profLik: Profile likelihood for coefficients in a 'coxph' model

In survMisc: Miscellaneous Functions for Survival Data

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 coxph model.
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 ?grDevices::dev.new
...	Additional parameters passed to graphics::plot.default.

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 Bhat * mult[lower] - Bhat * 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")

survMisc documentation built on April 7, 2022, 5:06 p.m.