sig: Significiance tests of coefficients in a coxph model
Description
Significiance tests of coefficients in a coxph model
Usage
sig(x, ...)
## S3 method for class 'coxph':
sig(x, ...)
Arguments
x
A model of class coxph
...
Additional arguments (not implemented)
Value
A data.frame with one row for each coefficient in the
original model. There are three columns, one for each of the tests:
Waldthe statistic is:
$$\frac{\hat{B}}{\hat{SE}}$$
where $\hat{B}$ is the estimate of the coefficient
and $\hat{SE}$ is its standard error.
plrPartial likelihood ratio test.
The statistic is the difference in the
likelihood ratio of the original model and that with the coefficient
omitted.
lrtAka the score test.
The Null hypothesis is that
$\hat{B}=0$.
The statistic is cacluated by refitting the model with the coefficient
omitted, to generate initial values for the other $\hat{B}$s.
It is then fitted again with all
covariates, using these values and setting $\hat{B}=0$.
All statistics are distributed as $\chi$-square, with degrees of freedom
$=$ no. of coefficients $-1$.