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From: Jerry on 5 May 2008 15:00 "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. |