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

[Frank E Harrell Jr]

Paul Johnson wrote:
> 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
> 

In the meantime you can do

library(Design)
f <- cph( . . . )
anova(f)      # multiple d.f. Wald statistics including tests of 
nonlinearity

cph uses coxph but anova.Design is separate from the survival package.

Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University