[R] final value of nnet with censored=TRUE for survival analysis

[Prof Brian Ripley]

The value includes the weight decay term: it is a penalized fit.  See 
the documentation pages 245 and 247. (nnet is support software for a 
book, so the book is the primary documentation.)

On Fri, 29 May 2009, Andrea Weidacher wrote:

>
> Hi there,
>
> I?ve a question concerning the nnet package in the area of survival analysis: what is the final value, which is computed to fit the model with the following nnet-c
> all:
>
> net <- nnet(cat~x,
>        data=d,
>        size=2,
>        decay=0.1,
>        censored=TRUE,
>        maxit=20,
>        Wts=rep(0,22),
>        Hess=TRUE)
>
> where cat is a matrix with a row for each record and one column for each possible time-value and x another explanatory variable.
> Something like that:
>
> 0 6 17 20 28 37
> [1,] 0 0  0  0  0  1
> [2,] 1 0  0  0  0  0
> [3,] 0 0  1  1  1  1
> [4,] 0 1  0  0  0  0
> ...
>
> where 0,6,17,... are the time values and record 1 has an event in time period 37 and record 3 is censored in time period 20.
>
>
> I tried to reproduce the final value with this term:
>
> tmp <- rowSums(cat*summary(net)$fitted.values)
> repFinalValue <- sum(-log(tmp))
>
> but got the value 21.65438 instead of 21.71108. Is this only a 
> rounding error or what?s wrong with my formula?
>
> My whole test example is printed below.

[...]

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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