coxph
(library survival
) or the crr
(library cmprsk
) function on imputed datasets and derives multiple estimates from imputed data sets. Finally it combines multiple estimates following multiple some imputation rules (Rubin (1987); Schenker and Welsh (1988); Tanner and Wong (1987b)) to update parameter estimation. The process stops once the desired number of iterations have been reached. Both the Poor Man's Data Augmentation (PMDA) and the Asymptotic Normal Data Augmentation (ANDA) scheme are implemented (Pan 2000; Wei and Tanner 1991; Tanner and Wong 1987a). When ANDA is chosen, the function calls mvrnorm
(package MASS
).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.
Wei, G. C., & Tanner, M. A. (1991). Applications of multiple imputation to the analysis of censored regression data. Biometrics, 47(4), 1297-1309.
coxph
crr
FGR
mvrnorm
cuminc
data(bcos)
head(bcos)
res <- MIICD.coxph( formula = ~ treatment , data = bcos ,
imax = 10 , k = 10 , th0 = 0 , method = 'ANDA' )
res$df
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