On Fri, Apr 18, 2008 at 3:06 AM, Kåre Edvardsen <[EMAIL PROTECTED]> wrote: > Hi all. > > If I run the simple regression when x is a categorical variable ( x <- > factor(x) ): > > > MyFit <-coxph( Surv(start, stop, event) ~ x ) > > How can I get the overall p-value on x other than for each dummy > variable? > > > anova(MyFit) > > does NOT provide that information as previously suggested on the list. >
It "should" work... Here's a self contained example showing that anova does give the desired significance test for an lm model. > y <- rnorm(100) > x <- gl(5,20) > mod <- lm(y~x) > anova(mod) Analysis of Variance Table Response: y Df Sum Sq Mean Sq F value Pr(>F) x 4 6.575 1.644 1.5125 0.2047 Residuals 95 103.237 1.087 If you provide a similar self contained example leading up to a coxph, I would be glad to investigate your question. You don't give enough information for me to tell which version of coxph you are running, and from what package. Suppose I "guess" that you are using the coxph from the package "survival". If so, it appears to me there is a bug in that package at the moment. The methods anova.coxph and drop1.coxph did exist at one time, until very recently. There is a thread in r-help (which I found by typing "RSiteSearch("anova.coxph")" ) discussing recent troubles with anova.coxph. http://finzi.psych.upenn.edu/R/Rhelp02a/archive/118481.html As you see from the discussion in that thread, there used to be an anova method for coxph, and in the version of survival I have now, there is no such method. The version I have is 2.34-1, Date: 2008-03-31. Here's what I see after I run "example(coxph)" in order to create some coxph objects, on which I can test the diagnostics: > drop1(test2) Error in terms.default(terms1) : no terms component > anova(test2) Error in UseMethod("anova") : no applicable method for "anova" > In that survival package, I do find anova.survreg, but not anova.coxph. If you are using the survival package, I'd suggest you contact Thomas Lumley directly, since he maintains it. I think if you had reported the exact error you saw, it would have been easier for me to diagnose the trouble. HTH pj -- Paul E. Johnson Professor, Political Science 1541 Lilac Lane, Room 504 University of Kansas ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.