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

Göran Broström goran.brostrom at umu.se
Wed Oct 16 15:55:06 CEST 2013

On 2013-10-16 14:33, Terry Therneau wrote:
> 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!!!
> 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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