Regression modeling of subdistribution hazards for clustered right censored data. Failure times within the same cluster are dependent.
crrc(ftime,fstatus,cov1,cov2,tf,cluster,
cengroup,failcode=1,
cencode=0, subset,
na.action=na.omit,
gtol=1e-6,maxiter=10,init)
Clustering covariate
vector of failure/censoring times
vector with a unique code for each failure type and a separate code for censored observations
matrix (nobs x ncovs) of fixed covariates (either cov1, cov2, or both are required)
matrix of covariates that will be multiplied by functions of time; if used, often these covariates would also appear in cov1 to give a prop hazards effect plus a time interaction
functions of time. A function that takes a vector of times as
an argument and returns a matrix whose jth column is the value of
the time function corresponding to the jth column of cov2 evaluated
at the input time vector. At time tk
, the
model includes the term cov2[,j]*tf(tk)[,j]
as a covariate.
vector with different values for each group with a distinct censoring distribution (the censoring distribution is estimated separately within these groups). All data in one group, if missing.
code of fstatus that denotes the failure type of interest
code of fstatus that denotes censored observations
a logical vector specifying a subset of cases to include in the analysis
a function specifying the action to take for any cases missing any of ftime, fstatus, cov1, cov2, cengroup, or subset.
iteration stops when a function of the gradient is < gtol
maximum number of iterations in Newton algorithm (0 computes
scores and var at init
, but performs no iterations)
initial values of regression parameters (default=all 0)
Returns a list of class crr, with components
the estimated regression coefficients
log pseudo-liklihood evaluated at coef
derivitives of the log pseudo-likelihood evaluated at coef
-second derivatives of the log pseudo-likelihood
estimated variance covariance matrix of coef
matrix of residuals
vector of unique failure times
jumps in the Breslow-type estimate of the underlying sub-distribution cumulative hazard (used by predict.crr())
the tfs matrix (output of tf(), if used)
TRUE if the iterative algorithm converged
The call to crr
The number of observations used in fitting the model
The number of observations removed from the input data due to missing values
The value of the log pseudo-likelihood when all the coefficients are 0
This method extends Fine-Gray proportional hazards model for subdistribution (1999) to accommodate situations where the failure times within a cluster might be correlated since the study subjects from the same cluster share common factors This model directly assesses the effect of covariates on the subdistribution of a particular type of failure in a competing risks setting.
Zhou B, Fine J, Latouche A, Labopin M.(2012). Competing Risks Regression for Clustered data. Biostatistics. 13 (3): 371-383.
cmprsk
# NOT RUN {
#library(cmprsk)
#crr(ftime=cdata$ftime, fstatus=cdata$fstatus, cov1=cdata$z)
# Simulated clustered data set
data(cdata)
crrc(ftime=cdata[,1],fstatus=cdata[,2],
cov1=cdata[,3],
cluster=cdata[,4])
# }
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