miscIC {miscIC} | R Documentation |
Nonparametric Maximum Likelihood Estimation of the survivor function for interval censored time-to-event data
Description
Estimate the survivor function for interval censored time-to-event data subject to misclassification using nonparametric maximum likelihood estimation. Misclassification probabilities can either be specified as fixed or estimated. Models with time dependent misclassification may also be fitted through user supplied functions.
Usage
miscIC(formula, data, subject, initial, est.e, afn=NULL, bfn=NULL,print.level=2,...)
Arguments
formula |
A formula identifying the status and time variables within |
data |
data frame containing the observed status (0 or 1), observation times (>0), and subject identifiers. All subjects assumed to be event free at time 0. |
subject |
Name of the subject identifier variable within the |
initial |
Vector of initial parameter values. If |
est.e |
Logical to indicate whether the misclassification probability parameters are to be estimated or not. If |
afn |
Optional user supplied function for the probability of a false positive observation. The function should have two arguments; the first corresponding to the model parameters and the second to time. |
bfn |
Optional user supplied function for the probability of a false negative observation. The function should have two arguments; the first corresponding to the model parameters and the second to time. |
print.level |
Level of detail in optimization algorithm. Either 0, 1 or 2. 0 = No printing, 1 = Print likelihood values at each iterations. 2 = Print parameter, gradient and likelihood values at each iteration. Note that printing only refers to the Newton-Raphson algorithm for the misclassification probabilities. |
... |
Other control parameters for the fitting algorithm. |
Details
The function uses the methodology developing in Titman (2017) to find the NPMLE of the survivor function for interval censored survival data that are subject to misclassification. For fixed or known misclassification probabilities, the NPMLE is found using an adaptation of the algorithm of Wang (2007) for finding the NPMLE of a mixing distribution.
If a subject continues to be observed after the first observed failure (observed value 1) then it is possible to estimate the misclassification probabilities from the observed data itself. In this case the profile likelihood via a Newton-Raphson algorithm where the derivatives are computed using finite differences.
Value
Returns an object of class miscIC
containing model output data such as the estimated parameters, maximized likelihood value, variance-covariance matrix etc. The object can be used with print
, plot
and anova
.
Note
The current implementation of the function only covers the case in which there are both false negatives and false positives within the data. If no misclassification is present then the estimates can be calculated using other packages such as Interval
or ICens
. If one type of misclassification is possible, but not the other, an approximate solution would be to fix that value arbitrarily close to 0. However, the regions of support will be incorrect (generally too narrow).
Author(s)
Andrew Titman a.titman@lancaster.ac.uk
References
Titman AC. Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification Statistics and Computing, 2017. 27, 1585-1593.
Wang Y. On fast computation of the non-parametric maximum likelihood estimate of a mixing distribution. Journal of the Royal Statistical Society, Series B. 2007; 69. 185-198.
Examples
### Analysis of the example dataset
### Fixed error probabilities
fit_fixed <- miscIC(state~time,data=simulated_data,subject=subject,initial=c(0.05,0.1),est.e=FALSE)