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Re: st: Number of degrees of freedom

From   Richard Goldstein <>
Subject   Re: st: Number of degrees of freedom
Date   Sat, 27 Feb 2010 09:01:26 -0500

it appears that, although you say that A and B are categorical, when you
form your interaction you are treating them as continuous

you don't show your commands (as the FAQ recommends)

if you are using version 11, I recommend you use "factor variables" and
that will give you what you are looking for (if you are using an earlier
version, use the -xi- prefix)


Nikolaos Pandis wrote:
> 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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