Displaying 20 results from an estimated 2000 matches similar to: "Generate random variate from a non-parametric hazard function"
2009 May 20
1
Non-linear regression with latent variable
Hi
Can anyone please suggest me a package where I can estimate a non-linear
regression model? One of the independent variables is latent or unobserved.
I have an indicator variable for this unobserved variable; however the
relationship is known to be non-linear also. In terms of equations my
problem is
y=f(latent, fixed)
q=g(latent) where q is the indicator variable
For me both f and g are
2006 Jun 12
0
non parametric estimates of the hazard with right censored data
Hi,
I want to plot non parametric estimates of the empirical hazard function for
right censored data. I've tried many functions from different packages
(muhaz, Design, survival, eha, event), but none of them gave me what I
wanted. Am I missing something?
Here's what I want. The data below is the same used by Kiefer (J. Economic
Literature, 1988), which in turns use a subset of the data
2006 Jul 07
6
parametric proportional hazard regression
Dear all,
I am trying to find a suitable R-function for
parametric proportional hazard regressions. The
package survival contains the coxph() function which
performs a Cox regression which leaves the base hazard
unspecified, i.e. it is a semi-parametric method. The
package Design contains the function pphsm() which is
good for parametric proportional hazard regressions
when the underlying base
2001 Dec 21
1
proportional hazard with parametric baseline function: can it be estimated in R
Greetings --
I would like to estimate a proportional hazard model with a weibull or
lognormal baseline. I have looked at both the coxph() and survreg()
functions and neither appear (to me ) to do it. Am I missing something in
the docs or is there another terrific package out there that will do this.
Many Thanks.
Carl Mason
2012 Feb 03
1
Simulating from "matrix variate normal distribution"
Hello everyone
Is there a function/command to simulate from "matrix variate normal
distribution" in R.
A follow up question would be is there a function/command to obtain the
density, distribution and quantile function of "matrix variate normal
distribution" in R.
Wikipedia has a good description of "matrix variate normal distribution"
which is also alternatively
2007 Aug 29
3
OT: distribution of a pathological random variate
Folks,
I wonder if anything could be said about the distribution of a random variate x, where
x = N(0,1)/N(0,1)
Obviously x is pathological because it could be 0/0. If we exclude this point, so the set is {x/(0/0)}, does x have a well defined distribution? or does it exist a distribution that approximates x.
(The case could be generalized of course to N(mu1, sigma1)/N(mu2, sigma2) and one
2011 Aug 26
2
How to generate a random variate that is correlated with a given right-censored random variate?
Hi,
I have a right-censored (positive) random variable (e.g. failure times subject to right censoring) that is observed for N subjects: Y_i, I = 1, 2, ..., N. Note that Y_i = min(T_i, C_i), where T_i is the true failure time and C_i is the censored time. Let us assume that C_i is independent of T_i. Now, I would like to generate another random variable U_i, I = 1, 2, ..., N, which is
2006 Jul 01
5
generate bi-variate normal data
Dear all,
I would like to generate bi-variate normal data given that the first column
of the data is known. for example:
I first generate a set of data using the command,
x <- rmvnorm(10, c(0, 0), matrix(c(1, 0, 0, 1), 2))
then I would like to sum up the two columns of x:
x.sum <- apply(x, 1, sum)
now with x.sum I would like to generate another column of data, say y, that
makes
2008 Apr 14
1
Non-linearity with Parametric data
Hello,
I am trying to test for non-linearity in a set of non-parametric data.
Furthermore, I would like to do so in a multi-variate model. Frankly, I
don't even know if this is possible, and if it is possible, I don't know if
it is implemented in an R package. Any advice would greatly appreciated.
Thank you!
Charlie
--
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Charles G.
2006 Sep 21
0
Covariance matrix for first canonical variate
Does anyone know how to get a meaningful estimate of the covariance
matrix for the first canonical variate coefficients for the right-hand
(X) side of a canonical regression? cancor returns coefficients but not
precisions. This would have to be subject to some constraint because of
identifiability problems (arbitrary scaling). I think that SPSS
attempts to do this but seems to condition on
2007 Jun 20
0
Multi-variate Probit model using Bayesm
Hello,
I have built a multi-variate probit model using the package "bayesm", which
requires that the X data is constructed using the function "CreateX". I've
gone through the documentation and run my model, but wanted to be sure about
my interpretation of the results for the coefficients - beta.
Steps:
1) I have 5 choices for the dependent variable Y, so p=5
2) I have 8
2007 Jun 21
0
Multi-variate Probit model using Bayesm in R
Hello,
I have built a multi-variate probit model using the package "bayesm", which
requires that the X data is constructed using the function "CreateX". I've
gone through the documentation and run my model, but wanted to be sure about
my interpretation of the results for the coefficients - beta.
Steps:
1) I have 5 choices for the dependent variable Y, so p=5
2) I have 8
1999 Nov 24
0
Re: DSE package for multi-variate time series (Please Read (Out of Office))
** Reply Requested When Convenient **
I will be attending a class during the week of November 29. I will get back to you as quickly as possible. If you need to reach me immediately by phone talk with Barb Severs or Diane Terry.
Thank you
David J. Krassen
>>> r-help 11/24/99 10:46 >>>
A new version of my DSE package for multi-variate time series analysis
is
now available
2010 Nov 25
1
How to change value of y axis from log relative Hazard to relative Hazard
http://r.789695.n4.nabble.com/file/n3058505/file.csv file.csv
Hi, Rusers
I have a problem in making a rcspline.plot with a Hmisc package.
My data is in the upload attachment.
My programme as follows:
library(Hmisc)
A<-read.csv("file.csv",header=TRUE)
attach(A)
2011 Oct 05
0
How to get the hazard of coxph (not cumulative hazard)
Dear all,
I think the coxph and survfit.coxph can give the cumulative hazard of cox
model.
But is there any method to calculate the hazard
Lambda(t)=lambda_0(t)*exp{beta*X(t)}?
Any suggestion will be great help.
Thank you very much!
Koshihaku
--
View this message in context: http://r.789695.n4.nabble.com/How-to-get-the-hazard-of-coxph-not-cumulative-hazard-tp3873516p3873516.html
Sent from the R
2008 Apr 09
2
How to estimate a hazard ratio using an external hazard function
Hi,
I would like to compare the hazard functions of two samples using the
Cox proportional hazards model. For sample 1 I have individual time-to-
event data. For sample 2 I don't have individual data, but grouped
data that allows to obtain a hazard function.
I am wondering if there is an R function that allows to obtain a
hazard ratio of the two hazard funtions (under the
2010 Nov 15
1
Proportional hazard model with weibull baseline hazard
Dear R-users,
I would like to fit a fully parametric proportional hazard model with a
weibull baseline hazard and a logit link function. This is, the hazard
function is: lambda_i (t) = lambda_0 (t) psi (x_i* beta)
where lambda_0 is a weibull distribution and psi a logistic distribution.
Does someone know a package and/or function on R to do this?
Thanks.
--
M.L. AvendaƱo
[[alternative HTML
2011 Jun 16
0
coxph: cumulative mortality hazard over time with associated confidence intervals
Dear R-users,
I computed a simple coxph model and plotted survival over time with
associated confidence intervals for 2 covariate levels (males and
females).
M1 <- coxph(survobject~sex, data=surv)
M1
survsex <- survfit(survobject~sex,data=surv)
summary(survsex)
plot(survsex, conf.int=T, col=c("black","red"), lty = c(1,2),
lwd=c(1,2), xlab="Time",
2012 Jul 06
1
How to compute hazard function using coxph.object
My question is, how to compute hazard function(H(t)) after building the
coxph model. I even aware of the terminology that differs from hazard
function(H(t)) and the hazard rate(h(t)). Here onward I wish to calculate
both.
Here what I have done in two different methods;
##########################################################################################
2007 Dec 18
1
hazard ratio of interaction Cox model
Dear Forum,
I have a question about interaction estimate in the Cox model:
why the hazard ratio of the interaction is not produced in the summary of the model?
(Instead, the estimate of the coefficient is given in the print of the model.)
# Example:
modINT <-cph( Surv(T_BASE, T_FIN,STATUS)~ NYHA + ASINI + RFP + FE_REC + XX_PR*XX_DISF)
print(modINT)
coef se(coef) z