TABLE OF CONTENTS

ZZdebug/mkprofgr [ Functions ]

NAME

    mkprofgr --- profile likelihood gradient

FUNCTION

Compute the gradient of the profile likelihood. This is an R implementation for debugging only.

SYNOPSIS

1722 mkprofgr <- function(m, Ji, betahat, datamat, as, Uijmat)

INPUTS

    m          number of clusters
    Ji         cluster sizes
    betahat    regression coefficient estimates 
    datamat    data matrix generated by makedatamat 
    as         matrix of discretization breakpoints 
    Uijmat     matrix of frailty estimates

OUTPUTS

    likgr      gradient of profile loglikelihood of betahat conditional 
               on the other parameters

SOURCE

1725 {
1726     # Compute all m_rs and gradients
1727     mrss <- makemrs(m, Ji, datamat, as, betahat, Uijmat)
1728     mrs <- mrss$mrs
1729     mrsgr <- mrss$mrsgr
1730     # Initialize vectors
1731     likgr <- rep(0, length(betahat))
1732     covs <- as.matrix(datamat[, -c(1:8)], dim(datamat)[1], length(betahat))
1733     for(ind in 1:dim(datamat)[1]){
1734         smax <- datamat[ind, "smax"]
1735         r <- datamat[ind, "r"]
1736         delta <- datamat[ind, "delta"]
1737         # For each row in the data matrix, add the corresponding term to the gradient
1738         likgr <- likgr + delta * (covs[ind, ] - mrsgr[r, smax, ] / mrs[r, smax])
1739     } 
1740     return(likgr)   
1741 }