timereg (version 1.8.6)

restricted.residual.mean: Estimates restricted residual mean for Cox or Aalen model

Description

The restricted means are the $$\int_0^\tau S(t) dt$$ the standard errors are computed using the i.i.d. decompositions from the cox.aalen (that must be called with the argument "max.timpoint.sim=NULL") or aalen function.

Usage

restricted.residual.mean(out,x=0,tau=10,iid=0)

Arguments

out

an "cox.aalen" with a Cox model or an "aalen" model.

x

matrix with covariates for Cox model or additive hazards model (aalen).

tau

restricted residual mean.

iid

if iid=1 then uses iid decomposition for estimation of standard errors.

Value

• Returns an object. With the following arguments:
• mean
  restricted mean for different covariates.
• var.mean
  variance matrix.
• se
  standard errors.
• S0tau
  estimated survival functions on time-range [0,tau].
• timetau
  vector of time arguments for S0tau.

Details

must have computed iid decomposition of survival models for standard errors to be computed. Note that competing risks models can be fitted but then the interpretation is not clear.

References

D. M. Zucker, Restricted mean life with covariates: Modification and extension of a useful survival analysis method, J. Amer. Statist. Assoc. vol. 93 pp. 702-709, 1998.

Martinussen and Scheike, Dynamic Regression Models for Survival Data, Springer (2006).

Examples

data(sTRACE)
sTRACE$cage <- scale(sTRACE$age)
# Fits Cox model  and aalen model 
out<-cox.aalen(Surv(time,status>=1)~prop(cage)+prop(sex)+prop(diabetes)+prop(chf)+
	       prop(vf),data=sTRACE,max.timepoint.sim=NULL,resample.iid=1)
outa<-aalen(Surv(time,status>=1)~cage+sex+diabetes+chf+vf,
data=sTRACE,resample.iid=1)

coxrm <- restricted.residual.mean(out,tau=7,
   x=rbind(c(0,0,0,0,0),c(0,0,0,1,0),c(0,0,0,1,1),c(0,0,0,0,1)),iid=1)
with(coxrm,matplot(timetau,S0tau,type="s",ylim=c(0,1)))

aalenrm <- restricted.residual.mean(outa,tau=7,
   x=rbind(c(1,0,0,0,0,0),c(1,0,0,0,1,0),c(1,0,0,0,1,1),c(1,0,0,0,0,1)),iid=1)
with(aalenrm,matlines(timetau,S0tau,type="s",ylim=c(0,1)))
legend("bottomleft",c("baseline","+chf","+chf+vf","+vf"),
       col=1:4,lty=1)

mm <-cbind(coxrm$mean,coxrm$se,aalenrm$mean,aalenrm$se)
colnames(mm)<-c("cox-res-mean","se","aalen-res-mean","se")
rownames(mm)<-c("baseline","+chf","+chf+vf","+vf")
mm