[R] eha aftreg overall p-value

T. Smithson pillepop2003 at yahoo.de
Wed Sep 29 18:13:39 CEST 2010


Dear useRs,

I am currently fitting an advanced failure time model using Göran
Broström's excellent "eha" library with the "aftreg" command.

My question: How do I interpret the "Overall p-value", that is
reported at the very bottom of the output? I already figured out it
must be a chi-square test, but I am wondering what a p-value < 0.01
means:

Does it mean my model fits the actual data correctly OR does it mean
my model DOES NOT fit the data correctly? In other words: Is it
better to have a small or a large "overall p-value"?

EXAMPLE OUTPUT:
Events                    230
Total time at risk          3340
Max. log. likelihood      -380.34
LR test statistic         16.7
Degrees of freedom        1
Overall p-value           4.41898e-05

Any advice is highly appreciated!!

Thanks
Thomas



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