>Is there a function in the survival package that will allow me to test a
>subset
>of independent variables for joint significance? I am thinking along the
>lines
>of a Wald, likelihood ratio, or F-test. I am using the survreg procedure to
>estimate my parameters. Thank you.
The most direct is to use a likelihood ratio test. However, be careful about
deletions due to missing!
> fit1 <- survreg(Surv(time, status) ~ age + ph.ecog, lung)
> fit2 <- update(fit1, .~ .+ meal.cal + wt.loss)
> 2*(fit2$log - fit1$log)[2] # wrong -- different sample sizes
> tdata <- na.omit(lung[, c('time', 'status', 'ph.ecog', 'age', 'wt.loss',
>
'meal.cal')
> fit1 <- survreg(Surv(time, status) ~ age + ph.ecog, tdata)
> fit2 <- update(fit1, .~ .+ meal.cal + wt.loss)
> 2*(fit2$log - fit1$log) #this will be chisq on 2 df
[2] [1] 1.014557
>anova(fit1, fit2)
nicer format, but wide for this email so omitted
Terry Therneau
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