Hi Frank, My apologies for not posting the entire script - I have repasted it below.
library(rms) library(foreign) temp=read.spss('coxdata.sav', to.data.frame=T) formula=Surv(months, recidivate) ~ fac1 + fac2 + fac3 + fac4 + fac5 + fac6 + fac7 + fac8 fit=cph(formula, data=temp, x=T, y=T) val.out=validate(fit, method="boot", B=9999, bw=F, type="residual", sls=0.05, aics=0,force=NULL, estimates=TRUE, pr=FALSE) out=bootcov(fit, B=9999, pr=F, coef.reps=T, loglik=F) anova(out) Factor Chi-Square d.f. P fac1 0.27 1 0.6055 fac2 0.20 1 0.6514 fac3 0.01 1 0.9338 fac4 0.05 1 0.8311 fac5 1.06 1 0.3036 fac6 0.33 1 0.5647 fac7 0.81 1 0.3670 fac8 0.30 1 0.5832 TOTAL 1.48 8 0.9930 for (i in 1:8) { print(quantile(out$boot.Coef[,i], c(.025, .975))) } 2.5% 97.5% -9.236751 20.772061 2.5% 97.5% -8.841030 3.094755 2.5% 97.5% -1.834436 2.161983 2.5% 97.5% -0.1800666 0.0871867 2.5% 97.5% -3.2129636 0.4783566 2.5% 97.5% -0.04157389 0.07130994 2.5% 97.5% -0.6415962 0.1001843 2.5% 97.5% -0.01529467 0.21055259 Again, the SPSS output I am trying to match is here: variable low CI high CI p-value fac1 -8.474 20.020 .456 fac2 -8.206 3.093 .524 fac3 -1.829 2.087 .900 fac4 -.173 .083 .749 fac5 -2.945 .450 .143 fac6 -.035 .070 .306 fac7 -.626 .092 .189 fac8 -.017 .203 .247 In looking through the SPSS syntax, my colleague is using SIMPLE resampling, which is doing sampling with replacement from the original data set. 9999 bootstrap replications are being used, the same as what I have used in the bootcov command. The piece of the SPSS output that is not clear is the generation of p-values from the distribution of parameter estimates; spss appears to be testing the parameter estimate from the original cox regression, but the method of testing that parameter is not clear. Eric -- View this message in context: http://r.789695.n4.nabble.com/bootstrapped-cox-regression-rms-package-tp4651306p4651474.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.