coxphfplot {coxphf} | R Documentation |
Plot the Penalized Profile Likelhood Function
Description
Plots the penalized profile likelihood for a specified parameter.
Usage
coxphfplot(
formula,
data,
profile,
pitch = 0.05,
limits,
alpha = 0.05,
maxit = 50,
maxhs = 5,
epsilon = 1e-06,
maxstep = 0.5,
firth = TRUE,
penalty = 0.5,
adapt = NULL,
legend = "center",
...
)
Arguments
formula |
a formula object, with the response on the left of the operator, and the model terms on the right. The response must be a survival object as returned by the 'Surv' function. |
data |
a data.frame in which to interpret the variables named in the 'formula' argument. |
profile |
a righthand formula specifying the plotted parameter, interaction or general term, e.g. |
pitch |
distances between the interpolated points in standard errors of the parameter estimate, the default value is 0.05. |
limits |
the range of the x-axis in terms of standard errors from the parameter estimate. The default values are the extremes of both confidence intervals, Wald and PL, plus or minus half a standard error, respectively. |
alpha |
the significance level (1- |
maxit |
maximum number of iterations (default value is 50) |
maxhs |
maximum number of step-halvings per iterations (default value is 5).
The increments of the parameter vector in one Newton-Rhaphson iteration step are halved,
unless the new likelihood is greater than the old one, maximally doing |
epsilon |
specifies the maximum allowed change in penalized log likelihood to declare convergence. Default value is 0.0001. |
maxstep |
specifies the maximum change of (standardized) parameter values allowed in one iteration. Default value is 2.5. |
firth |
use of Firth's penalized maximum likelihood ( |
penalty |
optional: specifies a vector of 1s and 0s, where 0 means that the corresponding parameter is fixed at 0, while 1 enables parameter estimation for that parameter. The length of adapt must be equal to the number of parameters to be estimated. |
adapt |
strength of Firth-type penalty. Defaults to 0.5. |
legend |
if FALSE, legends in the plot would be omitted (default is TRUE). |
... |
other parameters to legend |
Details
This function plots the profile (penalized) log likelihood of the specified parameter. A symmetric shape of the profile (penalized) log likelihood (PPL) function allows use of Wald intervals, while an asymmetric shape demands profile (penalized) likelihood intervals (Heinze & Schemper (2001)).
Value
A matrix of dimension m \times 3
, with m = 1/\code{pitch} + 1
.
With the default settings, m=101
. The column headers are:
std |
the distance from the parameter estimate in standard errors |
x |
the parameter value |
log-likelihood |
the profile likelihood at |
Author(s)
Georg Heinze and Meinhard Ploner
References
Firth D (1993). Bias reduction of maximum likelihood estimates. Biometrika 80:27–38.
Heinze G and Schemper M (2001). A Solution to the Problem of Monotone Likelihood in Cox Regression. Biometrics 57(1):114–119.
Heinze G (1999). Technical Report 10/1999: The application of Firth's procedure to Cox and logistic regression. Section of Clinical Biometrics, Department of Medical Computer Sciences, University of Vienna, Vienna.
Examples
library(survival)
time<-c(1,2,3)
cens<-c(1,1,1)
x<-c(1,1,0)
sim<-cbind(time,cens,x)
sim<-data.frame(sim)
profplot<-coxphfplot(sim, formula=Surv(time,cens)~x, profile=~x)