the Schoenfeld residual show deviation from straight line. What should I do?
The global test has the Null hypothesis defined as "Cox PH assumption valid".
So your global test seems to be okay.
If the Schoenfeld residuals plot for 3 of 7 covariates show deviation from a straight line while it stays flat for the rest of the variables, then it is something you should not ignore. First thing you can do is to look at the results of the global test. The global test might indicate the overall assumption of PH holds true or not. In your case the global test seems fine.
Then first step what you can do is switching the reference category for these 3 covariates (if these 3 covariates are categorical and not continuous) and you might be able to achieve PH. The hazards may be proportional when compared to one reference category but not the other. Hence, by switching the reference categories, you might be able to find the category which results in PH assumption being true. If the switching doesn't solve your problem, and assuming you have got the right covariates in your model (it means you cannot drop them out from the model), then this indicates that the hazards is not proportional for this particular covariates => i.e. different hazards at different time points for these covariates. Hence, you may want to introduce interaction between variable and time in your model.