Summarize an aareg Fit

DESCRIPTION:

Creates the overall test statistics for an Aalen additive regression model.

USAGE:

summary.aareg(x, maxtime, test=c("aalen", "nrisk"))

REQUIRED ARGUMENTS:

x
the result of a call to the aareg function.

OPTIONAL ARGUMENTS:

maxtime
truncate the input to the model at time "maxtime".
test
the relative time weights that will be used to compute the test.

VALUE:

a list is returned with the following components
table
a matrix with rows for the intercept and each covariate, and columns giving a slope estimate, the test statistic, it's standard error, the z-score and a p-value
test
the time weighting used for computing the test statistics
test.statistic
the vector of test statistics
test.var
the model based variance matrix for the test statistic
test.var2
optionally, a robust variance matrix for the test statistic
chisq
the overall test (ignoring the intercept term) for significance of any variable
n
a vector containing the number of observations, the number of unique death times used in the computation, and the total number of unique death times

DETAILS:

It is not uncommon for the very right-hand tail of the plot to have large outlying values, particularly for the standard error. The maxtime parameter can then be used to truncate the range so as to avoid these. This gives an updated value for the test statistics, without refitting the model.

SEE ALSO:

, .

EXAMPLES:

afit <- aareg(Surv(time, status) ~ age + sex + ph.ecog, data=lung,
     dfbeta=T)
summary(afit)
# Prints:
#               slope   test se(test) robust se     z        p 
# Intercept  5.05e-03    1.9     1.54      1.55  1.23 0.219000
#       age  4.01e-05  108.0   109.00    106.00  1.02 0.307000
#       sex -3.16e-03  -19.5     5.90      5.95 -3.28 0.001030
#   ph.ecog  3.01e-03   33.2     9.18      9.17  3.62 0.000299
# 
# Chisq=22.84 on 3 df, p=4.4e-05; test weights=aalen
# 
summary(afit, maxtime=600)
# Prints:
#               slope   test se(test) robust se      z        p 
# Intercept  4.16e-03   2.13     1.48      1.47  1.450 0.146000
#       age  2.82e-05  85.80   106.00    100.00  0.857 0.392000
#       sex -2.54e-03 -20.60     5.61      5.63 -3.660 0.000256
#   ph.ecog  2.47e-03  31.60     8.91      8.67  3.640 0.000271
# 
# Chisq=27.08 on 3 df, p=5.7e-06; test weights=aalen