On 13.07.2011 14:42, Rilana Prenger wrote:
Dear all,

I have a question regarding the output of the coxph function. What does the
'max possible' exactly mean in the output below? Many thanks.

                coef exp(coef) se(coef) robust se      z Pr(>|z|)
smocc_zyban      -0.4384    0.6451   0.8667    0.9473 -0.463    0.644
self              1.1857    3.2728   0.1405    0.1443  8.216 2.22e-16 ***
smocc_zyban:self  0.1423    1.1529   0.2201    0.2382  0.598    0.550
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

                  exp(coef) exp(-coef) lower .95 upper .95
smocc_zyban         0.6451     1.5502    0.1008     4.130
self                3.2728     0.3055    2.4666     4.343
smocc_zyban:self    1.1529     0.8673    0.7229     1.839

Rsquare= 0.116   (max possible= 0.821 )

This is what can be achieved maximally with the most extreme possible value of the test statistics which is used to calculate the Rsquare. That means, 0.821 (rather than 1) is the "perfect fit" given the likelihood.

Uwe Ligges



Likelihood ratio test= 137  on 3 df,   p=0
Wald test            = 114.3  on 3 df,   p=0
Score (logrank) test = 141.3  on 3 df,   p=0,   Robust = 70.98  p=2.665e-15

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