Re: [R] Overall p-value from a factor in a coxph fit

From: Paul Johnson <>
Date: Fri, 18 Apr 2008 10:26:18 -0500

On Fri, Apr 18, 2008 at 3:06 AM, Kåre Edvardsen <> wrote:
> Hi all.
> If I run the simple regression when x is a categorical variable ( x <-
> factor(x) ):
> > MyFit <-coxph( Surv(start, stop, event) ~ x )
> How can I get the overall p-value on x other than for each dummy
> variable?
> > anova(MyFit)
> does NOT provide that information as previously suggested on the list.

It "should" work... Here's a self contained example showing that anova does give the desired significance test for an lm model.

> y <- rnorm(100)
> x <- gl(5,20)
> mod <- lm(y~x)
> anova(mod)

Analysis of Variance Table

Response: y

          Df  Sum Sq Mean Sq F value Pr(>F)
x          4   6.575   1.644  1.5125 0.2047
Residuals 95 103.237 1.087

If you provide a similar self contained example leading up to a coxph, I would be glad to investigate your question. You don't give enough information for me to tell which version of coxph you are running, and from what package.

Suppose I "guess" that you are using the coxph from the package "survival". If so, it appears to me there is a bug in that package at the moment. The methods anova.coxph and drop1.coxph did exist at one time, until very recently. There is a thread in r-help (which I found by typing "RSiteSearch("anova.coxph")" ) discussing recent troubles with anova.coxph.

As you see from the discussion in that thread, there used to be an anova method for coxph, and in the version of survival I have now, there is no such method. The version I have is 2.34-1, Date:  2008-03-31.

Here's what I see after I run "example(coxph)" in order to create some coxph objects, on which I can test the diagnostics:

> drop1(test2)

Error in terms.default(terms1) : no terms component
> anova(test2)

Error in UseMethod("anova") : no applicable method for "anova"

In that survival package, I do find anova.survreg, but not anova.coxph. If you are using the survival package, I'd suggest you contact Thomas Lumley directly, since he maintains it.

I think if you had reported the exact error you saw, it would have been easier for me to diagnose the trouble.


Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas

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Received on Fri 18 Apr 2008 - 15:39:26 GMT

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