P-values from survreg (survival package) using a clusterterm
Ladelund, Steen
STELAD01 at glostruphosp.kbhamt.dk
Mon Mar 6 13:26:54 CET 2006
Hi all.
Belove is the example from the cluster-help page wtih the output.
I simply cannot figure out how to relate the estimate and robust Std. Err to
the p-value. I am aware this a marginal model applying the sandwich
estimator using (here I guess) an emperical (unstructered/exchangeable?)
ICC. Shouldent it be, at least to some extend, comparable to the robust
z-test, for rx : 2*pnorm(-0.239/0.0816)=0.0034 ?
Any help/hints are appreciated.
Steen and R 2.2.1, survival 2.21 on win XP.
library(survival)
data(rats)
marginal.model <- survreg(Surv(time, status) ~ rx + cluster(litter), rats )
summary(marginal.model)
> library(survival)
> data(rats)
> marginal.model <- survreg(Surv(time, status) ~ rx + cluster(litter), rats
)
> summary(marginal.model)
Call:
survreg(formula = Surv(time, status) ~ rx + cluster(litter),
data = rats)
Value Std. Err (Naive SE) z p
(Intercept) 4.983 0.0886 0.0833 56.25 0.934
rx -0.239 0.0816 0.0891 -2.92 0.929
Log(scale) -1.333 0.1688 0.1439 -7.89 0.886
Scale= 0.264
Weibull distribution
Loglik(model)= -242.3 Loglik(intercept only)= -246.3
Chisq= 8 on 1 degrees of freedom, p= 0.0047
(Loglikelihood assumes independent observations)
Number of Newton-Raphson Iterations: 7
n= 150
>
Steen Ladelund, statistician
+4543233275 stelad01CURLYAglostruphospDOTkbhamt.dk
Research Center for Prevention and Health
Glostrup University Hospital, Denmark
www.fcfs.kbhamt.dk
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