[R] Logistic/Cox regression: Parameter estimates directly from model matrix
Kaspar Rufibach
kaspar.rufibach at stanford.edu
Fri Apr 6 00:47:28 CEST 2007
Hi out there
Is there a way to get the estimated coefficients in a logistic / Cox
regression without having to specify a 'formula' but by only giving the
model matrix?
Example for Cox regression:
## predictors
n <- 50
q1 <- rnorm(n)
q2 <- rgamma(n, 2, 2)
Z <- cbind(q1, q2)
## response
ttf <- rexp(n)
tf <- round(runif(n))
## compute estimates
res <- coxph(Surv(ttf, tf) ~ q1 + q2)
r <- res$coef
My goal is to have a function
estFromModelMatrix <- function(tf, ttf, Z){
/* do something meaningful using built-in functions */
return(r)}
I have written such functions myself using LL - maximization from
scratch, but these are slower than the built-in functions. Since I
intend to do some simulations (where I specify the model matrix, but not
want to give a 'formula' manually for each simulation scenario), it
would be nice to have a function estFromModelMatrix().
I searched the help extensively, but did not find a way to do this.
Hope I was clear enough, any help is appreciated!
Kaspar Rufibach
--
______________________________________
Kaspar Rufibach
Department of Statistics -- Sequoia Hall
390 Serra Mall
Stanford University
Stanford, CA 94305-4065
mailto:kaspar.rufibach at stanford.edu
skype:kasparrufibach
http://www.stanford.edu/~kasparr
More information about the R-help
mailing list