Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

 Quantlet: hazbeta Description: calculates the maximum likelihood estimate of the regression parameter beta in the Cox Proportional hazard model, by Newton-Raphson method.

 Usage: {betahat, betak, ck} = hazbeta(data, {maxit}) Input: data n x (p+4) matrix, column 1: the sorted observed survival time t, column 2: the cosorted censoring indicator delta, column 3: labels l, column 4: number of ties at time t[i], cosorted, columns 5 to p+4: the cosorted covariate matrix z. This data matrix may be obtained through hazdat.xpl. maxit scalar, maximum number of iteration for the Newton-Raphson procedure, default = 40. Output: betahat p x 1 vector, estimate of the regression parameter beta betak maxit x p matrix, parameter values through the Newton-Raphson procedure ck maxit x 1 vector, convergence criteria values through the Newton-Raphson procedure

Example:
```library("hazreg")
n = 20
p = 2
beta = 1|2                      ; regression parameter
z = 1 + uniform(n,p)            ; covariates
y = -log(1-uniform(n))          ; exponential survival
y = y./exp(z*beta)              ; covariate effects
c = 4*uniform(n)                ; uniform censoring
t = min(y~c,2)                  ; censored time
delta =(y<=c)                  ; censoring indicator
{data,ties} = hazdat(t,delta, z)   ; preparing data
{betahat,betak,ck} = hazbeta(data)
; parameter estimation

```
Result:
```The parameter beta is estimated and the Newton-Raphson
procedure recorded.
```

Author: L. Yang, 19990706 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006