coxre: Cox Proportional Hazards Model with Random Effect
In swihart/event: Event History Procedures and Models

Description Usage Arguments Author(s) References See Also Examples

coxre fits a Cox proportional hazards model to event history data using a gamma distribution random effect. The parameter, gamma, is the variance of this mixing distribution.

If a matrix of response times is supplied, the model can be stratified by columns, i.e. a different intensity function is fitted for each column. To fit identical intensity functions to all response types, give the times as a vector.

coxre(response, censor, nest=NULL, cov=NULL, stratified=FALSE,
	cumul=FALSE,estimate=1, iter=10, print.level=0, ndigit=10,
	gradtol=0.00001, steptol=0.00001, iterlim=100, fscale=1,
	typsize=abs(estimate), stepmax=estimate)

`response`	Vector or matrix of times to events, with one column per type of response (or subunit).
`censor`	Corresponding vector or matrix of censoring indicators. If NULL all values are set to one.
`nest`	Vector indicating to which unit each observation belongs.
`cov`	One covariate
`stratified`	If TRUE, a model stratified on type of response (the columns of response) is fitted instead of proportional intensities.
`cumul`	Set to TRUE if response times are from a common origin instead of times to (or between) events.
`estimate`	Initial estimate of the frailty parameter.
`iter`	Maximum number of iterations allowed for the inner EM loop.
`print.level`	`nlm` control options.
`ndigit`	`nlm` control options.
`gradtol`	`nlm` control options.
`steptol`	`nlm` control options.
`iterlim`	`nlm` control options.
`fscale`	`nlm` control options.
`typsize`	`nlm` control options.
`stepmax`	`nlm` control options.

D.G. Clayton and J.K. Lindsey

Clayton, D. (1987) The analysis of event history data: a review of progress and outstanding problems. Statistics in Medicine 7: 819-841

kalsurv.

# 11 individuals, each with 5 responses
y <- matrix(c(51,36,50,35,42,
	27,20,26,17,27,
	37,22,41,37,30,
	42,36,32,34,27,
	27,18,33,14,29,
	43,32,43,35,40,
	41,22,36,25,38,
	38,21,31,20,16,
	36,23,27,25,28,
	26,31,31,32,36,
	29,20,25,26,25),ncol=5,byrow=TRUE)
# Different intensity functions
coxre(response=y, censor=matrix(rep(1,55),ncol=5), nest=1:11,
	est=0.7, stratified=TRUE)
# Proportional intensity functions for the five responses
coxre(response=y, censor=matrix(rep(1,55),ncol=5), nest=1:11,
	est=0.7, stratified=FALSE)
# Identical intensity functions
coxre(response=as.vector(t(y)), censor=rep(1,55),
	nest=rep(1:11,rep(5,11)), est=0.7)