[R] How to obtain restricted estimates from coxph()?

Terry Therneau therneau at mayo.edu
Wed Oct 16 14:33:02 CEST 2013

On 10/16/2013 05:00 AM, r-help-request at 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!!!

    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.
        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

More information about the R-help mailing list