[R] Looking to maximize a conditional likelihood

Ross Boylan ross at biostat.ucsf.edu
Thu Jul 17 23:33:55 CEST 2003


On Thu, 2003-07-17 at 14:27, Spencer Graves wrote:
> Have you considered "optim"?
> 
> spencer graves
> 
Thank you for drawing that to my attention.  I take it that's the best general
purpose optimizer to use?

My hope is to find something that knows a bit more about the structure of the
problem, including particularly the sum of permutations bit.  After looking
at the coxph documentation 
http://stat.ethz.ch/R-alpha/R-patched/library/survival/html/coxph.html
I'm getting more optimistic it's what I need (particularly with 
method=exact, which it says is equivalent to the conditional logistic model, 
which is my case (at least without the c_ij's).




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