Coxph and loglik converged before variable X
-----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
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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