Message-ID: <B37C0A15B8FB3C468B5BC7EBC7DA14CC613042FDE6@LP-EXMBVS10.CO.IHC.COM>
Date: 2008-09-18T16:45:37Z
From: Greg Snow
Subject: Coxph and loglik converged before variable X
In-Reply-To: <200809181249.m8ICnEa28514@hsrnfs-101.mayo.edu>
> -----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
[snip]
> 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