Thanks very much for your help, Terry and Göran!

As pointed out by Göran, the difficult part is that it's an open set. How
to obtain a valid MLE in this case?


Thanks,
YH







On Wed, Oct 16, 2013 at 9:55 AM, Göran Broström <goran.brostrom@umu.se>wrote:

>
>
> On 2013-10-16 14:33, Terry Therneau wrote:
>
>>
>>
>> On 10/16/2013 05:00 AM, r-help-request@r-project.org wrote:
>>
>>> Hello,
>>>
>>> I'm trying to use coxph() function to fit a very simple Cox proportional
>>> hazards regression model (only one covariate) but the parameter space is
>>> restricted to an open set (0, 1). Can I still obtain a valid estimate by
>>> using coxph function in this scenario? If yes, how? Any suggestion would
>>> be
>>> greatly appreciated. Thanks!!!
>>>
>>
>> Easily:
>>      1.  Fit the unrestricted model.  If the solution is in 0-1 you are
>> done.
>>      2.  If it is outside, fix the coefficient.  Say that the solution is
>> 1.73, then the
>> optimal solution under contraint is 1.
>>
>
> OK, except for the small annoyance that 1 is not a member of the open set
> (interval) (0, 1). Maybe the answer is "No" in this case? Depends on what
> lies in the word 'valid'. If 'MLE', the answer is No.
>
>           Redo the fit adding the paramters  "init=1, iter=0".  This
>> forces the program to
>> give the loglik and etc for the fixed coefficient of 1.0.
>>
>> Terry Therneau
>>
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>>
>>
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> and provide commented, minimal, self-contained, reproducible code.
>

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