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Coxph: Cox Proportional Hazards Model

Description

Cox model with fully parameterised baseline hazard function

Usage

Coxph(formula, data, subset, weights, offset, cluster, na.action = na.omit, ...)

Arguments

Value

An object of class Coxph, with corresponding coef, vcov, logLik, estfun, summary, print, plot and predict methods.

Details

The original implementation of Cox models via the partial likelihood, treating the baseline hazard function as a nuisance parameter, is available in coxph. This function allows simultaneous estimation of the log-hazard ratios and the log-cumulative baseline hazard, the latter parameterised by a Bernstein polynomial. The model can be fitted under stratification (time-varying coefficients), all types of random censoring and trunction. An early reference to this parameterisation is McLain and Ghosh (2013).

The response is bounded (bounds = c(0, Inf)) when specified as a Surv object. Otherwise, bounds can be specified via ....

Parameters are log-hazard ratios comparing treatment (or a one unit increase in a numeric variable) with a reference.

References

Alexander C. McLain and Sujit K. Ghosh (2013). Efficient Sieve Maximum Likelihood Estimation of Time-Transformation Models, Journal of Statistical Theory and Practice, 7(2), 285--303, tools:::Rd_expr_doi("10.1080/15598608.2013.772835").

Torsten Hothorn, Lisa Moest, Peter Buehlmann (2018), Most Likely Transformations, Scandinavian Journal of Statistics, 45(1), 110--134, tools:::Rd_expr_doi("10.1111/sjos.12291").

Examples

Run this code

  data("GBSG2", package = "TH.data")

  library("survival")
  (m1 <- coxph(Surv(time, cens) ~ horTh, data = GBSG2))

  (m2 <- Coxph(Surv(time, cens) ~ horTh, data = GBSG2))

  ### McLain & Ghosh (2013); takes too long on Windows
  if (FALSE) m3 <- Coxph(Surv(time, cens) ~ horTh, data = GBSG2, 
               frailty = "Gamma")

  ### Wald intervals
  confint(m1)
  confint(m2)
  ### profile likelihood interval
  confint(profile(m2))
  ### score interval
  confint(score_test(m2))
  ### permutation score interval; uses permutation distribution
  ### see coin::independence_test; takes too long on Windows
  if (FALSE) confint(perm_test(m2))

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