wald.test: Makes wald test In timereg: Flexible Regression Models for Survival Data

Description

Makes wald test, either by contrast matrix or testing components to 0. Can also specify the regression coefficients and the variance matrix. Also makes confidence intervals of the defined contrasts. Reads coefficientes and variances from timereg and coxph objects.

Usage

 ```1 2``` ```wald.test(object = NULL, coef = NULL, Sigma = NULL, contrast, coef.null = NULL, null = NULL, print.coef = TRUE, alpha = 0.05) ```

Arguments

 `object` timereg object `coef` estimates from some model `Sigma` variance of estimates `contrast` contrast matrix for testing `coef.null` which indeces to test to 0 `null` mean of null, 0 by default `print.coef` print the coefficients of the linear combinations. `alpha` significance level for CI for linear combinations of coefficients.

Thomas Scheike

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15``` ```data(sTRACE) # Fits Cox model out<-cox.aalen(Surv(time,status==9)~prop(age)+prop(sex)+ prop(vf)+prop(chf)+prop(diabetes),data=sTRACE,n.sim=0) wald.test(out,coef.null=c(1,2,3)) ### test age=sex vf=chf wald.test(out,contrast=rbind(c(1,-1,0,0,0),c(0,0,1,-1,0))) ### now same with direct specifation of estimates and variance wald.test(coef=out\$gamma,Sigma=out\$var.gamma,coef.null=c(1,2,3)) wald.test(coef=out\$gamma,Sigma=out\$robvar.gamma,coef.null=c(1,2,3)) ### test age=sex vf=chf wald.test(coef=out\$gamma,Sigma=out\$var.gamma, contrast=rbind(c(1,-1,0,0,0),c(0,0,1,-1,0))) ```

timereg documentation built on Jan. 30, 2018, 5:04 p.m.