Displaying 3 results from an estimated 3 matches for "prepaydate".
2006 Oct 23
0
Construction of Dataset for time varying COXPH analysis
...I am trying to estimate a Cox proportional hazards model for a set of loans (over 6000) using using time varying covariates. For this 6000+ loans, I have some 62,000 different vectors representing the loans at different periods of time. I did the following:
resultsOpt <- coxph(Surv(Start,Stop,PrepayDate)~ closingCoupon + loanPurposeId, data=latest)
which returned:
Call:
coxph(formula = Surv(Start, Stop, PrepayDate) ~ closingCoupon +
loanPurposeId, data = latest)
coef exp(coef) se(coef) z p
closingCoupon 0.101 1.11 0.0271 3.73 1.9e-04
loanPurposeId 0.434...
2006 Oct 25
1
Incorrect 'n' returned by survfit()
...object = resulting)
n events median 0.95LCL 0.95UCL
115 15 Inf Inf Inf
Is there a limit to the size of the data set that I read in?
Or am I just doing something silly above?
Thanks much.
Yongchuan
(this is the coxph regression:
resultag <- coxph(Surv(Start,Stop,PrepayDate)~modBalance + closingCoupon+lienPosition +originalFICO,table)
2006 Oct 24
3
Error when naming rows of dataset
I get the following error when I try reading in a table.
How are 1.1, 1.2, 1.3 duplicate row names? Thx.
> table <- read.table('latestWithNumber.txt', header=T)
Error in "row.names<-.data.frame"(`*tmp*`, value = c("1.1", "1.2", "1.3", :
duplicate 'row.names' are not allowed
Yongchuan