quadraticextrapolation: Quadratic Extrapolation Method

In simexaft: simexaft

Description

Quadratic extrapolation step of SIMEX algorithm.

Usage

quadraticextrapolation(A1, A2, A3, lambda)

Arguments

A1	estimates obtained from each level of labmda.
A2	variances estimates obtained from each level of lambda.
A3	scale estimates obtained from each level of lambda.
lambda	vector of lambdas, the grids for the extrapolation step.

Value

reg1	extrapolation back to lambda=-1 yield the SIMEX estimates
reg2	extrapolation back to lambda=-1 yield the SIMEX estimates of variances
scalereg	extrapolation back to lambda=-1 yield the SIMEX estimates of scale

Author(s)

Juan Xiong, Wenqing He and Grace Y. Yi

References

Genz, A., Bretz, F., Miwa, T., Mi, X., Leisch, F., Scheipl, F. and Hothorn, T. (2011). mvtnorm: Multivariate Normal and t Distributions. R package version 0.9-9991, URL http://CRAN. R-project.org/package=mvtnorm.

He, W., Yi, G. Y. and Xiong, J. (2007). Accelerated Failure Time Models with Covariates Subject to Measurement Error. Statistics in Medicine, 26, 4817-4832.

Therneau, T. and Lumley, T. (2011). survival: Survival Analysis, Including Penalised Likelihood. R package version 2.36-10, URL http://CRAN.R-project.org/package=survival.

See Also

linearextrapolation

simexaft documentation built on May 2, 2019, 11:05 a.m.