summary.weibreg {MCPModBC} | R Documentation |
Print a summary for a object of the weibreg
class.
Description
Summarizes the results for a object of the weibreg
class.
Usage
## S3 method for class 'weibreg'
summary(object, ...)
## S3 method for class 'weibreg'
print(x, digits = max(3L, getOption("digits") - 3L), ...)
Arguments
object |
an object of the |
... |
additional arguments affecting the summary produced. |
x |
an object of class |
digits |
the number of significant digits to use when printing. |
Value
A complete summary for the coefficients extracted from a weibreg
object.
Functions
-
print(weibreg)
:
References
Diniz, Márcio A. and Gallardo, Diego I. and Magalhães, Tiago M. (2023). Improved inference for MCP-Mod approach for time-to-event endpoints with small sample sizes. arXiv <doi.org/10.48550/arXiv.2301.00325>
Examples
require(survival)
set.seed(2100)
##Generating covariates
n=20
x<-runif(n, max=10)
lambda<-exp(1.2-0.5*x)
sigma<-1.5
##Drawing T from Weibull model and fixing censoring at 1.5
T<-rweibull(n, shape=1/sigma, scale=lambda)
L<-rep(1.5, n)
##Defining the observed times and indicators of failure
t<-pmin(T,L)
delta<-ifelse(T<=L, 1, 0)
data=data.frame(t=t, delta=delta, x=x)
##Fitting for Weibull regression model
##Traditional MLE with corrected variance
ex1=weibfit(Surv(t,delta)~x, data=data, L=L, estimator="MLE",
corrected.var=TRUE)
summary(ex1)
##BCE without corrected variance
ex2=weibfit(Surv(t,delta)~x, data=data, L=L, estimator="Firth",
corrected.var=FALSE)
summary(ex2)
##BCE with corrected variance
ex3=weibfit(Surv(t,delta)~x, data=data, L=L, estimator="BCE",
corrected.var=TRUE)
summary(ex3)
##Firth's correction without corrected variance
ex4=weibfit(Surv(t,delta)~x, data=data, L=L, estimator="BCE",
corrected.var=FALSE)
summary(ex4)
[Package MCPModBC version 1.1 Index]