[R] Anova for stratified Cox regression

[Peter Dalgaard]

Matthias Gondan wrote:
> Dear List,
>
> I have tried a stratified Cox Regression, it is working fine, except for
> the "Anova"-Tests:
>
> Here the commands (should work out of the box):
>
> library(survival)
> d = colon[colon$etype==2, ]
> m = coxph(Surv(time, status) ~ strata(sex) + rx, data=d)
> summary(m)
> # Printout ok
> anova(m, test='Chisq')
>
> This is the output of the anova command:
>
>   
>> Analysis of Deviance Table
>>  Cox model: response is Surv(time, status)
>> Terms added sequentially (first to last)
>>
>>              Df Deviance Resid. Df Resid. Dev P(>|Chi|)
>> NULL                           929     5233.5          
>> strata(sex)   0                929                     
>> rx            2                927     5221.2          
>> Warning message:
>> In is.na(coef(fit)) :
>>   is.na() auf nicht-(Liste oder Vektor) des Typs 'NULL' angewendet
>>     
>
> It should be possible to do Chi-Square-Tests in a stratified analysis, 
> right?
>   
Yes. anova.coxph() should keep the strata term out of things.

drop1() has the same issue, but it does at least give the right test:

 > drop1(m, test='Chisq')
Single term deletions

Model:
Surv(time, status) ~ strata(sex) + rx
            Df    AIC    LRT  Pr(Chi)
<none>         5225.2
strata(sex)  0 5852.2  627.0
rx           2 5233.5   12.2 0.002215 **

or, it the irrelevant line bothers you,

drop1(m, scope=~.-strata(sex), test='Chisq')

I would have thought that at least this would work, but no:
> anova(update(m, ~.-rx), m, test='Chisq')
Analysis of Deviance Table

Model 1: Surv(time, status) ~ strata(sex)
Model 2: Surv(time, status) ~ strata(sex) + rx
  Resid. Df Resid. Dev  Df Deviance P(>|Chi|)
1       929
2       927     5221.2   2
Warning message:
In is.na(coef(x)) : is.na() applied to non-(list or vector) of type 'NULL'

(Did you check the latest version? Mine is what came with 2.6.1.)

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