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:
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:
Wald Statistics Response: Surv(Time, cancer) Factor Chi-Square d.f. P relativ 6.08 1 0.0137 hormone 8.68 3 0.0339 .
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
> f <- cph( . . . )
> anova(f) # multiple d.f. Wald statistics including tests of
> cph uses coxph but anova.Design is separate from the survival package.
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