[R] interpreting coxph results

Thomas Hills thills at indiana.edu
Mon Aug 21 16:05:26 CEST 2006


I am having trouble understanding results I'm getting back from coxph  
doing a recurrent event analysis.  I've included the model below and  
the summary.  In some cases, with minor variations, the Robust  
variance and Wald tests are significant, but the individual  
covariates may or may not be significant.  My main question is:  If  
Wald and robust tests both take into account the clustering, then why  
are they so different and how do I make sense of them.  A second  
question is:  If Wald and Robust are both significant in the summary  
tests, but all individual covariates are insignificant (these are  
Wald, yes?), what do I make of that?  I recognize the questions are  
partly R related and partly statistical (if there is a better place  
to post this please let me know).

Call:
coxph(formula = Surv(startt, stopt, rep(1, nrow(omfi))) ~ joof1 +
     topslope1 * top1 + I(early.angle/late.angle) + spac.cov +
     ave.angle + slopef.d + cluster(id) + strata(sequence), data =  
thedofile))

   n= 174
                              coef exp(coef) se(coef) robust se       
z    p
joof1                     -0.2755  7.59e-01   0.1590    0.2998 -0.919  
0.36
topslope1                 30.9827  2.86e+13  23.2339   51.9948  0.596  
0.55
top1                       0.1165  1.12e+00   0.1901    0.3951  0.295  
0.77
I(early.angle/late.angle)  0.0449  1.05e+00   0.1165    0.1296  0.347  
0.73
spac.cov                   0.9815  2.67e+00   3.4104    5.5871  0.176  
0.86
ave.angle                  0.0396  1.04e+00   0.0156    0.0266  1.488  
0.14
slopef.d                  -0.3394  7.12e-01   0.4373    0.8891 -0.382  
0.70
topslope1:top1            -5.5673  3.82e-03   2.8198    6.7696 -0.822  
0.41


Rsquare= 0.18   (max possible= 0.898 )
Likelihood ratio test= 34.5  on 8 df,   p=3.27e-05
Wald test            = 23.5  on 8 df,   p=0.00276
Score (logrank) test = 31.8  on 8 df,   p=0.000103,   Robust = 13.5   
p=0.097

   (Note: the likelihood ratio and score tests assume independence of
      observations within a cluster, the Wald and robust score tests  
do not).

Thanks for any help,

Thomas Hills
Indiana University



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