[R] Extract p value from coxme object
Terry Therneau
therneau at mayo.edu
Wed Aug 3 18:15:06 CEST 2011
You can look at the code
coxme:::print.coxme
There you will see that the global test is a chisquare
chi1 <- 2*diff(x$loglik[1:2])
with x$df[1] degrees of freedom.
The fixed effects coefficients are found in x$coefficients$fixed, and
the variances are diag(x$var)[-(1:nfrail)]. (The variances for the
random coefficients are first, and then those for the fixed effects).
If there are 5 fixed coefficients, their variance/covariance matrix is
the lower right 5x5 corner of x$var.
Terry Therneau
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