[R] Comparing COXPH models, one with age as a continuous variable, one with age as a three-level factor

[stephenb]

sorry to bump in late, but I am doing similar things now and was browsing.

IMHO anova is not appropriate here. it applies when the richer model has p
more variables than the simpler model. this is not the case here. the
competing models use different variables.

you are left with IC. 

by transforming a continuous variable into categorical you are smoothing,
which is the idea of GAM. if you look at what is offered in GAMs you may
find better approximations f(age) as well as tools for testing among
different f(age) transformations.

regards.
S.
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