ANDA.coxph: Multiple Imputation using Asymptotic Normal Data Augmentation scheme (ANDA) for Cox proportional hazards model

Description

For internal uses

ANDA.coxph(formula, data , imax = 25 , k = 10 , th0 = 1e-03 )

formula

a formula

data

a data frame

imax

maximum number of iteration

number of dataset generated at each iteration

th0

note used currently

betaestimation of the coefficient(s)
sr_sigmaestimation of the standard errors
n_iternumber of iteration used
sigma1mean of standard errors not augmented for the between imputations composant of the variance

This function is called by MIICD.coxph with option ANDA (Asymptotic Normal Data Augmentation)

Pan, W. (2000). A multiple imputation approach to cox regression with interval-censored data. Biometrics 56, 199-203.

Rubin, D. B. (1987). Multiple imputation for nonresponse in surveys.

Schenker, N. and Welsh, A. (1988). Asymptotic results for multiple imputation. The Annals of Statistics pages 1550-1566.

Tanner, M. A. and Wong, W. H. (1987). An application of imputation to an estimation problem in grouped lifetime analysis. Technometrics 29, 23-32.