coxre {event}

Cox Proportional Hazards Model with Random Effect

Description

coxre fits a Cox proportional hazards model to event history data using a gamma distribution random effect. The parameter, gamma, is the variance of this mixing distribution.

If a matrix of response times is supplied, the model can be stratified by columns, i.e. a different intensity function is fitted for each column. To fit identical intensity functions to all response types, give the times as a vector.

Usage

coxre(response, censor, nest=NULL, cov=NULL, stratified=FALSE,
	cumul=FALSE,estimate=1, iter=10, print.level=0, ndigit=10,
	gradtol=0.00001, steptol=0.00001, iterlim=100, fscale=1,
	typsize=abs(estimate), stepmax=estimate)

Arguments

response

Vector or matrix of times to events, with one column per type of response (or subunit).

censor

Corresponding vector or matrix of censoring indicators. If NULL all values are set to one.

nest

Vector indicating to which unit each observation belongs.

cov

One covariate

stratified

If TRUE, a model stratified on type of response (the columns of response) is fitted instead of proportional intensities.

cumul

Set to TRUE if response times are from a common origin instead of times to (or between) events.

estimate

Initial estimate of the frailty parameter.

iter

Maximum number of iterations allowed for the inner EM loop.

print.level

nlm control options.

ndigit

nlm control options.

gradtol

nlm control options.

steptol

nlm control options.

iterlim

nlm control options.

fscale

nlm control options.

typsize

nlm control options.

stepmax

nlm control options.

Author(s)

D.G. Clayton and J.K. Lindsey

References

Clayton, D. (1987) The analysis of event history data: a review of progress and outstanding problems. Statistics in Medicine 7: 819-841

See Also

kalsurv.

Examples

# 11 individuals, each with 5 responses
y <- matrix(c(51,36,50,35,42,
	27,20,26,17,27,
	37,22,41,37,30,
	42,36,32,34,27,
	27,18,33,14,29,
	43,32,43,35,40,
	41,22,36,25,38,
	38,21,31,20,16,
	36,23,27,25,28,
	26,31,31,32,36,
	29,20,25,26,25),ncol=5,byrow=TRUE)
# Different intensity functions
coxre(response=y, censor=matrix(rep(1,55),ncol=5), nest=1:11,
	est=0.7, stratified=TRUE)
# Proportional intensity functions for the five responses
coxre(response=y, censor=matrix(rep(1,55),ncol=5), nest=1:11,
	est=0.7, stratified=FALSE)
# Identical intensity functions
coxre(response=as.vector(t(y)), censor=rep(1,55),
	nest=rep(1:11,rep(5,11)), est=0.7)