linda porz
2017-Dec-14 14:35 UTC
[R] permutation test for Cox proportional hazards regression model
I would like to perform a permutation test for Cox proportional hazards regression model. I only find it for t-test and other tests (e.g. comparing two medians). Is there a way that I can perform a Cox PH model in R or SAS for the LR-test? I am doing the following B <- 1000; LRtestx <- rep(NA,B); Srv <- Surv(Time, Event); for(j in 1:B){ LRtestx[j] <- cph(Srv~sample(x,length(x),replace=F))$stat[3]}; LRtest <- cph(Srv~x)$stat[3]; sum(LRtestx > LRtest)/B Many thanks Linda [[alternative HTML version deleted]]