ELYP (version 0.7-1)

CoxEL: Compute Empirical Likelihood and Partial Likelihood of Cox model for Testing the beta and Baseline jointly.

Description

This function compute empirical likelihood and partial likelihood for the purpose of testing (jointly) the beta (regression parameter) and the baseline hazard feature, which is defined by lam and fun.

Usage

CoxEL(y, d, Z, beta, lam, fun)

Arguments

y

a vector containing the survival times

d

censoring status: 1 - uncensored; 0 - censored.

Z

a matrix of covariates, size nxk; Z=(Z_1i, ..., Z_ki)

beta

=(beta1, ... betak)

lam

a scalar, used in the constraint of baseline int f(t)dH(t)= Mulam.

fun

a function. Together with lam, it defines the feature of the baseline hazard.

Value

• It returns a list containing: (1)logEmpLik: log empirical likelihood value; (2)logPlik: log partial likelihood value; (3)Hazw: the constrained baseline estimator (the jumps); (4)mu: the value of constraint, i.e. the feature.

Details

Say something.

References

Zhou, M. (2005). Cox model with restriction on the baseline hazard. Tech Report, Univ. of Kentucky, Dept of Statistics

Examples

## censored regression with one right censored observation.
## we check the estimation equation, with the MLE inside myfun7. 
y <- c(3, 5.3, 6.4, 9.1, 14.1, 15.4, 18.1, 15.3, 14, 5.8, 7.3, 14.4)
x <- c(1, 1.5, 2,   3,   4,    5,    6,    5,    4,  1,   2,   4.5)
d <- c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0)