> It seems that the function anova don't use a robust estimation for the > analysis of deviance.
You are correct, anova.coxph always uses the partial likelihood This is a serious oversight, particularly since some of the situations in which the robust variance is recommended are ones where the LR test is invalid. It is also a fairly obvious oversight, but I have to admit that I have never thought about it --- it only became obvious to me when I saw your note. I will add this to my list of things to be repaired. Terry Therneau ______________________________________________ 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.