The Wald, score, and LR tests are discussed in full in my book. They are not the same. The LR test is the difference between LR(beta=0) and LR(beta=final). The score test is a Taylor series approximation to this using an expansion around beta=0. The Wald test is a similar Taylor series approximation, but around beta=final. If there are no tied times the score test = Log-rank test. If there are ties, then they are just a tiny bit different: the paper using the log-rank has an n-1 in his variance term and the Cox model has an n. Neither is right or wrong, just a different choice.
Terry Therneau ______________________________________________ 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.
