Re: [R] Difference in p-values between R and SPSS

2008-09-12 Thread Kåre Edvardsen
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 equa

Re: [R] Difference in p-values between R and SPSS

2008-09-11 Thread Thomas Lumley
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().

Re: [R] Difference in p-values between R and SPSS

2008-09-11 Thread Uwe Ligges
Kåre 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

[R] Difference in p-values between R and SPSS

2008-09-11 Thread Kåre Edvardsen
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