[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




More information about the R-help mailing list