phreg: Fast Cox PH regression

In mets: Analysis of Multivariate Event Times

Fast Cox PH regression

Description

Fast Cox PH regression Robust variance is default variance with the summary.

Usage

phreg(formula, data, offset = NULL, weights = NULL, ...)

Arguments

formula	formula with 'Surv' outcome (see coxph)
data	data frame
offset	offsets for Cox model
weights	weights for Cox score equations
...	Additional arguments to lower level funtions

Details

influence functions (iid) will follow numerical order of given cluster variable so ordering after $id will give iid in order of data-set.

Author(s)

Klaus K. Holst, Thomas Scheike

Examples

library(mets)
data(TRACE)
dcut(TRACE) <- ~.
out1 <- phreg(Surv(time,status==9)~vf+chf+strata(wmicat.4)+cluster(id),data=TRACE)
summary(out1)

par(mfrow=c(1,2))
plot(out1)

## computing robust variance for baseline
rob1 <- robust.phreg(out1)
plot(rob1,se=TRUE,robust=TRUE)

## iid decomposition, with scaled influence functions
## for regression parameters
head(iid(out1))
## making iid decomposition of baseline at a specific time-point
Aiiid <- iid(out1,time=30)
head(Aiiid)
## both iid decompositions
dd <- iidBaseline(out1,time=30)
head(dd$beta.iid)
head(dd$base.iid)

mets documentation built on Nov. 5, 2025, 5:35 p.m.