Sigh. Message: 50 Date: Fri, 26 Apr 2013 10:13:52 +1200 From: Rolf Turner <rolf.tur...@xtra.co.nz> To: Terry Therneau <thern...@mayo.edu> Cc: r-help@r-project.org, Achim Zeileis <achim.zeil...@uibk.ac.at> Subject: Re: [R] Trouble Computing Type III SS in a Cox Regression Message-ID: <5179aaa0.8060...@xtra.co.nz> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
On 26/04/13 03:40, Terry Therneau wrote: (In response to a question about computing "type III sums of squares in a Cox regression): <SNIP> > > If you have customers who think that the earth is flat, global warming > is a conspiracy, or that type III has special meaning this is a > re-education issue, and I can't much help with that. Fortune nomination! cheers, Rolf --- On Thu, 4/25/13, Terry Therneau <thern...@mayo.edu> wrote: > From: Terry Therneau <thern...@mayo.edu> > Subject: Re: Trouble Computing Type III SS in a Cox Regression > To: "Paul Miller" <pjmiller...@yahoo.com>, r-help@R-project.org > Received: Thursday, April 25, 2013, 10:40 AM > You've missed the point of my earlier > post, which is that "type III" is not an answerable > question. > > 1. There are lots of ways to compare Cox > models, LRT is normally considered the most reliable by > serious authors. There is usually not much difference > between score, Wald, and LRT tests though, and the other two > are more convenient in many situations. > > 2. "Type III" is a question that can't be > addressed. SAS prints something out with that label, but > since they don't document what it is, and people with > in-depth knowlegde of Cox models (like me) cannot figure out > what a sensible definition could actually be, there is > nowhere to go. "How to do this in R" can't be > answered. (It has nothing to do with interactions.) > > 3. If you have customers who think that the earth is > flat, global warming is a conspiracy, or that type III has > special meaning this is a re-education issue, and I can't > much help with that. > > Terry T. > > On 04/25/2013 07:59 AM, Paul Miller wrote > > Hi Dr. Therneau, > > > > Thanks for your reply to my question. I'm aware that > many on the list do not like type III SS. I'm not > particularly attached to the idea of using them but often > produce output for others who see value in type III SS. > > > > You mention the problems with type III SS when testing > interactions. I don't think we'll be doing that here though. > So my type III SS could just as easily be called type II SS > I think. If the SS I'm calculating are essentially type II > SS, is that still problematic for a Cox model? > > > > People using type III SS generally want a measure of > whether or not a variable is contributing something to their > model or if it could just as easily be discarded. Is there a > better way of addressing this question than by using type > III (or perhaps type II) SS? > > > > A series of model comparisons using a LRT might be the > answer. If it is, is there an efficient way of implementing > this approach when there are many predictors? Another > approach might be to run models through step or stepAIC in > order to determine which predictors are useful and to > discard the rest. Is that likely to be any good? > > > > Thanks, > > > > Paul > ______________________________________________ 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.