logLik.coxph

0th

Percentile

logLik method for a Cox model

The logLik function for survival models

Keywords
survival
Usage
# S3 method for coxph
logLik(object, ...)
# S3 method for survreg
logLik(object, ...)
Arguments
object

the result of a coxph or survreg fit

optional arguments for other instances of the method

Details

The logLik function is used by summary functions in R such as AIC. For a Cox model, this method returns the partial likelihood. The number of degrees of freedom (df) used by the fit and the effective number of observations (nobs) are added as attributes. Per Raftery and others, the effective number of observations is the taken to be the number of events in the data set.

For a survreg model the proper value for the effective number of observations is still an open question (at least to this author). For right censored data the approach of logLik.coxph is the possible the most sensible, but for interval censored observations the result is unclear. The code currently does not add a nobs attribute.

Value

an object of class logLik

References

Robert E. Kass and Adrian E. Raftery (1995). "Bayes Factors". J. American Statistical Assoc. 90 (430): 791.

Raftery A.E. (1995), "Bayesian Model Selection in Social Research", Sociological methodology, 111-196.

See Also

logLik

Aliases
  • logLik.coxph
  • logLik.survreg
Documentation reproduced from package survival, version 3.1-8, License: LGPL (>= 2)

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