Displaying 1 result from an estimated 1 matches for "estfrommodelmatrix".
2007 Apr 05
1
Logistic/Cox regression: Parameter estimates directly from model matrix
...del matrix?
Example for Cox regression:
## predictors
n <- 50
q1 <- rnorm(n)
q2 <- rgamma(n, 2, 2)
Z <- cbind(q1, q2)
## response
ttf <- rexp(n)
tf <- round(runif(n))
## compute estimates
res <- coxph(Surv(ttf, tf) ~ q1 + q2)
r <- res$coef
My goal is to have a function
estFromModelMatrix <- function(tf, ttf, Z){
/* do something meaningful using built-in functions */
return(r)}
I have written such functions myself using LL - maximization from
scratch, but these are slower than the built-in functions. Since I
intend to do some simulations (where I specify the model...