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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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/