MIICD (version 1.1)

MIICD.coxph: Multiple Imputation for Cox proportional hazards model

Description

This function uses the multiple imputation approach of Pan (2000) to handle interval censored data with the Cox Propotional Hazards model. It calls iteratively the coxph 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) as well as the Asymptotic Normal Data Augmentation (ANDA) scheme are implemented (Pan 2000; Wei and Tanner 1991; Tanner and Wong 1987a).

Usage

MIICD.coxph(formula, data, imax = 25, k = 10, th0 = 1e-03, method = c("PMDA", "ANDA"))

Arguments

formula

a formula

data

a data frame to look for interval censored data and covariates

imax

maximum number of iteration

k

number of dataset generated at each iteration

th0

note used currently

method

choose between the Poor Man's Data Augmentation (PMDA) or Asymptotic Normal Data Augmentation (ANDA) scheme

Value

• Mean beta
  estimation of coefficients computed using the last iterations
• Mean sigma
  estimation of sigma computed using the last iterations
• betas
  list of coefficient estimates for each iteration
• call
  function call
• df
  results returned in a data frame
• niter
  number of iteration
• conv
  successive mean of coefficient estimates over iterations

Details

The data frame MUST have one column named 'left' one column 'right' and one column named 'status'. Interval censored data are observation for which 'left' < 'right'. Inf in the 'right' column stands for right sensored observations.

References

PAN, Wei. A Multiple Imputation Approach to Cox Regression with Interval-Censored Data. Biometrics, 2000, vol. 56, no 1, p. 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.

Wei, G. C., & Tanner, M. A. (1991). Applications of multiple imputation to the analysis of censored regression data. Biometrics, 47(4), 1297-1309.

See Also

MIICD.crreg coxph

Examples

data(bcos)
head(bcos)
#res <- MIICD.coxph( formula = ~ treatment , data = bcos ,
#imax = 10 , k = 10 , th0 = 0 , method = 'ANDA' )
#res$df