confint.risks()
function (#7)."margstd_boot"
and "margstd_delta"
.0
in "margstd_boot"
,
as in "margstd_delta"
."margstd_delta"
.tidy.risks()
: Increase default bootrepeats
to 1000, consistent with
summary()
.approach = "auto"
) now always uses marginal standardization after fitting
a logistic model. The previous approach, which relied on different models
fitted, is available as approach = "legacy"
.approach = "margstd_delta"
in presence of interaction
terms involving the exposure variable, a warning is displayed. Model fitting
with "auto"
uses the bootstrap (i.e., "margstd_boot"
) in that case.approach = "margstd_boot"
bug fix: Keep categorical exposures of type factor
in the correct order.breastcancer
dataset in the package.Suggests:
instead of
Imports:
)approach = "glm_start"
to "glm_startp"
(for Poisson).approach = "margstd"
to "margstd_boot"
.1
and 2
) as categorical in
approach = "margstd_boot"
.approach = "margstd_delta"
, marginal standardization after fitting a
logistic model with standard errors via the delta method.approach = "margstd_boot"
now also implements average marginal effects to
handle continuous exposures.approach = "duplicate"
, the case duplication method for risk ratios,
proposed by Miettinen, with cluster-robust standard errors proposed by
Schouten et al.approach = "glm_startd"
, using the case duplication-based
coefficients as starting values for binomial models. rr_rd_mantel_haenszel()
: New function for comparison purposes.approach = "auto"
, the default, now attempts model fitting in this order
of priority: approach = "glm"
; approach = "glm_startp"
(for risk ratios
only); approach = "margstd_delta"
. If all fail, the user
is shown the error messages from a plain logistic model.bootrepeats
) for approach = "margstd_boot"
now
default to 1000
.summary.robpoisson()
: Fix sandwich standard errors. tidy()
output was
correct.logbin::conv.test()
on its behalf. Move MASS package (needed only for
testthat) to Suggests
.stats
.approach = "margstd_boot"
, avoid two rounds of bootstrap for standard
error and confidence intervals separately. Rewrite internal fitting function
fit_and_predict()
, replacing eststd()
. Overall, bootstrapping is more
than two times faster now.tidy(bootverbose = TRUE)
: For BC~a~ bootstrap confidence intervals,
also return jacksd.low
and jacksd.high
, the jackknife-based Monte-Carlo
standard errors for the upper and lower confidence limits.riskdiff()
: Remove leftover "logistic" parameter.summary.risks()
, tidy.risk()
: fix error handling if no model converged.bootci = "normal"
and in summary.risks()
.weight
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