This function defines the log-likelihood used to estimate the second step in the competing risks extension assuming independence of some of the competing risks in the model described in Willems et al. (2024+).
LikI.cmprsk(par, data, eoi.indicator.names, admin, conf, cf)Log-likelihood evaluation for the second step in the esimation procedure.
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.
Vector of names of the censoring indicator columns
pertaining to events of interest. Events of interest will be modeled allowing
dependence between them, whereas all censoring events (corresponding to
indicator columns not listed in eoi.indicator.names) will be treated
as independent of every other event.
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).