Inverse Probability of Censoring Weights
Compute weights for censored regression via the inverted probability of censoring principle.
IPCweights(x, maxweight = 5)
an object of class
the maximal value of the returned weights.
Inverse probability of censoring weights are one possibility to fit models formulated in the full data world in the presence of censoring, i.e., the observed data world, see van der Laan and Robins (2003) for the underlying theory and Hothorn et al. (2006) for an application to survival analysis.
A vector of numeric weights.
Mark J. van der Laan and James M. Robins (2003), Unified Methods for Censored Longitudinal Data and Causality, Springer, New York.
Torsten Hothorn, Peter Buehlmann, Sandrine Dudoit, Annette Molinaro and Mark J. van der Laan (2006), Survival ensembles. Biostatistics 7(3), 355--373.
Peter Buehlmann and Torsten Hothorn (2007), Boosting algorithms: regularization, prediction and model fitting. Statistical Science, 22(4), 477--505.