[R] Coxph and loglik converged before variable X

[Greg Snow]

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Terry Therneau
> Sent: Thursday, September 18, 2008 6:49 AM
> To: ekr at rtfm.com
> Cc: r-help at r-project.org
> Subject: Re: [R] Coxph and loglik converged before variable X


[snip]

>    b. The actual value of beta that is reported depends on the
> convergence
> criteria for the routine.  So this is one case where different Cox
> model
> functions can give results that look different.  I work in medical
> research, and
> view these differences as unimportant: if I were to tell you that your
> relative
> risk of death was exp(11) = 59,774 fold greater than your compatriots,
> would the
> message be substantially changed for beta of 10 or 12?
>   There is a statistical literature under the heading of "monotone
> likelihood
> ratio" that worries about these coefficients and tries to fix them.
> Much ado
> about nothing, IMHO.

Maybe it is just me, but the last line above just begs to have the following lines from "Much Ado About Nothing" added:

DON PEDRO
What a pretty thing man is when he goes in his
doublet and hose and leaves off his wit!

CLAUDIO
He is then a giant to an ape; but then is an ape a
doctor to such a man.


[snip]

--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111