Hi Michael,

One way to work out you problem is with bootstrap methods. The following is

a toy example that may be help you for you:

# test data...

library(survival)

set.seed(1007)

x <- runif(50)

mu <- c(rep(1, 25), rep(2, 25))

test1 <- data.frame(Time = qsurvreg(x, mean = mu, scale= 0.5, distribution =

"weibull"),

Status = rbinom(50,1,0.7),

tr = gl(2, 20)

)

mod1 <- survreg(Surv(Time, Status) ~ -1 + tr, data = test1)

summary(mod1)

# Bootstrap function...

boot.fun <- function(dat, Ind)

{

mod1 <- survreg(Surv(Time, Status) ~ -1 + tr, data = dat[Ind,])

b <- coef(mod1)

delta <- b[1] - b[2] # statistic of interest

delta

}

# Bootstraping ...

library(boot)

boot.res <- boot(test1, boot.fun, R = 1999)

boot.res

boot.ci(boot.res)

plot(boot.res, jack = TRUE)

# end ...

Cheers,

Pablo

----- Original Message -----

From: "Michael Haenlein" <

[hidden email]>

To: <

[hidden email]>

Sent: Tuesday, April 12, 2011 11:19 AM

Subject: [R] Testing equality of coefficients in coxph model

> Dear all,

>

> I'm running a coxph model of the form:

> coxph(Surv(Start, End, Death.ID) ~ x1 + x2 + a1 + a2 + a3)

>

> Within this model, I would like to compare the influence of x1 and x2 on

> the

> hazard rate.

> Specifically I am interested in testing whether the estimated coefficient

> for x1 is equal (or not) to the estimated coefficient for x2.

>

> I was thinking of using a Chow-test for this but the Chow test appears to

> work for linear regression only (see:

>

http://en.wikipedia.org/wiki/Chow_test).

> Another option I was thinking of is to estimate an alternative model in

> which the coefficients for x1 and x2 are constraint to be equal and to

> compare the fit of such a constraint model with the one of an unconstraint

> one. But again I'm not sure how this can be done using coxph.

>

> Could anyone help me out on this please?

>

> Thanks,

>

> Michael

>

>

>

> Michael Haenlein

> Associate Professor of Marketing

> ESCP Europe

> Paris, France

>

> [[alternative HTML version deleted]]

>

> ______________________________________________

>

[hidden email] mailing list

>

https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide

>

http://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code.

>

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https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide

http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.