On 2013-10-16 14:33, Terry Therneau wrote:
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.
OK, except for the small annoyance that 1 is not a member of the open
set (interval) (0, 1). Maybe the answer is "No" in this case? Depends on
what lies in the word 'valid'. If 'MLE', the answer is No.
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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