mcl models, percentages
On Wed, 14 May 2003, Thomas Lumley wrote:
On Wed, 14 May 2003, John Hendrickx wrote:
A caveat is that "clogit" in R doesn't produce the same estimates as "multilog", although the likelihood functions for both models are the same. The maximum absolute difference is 0.0034, the mean absolute difference is 0.00069. Stata's "clogit" and "mlogit" produce the same estimates and match those of "multilog" to at least 6 decimal points accuracy. See the notes in http://www.xs4all.nl/~jhckx/R/mcl.html Can anyone shed any light on this?
Two possibilities 1/ not having converged far enough: the convergence tolerance for coxph is by default only 1e-4 (yes, I should change it)
I tried to change 'eps' to 1.e-8, found yet another way of crashing R: ------------------------------------------------------------------------
library(survival) coxph(Surv(enter, exit, event) ~ x, data = tt,
control = list(eps = 1.e-8))
Program received signal SIGSEGV, Segmentation fault.
0x405526a0 in agfit3 (maxiter=0x0, nusedx=0x1, nvarx=0x1, start=0x8f267b8,
stop=0x8f26770, event=0x8f25f98, covar2=0x8f26728, offset=0x8f266e0,
weights=0x8f26698, nstrat=0x8ec4ab0, strata=0x8ec4a90,
sort1=0x8f25f60,
sort2=0x8f25f28, means=0x8e7ed30, Rf_beta=0x8e7ed08, u=0x8e7ece0,
imat2=0x8e7ecb8, loglik=0x8f25ef0, flag=0x8ec4a70, work=0x8f249a0,
eps=0x8e7ec90, tol_chol=0x0, sctest=0x8e7ec68) at agfit3.c:263
263 agfit3.c: No such file or directory.
in agfit3.c
-------------------------------------------------------------------------
It's of course my fault; 'control' should be a call to 'coxph.control'.
But should R crash...?
G?ran
[...]
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G?ran Brostr?m tel: +46 90 786 5223
Department of Statistics fax: +46 90 786 6614
Ume? University http://www.stat.umu.se/egna/gb/
SE-90187 Ume?, Sweden e-mail: gb at stat.umu.se