From: Jerry on
"Tom Lane" <tlane(a)mathworks.com> wrote in message
<fvfjlp$9jp$1(a)fred.mathworks.com>...
> > Since the source code is not accessible for this
function,
> > can you provide more specific reference on the
algorithm
> > used? I know two books are listed in the Matlab
documents,
> > is there a particular chapter describing an algorithm
that
> > Matlab implemented exactly?
>
> Jerry, as Steve pointed out you can type "edit coxphfit"
to see the code.
>
> The books "Analysis of Survival Data" by Cox and Oakes
(chapter 7), and
> "Statistical Models and Methods for Lifetime Data" by
Lawless (also chapter
> 7), are two good references for this material. The code
might not exactly
> follow either one step-by-step, but either should be
helpful.
>
> -- Tom
>

Thanks very much, Tom. I didn't say it clearly last time --
there is an optimization function (statsfminbx) being
called in coxphfit which sometimes generates some warning
messages that I don't know how to deal with. Is this
function described somewhere? Also, when there is
censoring in the response data, does coxphfit require that
the number of events (ie, exact observations) to be larger
than the number of covariates?

Thanks again for your help.