[R] Type III tests and Cox models

[Hadley Wickham]

To save others a little hunting, you can read the vignette online at
http://cran.r-project.org/web/packages/survival/vignettes/tests.pdf

Hadley

On Mon, Jan 20, 2014 at 11:47 AM, Terry Therneau <therneau at mayo.edu> wrote:
>  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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> and provide commented, minimal, self-contained, reproducible code.



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