Re: [R] Cox model approximaions (was comparing SAS and R survival....)

2012-04-02 Thread AO_Statistics
I have a question about Cox's partial likelihood approximations in coxph function of survival package (and in SAS as well) in the presence of tied events generated by grouping continuous event times into intervals. I am processing estimations for recurrent events with time-dependent covariates in

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-20 Thread AO_Statistics
Thomas Lumley-2 wrote: [...] The warning and error messages are correct here. Look at the point estimate. It's a log hazard ratio of about 20 in one case and about -20 in the other case. The true partial maximum likelihood estimator is infinite. The estimated standard errors are

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-19 Thread AO_Statistics
Terry Therneau-2 wrote: This query of why do SAS and S give different answers for Cox models comes up every so often. The two most common reasons are that a. they are using different options for the ties b. the SAS and S data sets are slightly different. You have both