[R] Type III tests and Cox models
therneau at mayo.edu
Mon Jan 20 18:47:19 CET 2014
Someone asked a question about this on the list a couple months ago. I replied that I
didn't know any sound basis for it, and the counter-reply was "SAS has it". Grant
applications were due and I got testy, so there was no further progress at that point.
As the author of the survival package I really did want to understand the issue
however. I've now done my homework, and the result is contained in a 30+ page vignette
that has been added to the most recent release of the package. The short summary: I was
suspicious before, now I know for certain that it is misguided, and the phreg
implementation of the idea is worse.
If you are interested take a look. If significant debate arises about the statistical
issues therein I don't think R-help is quite the right forum for discussion, and will
entertain any idea wrt a more appropriate venue. Rehashing long and old standing
controversies about type 3 for linear models is, however, not exciting to me.
More information about the R-help