logLik.coxph
logLik method for a Cox model
Description
The logLik function for survival models
Usage
## S3 method for class 'coxph' logLik(object, ...) ## S3 method for class 'survreg' logLik(object, ...)
Arguments
object | the result of a |
... | optional arguments for other instances of the method |
Details
The logLik function is used by summary functions in R such as AIC
. For a Cox model, this method returns the partial likelihood. The number of degrees of freedom (df) used by the fit and the effective number of observations (nobs) are added as attributes. Per Raftery and others, the effective number of observations is the taken to be the number of events in the data set.
For a survreg
model the proper value for the effective number of observations is still an open question (at least to this author). For right censored data the approach of logLik.coxph
is the possible the most sensible, but for interval censored observations the result is unclear. The code currently does not add a nobs attribute.
Value
an object of class logLik
Author(s)
Terry Therneau
References
Robert E. Kass and Adrian E. Raftery (1995). "Bayes Factors". J. American Statistical Assoc. 90 (430): 791.
Raftery A.E. (1995), "Bayesian Model Selection in Social Research", Sociological methodology, 111-196.
See Also
Copyright (©) 1999–2012 R Foundation for Statistical Computing.
Licensed under the GNU General Public License.