[R] Test for multiple contrasts?

Kaspar Pflugshaupt
Thu, 08 Feb 2001 13:52:15 -0000

Hello,

I've fitted a parametric survival model by

> survreg(Surv(Week, Cens) ~ C(Treatment, srmod.contr),
>    data = poll.surv.wo3)

where srmod.contr is the following matrix of contrasts:

     prep auto       poll self home
[1,]    1    1  1.0000000  0.0    0
[2,]   -1    0  0.0000000  0.0    0
[3,]    0   -1  0.0000000  0.0    0
[4,]    0    0 -0.3333333  1.0    0
[5,]    0    0 -0.3333333 -0.5    1
[6,]    0    0 -0.3333333 -0.5   -1

The summary of the model looks like this:

[snip]
                                Value Std. Error      z         p
(Intercept)                    1.4644     0.0552 26.536 3.68e-155
C(Treatment, srmod.contr)prep  0.2117     0.1268  1.669  9.50e-02
C(Treatment, srmod.contr)auto  0.1490     0.1265  1.178  2.39e-01
C(Treatment, srmod.contr)poll -0.7242     0.1639 -4.420  9.89e-06
C(Treatment, srmod.contr)self -0.2960     0.1141 -2.593  9.51e-03
C(Treatment, srmod.contr)home  0.0494     0.1068  0.462  6.44e-01
Log(scale)                    -0.4451     0.0517 -8.609  7.36e-18

[snip]

Now, I'd like to test which of my contrasts are significantly different from
zero. I assume that the p values given by the summary are not corrected for
multiple testing. Thus, I might correct them with p.adjust(). But since the
contrasts are not independent, I'm not sure if the adjustment methods would
work here.
On the other hand, I've come across a procedure called "Scheffe's
multiple
comparisons" (or S test), which is said to be appropriate for multiple
contrasts like these. Before I try to implement it: Has anybody already done
that, or are there good reasons not to use it?

BTW, I tried to extract the SEs of the contrasts by se.contrast(), but it
would not work for survival models. Would they be the same that appear in the
summary above?

Thanks for any hints

Kaspar Pflugshaupt

--


Kaspar Pflugshaupt
Geobotanical Institute
ETH Zurich, Switzerland

http://www.geobot.umnw.ethz.ch
mailto:pflugshaupt at geobot.umnw.ethz.ch