R help - Nov 2009 - anova() method for coxph objects with robust standard errors

Hi all,

what is the reason why the anova() method for coxph objects does not work when
robust standard errors have been requested, e.g.,

fit <- coxph(Surv(futime, fustat) ~ resid.ds *rx + ecog.ps, data = ovarian,
robust = T)
anova(fit)


any pointers will be much appreciated.

Sincerely,

Mura

> what is the reason why the anova() method for coxph objects does not
work when robust standard errors have been requested, e.g.,


A robust variance estimate is normally used in situations where the
model may be mis-specified, e.g., multiple events per subject.
In this case a comparison of partial-likelihood values does not make
sense, and anova.coxph will refuse to print results (which are a
comparison of PL values).
  This was my decision, with the goal of decreasing misinterpretations
or confusions that would arise when anova for a model was identical both
with and without the robust option.  There is certainly room for
disagreement.  Opinions welcome.

Terry Therneau