On Nov 13, 2011, at 12:51 AM, ryusuke wrote:
Thank you Dr. David.
I try to summarize it.
Assumes x and z are two covariates:
x = dummy variable (1 or 0)
z = factors (people name)
x*z = x + z + x*z
Actually I said = x + z + x:z
And interaction formula of a two level dummy with a multi-level factor
would produce and intercept (which would be for the first person's
name), a coefficient for each of other names at level zero, a dummy
coefficient (for the first person), and interaction coefficients of
each person at the 1-level.
therefore this is not a 2nd-order interactions, it should be (for an
exponential survival regression):-
h(t|(X=x,Z=z)) = exp(Beta0 + XZBeta1)
If Beta1 is not a vector in this instance, with a distinct value for
each(x,z) pairing, then I am unable to make sense out of that model.
The questin remains however whether you are also expecting Beta0 to
also be distinct for each specific combination of covariates.
#---------------------------------------------------
I believe there is no 2nd-order interactions survival regression as I
searched over www.rseek.org. While I tried to read through the codes
of
survreg(), I stuck (cannot understand) at survreg6.c
survreg6.c apply C Language which involves Cholesky decomposition
multi-matrix (first-order interactions) calculation.
1) chinv2.c
2) cholesky3.c
3) chsolve2.c (only solve the equations of first-order interactions)
That level of implementation should be addressed to a person with
higher levels of knowledge: Therneau or Lumley are the two names that
immediately come to mind.
If someone gives some idea or suggestion on these?
Thank you.
Best,
Ryusuke
--
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