| buckleyjames | stsdas.analysis.statistics | buckleyjames |
buckleyjames -- Compute linear regression based on Kaplan-Meier residuals
buckleyjames input
The buckleyjames task calculates a regression with Kaplan-Meier residuals. It can treat several independent variables if the dependent variable contains only one kind of censoring (i.e., upper or lower limits). The task requires only that the censoring distribution about the fitted line is random. Of the three linear regression methods available in this package, `buckleyjames' is probably the most reliable.
If the iterations reach their limit (the default is 50), there are three possibilities: 1) The computation was done exactly at the limit; 2) The convergence has not been reached; or 3) The results are trapped in an oscillation. In the second case, you should increase the iteration limit and compute the results again. If the results are the same, then you have an oscillation. The result shown is the average of the last values and, because the difference between the values is much smaller than the errors, you can use it as the final estimate.
1. Apply `buckleyjames' to the data in the table "kriss.tab", using the columns "Censor" for the censoring indicator, "LogL1mu" for the first independent variable column, "LogL2500A" for the second independent variable column, and "LogL2keV" for the dependent variable column. Then use the file "iraslum.dat" (text file), columns 1, 2, and 3 (censor, independent, dependent). Several files can be processed sequentially. The following example will compute the Buckley-James linear regression fit for the two files indicated:
cl> buckleyjames kriss.tab[Censor,LogL1mu,LogL2500A,LogL2keV], \ >>> iraslum.dat[1,2,3]
censor, survival
Type "help statistics option=sys" for a higher-level description of the `statistics' package.