P-values from survreg (survival package) using a clusterterm

Ladelund, Steen STELAD01 at glostruphosp.kbhamt.dk
Mon Mar 6 13:26:54 CET 2006


Hi all.

Belove is the example from the cluster-help page wtih the output.

I simply cannot figure out how to relate the estimate and robust Std. Err to
the p-value. I am aware this a marginal model applying the sandwich
estimator using (here I guess) an emperical (unstructered/exchangeable?)
ICC. Shouldent it be, at least to some extend, comparable to the robust
z-test, for rx : 2*pnorm(-0.239/0.0816)=0.0034 ?

Any help/hints  are appreciated.

Steen and R 2.2.1, survival 2.21 on win XP.

library(survival)
data(rats)
marginal.model <- survreg(Surv(time, status) ~ rx +  cluster(litter), rats )
summary(marginal.model)

> library(survival)
> data(rats)
> marginal.model <- survreg(Surv(time, status) ~ rx +  cluster(litter), rats
)
> summary(marginal.model)

Call:
survreg(formula = Surv(time, status) ~ rx + cluster(litter), 
    data = rats)
             Value Std. Err (Naive SE)     z     p
(Intercept)  4.983   0.0886     0.0833 56.25 0.934
rx          -0.239   0.0816     0.0891 -2.92 0.929
Log(scale)  -1.333   0.1688     0.1439 -7.89 0.886

Scale= 0.264 

Weibull distribution
Loglik(model)= -242.3   Loglik(intercept only)= -246.3
	Chisq= 8 on 1 degrees of freedom, p= 0.0047 
(Loglikelihood assumes independent observations)
Number of Newton-Raphson Iterations: 7 
n= 150 

> 

Steen Ladelund, statistician
+4543233275 stelad01CURLYAglostruphospDOTkbhamt.dk
Research Center for Prevention and Health
Glostrup University Hospital, Denmark
www.fcfs.kbhamt.dk



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