Calculates minus the log likelihood function and its first and second order
derivatives for data from a Cox regression model. It is used by coxreg
if the argument coxph = FALSE
coxfunk(beta, X, offset, rs, what = 2)
| beta | Regression parameters |
|---|---|
| X | The design (covariate) matrix. |
| offset | Offset. |
| rs | Risk set created by |
| what | what = 0 means only loglihood, 1 means score vector as well, 2 loglihood, score and hessian. |
A list with components
The log likelihood.
The score vector. Nonzero if what >= 1
The hessian. Nonzero if ord >= 2
Note that the function returns log likelihood, score vector and minus hessian, i.e. the observed information. The model is
Göran Broström