Damjan Krstajic
2010-Dec-02 12:27 UTC
[R] survival - summary and score test for ridge coxph()
It seems to me that summary for ridge coxph() prints summary but returns NULL. It is not a big issue because one can calculate statistics directly from a coxph.object. However, for some reason the score test is not calculated for ridge coxph(), i.e score nor rscore components are not included in the coxph object when ridge is specified. Please find the code below. I use 2.9.2 R with 2.35-4 version of the survival package. Thanks DK.> fit <- coxph(Surv(futime, fustat) ~ ridge(rx, age, ecog.ps, theta=1),data=ovarian) > a<-summary(fit)Call: coxph(formula = Surv(futime, fustat) ~ ridge(rx, age, ecog.ps, theta = 1), data = ovarian) n= 26 coef se(coef) se2 Chisq DF p ridge(rx) -0.780 0.5862 0.5589 1.77 1 0.1800 ridge(age) 0.123 0.0387 0.0356 10.15 1 0.0014 ridge(ecog.ps) 0.104 0.5729 0.5478 0.03 1 0.8600 exp(coef) exp(-coef) lower .95 upper .95 ridge(rx) 0.459 2.181 0.145 1.45 ridge(age) 1.131 0.884 1.049 1.22 ridge(ecog.ps) 1.110 0.901 0.361 3.41 Iterations: 1 outer, 4 Newton-Raphson Degrees of freedom for terms= 2.7 Rsquare= 0.452 (max possible= 0.932 ) Likelihood ratio test= 15.6 on 2.67 df, p=0.000941 Wald test = 12.9 on 2.67 df, p=0.00354> aNULL> names(fit)[1] "coefficients" "var" "var2" "loglik" "iter" "linear.predictors" "residuals" [8] "means" "method" "df" "df2" "penalty" "pterms" "assign2" [15] "history" "coxlist2" "printfun" "n" "terms" "assign" "wald.test" [22] "y" "formula" "call" [[alternative HTML version deleted]]