omegainv: Omega inverse function

In andrewyyp/tsriadditive: Two Stage Residual Inclusion Additive Hazards Estimator

Description

This is for inverse of omega, which is part of the sandwich estimator

Usage

omegainv(N, survtime, Z, Z_int, cause, comp = FALSE, censorsurv = NULL,
  G_int = NULL, GZ_int = NULL)

Arguments

N	the sample size
survtime	the event time
Z	a variable contains all the regressors
Z_int	the integration of Z_bar
cause	the indicator records the cause. Default to all one. Zero means right censoring. Greater than or equal to two means other cause
comp	indicator of whether we are under competing risks setting
censorsurv	the estimate for the censoring distribution
G_int	the integration of G function
GZ_int	the integration of GZ

Value

the Omega matrix appear in the paper

andrewyyp/tsriadditive documentation built on May 25, 2019, 9:23 a.m.