[R] How to compare the effect of a variable across regression models?

2010-08-13 Thread Biau David
Hello, I would like, if it is possible, to compare the effect of a variable across regression models. I have looked around but I haven't found anything. Maybe someone could help? Here is the problem: I am studying the effect of a variable (age) on an outcome (local recurrence: lr). I have

Re: [R] How to compare the effect of a variable across regression models?

2010-08-13 Thread Frank Harrell
David, In the Cox and many other regression models, the effect of a variable is context-dependent. There is an identifiability problem in what you are doing, as discussed by @ARTICLE{for95mod, author = {Ford, Ian and Norrie, John and Ahmadi, Susan}, year = 1995, title = {Model

Re: [R] How to compare the effect of a variable across regression models?

2010-08-13 Thread Greg Snow
If you just want to visualize the effect on one variable on the response from some different models then you might try Predict.Plot from the TeachingDemos package. It takes a little tweaking to get it to work with cph objects, but here is a basic example (partly stolen from the help page for