I would like to perform a permutation test for Cox proportional hazards
regression model. I only find it for t-test and other tests (e.g. comparing
two medians).
Is there a way that I can perform a Cox PH model in R or SAS for the
LR-test?
I am doing the following
B <- 1000; LRtestx <- rep(NA,B);
Srv <- Surv(Time, Event);
for(j in 1:B){ LRtestx[j] <- cph(Srv~sample(x,length(x),replace=F))$stat[3]};
LRtest <- cph(Srv~x)$stat[3];
sum(LRtestx > LRtest)/B
Many thanks
Linda
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