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But If I do

fit <- coxph(Surv(futime, fustat) ~ resid.ds *rx + ecog.ps, data = ovarian, 
subset=ovarian$age>50)
 anova(fit)
 fit2 <- coxph(Surv(futime, fustat) ~ resid.ds +rx + ecog.ps, data=ovarian, 
subset=ovarian$age>50)
 anova(fit2,fit)

The first p-value seems to be wrong.
Would anybody please explain to me why?

Cheers,
Oscar

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The p-value seems wrong because it is wrong.  You've found a bug in the 
survival package.
(It has to do with missing values, and the attempt of anova.coxph to ensure that it does not fit a sequence of models such that an observation is dropped partway through the list.)


Terry Therneau

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