North, Bernard V wrote:
I am using the validate option in the Design package with the Cox survival
model.
I am using the bw=T option which, like the fastbw function, performs a backward
elimination variable selection
The output includes a series of columns (below) giving information on
eliminated variables.
My question is that I am unsure of the difference between the 2 p-values given
(the one after Chi-Sq and the one after df)
This may be a gap in my statistics knowledge, hopefully I've not asked too
silly a question, many thanks in advance
Backwards Step-down - Original Model
DeletedChi-Sq d.f. P Residual d.f. P AIC
The first chi-sq stat is the individual partial chi-sq for testing the
deleted variable, adjusted for all variables still in the model. The
residual chi-sq test is the simultaneous test for all variables deleted
up to and including the current one.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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