[R] coxph and robust variance estimation
"Sven Knüppel"
sven.knueppel at gmx.de
Mon Jun 15 11:40:39 CEST 2009
Hello,
I would like to compare two different models in the framework of Cox proportional hazards regression models.
On Rsitesearch and google I don't find a clear answer to my question.
My R-Code (R version 2.9.0)
coxph.fit0 <- coxph(y ~ z2_ + cluster(as.factor(keys))+ strata(stratvar_),
method="breslow" ,robust=T )
coxph.fit1 <- coxph(y ~ z_ + cluster(as.factor(keys))+ strata(stratvar_),
method="breslow" ,robust=T ) # marker and covariates
# Analysis of Devaince table
coxph.aov <- anova(coxph.fit0 , coxph.fit1, test="Chisq")
In the single models coxph.fit0 and coxph.fit1 I can use a robust variance estimation.
It seems that the function anova don't use a robust estimation for the analysis of deviance.
My question is, how can I use robust estimation for the analysis of deviance?
With kind regards,
Sven Knüppel
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