I thought the difference is to big too, so I tried both "breslow" and "efron" with same different result, and "exact" goes for ever, which is strange as I'm only using one dependent varable here. Could be that n~50.000, and I haven't got the most powerful computer either. I'm not aiming to get equal p-values, but I'm wondering whether one of us has got a bug in calculating the follow-up time...
Cheers, On Thu, 2008-09-11 at 13:07 -0700, Thomas Lumley wrote: > That is a larger difference in p-values than I would expect due to > numerical differences and stopping criteria. My guess is that you are > running across the different approximations for tied failure times. If > so, you will get better agreement with SPSS by using method="breslow" in > coxph(). > > -thomas > > On Thu, 11 Sep 2008, Kre Edvardsen wrote: > > > My apologies for asking slightly about SPSS in addition to R... > > > > Could not find an exact answer in the archives on whether R and SPSS may > > give different p-vals when output for coeffs and conf-intervals are the > > same. > > Amyway, a colleague and I are doing a very simple coxreg analyses and > > get the same results for the coefficient and confidence interval, > > > > exp(coef) exp(-coef) lower .95 upper .95 > > age_at_entry 1.02 0.98 1.01 1.03 > > > > > > but in R we get p = 0.00011, and SPSS gives p < 0.0001 > > > > Should we worry about this difference in p-value or do R and SPSS > > sometime differ? > > > > All the best, > > Kare > > > > ______________________________________________ > > 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. > > > > Thomas Lumley Assoc. Professor, Biostatistics > [EMAIL PROTECTED] University of Washington, Seattle [[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.