coxfunk: Loglihood function (partial likelihood) of a Cox regression

In goranbrostrom/eha: Event History Analysis

Loglihood function (partial likelihood) of a Cox regression

Description

Calculates minus the log likelihood function and its first and second order derivatives for data from a Cox regression model. It is used by coxreg if the argument coxph = FALSE

Usage

coxfunk(beta, X, offset, rs, what = 2)

Arguments

beta	Regression parameters
X	The design (covariate) matrix.
offset	Offset.
rs	Risk set created by risksets(..., collate_sets = TRUE)
what	what = 0 means only loglihood, 1 means score vector as well, 2 loglihood, score and hessian.

Details

Note that the function returns log likelihood, score vector and minus hessian, i.e. the observed information. The model is

Value

A list with components

loglik	The log likelihood.
dloglik	The score vector. Nonzero if what >= 1
d2loglik	The hessian. Nonzero if ord >= 2

Author(s)

Göran Broström

See Also

coxreg

goranbrostrom/eha documentation built on June 19, 2024, 1:39 a.m.