Please read the following PDF, “COX”.
Comparative Verification Test
Perfect match with SPSS and EZR.
Likelihood ratio test: Formula of test statistic, -2×(log(L0)−log(ＬML)); log(L0)=Log-L without covariates, log-likelihood in the case that coefficients βs are set at “0”; Log(LML)=Log-L with covariates, log-likelihood in the case that coefficients βs are set at the maximum likelihoods.
Of the three test methods (likelihood ratio test, score test, and Wald test), it is said to be the most reliable.
Score test: Formula of test statistic, Ｕ(β0)*1/Ⅰ(β0)*Ｕ(β0).
This test can be calculated without iteration, so it is used for variable selection.
Wald test: Used in combination with score test statistics, etc. to perform variable addition and subtraction methods.
Akaike’s Information Criterion (AIC): One method of variable selection is to choose the combination that minimizes the AIC (brute force method).
Risk Ratio, also known as Hazard Ratio: The basic formula for Cox regression is h(t)/h0(t)=exp(α+β1X1+β2X2+β3X3+….+βkXk), so if a binary explanatory variable Xi changes from 0 to 1, it means that the risk ratio increases by a factor of exp(βj).
Reports of SPSS & EZR
※Click pics to enlarge.
