quadraticextrapolation {simexaft}

Quadratic Extrapolation Method

Description

Quadratic extrapolation step of SIMEX algorithm.

Usage

quadraticextrapolation(A1, A2, A3, lambda)

Arguments

A1

estimates obtained from each level of labmda.

A2

variances estimates obtained from each level of lambda.

A3

scale estimates obtained from each level of lambda.

lambda

vector of lambdas, the grids for the extrapolation step.

Value

reg1

extrapolation back to lambda=-1 yield the SIMEX estimates

reg2

extrapolation back to lambda=-1 yield the SIMEX estimates of variances

scalereg

extrapolation back to lambda=-1 yield the SIMEX estimates of scale

Author(s)

Juan Xiong, Wenqing He and Grace Y. Yi

References

Genz, A., Bretz, F., Miwa, T., Mi, X., Leisch, F., Scheipl, F. and Hothorn, T. (2011). mvtnorm: Multivariate Normal and t Distributions. R package version 0.9-9991, URL http://CRAN. R-project.org/package=mvtnorm.

He, W., Yi, G. Y. and Xiong, J. (2007). Accelerated Failure Time Models with Covariates Subject to Measurement Error. Statistics in Medicine, 26, 4817-4832.

Therneau, T. and Lumley, T. (2011). survival: Survival Analysis, Including Penalised Likelihood. R package version 2.36-10, URL http://CRAN.R-project.org/package=survival.

See Also

linearextrapolation