"Ladelund, Steen" <[EMAIL PROTECTED]> writes:
> Hi all.
>
> Belove is the example from the cluster-help page wtih the output.
>
> I simply cannot figure out how to relate the estimate and robust Std. Err to
> the p-value. I am aware this a marginal model applying the sandwich
> estimator using (here I guess) an emperical (unstructered/exchangeable?)
> ICC. Shouldent it be, at least to some extend, comparable to the robust
> z-test, for rx : 2*pnorm(-0.239/0.0816)=0.0034 ?
>
> Any help/hints are appreciated.
It's a bug. I predict that the maintainer of survival will turn
red as a boiled lobster when he sees it:
summary.survreg has
else {
table <- matrix(rep(coef, 5), ncol = 5)
dimnames(table) <- list(cname, c("Value", "Std. Err",
"(Naive SE)", "z", "p"))
stds <- sqrt(diag(object$var))
table[, 2] <- stds
table[, 3] <- sqrt(diag(object$naive.var))
table[, 4] <- table[, 1]/stds
table[, 5] <- 2 * pnorm(-abs(table[, 3]))
}
The last line should work better with table[, 4] since that is the z
statistic; table[, 3] is the naive SE ...
> Steen and R 2.2.1, survival 2.21 on win XP.
>
> library(survival)
> data(rats)
> marginal.model <- survreg(Surv(time, status) ~ rx + cluster(litter), rats )
> summary(marginal.model)
>
> > library(survival)
> > data(rats)
> > marginal.model <- survreg(Surv(time, status) ~ rx + cluster(litter), rats
> )
> > summary(marginal.model)
>
> Call:
> survreg(formula = Surv(time, status) ~ rx + cluster(litter),
> data = rats)
> Value Std. Err (Naive SE) z p
> (Intercept) 4.983 0.0886 0.0833 56.25 0.934
> rx -0.239 0.0816 0.0891 -2.92 0.929
> Log(scale) -1.333 0.1688 0.1439 -7.89 0.886
>
> Scale= 0.264
>
> Weibull distribution
> Loglik(model)= -242.3 Loglik(intercept only)= -246.3
> Chisq= 8 on 1 degrees of freedom, p= 0.0047
> (Loglikelihood assumes independent observations)
> Number of Newton-Raphson Iterations: 7
> n= 150
>
> >
>
> Steen Ladelund, statistician
> +4543233275 stelad01CURLYAglostruphospDOTkbhamt.dk
> Research Center for Prevention and Health
> Glostrup University Hospital, Denmark
> www.fcfs.kbhamt.dk
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
--
O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
