CoxFindU2: Find the Wilks Confidence Interval Upper Bound for Efun from...

In ELYP: Empirical Likelihood Analysis for the Cox Model and Yang-Prentice (2005) Model

Description

This function uses simple search to find the upper 95% Wilks confidence limits based on the log likelihood function supplied. This is a sister function to CoxFindL2().

Usage

CoxFindU2(BetaMLE, StepSize, Hfun, Efun, y, d, Z, level=3.84)

Arguments

BetaMLE	a scalar: the NPMLE beta1 hat.
StepSize	a vector of length 2. Approximate length of the 2 confidence intervals: beta1, and lambda. It is the initial search step size.
Hfun	a function that defines the baseline feature: mu=int f(t) dH(t).
Efun	a function that takes the input of 2 parameter values (beta1, and Mulam) and returns a parameter that we wish to find the confidence Interval Upper Value. The two input variables must be called beta and theta.
y	a vector of censored survival times.
d	a vector of 0 and 1, censoring indicator.
Z	covariates for the Cox model
level	Confidence Level. Use chi-square(df=1), but calibration possible.

Details

Basically we repeatedly testing the value of the parameter, until we find those which the -2 log likelihood value is equal to 3.84 (or other level, if set differently).

Value

A list with the following components:

Upper	the upper confidence bound.
maxParameterNloglik	Final values of the 4 parameters, and the log likelihood.

Author(s)

Mai Zhou

References

Zhou, M. (2002). Computing censored empirical likelihood ratio by EM algorithm. JCGS

Examples

## See example in CoxFindL2.
## Here Mulam is the value of int g(t) d H(t) = Mulam
## For example g(t) = I[ t <= 2.0 ]; look inside myLLfun(). 

ELYP documentation built on May 2, 2019, 5:17 a.m.