On 10/16/2013 05:00 AM, r-help-requ...@r-project.org wrote:
Hello,
I'm trying to use coxph() function to fit a very simple Cox proportional
hazards regression model (only one covariate) but the parameter space is
restricted to an open set (0, 1). Can I still obtain a valid estimate by
using coxph function in this scenario? If yes, how? Any suggestion would be
greatly appreciated. Thanks!!!
Easily:
1. Fit the unrestricted model. If the solution is in 0-1 you are done.
2. If it is outside, fix the coefficient. Say that the solution is 1.73,
then the
optimal solution under contraint is 1.
Redo the fit adding the paramters "init=1, iter=0". This forces the program to
give the loglik and etc for the fixed coefficient of 1.0.
Terry Therneau
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