[R] Question regarding significance of a covariate in a coxme survival

[Norm Matloff]

In 2010-08-30, C. Peng <button_an at hotmail.com> wrote:

> What statistical measure(s) tend to be answering ALL(?) question of
> practical interest?

None.  All I had said was that significance testing doesn't really
answer any questions of practical interest.  Unfortunately, that doesn't
mean there's something to answer all such questions.

In the regression case brought up by the original poster (that was Cox
regression, but the principle is the same), prediction-oriented measures
such AIC or cross-validation directly address the question of interest,
if that question is predictive ability.

In general, one should at the very least form confidence intervals
instead of significance tests.  In the case in which tests are
demanded, e.g. medical journals, replace "instead of" by "in addition
to."

Norm