View source: R/restricted.mean.R
resmeanIPCW | R Documentation |
Simple and fast version for IPCW regression for just one time-point thus fitting the model
E( min(T, t) | X ) = exp( X^T beta)
or in the case of competing risks data
E( I(epsilon=1) (t - min(T ,t)) | X ) = exp( X^T beta)
thus given years lost to cause.
resmeanIPCW(
formula,
data,
cause = 1,
time = NULL,
type = c("II", "I"),
beta = NULL,
offset = NULL,
weights = NULL,
cens.weights = NULL,
cens.model = ~+1,
se = TRUE,
kaplan.meier = TRUE,
cens.code = 0,
no.opt = FALSE,
method = "nr",
model = "exp",
augmentation = NULL,
h = NULL,
MCaugment = NULL,
Ydirect = NULL,
...
)
formula |
formula with outcome (see |
data |
data frame |
cause |
cause of interest |
time |
time of interest |
type |
of estimator |
beta |
starting values |
offset |
offsets for partial likelihood |
weights |
for score equations |
cens.weights |
censoring weights |
cens.model |
only stratified cox model without covariates |
se |
to compute se's based on IPCW |
kaplan.meier |
uses Kaplan-Meier for IPCW in contrast to exp(-Baseline) |
cens.code |
gives censoring code |
no.opt |
to not optimize |
method |
for optimization |
model |
exp or linear |
augmentation |
to augment binomial regression |
h |
h for estimating equation |
MCaugment |
iid of h and censoring model |
Ydirect |
to bypass the construction of the response Y=min(T,tau) and use this instead |
... |
Additional arguments to lower level funtions |
When the status is binary assumes it is a survival setting and default is to consider outcome Y=min(T,t), if status has more than two levels, then computes years lost due to the specified cause, thus
Based on binomial regresion IPCW response estimating equation:
X ( \Delta (min(T , t))/G_c(min(T_i,t)) - exp( X^T beta)) = 0
for IPCW adjusted responses. Here
\Delta(min(T,t)) I ( min(T ,t) \leq C )
is indicator of being uncensored.
Can also solve the binomial regresion IPCW response estimating equation:
h(X) X ( \Delta (min(T, t))/G_c(min(T_i,t)) - exp( X^T beta)) = 0
for IPCW adjusted responses where $h$ is given as an argument together with iid of censoring with h.
By using appropriately the h argument we can also do the efficient IPCW estimator estimator.
Variance is based on
\sum w_i^2
also with IPCW adjustment, and naive.var is variance under known censoring model.
When Ydirect is given it solves :
X ( \Delta( min(T,t)) Ydirect /G_c(min(T_i,t)) - exp( X^T beta)) = 0
for IPCW adjusted responses.
The actual influence (type="II") function is based on augmenting with
X \int_0^t E(Y | T>s) /G_c(s) dM_c(s)
and alternatively just solved directly (type="I") without any additional terms.
Censoring model may depend on strata.
Thomas Scheike
data(bmt); bmt$time <- bmt$time+runif(nrow(bmt))*0.001
# E( min(T;t) | X ) = exp( a+b X) with IPCW estimation
out <- resmeanIPCW(Event(time,cause!=0)~tcell+platelet+age,bmt,
time=50,cens.model=~strata(platelet),model="exp")
summary(out)
### same as Kaplan-Meier for full censoring model
bmt$int <- with(bmt,strata(tcell,platelet))
out <- resmeanIPCW(Event(time,cause!=0)~-1+int,bmt,time=30,
cens.model=~strata(platelet,tcell),model="lin")
estimate(out)
out1 <- phreg(Surv(time,cause!=0)~strata(tcell,platelet),data=bmt)
rm1 <- resmean.phreg(out1,times=30)
summary(rm1)
## competing risks years-lost for cause 1
out <- resmeanIPCW(Event(time,cause)~-1+int,bmt,time=30,cause=1,
cens.model=~strata(platelet,tcell),model="lin")
estimate(out)
## same as integrated cumulative incidence
rmc1 <- cif.yearslost(Event(time,cause)~strata(tcell,platelet),data=bmt,times=30)
summary(rmc1)
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