[R] Extract p-value from aftreg object

[Göran Broström]

2010/2/18 Philipp Rappold <philipp.rappold at gmail.com>:
> Dear all,
>
> does anyone know how I can extract specific p-values for covariates from an
> aftreg object? After fitting a model with aftreg I can find all different
> variables by using str(), but there's no place where p-values are kept. The
> odd thing is that print() displays them correctly.
>
> EXAMPLE:
>
>> testdata
>  start stop censor groupvar       var1      var2
> 1     0    1      0        1 0.91663902 0.0847912
> 2     1    2      0        1 0.60470753 0.6487798
> 3     2    3      0        1 0.09599891 0.2195178
> 4     3    4      1        1 0.86384189 0.6667897
> 5     0    1      0        2 0.07747445 0.8782836
> 6     1    2      0        2 0.44608030 0.2218685
> 7     2    3      1        2 0.77317152 0.3813840
>
>
>> fit1 <- aftreg(Surv(start, stop, censor)~var1, data=testdata)
>
>
>> fit1
> Call:
> aftreg(formula = Surv(start, stop, censor) ~ var1, data = testdata)
>
> Covariate          W.mean      Coef Exp(Coef)  se(Coef)    Wald p
> var1                0.540     0.150     1.162     0.770     0.845
>
> log(scale)                    1.358     3.890     0.260     0.000
> log(shape)                    2.015     7.502     0.781     0.010
>
> Events                    2
> Total time at risk             7
> Max. log. likelihood      -1.4026
> LR test statistic         0.05
> Degrees of freedom        1
> Overall p-value           0.816436
>        WALD P IS DISPLAYED CORRECTLY.
>
>
> Any help is highly appreciated, I'm going nuts here ;)

print.aftreg calculates the p-values like this:

pchisq(x$coef^2 / diag(x$var), 1, lower.tail = FALSE)

where  x  is the output from 'aftreg'. You could try the same.


Thanks
> Philipp
>
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>



-- 
Göran Broström