[R] Help: coxph() in {survival} package

Frank E Harrell Jr f.harrell at Vanderbilt.Edu
Tue Apr 20 06:07:49 CEST 2010


Xin Ge wrote:
> Hi All,
> 
> I'm runnning coxph() on 90 different datasets (in a loop).
> 
> 1. I'm wondering how can I get "log-likelihood" value from coxph() output.
> Currently I can only see following:
> 
> Likelihood ratio test =
> 
> Wald test =
> 
> Score (logrank) test =
> 
> 2. Once I have likelihood value, I would like to extract these from R
> output (for each data set).
> Can any one help please, thanks in advance,
> Xin
> P.S. OR, may be if anyone can suggest me some other function which can help
> me with this.

If you are trying to pick a "winner" it would be advisable to rank the 
multiple models and to get bootstrap confidence intervals for the ranks. 
    I provided some code for this a couple of weeks ago.

Frank

-- 
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University



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