coxaalen {coxinterval}  R Documentation 
Fit a CoxAalen model to intervalcensored survival data with fixed covariates.
coxaalen(formula, data = parent.frame(), subset, init = NULL, formula.timereg = NULL, init.timereg = FALSE, control, ...)
formula 
an expression of the form 
data 
an optional data frame in which to interpret the variables named in
the arguments 
subset 
expression specifying which rows of 
init 
a list with elements named 
formula.timereg 
an optional formula object specifying a model to fit with the
timereg package's 
init.timereg 
a logical value indicating that 
control 
a named list of parameters controlling the model fit, as returned by
the function 
... 
additional arguments to be passed to

A valid response in the formula
argument can be expressed
as
Surv(<left>, <right>, type = "interval2")
where (<left>
, <right>
] is the censoring interval for
the survival time. Following the survival package's
type = "interval2"
censoring for the
Surv
function, we use the convention that any
rightcensoring times are provided in the variable <left>
and <right>
is set to the NA
value.
Terms in formula
have either timevarying additive effects on
the survival hazard as in Aalen's additive regression model, or fixed
multiplicative effects as in the Cox model. Multiplicative terms are
distinguished by applying timereg's
prop
function to each corresponding variable.
coxaalen
depends on libraries that are loaded only if
coxinterval
is installed from source on a system with
IBM ILOG CPLEX Optimization Studio. Refer to the package's INSTALL
file for detailed instructions.
An object of the class "coxinterval"
and "coxaalen"
,
which is a list with the following components.
call 
the matched call to 
n 
size of the sample used in the model fit. 
p 
number of (multiplicative) regression coefficients. 
coef 
a named 
var 
a named 
basehaz 
a data frame giving the cumulative regression functions evaluated at time points given by the right endpoints of the maximal intersections among the censoring intervals. 
init 
list of initial values used in the model fit. 
loglik 
a vector giving the loglikelihood at initiation and each iteration. 
iter 
number of iterations needed to meet the stopping criteria. 
maxnorm 
the maximum norm of the difference between the penultimate and final parameter values. 
gradnorm 
the inner product between the final parameter value and the score function. 
cputime 
the processing time for parameter and variance estimation. 
fit.timereg 
the 
na.action 
the 
censor.rate 
a vector giving the rates of exact, leftcensored, intervalcensored and rightcensored observations used in the model fit. 
control 
a named list of arguments passed to 
data 
a list containing the maximal intersections among the censoring
intervals and model matrices for the multiplicative and additive
terms in 
Boruvka, A. and Cook, R. J. (2015) A CoxAalen model for intervalcensored data. Scandinavian Journal of Statistics 42, 414–426.
Martinussen, T. and Scheike, T. H. (2006) Dynamic Regression Models for Survival Data. New York: Springer.
Scheike, T. H. and Zhang, M.J. (2002) An additivemultiplicative CoxAalen regression model. Scandinavian Journal of Statistics 29, 75–88.
# Fit a Cox model to the breast cosmesis dataset if (is.loaded("coxaalen", "coxinterval")) { fit < coxaalen(Surv(left, right, type = "interval2") ~ prop(treat), data = cosmesis, init.timereg = TRUE, formula.timereg = list(Surv(pmax(left, right, na.rm = TRUE), !is.na(right)) ~ .)) summary(fit) }