boot_ebmstate: Bootstrap samples and bootstrap interval estimates

Description Usage Arguments Details Value Author(s)

View source: R/bootstrap_and_leave_one_out.R

Description

This function computes bootstrap samples of regression coefficients, cumulative hazard functions, and transition probability functions.

Usage

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boot_ebmstate(
  mstate_data_expanded = NULL,
  which_group = NULL,
  min_nr_samples = NULL,
  patient_data = NULL,
  initial_state = NULL,
  tmat = NULL,
  time_model = NULL,
  backup_file = NULL,
  input_file = NULL,
  coxrfx_args = NULL,
  msfit_args = NULL,
  probtrans_args = NULL
)

Arguments

mstate_data_expanded

Data in 'long format', possibly with 'expanded' covariates (as obtained by running mstate::expand.covs). See details.

which_group

A character vector with the same meaning as the 'groups' argument of the function CoxRFX but named (with the covariate names).

min_nr_samples

The confidence interval of any coefficient is based on a number of bootstrap samples at least as high as this argument. See details.

patient_data

The covariate data for which the estimates of cumulative hazards and transition probabilities are computed. Must contain: one row of data for each transition, all the covariate columns in the fitted model, and also the 'strata' column.

initial_state

The initial state for which transition probability estimates should be computed

tmat

Transition matrix for the multi-state model, as obtained by running mstate::transMat

time_model

The model of time-dependency: either 'clockforward' or 'clockreset'.

backup_file

Path to file. Objects generated while the present function is running are stored in this file. This avoids losing all estimates if and when the algorithm breaks down. See argument input_file.

input_file

Path to backup_file (see argument backup_file). If this argument is given, all other arguments should be NULL.

coxrfx_args

Named list with arguments to the CoxRFX function other than Z,surv and groups.

msfit_args

Named list with arguments to the msfit_generic.coxrfx function other than object,newdata and trans.

probtrans_args

Named list with arguments to the probtrans_ebmstate function other than initia_state,cumhaz and model.

Details

In a given bootstrap sample there might not be enough information to generate estimates for all coefficients. If a covariate has little or no variation in a given bootstrap sample, no estimate of its coefficient will be computed. The present function will keep taking bootstrap samples until every coefficient has been estimated at least min_nr_samples times. After expansion, the original covariates should be excluded from mstate_data_expanded.

Value

A list with: 95% bootstrap intervals for each regression coefficient and for transition probabilities; bootstrap samples of regression coefficients, cumulative hazards and transition probabilities.

Author(s)

Rui Costa


ebmstate documentation built on Dec. 20, 2021, 5:07 p.m.