Re: [R] Cox model approximaions (was "comparing SAS and R survival....)

2012-04-02 Thread AO_Statistics
I have a question about Cox's partial likelihood approximations in "coxph" function of "survival package (and in SAS as well) in the presence of tied events generated by grouping continuous event times into intervals. I am processing estimations for recurrent events with time-dependent covariates i

Re: [R] Cox model approximaions (was "comparing SAS and R survival....)

2011-07-24 Thread Göran Broström
On Fri, Jul 22, 2011 at 2:04 PM, Terry Therneau wrote: >  For time scale that are truly discrete Cox proposed the "exact partial > likelihood". Or "the method of partial likelihood" applied to the discrete logistic model, > I call that the "exact" method and SAS calls it the > "discrete" method.

Re: [R] Cox model approximaions (was "comparing SAS and R survival....)

2011-07-22 Thread Mike Marchywka
> From: thern...@mayo.edu > To: abouesl...@gmail.com > Date: Fri, 22 Jul 2011 07:04:15 -0500 > CC: r-help@r-project.org > Subject: Re: [R] Cox model approximaions (was "comparing SAS and R > survival) > >

Re: [R] Cox model approximaions (was "comparing SAS and R survival....)

2011-07-22 Thread Terry Therneau
For time scale that are truly discrete Cox proposed the "exact partial likelihood". I call that the "exact" method and SAS calls it the "discrete" method. What we compute is precisely the same, however they use a clever algorithm which is faster. To make things even more confusing, Prentice int