On Oct 15, 2010, at 9:21 AM, Öhagen Patrik wrote:


Dear List,

I each iteration of a simulation study, I would like to save the p- value generated by "coxph". I fail to see how to adress the p-value. Do I have to calculate it myself from the Wald Test statistic?

No. And the most important reason is that would not give you the same value as is print()-ed by coxph().

If you ask for the the str(print(coxph(...)) you get NULL (after the side-effect of prinitng. The print function only produces side- effects. On the other hand you can use the summary function and it gives you a richer set of output. Using the first example on the help page for coxph:

str(summary(coxph(Surv(time, status) ~ x + strata(sex), test1)))
List of 12
$ call : language coxph(formula = Surv(time, status) ~ x + strata(sex), data = test1)
 $ fail        : NULL
 $ na.action   : NULL
 $ n           : int 7
 $ loglik      : num [1:2] -3.87 -3.33
 $ coefficients: num [1, 1:5] 0.802 2.231 0.822 0.976 0.329
  ..- attr(*, "dimnames")=List of 2
  .. ..$ : chr "x"
  .. ..$ : chr [1:5] "coef" "exp(coef)" "se(coef)" "z" ...
 $ conf.int    : num [1, 1:4] 2.231 0.448 0.445 11.18
  ..- attr(*, "dimnames")=List of 2
  .. ..$ : chr "x"
  .. ..$ : chr [1:4] "exp(coef)" "exp(-coef)" "lower .95" "upper .95"
 $ logtest     : Named num [1:3] 1.087 1 0.297
  ..- attr(*, "names")= chr [1:3] "test" "df" "pvalue"
 $ sctest      : Named num [1:3] 1.051 1 0.305
  ..- attr(*, "names")= chr [1:3] "test" "df" "pvalue"
 $ rsq         : Named num [1:2] 0.144 0.669
  ..- attr(*, "names")= chr [1:2] "rsq" "maxrsq"
 $ waldtest    : Named num [1:3] 0.95 1 0.329
  ..- attr(*, "names")= chr [1:3] "test" "df" "pvalue"
 $ used.robust : logi FALSE

So the fifth element of coefficients leaf of the list structure has the same "p-value" as that print()-ed.

Try:

> summary(fit)$coefficients[5]
[1] 0.3292583

(It does seem to me that the name for that leaf of the fit object is not particularly in accord with what I would have considered "coefficients"., but I am really in no solid position to criticize Terry Therneau to whom we all owe a great deal of gratitude.)


--
David.
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