[R] output (p-values) of "fastbw" in Design package
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Tue Oct 27 15:08:58 CET 2009
North, Bernard V wrote:
> I am using the validate option in the Design package with the Cox survival model.
> I am using the bw=T option which, like the fastbw function, performs a backward elimination variable selection
> The output includes a series of columns (below) giving information on eliminated variables.
> My question is that I am unsure of the difference between the 2 p-values given (the one after Chi-Sq and the one after df)
> This may be a gap in my statistics knowledge, hopefully I've not asked too silly a question, many thanks in advance
> Backwards Step-down - Original Model
> Deleted Chi-Sq d.f. P Residual d.f. P AIC
The first chi-sq stat is the individual partial chi-sq for testing the
deleted variable, adjusted for all variables still in the model. The
residual chi-sq test is the simultaneous test for all variables deleted
up to and including the current one.
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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