| PHInfiniteEstimates {PHInfiniteEstimates} | R Documentation |
PHInfiniteEstimates: Tools for Proportional Hazards Estimation, and Inference on the Associate Parameters, when Other Parameters are Estimated at Infinity.
Description
The PHInfiniteEstimates package Proportional hazards estimation in the presence of partial likelihood monitonicity has difficulties, in that finite estimators do not exist. These difficulties are related to those arising from logistic regression, addressed by (Kolassa 1997), and multinomial regression, addressed by (Kolassa 2016). Algorithms to provide conditionally similar problems in these contexts are provided.
References
Kolassa JE (1997). “Infinite Parameter Estimates in Logistic Regression.” Scandinavian Journal of Statistics, 24, 523–530. doi:10.1111/1467-9469.00078.
Kolassa JE (2016). “Inference in the Presence of Likelihood Monotonicity for Polytomous and Logistic Regression.” Advances in Pure Mathematics, 6, 331-341. doi:10.4236/apm.2016.65024.