vcov.wglm

Compute the variance-covariance matrix of the estimated model parameters of IPCW logistic regressions.

Implementation of the following methods for event history analysis.
Risk regression models for survival endpoints also in the presence of competing
risks are fitted using binomial regression based on a time sequence of binary
event status variables. A formula interface for the Fine-Gray regression model
and an interface for the combination of cause-specific Cox regression models.
A toolbox for assessing and comparing performance of risk predictions (risk
markers and risk prediction models). Prediction performance is measured by the
Brier score and the area under the ROC curve for binary possibly time-dependent
outcome. Inverse probability of censoring weighting and pseudo values are used
to deal with right censored data. Lists of risk markers and lists of risk models
are assessed simultaneously. Cross-validation repeatedly splits the data, trains
the risk prediction models on one part of each split and then summarizes and
compares the performance across splits.

Thomas Alexander Gerds

riskRegression

Risk Regression Models and Prediction Scores for Survival
Analysis with Competing Risks

Johan Sebastian Ohlendorff

Paul Blanche

Rikke Mortensen

Marvin Wright

Nikolaj Tollenaar

John Muschelli

Ulla Brasch Mogensen

Asbjørn Risom

Brice Ozenne

vcov.wglm function

<dl><dt>object</dt>
<dd>a wglm object.</dd>
<dt>times</dt>
<dd>[numeric vector] time points at which the variance-covariance matrix should be output.</dd>
<dt>type</dt>
<dd>[character] should the robust variance-covariance matrix be computing accounting for the uncertainty of the IPCW (<code>"robust"</code>)
or ignoring the uncertainty of the IPCW (<code>"robust-wknown"</code>), or model-based ignoring the uncertainty of the IPCW (<code>"model-wknown"</code>)?</dd>
<dt>simplify</dt>
<dd>[logical] should the ouput be converted to a matrix when only one timepoint is requested. Otherwise will always return a list.</dd>
<dt>...</dt>
<dd>Not used.</dd></dl>

Arguments

Variance-covariance for IPCW Logistic Regressions — vcov.wglm

<dl>

<dt>object</dt>
<dd>a wglm object.</dd>


<dt>times</dt>
<dd>[numeric vector] time points at which the variance-covariance matrix should be output.</dd>


<dt>type</dt>
<dd>[character] should the robust variance-covariance matrix be computing accounting for the uncertainty of the IPCW (<code>"robust"</code>)
or ignoring the uncertainty of the IPCW (<code>"robust-wknown"</code>), or model-based ignoring the uncertainty of the IPCW (<code>"model-wknown"</code>)?</dd>


<dt>simplify</dt>
<dd>[logical] should the ouput be converted to a matrix when only one timepoint is requested. Otherwise will always return a list.</dd>


<dt>...</dt>
<dd>Not used.</dd>

</dl>

Variance-covariance for IPCW Logistic Regressions

vcov.wglm: Variance-covariance for IPCW Logistic Regressions

Description

Usage

Arguments