MATLAB code for proportional odds

Here are a couple MATLAB functions that perform estimation in the semiparametric proportional odds model for survival analysis. For an explanation, see the paper "Computing Estimates in the Proportional Odds Model".
  1. mm.m, which uses a Minorize-Maximize (MM) method (moderately fast).
  2. qn.m, which uses a quasi-Newton accelerated MM method (very fast).
  3. nr.m, which uses a Newton-Raphson method, the old standby (slow on large problems).
  4. ll.m, which is called by all three of the functions above whenever the loglikelihood must be evaluated.
Here is a sample script, which requires the Matlab routines tester_indep.m, tester_dep.m, quantile.m, and po_test.m. (Note: I had to make some small changes to these files when I posted them, and I haven't tested them with those changes. Thus, I don't guarantee them to be bug-free.)
Last modified: November 22, 2001
dhunter@stat.psu.edu