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st: Number of degrees of freedom


From   Nikolaos Pandis <npandis@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Number of degrees of freedom
Date   Sat, 27 Feb 2010 02:09:59 -0800 (PST)

Hi to all.

I would like to ask:

Let us say we run a Cox model with 2 predictors A and B, where A has 4 levels and B has 2 levels.
Then you run the same model plus the A*B interaction term and perform an 
-lrtest- to check if the interaction is significant.

How many degrees of freedom would this test have? Is it 3? 
Why? 
Is it because 3 extra parameter are included in the second model as we look at the output? 
Do we count the difference in the number of parameters in the output between the 2 models or the difference in the number of parameters in the command line? The latter will indicate only 1 parameter difference i.e the intarction term

Many thanks,

Nick


      
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