This function defines the log-likelihood used to estimate the second step in the competing risks extension of the model described in Willems et al. (2024+).
LikF.cmprsk(par, data, admin, conf, cf)
Log-likelihood evaluation of the second step.
Vector of all second step model parameters, consisting of the regression parameters, variance-covariance matrix elements and transformation parameters.
Data frame resulting from the 'uniformize.data.R' function.
Boolean value indicating whether the data contains administrative censoring.
Boolean value indicating whether the data contains confounding and hence indicating the presence of Z and W.
"Control function" to be used. This can either be the (i) estimated
control function, (ii) the true control function, (iii) the instrumental
variable, or (iv) nothing (cf = NULL
). Option (ii) is used when
comparing the two-step estimator to the oracle estimator, and option (iii) is
used to compare the two-step estimator with the naive estimator.
Willems et al. (2024+). Flexible control function approach under competing risks (in preparation).