ParamSampleCens: Maximum Likelihood Estimator of parameters from a censored...

In SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with Interval-Censored Covariate

Maximum Likelihood Estimator of parameters from a censored sample

Description

Computes maximum likelihood estimators of the canonical parameters for several distributions, based on a censored sample.

Usage

ParamSampleCens(censdata, dist = c("normal", "logistic", "gamma", "weibull")[1], 
     null.values = c(0, 1), conf.level = 0.95, initial = NULL)

Arguments

censdata	Dataframe that contains censored data, format as specified by code = interval2 in Surv.
dist	Assumed distribution of the sample.
null.values	Fixed values for hypothesis tests.
conf.level	Confidence level of confidence intervals.
initial	Initial values for the maximization.

Value

coeff	Estimators, standard errors, confidence intervals, and 2-sided p-values for the null hypothesis as given in null.values. All this inference is based on maximum likelihood theory, i.e. standard errors are computed using the inverse expected Hessian at the maximum likelihood estimator.
percent.cens	Percentage of censored observations.
loglik	Log likelihood function value at the estimator.
info.converg	Convergence information provided by the function optim.
info.converg.message	Message provided by the function optim.

Note

Functions with similar functionality are provided in the package fitdistrplus.

Author(s)

Stanislas Hubeaux, [e-mail]

Kaspar Rufibach, [e-mail]
http://www.kasparrufibach.ch

References

Hubeaux, S. (2013). Estimation from left- and/or interval-censored samples. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.

Lynn, H. S. (2001). Maximum likelihood inference for left-censored HIV RNA data. Stat. Med., 20, 33–45.

Examples

n <- 500
prop.cens <- 0.35

## example with a left-censored Normally distributed sample
set.seed(2013)
mu <- 3.5
sigma <- 1
LOD <- qnorm(prop.cens, mean = mu, sd = sigma)
x1 <- rnorm(n, mean = mu, sd = sigma)
s1 <- censorContVar(x1, LLOD = LOD)
ParamSampleCens(censdata = s1)


## example with an interval-censored Normal sample
set.seed(2013)
x2 <- rnorm(n, mean = mu, sd = sigma)
LOD <- qnorm(prop.cens / 2, mean = mu, sd = sigma)
UOD <- qnorm(1 - prop.cens / 2, mean = mu, sd = sigma)
s2 <- censorContVar(x2, LLOD = LOD, ULOD = UOD)
ParamSampleCens(censdata = s2)


## Not run: 
## compare to fitdistrplus
library(fitdistrplus)
s2 <- as.data.frame(s2)
colnames(s2) <- c("left", "right")
summary(fitdistcens(censdata = s2, distr = "norm"))

## End(Not run)

SurvRegCensCov documentation built on Sept. 27, 2023, 5:09 p.m.