MATLAB code for proportional odds
Here are a couple MATLAB functions that perform
estimation in the semiparametric proportional odds
model for survival analysis.
For an explanation, see
the paper "Computing
Estimates in the Proportional Odds Model".
Here is a sample script, which requires the
(Note: I had to make some small changes to these files when I posted them, and
I haven't tested them with those changes. Thus, I don't guarantee them to
- mm.m, which uses a Minorize-Maximize (MM)
method (moderately fast).
- qn.m, which uses a quasi-Newton accelerated
MM method (very fast).
- nr.m, which uses a Newton-Raphson method, the
old standby (slow on large problems).
- ll.m, which is called by all three of the functions
above whenever the loglikelihood must be evaluated.
Last modified: November 22, 2001