I thought the difference is to big too, so I tried both "breslow" and
"efron" with same different result, and "exact" goes for ever, which is
strange as I'm only using one dependent varable here. Could be that
n~50.000, and I haven't got the most powerful computer either. I'm not
aiming to get equal p-values, but I'm wondering whether one of us has
got a bug in calculating the follow-up time...

Cheers,

On Thu, 2008-09-11 at 13:07 -0700, Thomas Lumley wrote:

> That is a larger difference in p-values than I would expect due to 
> numerical differences and stopping criteria.  My guess is that you are 
> running across the different approximations for tied failure times.  If 
> so, you will get better agreement with SPSS by using method="breslow" in 
> coxph().
> 
>  	-thomas
> 
> On Thu, 11 Sep 2008, Kre Edvardsen wrote:
> 
> > My apologies for asking slightly about SPSS in addition to R...
> >
> > Could not find an exact answer in the archives on whether R and SPSS may
> > give different p-vals when output for coeffs and conf-intervals are the
> > same.
> > Amyway, a colleague and I are doing a very simple coxreg analyses and
> > get the same results for the coefficient and confidence interval,
> >
> >                  exp(coef) exp(-coef) lower .95 upper .95
> > age_at_entry      1.02       0.98      1.01      1.03
> >
> >
> > but in R we get p = 0.00011, and SPSS gives p < 0.0001
> >
> > Should we worry about this difference in p-value or do R and SPSS
> > sometime differ?
> >
> > All the best,
> > Kare
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> 
> Thomas Lumley			Assoc. Professor, Biostatistics
> tlumley@u.washington.edu	University of Washington, Seattle

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