[R] Difference in p-values between R and SPSS

[Thomas Lumley]

That is a larger difference in p-values than I would expect due to 
numerical differences and stopping criteria.  My guess is that you are 
running across the different approximations for tied failure times.  If 
so, you will get better agreement with SPSS by using method="breslow" in 
coxph().

 	-thomas

On Thu, 11 Sep 2008, Kåre Edvardsen wrote:

> My apologies for asking slightly about SPSS in addition to R...
>
> Could not find an exact answer in the archives on whether R and SPSS may
> give different p-vals when output for coeffs and conf-intervals are the
> same.
> Amyway, a colleague and I are doing a very simple coxreg analyses and
> get the same results for the coefficient and confidence interval,
>
>                  exp(coef) exp(-coef) lower .95 upper .95
> age_at_entry      1.02       0.98      1.01      1.03
>
>
> but in R we get p = 0.00011, and SPSS gives p < 0.0001
>
> Should we worry about this difference in p-value or do R and SPSS
> sometime differ?
>
> All the best,
> Kare
>
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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle