Questions tagged [chunk-test]

4 questions
16
votes
2 answers

What are chunk tests?

In answer to a question on model selection in the presence of multicollinearity, Frank Harrell suggested: Put all variables in the model but do not test for the effect of one variable adjusted for the effects of competing variables... Chunk tests…
3
votes
2 answers

If I have one non-significant factor level in a glm, is that entire variable now considered non significant?

I have a question similar to this one, but I just wanted to follow on and ask if the entire variable is now insignificant? I have a factor with 3 levels. When doing the model simplification, it showed that two of the levels were significant, and one…
2
votes
1 answer

how can I obtain a beta value for three way interaction term in a logistic regression

I am using the RMS package in R to conduct a logistic regression that contains a three-way interaction. As part of my modelling approach, I have conducted chunk tests of the interaction (using Wald chi-square) followed by odds ratios for significant…
0
votes
2 answers

P-values for spline terms in coxph in R

I have a Cox PH model including a smoothing spline as follows, where x and z are covariates: fit<-coxph(Surv(start,end,exit) ~ x + pspline(z)) While I understand that getting a single coefficient to summarise a spline term is not meaningful and,…