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, K?re 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

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Thomas Lumley                   Assoc. Professor, Biostatistics
[EMAIL PROTECTED]       University of Washington, Seattle
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