From: Paul Miller <pjmiller_57_at_yahoo.com>

Date: Fri, 01 Apr 2011 07:28:57 -0700 (PDT)

**TRT 0.2913 1.3382 0.1782 1.635 0.102
**
**TRT 1.3382 0.7473 0.9436 1.898
**
**DENS 0.8384 1.1927 0.5963 1.179
**
**INFCTN 1.1266 0.8876 0.7746 1.639
**
Rsquare= 0.024 (max possible= 0.999 )

Cox Proportional Hazards Model 09:01 Friday, April 1, 2011 1 Example 22.2: Hyalurise in Vitreous Hemorrhage The PHREG Procedure

Model Information

Data Set WORK.VITCLEAR

Dependent Variable RSPTIM

Censoring Variable CENS

Censoring Value(s) 0

Ties Handling EFRON

Number of Observations Read 143

Number of Observations Used 143

Summary of the Number of Event and Censored Values Percent

Stratum CENTER Total Event Censored Censored 1 A 60 45 15 25.00

2 B 37 30 7 18.92

3 C 46 39 7 15.22

Total 143 114 29 20.28

Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Cox Proportional Hazards Model 09:01 Friday, April 1, 2011 2 Example 22.2: Hyalurise in Vitreous Hemorrhage The PHREG Procedure

Model Fit Statistics

Without With

Criterion Covariates Covariates

**-2 LOG L 711.142 706.171
**

**AIC 711.142 712.171
**

**SBC 711.142 720.379
**

Testing Global Null Hypothesis: BETA=0

Test Chi-Square DF Pr > ChiSq

Likelihood Ratio 4.9712 3 0.1739

Score 4.9604 3 0.1747

Wald 4.9151 3 0.1781

Analysis of Maximum Likelihood Estimates Parameter Standard Hazard

Parameter DF Estimate Error Chi-Square Pr > ChiSq Ratio**TRT 1 0.34437 0.19562 3.0988 0.0783 1.411
**
**DENS 1 -0.23832 0.19585 1.4807 0.2237 0.788
**
**INFCTN 1 0.12819 0.27780 0.2129 0.6445 1.137
**

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri 01 Apr 2011 - 15:32:55 GMT

Date: Fri, 01 Apr 2011 07:28:57 -0700 (PDT)

Hi Terry and Kevin,

Thanks for your replies to my post. And thanks particularly to Terry for pointing out my confusion about the "exact partial likelihood" vs. the "exact marginal likelihood." I'm learning and so am likely to be confused about such things from time to time.

I had thought that a good way to see if I was replicating the results would be to use the Efron approximation in both R and SAS. I tried this just now and obtained a similar pattern of differences in the results. Please bear with me. I hope I'm not doing something silly.

Below are my results in each program. I got the results for R simply by running the code I sent earlier. I got the results in SAS by changing TIES = EXACT to TIES = EFRON.

Should I be getting results as different as these? Or does this suggest that there is some problem in how I've set up my data in R? I've looked over my data In R and everything looks fine, but maybe I've missed something.

Thanks,

Paul

> summary(model)

Call:

coxph(formula = Surv(START, STOP, STATUS) ~ TRT + DENS + INFCTN,

data = vitclear) n= 167 coef exp(coef) se(coef) z Pr(>|z|)

DENS -0.1762 0.8384 0.1739 -1.013 0.311 INFCTN 0.1192 1.1266 0.1912 0.624 0.533 exp(coef) exp(-coef) lower .95 upper .95

Likelihood ratio test= 4.12 on 3 df, p=0.2486 Wald test = 4.12 on 3 df, p=0.2485 Score (logrank) test = 4.15 on 3 df, p=0.2460

Cox Proportional Hazards Model 09:01 Friday, April 1, 2011 1 Example 22.2: Hyalurise in Vitreous Hemorrhage The PHREG Procedure

Model Information

Data Set WORK.VITCLEAR

Dependent Variable RSPTIM

Censoring Variable CENS

Censoring Value(s) 0

Ties Handling EFRON

Number of Observations Read 143

Number of Observations Used 143

Summary of the Number of Event and Censored Values Percent

Stratum CENTER Total Event Censored Censored 1 A 60 45 15 25.00

2 B 37 30 7 18.92

3 C 46 39 7 15.22

Total 143 114 29 20.28

Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Cox Proportional Hazards Model 09:01 Friday, April 1, 2011 2 Example 22.2: Hyalurise in Vitreous Hemorrhage The PHREG Procedure

Model Fit Statistics

Without With

Criterion Covariates Covariates

Testing Global Null Hypothesis: BETA=0

Test Chi-Square DF Pr > ChiSq

Likelihood Ratio 4.9712 3 0.1739

Score 4.9604 3 0.1747

Wald 4.9151 3 0.1781

Analysis of Maximum Likelihood Estimates Parameter Standard Hazard

Parameter DF Estimate Error Chi-Square Pr > ChiSq Ratio

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri 01 Apr 2011 - 15:32:55 GMT

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