covariance | R Documentation |
The function covariance
calculates the covariance between two survival probabilty
obtained with a Cox proportional hazard model. Follow-up times and covariates
may differ for the two survival probabilties. This is mostly an internal function, meant to be used by the function var.expDeath
.
covariance(t_i, delta_i, beta, time1, z1, time2, z2, S0_i, S1_i, S02_i, Omega_1)
t_i |
All the follow up times. |
delta_i |
Indicator that the individual was censored: 1 if the individual was censored, 0 otherwise. |
beta |
The coefficients of the Cox model. |
time1 |
First survival time. |
z1 |
Covariates for first survival. |
time2 |
Second survival time. |
z2 |
Covariates for second survival. |
S0_i |
Object described in Lin, Flemming and Wei (1994), slightly modified for computationnal efficiency. It is obtained with |
S1_i |
Object described in Lin et al. (1994), slightly modified for computationnal efficiency. It is obtained with |
S02_i |
Object described in Lin et al. (1994), slightly modified for computationnal efficiency. It is obtained with |
Omega_1 |
Inverse of the asymptotic variance-covariance matrix of the estimated parameters of the Cox model. It is obtained with |
This function was built to be an internal function, only used by the function var.expDeath
.
The covariance between the two estimated survival probability.
Denis Talbot, Thierry Duchesne, Jacques Brisson, Nathalie Vandal.
Lin D.Y., Fleming T.R., Wei L.J. (1994) Confidence bands for survival curves under the proportional hazards model, Biometrika, 81 (1): 73-81.
Talbot, D., Duchesne, T., Brisson, J., Vandal, N. (2011) Variance estimation and confidence intervals for the standardized mortality ratio with application to the assessment of a cancer screening program, Statistics in Medicine, 30, 3024-3037.
var.expDeath
, function1
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