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CIEE (version 0.1.1)

est_funct_expr: Estimating functions.

Description

Function to compute logL1 and logL2 under the GLM and AFT setting for the analysis of a normally-distributed and of a censored time-to-event primary outcome. logL1 and logL2 are functions which underlie the estimating functions of CIEE for the derivation of point estimates and standard error estimates. est_funct_expr computes their expression, which is then further used in the functions deriv_obj, ciee and ciee_loop.

Usage

est_funct_expr(setting = "GLM")

Arguments

setting

String with value "GLM" or "AFT" indicating whether the expression of logL1 and logL2 is computed under the GLM or AFT setting.

Value

Returns a list containing the expression of the functions logL1 and logL2.

Details

Under the GLM setting for the analysis of a normally-distributed primary outcome Y, the goal is to obtain estimates for the pararameters \(\alpha_0, \alpha_1, \alpha_2, \alpha_3, \sigma_1^2, \alpha_4, \alpha_{XY}, \sigma_2^2\) under the model $$Y = \alpha_0 + \alpha_1 \cdot K + \alpha_2 \cdot X + \alpha_3 \cdot L + \epsilon_1, \epsilon_1 \sim N(0,\sigma_1^2)$$ $$Y^* = Y - \overline{Y} - \alpha_1 \cdot (K-\overline{K})$$ $$Y^* = \alpha_0 + \alpha_{XY} \cdot X + \epsilon_2, \epsilon_2 \sim N(0,\sigma_2^2)$$ logL1 underlies the estimating functions for the derivation of the first 5 parameters \(\alpha_0, \alpha_1, \alpha_2, \alpha_3, \sigma_1^2\) and logL2 underlies the estimating functions for the derivation of the last 3 parameters \(\alpha_4, \alpha_{XY}, \sigma_2^2\).

Under the AFT setting for the analysis of a censored time-to-event primary outcome Y, the goal is to obtain estimates of the parameters \(\alpha_0, \alpha_1, \alpha_2, \alpha_3, \sigma_1, \alpha_4, \alpha_{XY}, \sigma_2^2\). Here, logL1 similarly underlies the estimating functions for the derivation of the first 5 parameters and logL2 underlies the estimating functions for the derivation of the last 3 parameters.

logL1, logL2 equal the log-likelihood functions (logL2 given that \(\alpha_1\) is known). For more details and the underlying model, see the vignette.

Examples

Run this code
# NOT RUN {
est_funct_expr(setting = "GLM")
est_funct_expr(setting = "AFT")

# }

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