source("http://192.38.117.59/~linearpredictors/datafiles/readPbc3.R") library(survival) logmodel <- coxph(Surv(followup, status != 0) ~ tment*log(bili), data = pbc3) summary(logmodel) logmodelNoInt <- coxph(Surv(followup, status != 0) ~ tment + log(bili), data = pbc3) ## LR test for no interaction can be found as: summary(logmodel)$loglik*2 - summary(logmodelNoInt)$loglik*2 ## and similarly for the two following models containing interactions: fractional <- coxph(Surv(followup, status != 0) ~ tment*(I(1/sqrt(bili)) + I(1/bili^2)), data = pbc3) summary(fractional) spline <- coxph(Surv(followup, status != 0) ~ tment*(ifelse(bili >= 17.1, 1, 0) + ifelse(bili >= 17.1, log(bili/17.1), 0)), data = pbc3) summary(spline)