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PHInfiniteEstimates (version 1.6)

Tools for Inference in the Presence of a Monotone Likelihood

Description

Proportional hazards estimation in the presence of a partially monotone likelihood has difficulties, in that finite estimators do not exist. These difficulties are related to those arising from logistic and multinomial regression. References for methods are given in the separate function documents.

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Version

Install

install.packages('PHInfiniteEstimates')

Monthly Downloads

250

Version

1.6

License

GPL-3

Maintainer

John E Kolassa

Last Published

December 4th, 2020

Functions in PHInfiniteEstimates (1.6)

bestbeta

Newton Raphson Fitter for partial likelihood
voter.ml

Subset of British elections data used in kolassa16PHInfiniteEstimates. Data are from besPHInfiniteEstimates.
testp

Simulate Weibull survival data from a model, perform reduction to remove infinite estimates, and calculate p values.
newllk

Proportional hazards partial likelihood, using Breslow method for ties, excluding some observations.
reduceLR

Reduce a logistic regression with monotone likelihood to a conditional regression with double descending likelihood.
network

This function enumerates conditional sample spaces associated with logistic regression,
checkresults

Produce a graphical assessment of Monte Carlo experiment on fidelity of proportional hazards regression to the uniform ideal.
drawdiagram

Draw diagram for toy PH example.
PHInfiniteEstimates

PHInfiniteEstimates: Tools for Proportional Hazards Estimation, and Inference on the Associate Parameters, when Other Parameters are Estimated at Infinity.
convertbaselineltolr

Convert a baseline logit model data set, formatted in the long form as described in the documentation for mlogit.data from mlogit package, to a conditional logistic regression.
convertmtol

Convert a polytomous regression to a conditional logistic regression.
inference

Perform inference on conditional sample space.
fixcoxph

Remove observations from a proportional hazards regression, and return the fit of the reduced model.
convertstoml

Convert a proportional hazards regression to a multinomial regression.