[R] Type III tests and Cox models

Terry Therneau 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.

Terry Therneau

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