This is very possibly not a question on R.
I was under the impression that the argument that gives rise to Fisher's
LSD method in ANOVA works in other situations with three-way comparisons
too, given that formal logic works the same ("if the omnibus test rejects,
only two of the three groups may be equal, and therefore only one hypothesis
can be rejected falsely").
However, when I applied the method to survival models with a frailty term,
it looks as if things are not that easy. With simulated data, the global
test of a categorical explanatory variable with three categories rejects
nicely at the .05 level, but the culprit cannot be found among the pairwise
tests:
Call:
coxph(formula = Surv(start, stop, obs) ~ I(interv == "PERSON") +
I(interv == "TAU") + frailty.gamma(subjid), data = cip)
coef se(coef) se2 Chisq DF p
I(interv == "PERSON")TRUE 0.315 0.543 0.429 0.34 1.0 0.56
I(interv == "TAU")TRUE 0.481 0.624 0.499 0.59 1.0 0.44
frailty.gamma(subjid) 10.96 7.4 0.16
Iterations: 6 outer, 31 Newton-Raphson
Variance of random effect= 0.381 I-likelihood = -75.4
Degrees of freedom for terms= 0.6 0.6 7.4
Likelihood ratio test=20.9 on 8.66 df, p=0.0108 n= 35
I know that there is no 1:1 relationship (ie. even Fisher's LSD in ANOVA
is not consonant), but this situation nowhere near uncovers any conspicuous
contrast.
Here are the data:
"state" "subjid" "interv" "stop" "obs" "well" "start"
"1" 4 20 "PERSON" 2.9011943146276 TRUE FALSE 0
"4" 3 21 "PERSON" 64.2158729475923 FALSE FALSE
47.8848496390479
"5" 3 22 "PERSON" 17.5619324029277 TRUE FALSE 0
"9" 3 23 "PERSON" 43.2824713513494 TRUE FALSE
37.7695873739113
"12" 5 24 "PERSON" 30.3701080739726 TRUE FALSE 0
"15" 3 25 "PERSON" 14.0466975658663 TRUE FALSE 0
"21" 5 27 "PERSON" 56.2151528587565 FALSE FALSE 0
"23" 5 28 "PERSON" 107.008366594091 FALSE FALSE
81.3506138393983
"24" 3 29 "PERSON" 2.37513876948506 TRUE FALSE 0
"28" 5 30 "PERSON" 11.8558184784885 TRUE FALSE 0
"32" 4 33 "PERSON" 3.9649403609025 TRUE FALSE 0
"38" 4 35 "PERSON" 46.3451030540359 TRUE FALSE
11.8777967304634
"41" 3 36 "PERSON" 1.31729328750322 TRUE FALSE 0
"44" 3 37 "PERSON" 3.02546596184197 TRUE FALSE 0
"46" 4 38 "PERSON" 0.107545536671634 TRUE FALSE 0
"56" 3 42 "SUMIT" 58.7353880008292 TRUE FALSE 0
"62" 5 43 "SUMIT" 89.7918344149282 TRUE FALSE 0
"67" 3 45 "SUMIT" 24.7430207077919 TRUE FALSE 0
"70" 3 46 "SUMIT" 6.27882742756157 TRUE FALSE 0
"74" 3 48 "SUMIT" 17.0609614511906 TRUE FALSE 0
"79" 4 50 "SUMIT" 38.4473846749763 TRUE FALSE
13.3018767580903
"85" 4 53 "SUMIT" 4.29013653621078 TRUE FALSE 0
"89" 3 55 "SUMIT" 11.6584881048097 TRUE FALSE 0
"92" 3 56 "SUMIT" 13.8629879979001 TRUE FALSE 0
"98" 5 58 "SUMIT" 10.0370180170905 TRUE FALSE 0
"100" 3 58 "SUMIT" 37.2975347554063 TRUE FALSE
36.5702401089113
"104" 3 60 "TAU" 126.334602409974 FALSE FALSE 0
"109" 3 63 "TAU" 8.34004312096584 TRUE FALSE 0
"113" 3 65 "TAU" 13.5353540650711 TRUE FALSE 0
"117" 3 66 "TAU" 6.90264432503116 TRUE FALSE 0
"119" 4 66 "TAU" 84.0982554651905 TRUE FALSE
80.0934220365208
"123" 4 68 "TAU" 0.574347350398699 TRUE FALSE 0
"138" 3 74 "TAU" 8.6319161108183 TRUE FALSE 0
"140" 3 74 "TAU" 52.6563648282415 TRUE FALSE
48.1392786201591
"143" 3 75 "TAU" 17.2904575851141 TRUE FALSE 0
--
Johannes Hüsing There is something fascinating about science.
One gets such wholesale returns of conjecture
mailto:johan...@huesing.name from such a trifling investment of fact.
http://derwisch.wikidot.com (Mark Twain, "Life on the Mississippi")
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