coxphfplot {coxphf} | R Documentation |
This function plots the penalized profile likelihood for a specified parameter.
coxphfplot(formula = attr(data, "formula"), data = sys.parent(), profile, pitch = 0.05, limits, alpha = 0.05, maxit = 50, maxhs = 5, epsilon = 1e-06, maxstep = 2.5, firth = TRUE, legend = "center", ...)
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. ~ A or ~ A : C . |
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. By default, the x-axis range is [min(Wald Lower CL, PL lower CL)-s/2, max(Wald Upper CL, PL Upper CL)+s/2], with s denoting the standard error. |
alpha |
the significance level (1-α the confidence level, 0.05 as default). |
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 maxhs halvings. |
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 (firth=TRUE , default) or the
standard maximum likelihood method (firth=FALSE ) for fitting the Cox model. |
legend |
if FALSE, legends in the plot would be omitted (default is TRUE). |
... |
other parameters to legend |
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)).
A matrix of dimension m x 3, with m = floor
(1 + r / pitch
), where r
denotes the range of the x-axis in standard errors.
The column headers are:
std |
the distance from the parameter estimate in standard errors |
x |
the parameter value |
log-likelihood |
the profile likelihood at x |
Georg Heinze and Meinhard Ploner
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.
Heinze G and Ploner M (2002). SAS and SPLUS programs to perform Cox regression without convergence problems. Computer Methods and Programs in Biomedicine
coxphf
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)