R: Estimates restricted residual mean for Cox or Aalen model
restricted.residual.mean
R Documentation
Estimates restricted residual mean for Cox or Aalen model
Description
The restricted means are the
int_0^τ S(t) dt
the standard errors are computed using the i.i.d. decompositions from the
cox.aalen (that must be called with the argument "max.timpoint.sim=NULL")
or aalen function.
Usage
restricted.residual.mean(out,x=0,tau=10,iid=0)
Arguments
out
an "cox.aalen" with a Cox model or an "aalen" model.
x
matrix with covariates for Cox model or additive hazards model (aalen).
tau
restricted residual mean.
iid
if iid=1 then uses iid decomposition for estimation of standard errors.
Details
must have computed iid decomposition of survival models for standard errors to be
computed.
Note that competing risks models can be fitted but then the interpretation is not clear.
Value
Returns an object. With the following arguments:
mean
restricted mean for different covariates.
var.mean
variance matrix.
se
standard errors.
S0tau
estimated survival functions on time-range [0,tau].
timetau
vector of time arguments for S0tau.
Author(s)
Thomas Scheike
References
D. M. Zucker, Restricted mean life with covariates: Modification and extension of a
useful survival analysis method, J. Amer. Statist. Assoc. vol. 93 pp. 702-709, 1998.
Martinussen and Scheike, Dynamic Regression Models for Survival Data, Springer (2006).
Examples
### this example runs slowly and is therefore donttest
data(sTRACE)
sTRACE$cage <- scale(sTRACE$age)
# Fits Cox model and aalen model
out<-cox.aalen(Surv(time,status>=1)~prop(cage)+prop(sex)+prop(diabetes)+prop(chf)+
prop(vf),data=sTRACE,max.timepoint.sim=NULL,resample.iid=1)
outa<-aalen(Surv(time,status>=1)~cage+sex+diabetes+chf+vf,
data=sTRACE,resample.iid=1)
coxrm <- restricted.residual.mean(out,tau=7,
x=rbind(c(0,0,0,0,0),c(0,0,0,1,0),c(0,0,0,1,1),c(0,0,0,0,1)),iid=1)
plot(coxrm)
summary(coxrm)
aalenrm <- restricted.residual.mean(outa,tau=7,
x=rbind(c(1,0,0,0,0,0),c(1,0,0,0,1,0),c(1,0,0,0,1,1),c(1,0,0,0,0,1)),iid=1)
with(aalenrm,matlines(timetau,S0tau,type="s",ylim=c(0,1)))
legend("bottomleft",c("baseline","+chf","+chf+vf","+vf"),
col=1:4,lty=1)
summary(aalenrm)
mm <-cbind(coxrm$mean,coxrm$se,aalenrm$mean,aalenrm$se)
colnames(mm)<-c("cox-res-mean","se","aalen-res-mean","se")
rownames(mm)<-c("baseline","+chf","+chf+vf","+vf")
mm