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Brian S. Everitt A Handbook of Statistical Analyses using SPSS

Brian S. Everitt A Handbook of Statistical Analyses using SPSS

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Display 10.8 Declaring a Cox regression model.<br />

The output generated by our Cox regression commands is shown in<br />

Display 10.9. The output starts with a “Case Processing Summary” table<br />

providing summary information about the censoring in the data set. For<br />

example, out <strong>of</strong> 50 observed times, 26 represented successful task completions.<br />

Then, as in logistic regression, <strong>SPSS</strong> automatically begins by<br />

fitting a null model, i.e., a model containing only an intercept parameter.<br />

A single table relating to this model, namely the “Omnibus Tests for Model<br />

Coefficients” table is provided in the Output Viewer under the heading “Block<br />

0: beginning block”. The table gives the value <strong>of</strong> –2 Log Likelihood for<br />

the null model, which is needed to construct Likelihood ratio (LR) tests<br />

for effects <strong>of</strong> the explanatory variables.<br />

The remainder <strong>of</strong> the output shown in Display 10.9 is provided in the<br />

Output Viewer under the heading “Block 1: Method = Enter” and provides<br />

details <strong>of</strong> the requested Cox regression model, here a model containing<br />

the covariates eft, age, and group. The second column <strong>of</strong> the “Omnibus<br />

Tests <strong>of</strong> Model Coefficients” table (labeled “Overall (score)”) provides a<br />

score test for simultaneously assessing the effects <strong>of</strong> the parameters in the<br />

model. We find that our three covariates contribute significantly to explaining<br />

variability in the WISC task completion hazards (Score test: X 2 (3) =<br />

26.3, p < 0.0001). The remaining columns <strong>of</strong> the table provide an LR test<br />

for comparing the model in the previous output block with this latest<br />

one. The change in –2 Log Likelihood relative to the null model also<br />

indicates a significant improvement in model fit after adding the covariates<br />

(LR test: X 2 (3) = 27, p < 0.001). (As in the logistic regression output, an<br />

© 2004 by Chapman & Hall/CRC Press LLC

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