anova.coxme {coxme} | R Documentation |
Compute an analysis of deviance table for one or more Cox model fits.
## S3 method for class 'coxme'
anova(object, ..., test = 'Chisq')
object |
An object of class |
... |
Further |
test |
a character string. The appropriate test is a chisquare, all other choices result in no test being done. |
Specifying a single object gives a sequential analysis of deviance table for that fit. That is, the reductions in the model log-likelihood as each term of the formula is added in turn are given in as the rows of a table, plus the log-likelihoods themselves.
If more than one object is specified, the table has a row for the degrees of freedom and loglikelihood for each model. For all but the first model, the change in degrees of freedom and loglik is also given. (This only make statistical sense if the models are nested.) It is conventional to list the models from smallest to largest, but this is up to the user.
The table will optionally contain test statistics (and P values) comparing the reduction in loglik for each row.
An object of class "anova"
inheriting from class "data.frame"
.
The comparison between two or more models by anova
or
will only be valid if they
are fitted to the same dataset. This may be a problem if there are
missing values.
# Testing a shrunken estimate of ECOG performace status
fit1 <- coxph(Surv(time, status) ~ age + sex, data=lung,
subset=(!is.na(ph.ecog)))
fit2 <- coxme(Surv(time, status) ~ age + sex + (1|ph.ecog), lung)
anova(fit1,fit2)