recreg | R Documentation |
Fits Ghosh-Lin IPCW Cox-type model
recreg( formula, data = data, cause = 1, death.code = c(2), cens.code = 0, cens.model = ~1, weights = NULL, offset = NULL, Gc = NULL, wcomp = NULL, ... )
formula |
formula with 'EventCens' outcome |
data |
data frame |
cause |
of interest |
death.code |
codes for death (terminating event) |
cens.code |
code of censoring (1 default) |
cens.model |
for stratified Cox model without covariates |
weights |
weights for score equations |
offset |
offsets for model |
Gc |
censoring weights for time argument, default is to calculate these with a Kaplan-Meier estimator, should then give G_c(T_i-) |
wcomp |
weights for composite outcome, so when cause=c(1,3), we might have wcomp=c(1,2). |
... |
Additional arguments to lower level funtions |
For Cox type model :
E(dN_1(t)|X) = μ_0(t)dt exp(X^T β)
by solving Cox-type IPCW weighted score equations
\int (Z - E(t)) w(t) dN_1(t)
where
w(t) = G(t) (I(T_i \wedge t < C_i)/G_c(T_i \wedge t))
and
E(t) = S_1(t)/S_0(t)
and
S_j(t) = ∑ X_i^j w_i(t) \exp(X_i^T β)
.
The iid decomposition of the beta's are on the form
\int (Z - E ) w(t) dM_1 + \int q(s)/p(s) dM_c
and returned as iid.
Events, deaths and censorings are specified via stop start structure and the Event call, that via a status vector and cause (code), censoring-codes (cens.code) and death-codes (death.code) indentifies these. See example and vignette.
Thomas Scheike
## data with no ties data(base1cumhaz) data(base4cumhaz) data(drcumhaz) Lam1 <- base1cumhaz; Lam2 <- base4cumhaz; LamD <- drcumhaz ## simulates recurrent events of types 1 and 2 and with terminal event D and censoring rr <- simRecurrentII(1000,Lam1,cumhaz2=Lam2,death.cumhaz=LamD,cens=3/5000) rr <- count.history(rr) rr$cens <- 0 nid <- max(rr$id) rr$revnr <- revcumsumstrata(rep(1,nrow(rr)),rr$id-1,nid) rr$x <- rnorm(nid)[rr$id] rr$statusG <- rr$status rr <- dtransform(rr,statusG=3,death==1) dtable(rr,~statusG+status+death) dcut(rr) <- gx~x ll <- recreg(Event(start,stop,statusG)~x+cluster(id),data=rr,cause=1,death.code=3) summary(ll) ## censoring stratified after quartiles of x lls <- recreg(Event(start, stop, statusG)~x+cluster(id),data=rr,cause=1, death.code=3,cens.model=~strata(gx)) summary(lls)
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