[R] Likelihood ratio test for comparing non-nested cox models

Hans-Ulrich Klein h.klein at uni-muenster.de
Wed May 1 17:57:46 CEST 2013

Dear All,

I fitted two non-nested proportional hazards models using the coxph() 
function from package survival. Now, I would like to apply a model 
selection test like, e.g., the likelihood ratio test proposed by Vuong. 
I found an implementation of Vuong's test in the package 'pscl', but 
that does not work for cox models.

Is there any package available that provides an implementation of that 
test or can someone point me to an implementation of a similar test?

Thanks in advance!


Dr. Hans-Ulrich Klein
Institute of Medical Informatics
University of Münster
Albert-Schweitzer-Campus 1
Gebäude A11
48149 Münster, Germany
Tel.: +49 (0)251 83-58405

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