compute_sandwich_se: Sandwich standard error for a penalized Cox borrowing...

In fdb: Frequentist Dynamic Borrowing for Hybrid-Control Survival Trials

Sandwich standard error for a penalized Cox borrowing estimator

Description

Computes the plug-in sandwich variance for the smoothed penalized Cox M-estimator. The Cox information and score residuals are evaluated at the penalized parameter estimate, and the penalty curvature is added to the (delta, delta) element of the bread. First-stage estimates are held fixed; this does not establish conditional or unconditional variance validity. Clipped curvature modifies the variance calculation without changing the fitted coefficients.

Usage

compute_sandwich_se(dat, delta_hat, theta_hat, beta_hat, pen_curv, xnames)

Arguments

dat	A data frame with columns time, status, T, Z, and covariates named in xnames.
delta_hat	Penalized estimate of the drift parameter.
theta_hat	Penalized estimate of the treatment effect.
beta_hat	Penalized estimate of the covariate coefficient vector.
pen_curv	Penalty curvature p''_{\lambda,\varepsilon}(\hat\delta).
xnames	Character vector of covariate names.

Value

A list with components:

se_sand

Sandwich standard error for theta_hat.

Var_sand

Full sandwich variance matrix.

coef_names, theta_idx, delta_idx

Coefficient bookkeeping.

pen_curv

Penalty curvature used in the bread.

note

Status note ("OK" on success).

fdb documentation built on Oct. 4, 2026, 5:07 p.m.