[R] the output of coxph
Dear All: I have some questions about the output of coxph. Below is the input and output: coxph(formula = Surv(futime, fustat) ~ age + rx + ecog.ps, data = + ovarian, x = TRUE) Call: coxph(formula = Surv(futime, fustat) ~ age + rx + ecog.ps, data = ovarian, x = TRUE) coef exp(coef) se(coef) z p age 0.147 1.158 0.0463 3.17 0.0015 rx -0.815 0.443 0.6342 -1.28 0.2000 ecog.ps 0.103 1.109 0.6064 0.17 0.8600 Likelihood ratio test=15.9 on 3 df, p=0.00118 n= 26 --- Question One: As I know, the p-value of age is the significance level. However what is the exact meaning of the parameter, and how do we calculate the parameter? If the sample size is small (20~40), is this estimation still reliable? Question Two: the p-value in the last line (Likelihood ratio test=15.9 on 3 df, p=0.00118) is asymptotically equivalent tests of the omnibus null hypothesis that all of the β’s are zero, according to John Fox's Cox Proportional-Hazards Regression for Survival Data (http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-cox-regression.pdf) Can anybody explain that why this true? (As I know, the p-value is obtained by 1-pchisq(2*log Likelihood ratio), and this is because 2*log(likelihood ratio) is approximately chi-square for nested models.) Thank you very much. Sincerely, Alan 2005-11-27 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] the output of coxph
Dear All: I have some questions about the output of coxph. Below is the input and output: coxph(formula = Surv(futime, fustat) ~ age + rx + ecog.ps, data = + ovarian, x = TRUE) Call: coxph(formula = Surv(futime, fustat) ~ age + rx + ecog.ps, data = ovarian, x = TRUE) coef exp(coef) se(coef) z p age 0.147 1.158 0.0463 3.17 0.0015 rx -0.815 0.443 0.6342 -1.28 0.2000 ecog.ps 0.103 1.109 0.6064 0.17 0.8600 Likelihood ratio test=15.9 on 3 df, p=0.00118 n= 26 --- Question One: As I know, the p-value of age is the significance level. However what is the exact meaning of the parameter, and how do we calculate the parameter? If the sample size is small (20~40), is this estimation still reliable? Question Two: the p-value in the last line (Likelihood ratio test=15.9 on 3 df, p=0.00118) is asymptotically equivalent tests of the omnibus null hypothesis that all of the β’s are zero, according to John Fox's Cox Proportional-Hazards Regression for Survival Data (http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-cox-regression.pdf) Can anybody explain that why this true? (As I know, the p-value is obtained by 1-pchisq(2*log Likelihood ratio), and this is because 2*log(likelihood ratio) is approximately chi-square for nested models.) Thank you very much. Sincerely, Alan 2005-11-27 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
