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anova() method for coxph objects with robust standard errors

1 message · Terry Therneau

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work when robust standard errors have been requested, e.g.,


A robust variance estimate is normally used in situations where the
model may be mis-specified, e.g., multiple events per subject.
In this case a comparison of partial-likelihood values does not make
sense, and anova.coxph will refuse to print results (which are a
comparison of PL values).
  This was my decision, with the goal of decreasing misinterpretations
or confusions that would arise when anova for a model was identical both
with and without the robust option.  There is certainly room for
disagreement.  Opinions welcome.

Terry Therneau