Regression modeling of subdistribution hazards for stratified right censored data
Two types of stratification are addressed : Regularly stratified: small number of large groups (strata) of subjects Highly stratified: large number of small groups (strata) of subjects
crrs(ftime, fstatus, cov1, cov2, strata,
tf, failcode=1, cencode=0,
ctype=1,
subsets, na.action=na.omit,
gtol=1e-6, maxiter=10,init)
stratification covariate
1 if estimating censoring dist within strata (regular stratification), 2 if estimating censoring dist across strata (highly stratification)
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.
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 (see crr for details)
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
Fits the stratified extension of the Fine and Gray model (2011). This model directly assesses the effect of covariates on the subdistribution of a particular type of failure in a competing risks setting.
Zhou B, Latouche A, Rocha V, Fine J. (2011). Competing Risks Regression for Stratified Data. Biometrics. 67(2):661-70.
cmprsk
# NOT RUN {
##
#using fine and gray model
#crr(ftime=center$ftime, fstatus=center$fstatus,
#cov1=cbind(center$fm,center$cells))
#
# High Stratification: ctype=2
# Random sub-sample
data(center)
cov.test<-cbind(center$fm,center$cells)
crrs(ftime=center[,1],fstatus=center[,2],
cov1=cov.test,
strata=center$id,ctype=2)
# }
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