Re: [R] survival package test stats

From: Terry Therneau <>
Date: Thu, 03 Jul 2008 06:53:48 -0500 (CDT)

>Is there a function in the survival package that will allow me to test a subset
>of independent variables for joint significance? I am thinking along the lines
>of a Wald, likelihood ratio, or F-test. I am using the survreg procedure to
>estimate my parameters. Thank you.

 The most direct is to use a likelihood ratio test. However, be careful about deletions due to missing!

> fit1 <- survreg(Surv(time, status) ~ age + ph.ecog, lung)
> fit2 <- update(fit1, .~ .+ + wt.loss)
> 2*(fit2$log - fit1$log)[2] # wrong -- different sample sizes

> tdata <- na.omit(lung[, c('time', 'status', 'ph.ecog', 'age', 'wt.loss',

> fit1 <- survreg(Surv(time, status) ~ age + ph.ecog, tdata)
> fit2 <- update(fit1, .~ .+ + wt.loss)
> 2*(fit2$log - fit1$log) #this will be chisq on 2 df
 [2] [1] 1.014557

>anova(fit1, fit2)

   nicer format, but wide for this email so omitted        

           Terry Therneau mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Thu 03 Jul 2008 - 12:04:05 GMT

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