[R] coxph and robust variance estimation
Terry Therneau
therneau at mayo.edu
Mon Jun 15 20:25:24 CEST 2009
> It seems that the function anova don't use a robust estimation for the
> analysis of deviance.
You are correct, anova.coxph always uses the partial likelihood
This is a serious oversight, particularly since some of the situations in
which the robust variance is recommended are ones where the LR test is invalid.
It is also a fairly obvious oversight, but I have to admit that I have never
thought about it --- it only became obvious to me when I saw your note.
I will add this to my list of things to be repaired.
Terry Therneau
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