Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
Request Quote & Product Information
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dates dlibrary dllcall error error handling errors Excel file i/o floating network GAUSS Engine graphics GUI hotkeys installation Java API license licensing linux loading data loops matrices matrix matrix manipulation Maxlik MaxLikMT Memory optimization Optmum output PQG graphics procs RAM random numbers string functions strings structures threading Time Series writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
Cox Proportional hazard model
Can anybody tell me where to find a Gauss Code to
1) make a Monte Carlo simulation of a Cox proportional hazards model, event times and covariates;
2) estimate the parameters of $exp(X' \cdot \beta )$;
thanks in advance.
There are no intrinsic GAUSS functions that specifically accomplish what you desire. However, there is GAUSS third party code for estimating Cox proportional hazards models. The code accompanies the text "Statistical Methods for Categorical Data Analysis" by Daniel Powers and Yu Xie (2000). I am not certain that this code addresses your specific needs but it may provide a good starting point.
Though I haven't used the code and cannot speak to its performance, it could at least serve as a useful reference. For further information regarding the code and the models, you may wish to direct specific questions to the authors.
This Cox PH code is available at the site
under the link for Chapter 5.
Thanks for your prompt reply. I really appreciate.