I'm new to R and trying to do some model building using Cox proportional hazards modelling. When I've done this in the past (using SAS phreg) I've compared the -2 Log Likelihood between two different models to see what happens to it when I add in new variables.
I'm having trouble finding that in the survival package, or finding something that would help me understand and compare the fit of my models. If I use the summary() function I get loglik (which says its the partial likelihood), but I'd expect the -2 log likelihood to be a positive number.
What am I missing?
I've looked at this previous topic (p-value of cox regression model in survival package “coxph()”) and the wiki it referenced (http://www.sthda.com/english/wiki/cox-proportional-hazards-model), as well as the vignette on the survival CRAN site, but to no avail.