Dear S-plus users,
I have an inquiry about the weight and offset options in glm and coxph. I
attempted to locate details of estimator calculations from S-plus but was
unsuccessful. Does anyone know how S-plus is estimating the parameter and
variance estimates when including offset terms and weights. I am solving a
missing data problem by incorporating either weights or offset terms. I know
there have been a number of variance calculations proposed so I am concerned if
S-plus is using the one I'm interested in. For weighting does S-plus just
weight the score and then estimate the parameters. Is the robust variance the
variance estimate. If anyone knows which references were used to write the
code that would be very helpful.
I am using the following commands:
glm(newdat.1[,1]~newdat.1[,2], family=binomial,weights=(1/p.2))
coxph(Surv(y3,delta3)~x3+v3,weights=weight.p.use.mar,method="breslow")
glm(newdat.1[,1]~newdat.1[,2]+offset(newoffset), family=binomial)
coxph(Surv(y3,delta3)~x3+v3 + offset(offset),method="breslow")
Thanks for any input you have.
Gina
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