cr.lik: Competing risk likelihood function.

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

Competing risk likelihood function.

Description

This function implements the second step likelihood function of the competing risk model defined in Willems et al. (2024+).

Usage

cr.lik(
  n,
  s,
  Y,
  admin,
  cens.inds,
  M,
  Sigma,
  beta.mat,
  sigma.vct,
  rho.mat,
  theta.vct
)

Arguments

n	The sample size.
s	The number of competing risks.
Y	The observed times.
admin	Boolean value indicating whether or not administrative censoring should be taken into account.
cens.inds	matrix of censoring indicators (each row corresponds to a single observation).
M	Design matrix, consisting of [intercept, exo.cov, Z, cf]. Note that cf represents the multiple ways of 'handling' the endogenous covariate Z, see also the documentation of 'estimate.cmprsk.R'. When there is no confounding, M will be [intercept, exo.cov].
Sigma	The covariance matrix.
beta.mat	Matrix containing all of the covariate effects.
sigma.vct	Vector of standard deviations. Should be equal to sqrt(diag(Sigma)).
rho.mat	The correlation matrix.
theta.vct	Vector containing the parameters of the Yeo-Johnsontrans- formations.

Value

Evaluation of the log-likelihood function

References

Willems et al. (2024+). Flexible control function approach under competing risks (in preparation).

depCensoring documentation built on April 4, 2025, 1:52 a.m.