Thanks very much for your help, Terry and Göran! As pointed out by Göran, the difficult part is that it's an open set. How to obtain a valid MLE in this case?
Thanks, YH On Wed, Oct 16, 2013 at 9:55 AM, Göran Broström <goran.brost...@umu.se>wrote: > > > 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 >> >> ______________________________**________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> >> PLEASE do read the posting guide http://www.R-project.org/** >> posting-guide.html <http://www.R-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> >> > ______________________________**________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/** > posting-guide.html <http://www.R-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
