myLLfun: Compute Baseline Hazard for the Given Data and Parameters...

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

Description

This function is similar to fitYP3. Just streamline input and output.

Usage

myLLfun(mle, dataMat, fun)

Arguments

mle	a vector of length 3, containing the parameter values: beta1, beta2 and lam. They do not have to be the MLE.
dataMat	a matrix of 4 by n. But the 4th row do not matter, since alpha=0 here always.
fun	a function, used in the definition of int f(t)dH(t)= Mulam.

Details

We assume a Y-P model. and with the given parameters (in the input mle) we compute the baseline hazard and compute the (parameter constrained) empirical likelihood value.

Value

A list with the following components:

Mulam	The value of int f(t) d H(t) for corresponding lam. Notice lam, beta1, beta2 determine the baseline H(t).
Loglik	The log empirical likelihood.

Author(s)

Mai Zhou

References

Zhou, M. (2002). Computing censored empirical likelihood ratio by EM algorithm. Tech Report, Univ. of Kentucky, Dept of Statistics

Examples

## censored regression with one right censored observation.
## we check the estimation equation, with the MLE inside myfun7. 
y <- c(3, 5.3, 6.4, 9.1, 14.1, 15.4, 18.1, 15.3, 14, 5.8, 7.3, 14.4)
x <- c(1, 1.5, 2,   3,   4,    5,    6,    5,    4,  1,   2,   4.5)
d <- c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0)

Example output

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