Displaying 1 result from an estimated 1 matches for "phase2var".
2008 Jul 15
0
implementation of Prentice method in cch()
...c))
gp <- rep(1,nd)
gp <- c(gp,rep(0,nc))
fit <-
coxph(Surv(aent,aexit,gp)~aX+offset(dum)+cluster(aid),eps=eps,x=TRUE,
iter.max=35,init=fit1$coefficients)
db <- resid(fit,type="dfbeta")
db <- as.matrix(db)
db <- db[gp==0,]
fit$phase2var<-(1-(nc/ntot))*t(db)%*%(db)
fit$naive.var <- fit$naive.var+fit$phase2var
fit$var<-fit$naive.var
fit$coefficients <- fit$coef <- fit1$coefficients
fit
}
The first fit1<-coxph() estimate the coefficient and second fit<-coxph()
which seems a SelfPrentice method...