[R] Doing a Cox-Regression in R and SPSS

[Prof Brian D Ripley]

On Sun, 11 Mar 2001, Bernd Weiss wrote:

> computing a Cox proportional hazards model in SPSS 9.0 and
> R 1.2.2 produces different results for beta-coefficient.

Your data have ties in the times. The original theory for Cox models
applies to continuous hazard distributions, for which there can be no ties.
There are various fixes, controlled by the argument of coxph:

  method: a character string specifying the method for tie handling.
          If there  are no tied death times all the methods are
          equivalent. Nearly all Cox regression programs use the
          Breslow method by default, but not this one. The Efron
          approximation is used as the default here, as it is much more
          accurate when dealing with tied death times, and is as
          efficient computationally. The exact method computes the
          exact partial likelihood, which is equivalent to a
          conditional logistic model.  If there are a large number of
          ties the computational time will be excessive.

I think that para (from ?coxph) tells you all you need to know,
except that `accurate' means by reference to the `exact' method.

[...]

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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