On Fri, Mar 11, 2011 at 8:25 AM, Brian McLoone <brianbmclo...@gmail.com> wrote:
> This is a follow-up to a query that was posted regarding some problems that
> emerge when running anova analyses for cox models, posted by Mathias Gondan:
>
> Matthias Gondan wrote:
>
>>* Dear List,*>**>* I have tried a stratified Cox Regression, it is working
>>fine, except for*>* the "Anova"-Tests:*>**>* Here the commands (should work
>>out of the box):*>**>* library(survival)*>* d = colon[colon$etype==2, ]*>* m
>>= coxph(Surv(time, status) ~ strata(sex) + rx, data=d)*>* summary(m)*>* #
>>Printout ok*>* anova(m, test='Chisq')*>**>* This is the output of the anova
>>command:*>**>* *>>* Analysis of Deviance Table*>>* Cox model: response is
>>Surv(time, status)*>>* Terms added sequentially (first to last)*>>**>>*
>> Df Deviance Resid. Df Resid. Dev P(>|Chi|)*>>* NULL
>> 929 5233.5 *>>* strata(sex) 0 929
>> *>>* rx 2 927 5221.2 *>>*
>>Warning message:*>>* In is.na(coef(fit)) :*>>* is.na() auf nicht-(Liste
>>oder Vektor) des Typs 'NULL' angewendet*>>* *>**>* It should be possible
>>to do Chi-Square-Tests in a stratified analysis, *>* right?*
>
>
> We have run into the same problem. In particular, we are running stratified
> coxph models, but we are not able to generate a Chisq probability for both
> models.
>
>> drop1(Model,test='Chisq')
> Single term deletions
>
> Model:
> Surv(adjusted_days_60, Death_60_10) ~ strata(chol_60)
> Df AIC LRT Pr(Chi)
> <none> 7437.6
> strata(chol_60) 0 8513.2 1075.6
>
> As you can see, why is the probability of the Chisq - i.e., Pr(Chi) -
> missing?
Because you can't do that. The strata() term corresponds to an
infinite-dimensional parameter, a new baseline hazard, so it isn't
like a straightforward likelihood ratio test. It certainly doesn't
have a chisquared distribution with a fixed number of degrees of
freedom -- I don't know if anyone has even worked out the sampling
distribution of this deviance difference.
-thomas
--
Thomas Lumley
Professor of Biostatistics
University of Auckland
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