ana.marcos at uam.es
2008-Aug-29 17:30 UTC
[Rd] coxph function (Survival Library) (PR#12638)
Hi, I am pretty sure that the results of Likelihood ratio test are bigger than the real value. They are multiplied for the factor Ln(10), in this way the p-values are smaller than what they should be. The reason is that you apply the formula -2*log(exp(L(0)/exp(L(B)) and not what it should be -2*log(L(0)/L(B)). Please if I am not right, tell me Thanks Ana
ana.marcos at uam.es wrote:> Hi, > > I am pretty sure that the results of Likelihood ratio test are bigger > than the real value. They are multiplied for the factor Ln(10), in this > way the p-values are smaller than what they should be. > The reason is that you apply the formula -2*log(exp(L(0)/exp(L(B)) and > not what it should be -2*log(L(0)/L(B)). > > Please if I am not right, tell me >I don't think you are and please don't use the bug report system when you are not sure. Notice that the conventions for the default base in "log" differ between countries (and even between education levels with countries). There's no indication that base 10 logs are used anywhere, so where would a factor of ln(10) creep in? -- O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907