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| |
| <p>SQL functions for cox proportional hazards. |
| <a href="#details">More...</a></p> |
| |
| <p><a href="cox__prop__hazards_8sql__in_source.html">Go to the source code of this file.</a></p> |
| <table class="memberdecls"> |
| <tr><td colspan="2"><h2><a name="func-members"></a> |
| Functions</h2></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">cox_prop_hazards_result </td><td class="memItemRight" valign="bottom"><a class="el" href="cox__prop__hazards_8sql__in.html#a9c04e1fd1353bb3cfb942b6251851179">cox_prop_hazards</a> (varchar source, varchar indepColumn, varchar depColumn, integer maxNumIterations=20, varchar optimizer="newton", float8 precision=0.0001)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute cox-regression coefficients and diagnostic statistics. <a href="#a9c04e1fd1353bb3cfb942b6251851179"></a><br/></td></tr> |
| </table> |
| <hr/><a name="details" id="details"></a><h2>Detailed Description</h2> |
| <div class="textblock"><dl class="date"><dt><b>Date:</b></dt><dd>July 2012</dd></dl> |
| <dl class="see"><dt><b>See also:</b></dt><dd>For a brief introduction to cox regression, see the module description <a class="el" href="group__grp__cox__prop__hazards.html">Cox-Proportional Hazards Regression</a> </dd></dl> |
| |
| <p>Definition in file <a class="el" href="cox__prop__hazards_8sql__in_source.html">cox_prop_hazards.sql_in</a>.</p> |
| </div><hr/><h2>Function Documentation</h2> |
| <a class="anchor" id="a9c04e1fd1353bb3cfb942b6251851179"></a><!-- doxytag: member="cox_prop_hazards.sql_in::cox_prop_hazards" ref="a9c04e1fd1353bb3cfb942b6251851179" args="(varchar source, varchar indepColumn, varchar depColumn, integer maxNumIterations=20, varchar optimizer="newton", float8 precision=0.0001)" --> |
| <div class="memitem"> |
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| <table class="memname"> |
| <tr> |
| <td class="memname">cox_prop_hazards_result cox_prop_hazards </td> |
| <td>(</td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>source</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>indepColumn</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>depColumn</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">integer </td> |
| <td class="paramname"><em>maxNumIterations</em> = <code>20</code>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">varchar </td> |
| <td class="paramname"><em>optimizer</em> = <code>"newton"</code>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>precision</em> = <code>0.0001</code> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
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| <p>To include an intercept in the model, set one coordinate in the <code>independentVariables</code> array to 1.</p> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">source</td><td>Name of the source relation containing the training data </td></tr> |
| <tr><td class="paramname">indepColumn</td><td>Name of the independent column </td></tr> |
| <tr><td class="paramname">depColumn</td><td>Name of the dependant column measuring time of death </td></tr> |
| <tr><td class="paramname">maxNumIterations</td><td>The maximum number of iterations </td></tr> |
| <tr><td class="paramname">optimizer</td><td>The optimizer to use (either <code>'newton'</code>/<code>'newton'</code> for the newton method </td></tr> |
| <tr><td class="paramname">precision</td><td>The difference between log-likelihood values in successive iterations that should indicate convergence. Note that a non-positive value here disables the convergence criterion, and execution will only stop after <code>maxNumIterations</code> iterations.</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <dl class="return"><dt><b>Returns:</b></dt><dd>A composite value:<ul> |
| <li><code>coef FLOAT8[]</code> - Array of coefficients, \( \boldsymbol \beta \)</li> |
| <li><code>log_likelihood FLOAT8</code> - Log-likelihood \(l(\boldsymbol \beta)\)</li> |
| <li><code>std_err FLOAT8[]</code> - Array of standard errors, \( \mathit{se}(c_1), \dots, \mathit{se}(c_k) \)</li> |
| <li><code>z_stats FLOAT8[]</code> - Array of Wald z-statistics, \( \boldsymbol z \)</li> |
| <li><code>p_values FLOAT8[]</code> - Array of Wald p-values, \( \boldsymbol p \)</li> |
| <li><code>condition_no FLOAT8</code> - The condition number of matrix \( H \) during the iteration immediately <em>preceding</em> convergence (i.e., \( H \) is computed using the coefficients of the previous iteration)</li> |
| <li><code>num_iterations INTEGER</code> - The number of iterations before the algorithm terminated</li> |
| </ul> |
| </dd></dl> |
| <ul> |
| <li>Get vector of coefficients \( \boldsymbol \beta \) and all diagnostic statistics:<br/> |
| <pre>SELECT * FROM <a class="el" href="cox__prop__hazards_8sql__in.html#a9c04e1fd1353bb3cfb942b6251851179">cox_prop_hazards</a>( |
| '<em>sourceName</em>', '<em>dependentVariable</em>', |
| '<em>independentVariables</em>' |
| [, <em>numberOfIterations</em> [, '<em>optimizer</em>' [, <em>precision</em> ] ] ] |
| );</pre></li> |
| <li>Get vector of coefficients \( \boldsymbol \beta \):<br/> |
| <pre>SELECT (<a class="el" href="cox__prop__hazards_8sql__in.html#a9c04e1fd1353bb3cfb942b6251851179">cox_prop_hazards</a>('<em>sourceName</em>', |
| '<em>dependentVariable</em>', '<em>independentVariables</em>')).coef;</pre></li> |
| <li>Get a subset of the output columns, e.g., only the array of coefficients \( \boldsymbol \beta \), the log-likelihood of determination: <pre>SELECT coef, log_likelihood |
| FROM <a class="el" href="cox__prop__hazards_8sql__in.html#a9c04e1fd1353bb3cfb942b6251851179">cox_prop_hazards</a>('<em>sourceName</em>', '<em>dependentVariable</em>', |
| '<em>independentVariables</em>');</pre> </li> |
| </ul> |
| |
| <p>Definition at line <a class="el" href="cox__prop__hazards_8sql__in_source.html#l00362">362</a> of file <a class="el" href="cox__prop__hazards_8sql__in_source.html">cox_prop_hazards.sql_in</a>.</p> |
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