aalen: Fit additive hazards model

In timereg: Flexible Regression Models for Survival Data

Fit additive hazards model

Description

Fits both the additive hazards model of Aalen and the semi-parametric additive hazards model of McKeague and Sasieni. Estimates are un-weighted. Time dependent variables and counting process data (multiple events per subject) are possible.

Usage

aalen(
  formula = formula(data),
  data = parent.frame(),
  start.time = 0,
  max.time = NULL,
  robust = 1,
  id = NULL,
  clusters = NULL,
  residuals = 0,
  n.sim = 1000,
  weighted.test = 0,
  covariance = 0,
  resample.iid = 0,
  deltaweight = 1,
  silent = 1,
  weights = NULL,
  max.clust = 1000,
  gamma = NULL,
  offsets = 0,
  caseweight = NULL
)

Arguments

formula	a formula object with the response on the left of a '~' operator, and the independent terms on the right as regressors.The response must be a survival object as returned by the ‘Surv’ function. Time- invariant regressors are specified by the wrapper const(), and cluster variables (for computing robust variances) by the wrapper cluster().
data	a data.frame with the variables.
start.time	start of observation period where estimates are computed.
max.time	end of observation period where estimates are computed. Estimates thus computed from [start.time, max.time]. Default is max of data.
robust	to compute robust variances and construct processes for resampling. May be set to 0 to save memory.
id	For timevarying covariates the variable must associate each record with the id of a subject.
clusters	cluster variable for computation of robust variances.
residuals	to returns residuals that can be used for model validation in the function cum.residuals
n.sim	number of simulations in resampling.
weighted.test	to compute a variance weighted version of the test-processes used for testing time-varying effects.
covariance	to compute covariance estimates for nonparametric terms rather than just the variances.
resample.iid	to return i.i.d. representation for nonparametric and parametric terms.
deltaweight	uses weights to estimate semiparametric model, under construction, default=1 is standard least squares estimates
silent	set to 0 to print warnings for non-inverible design-matrices for different timepoints, default is 1.
weights	weights for estimating equations.
max.clust	sets the total number of i.i.d. terms in i.i.d. decompostition. This can limit the amount of memory used by coarsening the clusters. When NULL then all clusters are used. Default is 1000 to save memory and time.
gamma	fixes gamme at this value for estimation.
offsets	offsets for the additive model, to make excess risk modelling.
caseweight	caseweight: mutiplied onto dN for score equations.

Details

Resampling is used for computing p-values for tests of time-varying effects.

The modelling formula uses the standard survival modelling given in the survival package.

The data for a subject is presented as multiple rows or 'observations', each of which applies to an interval of observation (start, stop]. For counting process data with the )start,stop] notation is used, the 'id' variable is needed to identify the records for each subject. The program assumes that there are no ties, and if such are present random noise is added to break the ties.

Value

returns an object of type "aalen". With the following arguments:

cum	cumulative timevarying regression coefficient estimates are computed within the estimation interval.
var.cum	the martingale based pointwise variance estimates for cumulatives.
robvar.cum	robust pointwise variances estimates for cumulatives.
gamma	estimate of parametric components of model.
var.gamma	variance for gamma.
robvar.gamma	robust variance for gamma.
residuals	list with residuals. Estimated martingale increments (dM) and corresponding time vector (time).
obs.testBeq0	observed absolute value of supremum of cumulative components scaled with the variance.
pval.testBeq0	p-value for covariate effects based on supremum test.
sim.testBeq0	resampled supremum values.
obs.testBeqC	observed absolute value of supremum of difference between observed cumulative process and estimate under null of constant effect.
pval.testBeqC	p-value based on resampling.
sim.testBeqC	resampled supremum values.
obs.testBeqC.is	observed integrated squared differences between observed cumulative and estimate under null of constant effect.
pval.testBeqC.is	p-value based on resampling.
sim.testBeqC.is	resampled supremum values.
conf.band	resampling based constant to construct robust 95% uniform confidence bands.
test.procBeqC	observed test-process of difference between observed cumulative process and estimate under null of constant effect over time.
sim.test.procBeqC	list of 50 random realizations of test-processes under null based on resampling.
covariance	covariances for nonparametric terms of model.
B.iid	Resample processes for nonparametric terms of model.
gamma.iid	Resample processes for parametric terms of model.
deviance	Least squares of increments.

Author(s)

Thomas Scheike

References

Martinussen and Scheike, Dynamic Regression Models for Survival Data, Springer (2006).

Examples

data(sTRACE)
# Fits Aalen model 
out<-aalen(Surv(time,status==9)~age+sex+diabetes+chf+vf,
sTRACE,max.time=7,n.sim=100)

summary(out)
par(mfrow=c(2,3))
plot(out)

# Fits semi-parametric additive hazards model 
out<-aalen(Surv(time,status==9)~const(age)+const(sex)+const(diabetes)+chf+vf,
sTRACE,max.time=7,n.sim=100)

summary(out)
par(mfrow=c(2,3))
plot(out)

## Excess risk additive modelling 
data(mela.pop)
dummy<-rnorm(nrow(mela.pop));

# Fits Aalen model  with offsets 
out<-aalen(Surv(start,stop,status==1)~age+sex+const(dummy),
mela.pop,max.time=7,n.sim=100,offsets=mela.pop$rate,id=mela.pop$id,
gamma=0)
summary(out)
par(mfrow=c(2,3))
plot(out,main="Additive excess riks model")

# Fits semi-parametric additive hazards model  with offsets 
out<-aalen(Surv(start,stop,status==1)~age+const(sex),
mela.pop,max.time=7,n.sim=100,offsets=mela.pop$rate,id=mela.pop$id)
summary(out)
plot(out,main="Additive excess riks model")

timereg documentation built on Sept. 11, 2024, 8:35 p.m.