[R] Overall p-value from a factor in a coxph fit

[Paul Johnson]

On Fri, Apr 18, 2008 at 3:06 AM, Kåre Edvardsen <ked at nilu.no> wrote:
> Hi all.
>
>  If I run the simple regression when x is a categorical variable ( x <-
>  factor(x) ):
>
>  > MyFit <-coxph( Surv(start, stop, event) ~ x )
>
>  How can I get the overall p-value on x other than for each dummy
>  variable?
>
>  > anova(MyFit)
>
>  does NOT provide that information as previously suggested on the list.
>

It "should" work...  Here's a self contained example showing that
anova does give the desired significance test for an lm model.

> y <- rnorm(100)
> x <- gl(5,20)
> mod <- lm(y~x)
> anova(mod)
Analysis of Variance Table

Response: y
          Df  Sum Sq Mean Sq F value Pr(>F)
x          4   6.575   1.644  1.5125 0.2047
Residuals 95 103.237   1.087

If you provide a similar self contained example leading up to a coxph,
I would be glad to investigate your question.  You don't give enough
information for me to tell which version of coxph you are running, and
from what  package.

Suppose I "guess" that you are using the coxph from the package
"survival". If so, it appears to me there is a bug in that package at
the moment.  The methods anova.coxph and drop1.coxph did exist at one
time, until very recently.  There is a thread in r-help (which I found
by typing "RSiteSearch("anova.coxph")" ) discussing recent troubles
with anova.coxph.

http://finzi.psych.upenn.edu/R/Rhelp02a/archive/118481.html

As you see from the discussion in that thread, there used to be an
anova method for coxph, and in the version of survival I have now,
there is no such method.  The version I have is  2.34-1, Date:
 2008-03-31.

Here's what I see after I run "example(coxph)" in order to create some
coxph objects, on which I can test the diagnostics:

> drop1(test2)
Error in terms.default(terms1) : no terms component
> anova(test2)
Error in UseMethod("anova") : no applicable method for "anova"
>

In that survival package, I do find anova.survreg, but not
anova.coxph. If you are using the survival package, I'd suggest you
contact Thomas Lumley directly, since he maintains it.

I think if you had reported the exact error you saw, it would have
been easier for me to diagnose the trouble.

HTH
pj

-- 
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas