North, Bernard V
2009-Oct-27 09:48 UTC
[R] output (p-values) of "fastbw" in Design package
I am using the validate option in the Design package with the Cox survival model. I am using the bw=T option which, like the fastbw function, performs a backward elimination variable selection The output includes a series of columns (below) giving information on eliminated variables. My question is that I am unsure of the difference between the 2 p-values given (the one after Chi-Sq and the one after df) This may be a gap in my statistics knowledge, hopefully I've not asked too silly a question, many thanks in advance Backwards Step-down - Original Model Deleted Chi-Sq d.f. P Residual d.f. P AIC [[alternative HTML version deleted]]
Frank E Harrell Jr
2009-Oct-27 14:08 UTC
[R] output (p-values) of "fastbw" in Design package
North, Bernard V wrote:> I am using the validate option in the Design package with the Cox survival model. > I am using the bw=T option which, like the fastbw function, performs a backward elimination variable selection > The output includes a series of columns (below) giving information on eliminated variables. > My question is that I am unsure of the difference between the 2 p-values given (the one after Chi-Sq and the one after df) > This may be a gap in my statistics knowledge, hopefully I've not asked too silly a question, many thanks in advance > > Backwards Step-down - Original Model > > Deleted Chi-Sq d.f. P Residual d.f. P AICThe first chi-sq stat is the individual partial chi-sq for testing the deleted variable, adjusted for all variables still in the model. The residual chi-sq test is the simultaneous test for all variables deleted up to and including the current one. Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University