Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-26 Thread Paul Miller
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

Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-26 Thread John Kane
Seconded John Kane Kingston ON Canada -Original Message- From: rolf.tur...@xtra.co.nz Sent: Fri, 26 Apr 2013 10:13:52 +1200 To: thern...@mayo.edu Subject: Re: [R] Trouble Computing Type III SS in a Cox Regression On 26/04/13 03:40, Terry Therneau wrote: (In response

Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-25 Thread Paul Miller
wrote: From: Terry Therneau thern...@mayo.edu Subject: Re: Trouble Computing Type III SS in a Cox Regression To: r-help@r-project.org, Paul Miller pjmiller...@yahoo.com Received: Wednesday, April 24, 2013, 5:55 PM I should hope that there is trouble, since type III is an undefined concept

Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-25 Thread Bert Gunter
to determine which predictors are useful and to discard the rest. Is that likely to be any good? Thanks, Paul --- On Wed, 4/24/13, Terry Therneau thern...@mayo.edu wrote: From: Terry Therneau thern...@mayo.edu Subject: Re: Trouble Computing Type III SS in a Cox Regression To: r-help@r-project.org

Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-25 Thread Terry Therneau
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

Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-25 Thread Rolf Turner
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

Re: [R] Trouble Computing Type III SS in a Cox Regression using drop1 and Anova

2013-04-24 Thread John Fox
Dear Paul, -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of Paul Miller Sent: Wednesday, April 24, 2013 1:18 PM To: r-help@r-project.org Subject: [R] Trouble Computing Type III SS in a Cox Regression using drop1 and Anova

Re: [R] Trouble Computing Type III SS in a Cox Regression

2013-04-24 Thread Terry Therneau
I should hope that there is trouble, since type III is an undefined concept for a Cox model. Since SAS Inc fostered the cult of type III they have recently added it as an option for phreg, but I am not able to find any hints in the phreg documentation of what exactly they are doing when you