[R] coxme AIC score and p-value mismatch??
Teresa Iglesias
tliglesias at ucdavis.edu
Sun Aug 22 07:04:28 CEST 2010
Hi,
I am new to R and AIC scores but what I get from coxme seems wrong. The AIC
score increases as p-values decrease.
Since lower AIC scores mean better models and lower p-values mean stronger
effects or differences then shouldn't they change in the same direction? I
found this happens with the data set rats as well as my own data. Below is
the output for two models constructed with the rats data set.
>library(survival)
>data(rats)
> str(rats)
'data.frame': 150 obs. of 4 variables:
$ time : int 101 104 104 77 89 88 104 96 82 70 ...
$ tumor : int 0 0 0 0 0 1 1 1 0 1 ...
$ trt : int 1 1 1 1 1 1 1 1 1 1 ...
$ litter: int 1 2 3 4 5 6 7 8 9 10 ...
>m1<- coxme(Surv(rats$time, rats$tumor) ~ rats$trt + (1|rats$litter))
>m1
Cox mixed-effects model fit by maximum likelihood
Data: rats
events, n = 40, 150
Iterations= 10 54
NULL Integrated Penalized
Log-likelihood -185.6822 -180.875 -173.7943
Chisq df p AIC BIC
Integrated loglik 9.61 2.00 0.0081708 5.61 2.24
Penalized loglik 23.78 13.17 0.0356440 -2.57 -24.82
Model: Surv(rats$time, rats$tumor) ~ rats$trt + (1 | rats$litter)
Fixed coefficients
coef exp(coef) se(coef) z p
rats$trt 0.9124426 2.490398 0.3226733 2.83 0.0047
Random effects
Group Variable Std Dev Variance
rats.litter Intercept 0.6526484 0.4259500
>m2<- coxme(Surv(rats$time, rats$tumor) ~ rats$litter + (1|rats$trt) )
>m2
Cox mixed-effects model fit by maximum likelihood
Data: rats
events, n = 40, 150
Iterations= 5 28
NULL Integrated Penalized
Log-likelihood -185.6822 -182.3795 -181.3178
Chisq df p AIC BIC
Integrated loglik 6.61 2.00 0.036785 2.61 -0.77
Penalized loglik 8.73 1.88 0.011091 4.97 1.79
Model: Surv(rats$time, rats$tumor) ~ rats$litter + (1 | rats$trt)
Fixed coefficients
coef exp(coef) se(coef) z p
rats$litter 0.01425045 1.014352 0.01088983 1.31 0.19
Random effects
Group Variable Std Dev Variance
rats.trt Intercept 0.6081659 0.3698658
Teresa Iglesias
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