cross_validation_cox

This function performs cross-validation for the catalytic Cox proportional-hazards model (COX) to
estimate the likelihood associated with different values of tau. It splits the data into
training and testing sets and computes prediction errors for model evaluation.

To improve estimation accuracy and stability in statistical modeling, catalytic prior distributions are employed, integrating observed data with synthetic data generated from a simpler model's predictive distribution. This approach enhances model robustness, stability, and flexibility in complex data scenarios. The catalytic prior distributions are introduced by 'Huang et al.' (2020, <doi:10.1073/pnas.1920913117>), Li and Huang (2023, <doi:10.48550/arXiv.2312.01411>).

Dongming Huang

catalytic

Tools for Applying Catalytic Priors in Statistical Modeling

Yitong Wu

Weihao Li

Ministry of Education, Singapore 

cross_validation_cox function

<dl><dt>formula</dt>
<dd>A formula specifying the Cox model. Should at least include response variables.</dd>
<dt>cat_init</dt>
<dd>A list containing initialized parameters for the catalytic COX.</dd>
<dt>method</dt>
<dd>Character string specifying the optimization method used in the Cat-Cox model fitting.</dd>
<dt>tau_seq</dt>
<dd>A numeric vector of tau values for which to estimate likelihood.</dd>
<dt>cross_validation_fold_num</dt>
<dd>An integer indicating the number of folds for cross-validation.</dd>
<dt>...</dt>
<dd>Additional arguments passed to the <code>cat_cox</code> function for model fitting.</dd></dl>

Arguments

Perform Cross-Validation for Catalytic Cox Proportional-Hazards Model (COX) to Select Optimal tau — cross_validation_cox

<dl>

<dt>formula</dt>
<dd>A formula specifying the Cox model. Should at least include response variables.</dd>


<dt>cat_init</dt>
<dd>A list containing initialized parameters for the catalytic COX.</dd>


<dt>method</dt>
<dd>Character string specifying the optimization method used in the Cat-Cox model fitting.</dd>


<dt>tau_seq</dt>
<dd>A numeric vector of tau values for which to estimate likelihood.</dd>


<dt>cross_validation_fold_num</dt>
<dd>An integer indicating the number of folds for cross-validation.</dd>


<dt>...</dt>
<dd>Additional arguments passed to the <code>cat_cox</code> function for model fitting.</dd>

</dl>

cross_validation_cox: Perform Cross-Validation for Catalytic Cox Proportional-Hazards Model (COX) to Select Optimal tau

Description

Usage

Value

Arguments