Duncan Murdoch wrote: > On 9/18/2007 12:41 PM, Daniel Brewer wrote: > >> Hello, >> I might be barking up the wrong tree here, but I want to make sure I >> have a full understanding of this. What I would like to know is what >> tests are performed to give the p-values for each variable in the table >> that is the result of coxph regression when the variables are >> categorical only. >> >> More specifically, when expected counts are less than 5 is the Fisher's >> exact test used instead of the Chi^2 test? >> > > I think you need to check the reference (Anderson and Gill) or the > source to be sure, but I wouldn't expect either of those tests to be > used here. > (That's Andersen, with an 'e'. He's probably used to that misspelling by now, though.)
Almost everything in this world can be converted to a chi-square distributed test statistic, but it is not usually the familiar sum((O-E)^2/E) formula (which is wrong already for the simple two-group comparison, i.e. logrank test, unless you have special assumptions on the censoring pattern). There is no obvious counterpart to the Fisher test available for survival data, as far as I know. > I'd guess these are generalized likelihood ratio tests: fit the model > with the variable, fit it without, and look at the difference in > (partial) log likelihood. If the variable does not affect the response > then twice the difference in log likelihood would have an asymptotic > chi-square distribution. > > The ones in the table of coefficients are Wald tests, I believe. I.e. they are based on the variance-covariance matrix based on the inverse Hessian matrix for the likelihood, calculated at the maximum likelihood estimate. > Fisher's exact test and the Pearson chi-square test are not appropriate > here, because the individuals are not exchangeable under the null > hypothesis. > > Duncan Murdoch > > ______________________________________________ > R-help@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. > -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@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.
