survMisc (version 0.4.6)

profLik: Profile likelihood for coefficients in Coxph model

Description

Profile likelihood for coefficients in Coxph model

Usage

profLik(x, CI = 0.95, interval = 50, mult = c(0.1, 2), ...)

Arguments

x

A coxph model

CI

Confidence Interval

interval

Number of points over which to evaluate coefficient

mult

Multiplier. Coefficent will be multiplied by lower and upper value and evaluated across this range

...

Additional parameters passed to graphics::plot.default.

Value

• One plot for each coefficient in the model.

Details

Plots of range of values for coefficient in model with log-likelihoods for the model with the coefficient fixed at these values. For each coefficient a range of possible values is chosen, given by $\hat{B}*mult_{lower} - \hat{B}*mult_{upper}$. A series of model are fit (given by interval). The coefficient is included in the model as a fixed term and the partial log-likelihood for the model is calculated. A curve is plotted which gives the partial log-likelihood for each of these candidate values. An appropriate confidence interval (CI) is given by subtracting 1/2 the value of the approapriate quantile of a chi-squared distribution with 1 degree of freedom. Two circles are also plotted giving the 95

References

Example is from: Therneau T, Grambsch P 2000. Modeling Survival Data, 1st edition. New York: Springer. Section 3.4.1, pg 57.

Examples

c1 <- coxph(formula = Surv(time, status == 2) ~ age + edema + log(bili) +
                      log(albumin) + log(protime), data = pbc)
profLik(c1, col="red")