tram (version 1.4-0)

score_test: Transformation Score Tests and Confidence Intervals

Description

P-values and confidence intervals for parameters in linear transformation models obtained from by the score test principle

Usage

score_test(object, ...)
# S3 method for tram
score_test(object, parm = names(coef(object)), 
    alternative = c("two.sided", "less", "greater"), nullvalue = 0, 
    confint = TRUE, level = .95, Taylor = FALSE, maxsteps = 25, ...)

Value

An object of class htest or a list thereof. See Coxph

for an example. A corresponding permutation test for parameters in a transformation models is available in

perm_test.

Arguments

object

an object of class tram

parm

a vector of names of parameters to be tested. These parameters must be present in object.

alternative

a character string specifying the alternative hypothesis, must be one of "two.sided" (default), "greater" or "less".

nullvalue

a number specifying an optional parameter used to form the null hypothesis.

confint

a logical indicating whether a confidence interval should be computed. Score confidence intervals are computed by default. A 1st order Taylor approximation to the Score statistc is used with Taylor = TRUE (in case numerical inversion of the score statistic fails, Wald confidence intervals relying from this approximation are returned).

level

the confidence level.

Taylor

a logical requesting the use of a 1st order Taylor approximation when inverting the score statistic.

maxsteps

number of function evaluations when inverting the score statistic for computing confidence intervals.

...

additional arguments, currently ignored.

Details

Score tests and confidence intervals for the parameters in the linear predictor of object are computed. These parameters must be present in object.

Model scores are available from tram::Hothorn:Moest:Buehlmann:2017.

References

*

Examples

  data("GBSG2", package = "TH.data")

  library("survival")

  ### see ?Coxph for Wald and likelihood intervals
  (m2 <- Coxph(Surv(time, cens) ~ horTh, data = GBSG2))

  ### score interval
  confint(score_test(m2))