[R] Partial Likelihood

[Joshua Wiley]

In addition to Bert's suggestion of r sig mixed models (which I second), I would encourage you to create a more detailed example and explanation of what you hope to accomplish. Sounds a bit like an auto regressive structure, but more details would be good.

Cheers,

Josh

On Aug 4, 2012, at 9:34, Bert Gunter <gunter.berton at gene.com> wrote:

> Sounds like generalized linear mixed modeling (glmm) to me. Try
> posting to the r-sig-mixed-models list rather than here to increase
> the likelihood of a useful response.
> 
> -- Bert
> 
> On Sat, Aug 4, 2012 at 3:55 AM, doctoratza <mammas_k at live.com> wrote:
>> Hello everyone,
>> 
>> i would like to ask if everyone knows how to perfom a glm partial likelihood
>> estimation in a time series whrere dependence exists.
>> 
>> lets say that i want to perform a logistic regression for binary data (0, 1)
>> with binary responses which a re the previous days.
>> 
>> for example:
>> 
>> 
>> logistic<-glm(dat$Day~dat$Day1+dat$Day2, family=binomial(link="logit"))
>> 
>> where dat$Day (0 or 1) is the current day  and dat$Day1 is one day before (0
>> or 1).
>> 
>> is it possible that R performs partial likelihood estimation automatically?
>> 
>> 
>> thank you in advance
>> 
>> Konstantinos Mammas
>> 
>> 
>> 
>> 
>> --
>> View this message in context: http://r.789695.n4.nabble.com/Partial-Likelihood-tp4639159.html
>> Sent from the R help mailing list archive at Nabble.com.
>> 
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> 
> 
> 
> -- 
> 
> Bert Gunter
> Genentech Nonclinical Biostatistics
> 
> Internal Contact Info:
> Phone: 467-7374
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.