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

From: Kåre Edvardsen <ked_at_nilu.no>
Date: Mon, 21 Apr 2008 10:46:18 +0200

Prof. Paul, Prof. Frank.

Thank you very much for helping me out. The Design package did the trick.

Here is how the anova table looks like without using the Design package:

> anova(Fit1)

Analysis of Deviance Table
Cox model: response is Surv(Time, cancer) Terms added sequentially (first to last)

            Df Deviance Resid. Df Resid. Dev
NULL                              16783     5341.8
relativ        1        0.0     16782    14995.0
hormone    3    939.4     16779    14055.6
.

.
.

As you see, no p-values reported

Here is how it looks with after implementing Design:

> anova(Fit1)

                 Wald Statistics          Response: Surv(Time, cancer) 
 Factor     Chi-Square d.f. P
 relativ         6.08       1   0.0137
 hormone     8.68       3   0.0339
.

.
.

Regards,
Kare

On Fri, 2008-04-18 at 11:03 -0500, Frank E Harrell Jr wrote:

> Paul Johnson wrote:
> > On Fri, Apr 18, 2008 at 3:06 AM, Kåre Edvardsen <ked_at_nilu.no> 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.
> >
> > http://finzi.psych.upenn.edu/R/Rhelp02a/archive/118481.html
> >
> > 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.
> >
> > HTH
> > pj
> >
>
> In the meantime you can do
>
> library(Design)
> f <- cph( . . . )
> anova(f) # multiple d.f. Wald statistics including tests of
> nonlinearity
>
> cph uses coxph but anova.Design is separate from the survival package.
>
> Frank
>

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