[R] mcl models, percentages

[Göran Broström]

On Wed, 14 May 2003, Thomas Lumley wrote:

> On Wed, 14 May 2003, John Hendrickx wrote:
> 
> >
> > A caveat is that "clogit" in R doesn't produce the same estimates as
> > "multilog", although the likelihood functions for both models are the
> > same. The maximum absolute difference is 0.0034, the mean absolute
> > difference is 0.00069. Stata's "clogit" and "mlogit" produce the same
> > estimates and match those of "multilog" to at least 6 decimal points
> > accuracy. See the notes in http://www.xs4all.nl/~jhckx/R/mcl.html Can
> > anyone shed any light on this?
> >
> 
> 
> Two possibilities
> 
> 1/ not having converged far enough: the convergence tolerance for coxph is
> by default only 1e-4 (yes, I should change it)

I tried to change 'eps' to 1.e-8, found yet another way of crashing  R:
------------------------------------------------------------------------
> library(survival)
>  coxph(Surv(enter, exit, event) ~ x, data = tt, 
              control = list(eps = 1.e-8))

Program received signal SIGSEGV, Segmentation fault.
0x405526a0 in agfit3 (maxiter=0x0, nusedx=0x1, nvarx=0x1, start=0x8f267b8, 
    stop=0x8f26770, event=0x8f25f98, covar2=0x8f26728, offset=0x8f266e0, 
    weights=0x8f26698, nstrat=0x8ec4ab0, strata=0x8ec4a90, 
sort1=0x8f25f60, 
    sort2=0x8f25f28, means=0x8e7ed30, Rf_beta=0x8e7ed08, u=0x8e7ece0, 
    imat2=0x8e7ecb8, loglik=0x8f25ef0, flag=0x8ec4a70, work=0x8f249a0, 
    eps=0x8e7ec90, tol_chol=0x0, sctest=0x8e7ec68) at agfit3.c:263
263     agfit3.c: No such file or directory.
        in agfit3.c
-------------------------------------------------------------------------
It's of course my fault; 'control' should be a call to 'coxph.control'.
But should  R  crash...?

Göran
[...]

---
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se