Prof. Paul, Prof. Frank. Thank you very much for helping me out. The Design package did the trick.
Here is how the anova table looks like without using the Design package: > anova(Fit1) Analysis of Deviance Table Cox model: response is Surv(Time, cancer) Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev NULL 16783 5341.8 relativ 1 0.0 16782 14995.0 hormone 3 939.4 16779 14055.6 . . . As you see, no p-values reported Here is how it looks with after implementing Design: > anova(Fit1) Wald Statistics Response: Surv(Time, cancer) Factor Chi-Square d.f. P relativ 6.08 1 0.0137 hormone 8.68 3 0.0339 . . . Regards, Kare On Fri, 2008-04-18 at 11:03 -0500, Frank E Harrell Jr wrote: > Paul Johnson wrote: > > On Fri, Apr 18, 2008 at 3:06 AM, Kåre Edvardsen <[EMAIL PROTECTED]> wrote: > >> Hi all. > >> > >> If I run the simple regression when x is a categorical variable ( x <- > >> factor(x) ): > >> > >> > MyFit <-coxph( Surv(start, stop, event) ~ x ) > >> > >> How can I get the overall p-value on x other than for each dummy > >> variable? > >> > >> > anova(MyFit) > >> > >> does NOT provide that information as previously suggested on the list. > >> > > > > It "should" work... Here's a self contained example showing that > > anova does give the desired significance test for an lm model. > > > >> y <- rnorm(100) > >> x <- gl(5,20) > >> mod <- lm(y~x) > >> anova(mod) > > Analysis of Variance Table > > > > Response: y > > Df Sum Sq Mean Sq F value Pr(>F) > > x 4 6.575 1.644 1.5125 0.2047 > > Residuals 95 103.237 1.087 > > > > If you provide a similar self contained example leading up to a coxph, > > I would be glad to investigate your question. You don't give enough > > information for me to tell which version of coxph you are running, and > > from what package. > > > > Suppose I "guess" that you are using the coxph from the package > > "survival". If so, it appears to me there is a bug in that package at > > the moment. The methods anova.coxph and drop1.coxph did exist at one > > time, until very recently. There is a thread in r-help (which I found > > by typing "RSiteSearch("anova.coxph")" ) discussing recent troubles > > with anova.coxph. > > > > http://finzi.psych.upenn.edu/R/Rhelp02a/archive/118481.html > > > > As you see from the discussion in that thread, there used to be an > > anova method for coxph, and in the version of survival I have now, > > there is no such method. The version I have is 2.34-1, Date: > > 2008-03-31. > > > > Here's what I see after I run "example(coxph)" in order to create some > > coxph objects, on which I can test the diagnostics: > > > >> drop1(test2) > > Error in terms.default(terms1) : no terms component > >> anova(test2) > > Error in UseMethod("anova") : no applicable method for "anova" > > > > In that survival package, I do find anova.survreg, but not > > anova.coxph. If you are using the survival package, I'd suggest you > > contact Thomas Lumley directly, since he maintains it. > > > > I think if you had reported the exact error you saw, it would have > > been easier for me to diagnose the trouble. > > > > HTH > > pj > > > > In the meantime you can do > > library(Design) > f <- cph( . . . ) > anova(f) # multiple d.f. Wald statistics including tests of > nonlinearity > > cph uses coxph but anova.Design is separate from the survival package. > > Frank > [[alternative HTML version deleted]]
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