profLik {survMisc} | R Documentation |
Profile likelihood for coefficients in a coxph
model
Description
Profile likelihood for coefficients in a coxph
model
Usage
profLik(x, CI = 0.95, interval = 50, mult = c(0.1, 2), devNew = TRUE, ...)
Arguments
x |
A |
CI |
Confidence Interval. |
interval |
Number of points over which to evaluate coefficient. |
mult |
Multiplier. Coefficent will be multiplied by lower and upper value and evaluated across this range. |
devNew |
Open a new device for each plot. See
|
... |
Additional parameters passed to |
Details
Plots of range of values for coefficient in model with log-likelihoods
for the model with the coefficient fixed at these values.
For each coefficient a range of possible values is chosen, given by
\hat{B}*mult_{lower} - \hat{B}*mult_{upper}
.
A series of models are fit (given by interval
).
The coefficient is included in the model as a
fixed term and the partial log-likelihood for the model is calculated.
A curve is plotted which gives the partial log-likelihood for each of these candidate values.
An appropriate confidence interval (CI) is given
by subtracting 1/2 the value of the appropriate quantile
of a chi-squared distribution with 1
degree of freedom.
Two circles are also plotted giving the 95
Value
One plot for each coefficient in the model.
References
Example is from: T&G. Section 3.4.1, pg 57.
Examples
data("pbc", package="survival")
c1 <- coxph(formula = Surv(time, status == 2) ~ age + edema + log(bili) +
log(albumin) + log(protime), data = pbc)
profLik(c1, col="red")