Hi: Another possible approach (untested) would be to compare the two models
m1 <- coxph(Surv(Start, End, Death.ID) ~ x1 + x2 + a1 + a2 + a3) m0 <- coxph(Surv(Start, End, Death.ID) ~ I(x1 + x2) + a1 + a2 + a3) anova(m0, m1) This should be able to test H_0: beta_1 = beta_2. If you want to test that they are both equal to a specified [nonzero] constant, that's a different test entirely (e.g., beta_1 = 1 = beta_2) - in that case, offset() might be useful. HTH, Dennis On Tue, Apr 12, 2011 at 2:19 AM, Michael Haenlein <haenl...@escpeurope.eu>wrote: > Dear all, > > I'm running a coxph model of the form: > coxph(Surv(Start, End, Death.ID) ~ x1 + x2 + a1 + a2 + a3) > > Within this model, I would like to compare the influence of x1 and x2 on > the > hazard rate. > Specifically I am interested in testing whether the estimated coefficient > for x1 is equal (or not) to the estimated coefficient for x2. > > I was thinking of using a Chow-test for this but the Chow test appears to > work for linear regression only (see: > http://en.wikipedia.org/wiki/Chow_test). > Another option I was thinking of is to estimate an alternative model in > which the coefficients for x1 and x2 are constraint to be equal and to > compare the fit of such a constraint model with the one of an unconstraint > one. But again I'm not sure how this can be done using coxph. > > Could anyone help me out on this please? > > Thanks, > > Michael > > > > Michael Haenlein > Associate Professor of Marketing > ESCP Europe > Paris, France > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
