Use pspline within a Cox model. It includes a fairly general test for
nonlinearity, that is similar to GAM models.
Terry Therneau
> coxph(Surv(time, status) ~ ph.ecog + pspline(age), lung)
Call:
coxph(formula = Surv(time, status) ~ ph.ecog + pspline(age),
data = lung)
coef se(coef) se2 Chisq DF p
ph.ecog 0.4505 0.11766 0.11723 14.66 1.00 0.00013
pspline(age), linear 0.0112 0.00927 0.00927 1.45 1.00 0.23000
pspline(age), nonlin 2.96 3.08 0.41000
Iterations: 4 outer, 10 Newton-Raphson
Theta= 0.797
Degrees of freedom for terms= 1.0 4.1
Likelihood ratio test=22.7 on 5.07 df, p=0.000412
n=227 (1 observation deleted due to missingness)
______________________________________________
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.
