[R] Extracting approximate Wald test (Chisq) from coxph(..frailty)

Mohammad Ehsanul Karim wildscop at yahoo.com
Tue Apr 17 09:18:57 CEST 2007


Dear List,

How do I extract the approximate Wald test for the
frailty (in the following example 17.89 value)?

What about the P-values, other Chisq, DF, se(coef) and
se2? How can they be extracted?

######################################################>
kfitm1
Call:
coxph(formula = Surv(time, status) ~ age + sex +
disease + frailty(id, 
    dist = "gauss"), data = kidney)

                          coef     se(coef)
age                        0.00489 0.0150  
sex                       -1.69703 0.4609  
diseaseGN                  0.17980 0.5447  
diseaseAN                  0.39283 0.5447  
diseasePKD                -1.13630 0.8250  
frailty(id, dist = "gauss                  
                          se2    Chisq DF  
age                       0.0106  0.11  1.0
sex                       0.3617 13.56  1.0
diseaseGN                 0.3927  0.11  1.0
diseaseAN                 0.3982  0.52  1.0
diseasePKD                0.6173  1.90  1.0
frailty(id, dist = "gauss        17.89 12.1
                          p      
age                       0.74000
sex                       0.00023
diseaseGN                 0.74000
diseaseAN                 0.47000
diseasePKD                0.17000
frailty(id, dist = "gauss 0.12000

Iterations: 6 outer, 30 Newton-Raphson
     Variance of random effect= 0.493 
Degrees of freedom for terms=  0.5  0.6  1.7 12.1 
Likelihood ratio test=47.5  on 14.9 df, p=2.82e-05  n=
76 
 
######################################################

Thank you for your time.
Thanks in advance.

Mohammad Ehsanul Karim
wildscop at yahoo dot com
Institute of Statistical Research and Training
University of Dhaka



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