library(survival)
library(ggplot2)

MOD <- coxph(
    Surv(time, status -1) ~  age ,
    data = lung
)

get_ld <- function(i , MOD){
    tlung <- lung[-i,]
    MODW <- coxph(
        Surv(time, status -1) ~  age ,
        data = tlung
    )
    abs(2 * as.numeric(logLik(MOD) - logLik(MODW)))
}

SCORE <- residuals(MOD, "score")

dat <- data.frame(
    LD = sapply( 1:nrow(lung) , get_ld , MOD = MOD),
    LD_APPROX = diag(SCORE %*% MOD$var %*% t(SCORE) )
)

ggplot( dat , aes(y= LD_APPROX , x = LD )) + geom_point()