R: Profile likelihood for coefficients in a 'coxph' model

profLik {survMisc} | R Documentation

## Profile likelihood for coefficients in a `coxph` model

### Description

Profile likelihood for coefficients in a `coxph` model

### Usage

    profLik(x, CI = 0.95, interval = 50, mult = c(0.1, 2), devNew = TRUE,
      ...)

### Arguments

`x` | A `coxph` model.
`CI` | Confidence Interval.
`interval` | Number of points over which to evaluate coefficient.
`mult` | Multiplier. Coefficent will be multiplied by lower and upper value and evaluated across this range.
`devNew` | Open a new device for each plot. See ?grDevices::dev.new
`...` | Additional parameters passed to `graphics::plot.default`.

### Details

Plots of range of values for coefficient in model with log-likelihoods for the model with the coefficient fixed at these values.
For each coefficient a range of possible values is chosen, given by Bhat * mult[lower] - Bhat * mult[upper]. A series of models are fit (given by `interval`). The coefficient is included in the model as a fixed term and the partial log-likelihood for the model is calculated.
A curve is plotted which gives the partial log-likelihood for each of these candidate values. An appropriate confidence interval (CI) is given by subtracting 1/2 the value of the appropriate quantile of a chi-squared distribution with 1 degree of freedom.
Two circles are also plotted giving the 95

### Value

One plot for each coefficient in the model.

### References

Example is from: T&G. Section 3.4.1, pg 57.

### Examples

    data("pbc", package="survival")
    c1 <- coxph(formula = Surv(time, status == 2) ~ age + edema + log(bili) +
                          log(albumin) + log(protime), data = pbc)
    profLik(c1, col="red")

[Package survMisc version 0.5.4 Index]