Hello, I'm trying to use coxph() function to fit a very simple Cox proportional hazards regression model (only one covariate) but the parameter space is restricted to an open set (0, 1). Can I still obtain a valid estimate by using coxph function in this scenario? If yes, how? Any suggestion would be greatly appreciated. Thanks!!! [[alternative HTML version deleted]]
Hello, I'm trying to use coxph() function to fit a very simple Cox proportional hazards regression model (only one covariate) but the parameter space is restricted to an open set (0, 1). Does anyone know how to obtain an estimate in a particular parameter space by using coxph function? Or any other function exists for such scenario? Any suggestion would be greatly appreciated. Thanks, Alex [[alternative HTML version deleted]]
On 10/16/2013 05:00 AM, r-help-request at r-project.org wrote:> Hello, > > I'm trying to use coxph() function to fit a very simple Cox proportional > hazards regression model (only one covariate) but the parameter space is > restricted to an open set (0, 1). Can I still obtain a valid estimate by > using coxph function in this scenario? If yes, how? Any suggestion would be > greatly appreciated. Thanks!!!Easily: 1. Fit the unrestricted model. If the solution is in 0-1 you are done. 2. If it is outside, fix the coefficient. Say that the solution is 1.73, then the optimal solution under contraint is 1. Redo the fit adding the paramters "init=1, iter=0". This forces the program to give the loglik and etc for the fixed coefficient of 1.0. Terry Therneau