spcox {NPCox} | R Documentation |
Nonparametric and semiparametric Cox regression model.
Description
Estimation of proportional hazards (PH) model with time-varying coefficients and constant coefficients.
Usage
spcox(
cva_cons,
cva_time,
delta,
obstime,
SE = FALSE,
bandwidth = FALSE,
resamp = 100
)
Arguments
cva_cons |
Covariate Z1 with constant coefficeint c in h(t) = h0(t)exp(c'Z1 + b(t)'Z2) |
cva_time |
Covariate Z2 with time-varying coefficeint b(t) in h(t) = h0(t)exp(c'Z1 + b(t)'Z2) |
delta |
Right censoring indicator for the model |
obstime |
The observed time = min(censoring time, observed failure time) |
SE |
Whether or not the estimation of standard error through resampling method will be done. The default value is FALSE. |
bandwidth |
Bandwidth for kernel function, which can be specified. The default value is FALSE and can be selected through least prediction error over all subjects. |
resamp |
Number of resampling for estimation of pointwise standard error. The default value is 100. |
Details
This is some description of this function.
'spcox' is designed for PH model with both time-varying and constant coefficients, h(t) = h0(t)exp(b(t)'Z1 + c*Z2), providing estimation of b(t), c and their standard errors.
Value
a list that contain the estimation result of both temporal and constant coefficients, standard error estimation, selected or predesigned bandwidth, dataset, unconverged time points.
Examples
data(pbc)
pbc = pbc[(pbc$time < 3000) & (pbc$time > 800), ]
Z1 = as.matrix(pbc[,5])
Z2 = as.matrix(pbc[,c('albumin')])
colnames(Z1) = c('age')
colnames(Z2) = c('albumin')
del = pbc$status
tim = pbc$time
res1 = spcox(cva_cons = Z1, cva_time = Z2, delta = del, obstime = tim, bandwidth = 500)