[R] doubt about DF in survival model
Thomas Lumley
tlumley at u.washington.edu
Fri Jul 5 18:58:40 CEST 2002
On Thu, 4 Jul 2002, Ronaldo Reis Jr. wrote:
> Hi all,
>
> I have this,
>
> Weibull distribution
> n= 1000
>
> > anova(pk.m0)
> Df Deviance Resid. Df -2*LL P(>|Chi|)
> NULL NA NA 999 1451.31 NA
>
> > anova(pk.m0,pk.m1)
> Terms Resid. Df -2*LL Test Df Deviance P(>|Chi|)
> 1 1 998 1451.310 NA NA NA
> 2 seed 996 1229.714 2 221.59557 7.605594e-49
>
> With n=1000,
> Df of Null Model (pk.m0) = 999, it is ok, to me.
>
> But, when I put together Null Model (pk.m0) and the Seed Model (pk.m1),
> Df of the Null model changed to 998.
>
> My question is, why it does happen?
It's actually the first one that's wrong. The null Weibull model has 2
parameters, shape and scale. The shape parameter is estimated by maximum
likelihood and isn't independent of the regression parameters, so it
really should be counted.
It doesn't matter if you use one or other syntax consistenly, since you
only care about differences in loglikelihood, but it should be fixed.
-thomas
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