CVPL {dynpred}

Calculate cross-validated log-partial likelihood (with shrinkage)

Description

This function calculates the cross-validated log partial likelihood, with shrinkage if requested.

Usage

CVPL(formula, data, progress = TRUE, overall = FALSE, shrink = 1)

Arguments

formula

Formula for prediction model to be used as in coxph

data

Data set in which to interpret the formula

progress

if TRUE (default), progress of the cross-validation will be printed

overall

if TRUE, CVPL uses regression coefficient estimates based on the full data, for each observation i, rather than the estimates based on data minus i

shrink

Shrinkage factor; default is 1 (no shrinkage)

Value

Numeric; the cross-validated log partial likelihood

Author(s)

Hein Putter [e-mail]

References

Verweij PJM & van Houwelingen HC (1994), Penalized likelihood in Cox regression, Statistics in Medicine 13, 2427-2436.

van Houwelingen HC, Putter H (2012). Dynamic Prediction in Clinical Survival Analysis. Chapman & Hall.

Examples

data(ova)
CVPL(Surv(tyears, d) ~ 1, data = ova)
CVPL(Surv(tyears, d) ~ Karn + Broders + FIGO + Ascites + Diam,
  data = ova)
CVPL(Surv(tyears, d) ~ Karn + Broders + FIGO + Ascites + Diam,
  data = ova, overall=TRUE)