[R] Testing equality of coefficients in coxph model

[Dr. Pablo E. Verde]

Hi Michael,

One way to work out you problem is with bootstrap methods. The following is 
a toy example that may be help you for you:

# test data...
library(survival)

set.seed(1007)
x <- runif(50)

mu <- c(rep(1, 25), rep(2, 25))

test1 <- data.frame(Time = qsurvreg(x, mean = mu, scale= 0.5, distribution = 
"weibull"),
                    Status = rbinom(50,1,0.7),
                    tr = gl(2, 20)
                    )

mod1 <- survreg(Surv(Time, Status) ~ -1 + tr, data = test1)
summary(mod1)

# Bootstrap function...
boot.fun <- function(dat, Ind)
{
mod1 <- survreg(Surv(Time, Status) ~ -1 + tr, data = dat[Ind,])
b <- coef(mod1)
delta <- b[1] - b[2] # statistic of interest
delta
}

# Bootstraping ...
library(boot)
boot.res <- boot(test1, boot.fun, R = 1999)
boot.res
boot.ci(boot.res)
plot(boot.res, jack = TRUE)
# end ...

Cheers,

Pablo



----- Original Message ----- 
From: "Michael Haenlein" <haenlein at escpeurope.eu>
To: <r-help at r-project.org>
Sent: Tuesday, April 12, 2011 11:19 AM
Subject: [R] Testing equality of coefficients in coxph model


> Dear all,
>
> I'm running a coxph model of the form:
> coxph(Surv(Start, End, Death.ID) ~ x1 + x2 + a1 + a2 + a3)
>
> Within this model, I would like to compare the influence of x1 and x2 on 
> the
> hazard rate.
> Specifically I am interested in testing whether the estimated coefficient
> for x1 is equal (or not) to the estimated coefficient for x2.
>
> I was thinking of using a Chow-test for this but the Chow test appears to
> work for linear regression only (see: 
> http://en.wikipedia.org/wiki/Chow_test).
> Another option I was thinking of is to estimate an alternative model in
> which the coefficients for x1 and x2 are constraint to be equal and to
> compare the fit of such a constraint model with the one of an unconstraint
> one. But again I'm not sure how this can be done using coxph.
>
> Could anyone help me out on this please?
>
> Thanks,
>
> Michael
>
>
>
> Michael Haenlein
> Associate Professor of Marketing
> ESCP Europe
> Paris, France
>
> [[alternative HTML version deleted]]
>
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