[R] anova() method for coxph objects with robust standard errors
Terry Therneau
therneau at mayo.edu
Tue Nov 24 22:08:01 CET 2009
> what is the reason why the anova() method for coxph objects does not
work when robust standard errors have been requested, e.g.,
A robust variance estimate is normally used in situations where the
model may be mis-specified, e.g., multiple events per subject.
In this case a comparison of partial-likelihood values does not make
sense, and anova.coxph will refuse to print results (which are a
comparison of PL values).
This was my decision, with the goal of decreasing misinterpretations
or confusions that would arise when anova for a model was identical both
with and without the robust option. There is certainly room for
disagreement. Opinions welcome.
Terry Therneau
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