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 -- View this message in context: http://r.789695.n4.nabble.com/max-possible-rsquare-tp3664925p3664925.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
______________________________________________ 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.