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

Library: hazreg
See also: hazdat hazbeta

Quantlet: hazregll
Description: calculates derivatives up to order 2 of the log-likelihood function at parameter value beta

Usage: {ll,ll1,ll2} = hazregll(data, beta)
Input:
data n x (p+4) matrix, the first column is the sorted survival time t, followed by the sorted delta, inidcating if censoring has occured, labels l, a column containing the number of ties, and lastly, the sorted covariate matrix z.
beta p x 1 vector, the parameter, coefficients of the covariate.
Output:
ll scalar, the log-likelihood function at parameter value beta
ll1 p x 1 vector, the first derivatives at parameter value beta of the log-likelihood function
ll2 p x p matrix, negative Hessian matrix at parameter value beta of the log-likelihood function




Author: L. Yang, B. Grund, 20000217
(C) MD*TECH Method and Data Technologies, 05.02.2006