Peter Dalgaard schrieb: > Matthias Gondan wrote: > >> Dear R users, >> >> I noticed a problem in the anova command when applied on >> a single coxph object if there are missing observations in >> the data: >> ... >> In the documentation for anova.coxph, there is a warning that >> >> >>> The comparison between two or more models by |anova| or will only be >>> valid if they are fitted to the same dataset. This may be a problem if >>> there are missing values. >>> >>> >>> >> However, I inserted a single object to be analyzed sequentially. Is >> this a bug in R, or is it covered by the warning? >> >> > Notice that you also lose the 18 observations in the comparison of .~rx > with the empty model. > > This is standard, losing observations on the way through an anova table > leads to madness. > > What happens if you do something like > > coxph(Surv(time, status) ~ rx, > data=colondeath, subset=complete.cases(nodes)) >
Then it is working fine, see here: > m = coxph(Surv(time, status) ~ rx + sex + age + perfor + nodes, data=colondeath, subset=complete.cases(nodes)) > m Call: coxph(formula = Surv(time, status) ~ rx + sex + age + perfor + nodes, data = colondeath, subset = complete.cases(nodes)) coef exp(coef) se(coef) z p rxLev -0.08245 0.921 0.11168 -0.738 0.46000 rxLev+5FU -0.40310 0.668 0.12054 -3.344 0.00083 sex -0.02854 0.972 0.09573 -0.298 0.77000 age 0.00547 1.005 0.00405 1.350 0.18000 perfor 0.19040 1.210 0.26335 0.723 0.47000 nodes 0.09296 1.097 0.00889 10.460 0.00000 Likelihood ratio test=88.3 on 6 df, p=1.11e-16 n= 911 > anova(m, test='Chisq') Analysis of Deviance Table Cox model: response is Surv(time, status) Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev P(>|Chi|) NULL 911 5700.6 rx 2 12.6 909 5688.0 1.866e-03 sex 1 2.523e-03 908 5688.0 1.0 age 1 0.4 907 5687.6 0.5 perfor 1 0.4 906 5687.2 0.5 nodes 1 74.9 905 5612.3 4.898e-18 Thanks! ______________________________________________ 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.