iid.prodlim: Extract i.i.d. decomposition from a prodlim model
Description
Compute the influence function for each observation used to estimate the model
Usage
# S3 method for prodlim
iid(x, add0 = FALSE, ...)
Value
A list containing:
IFbeta: Influence function for the regression coefficient.
IFhazard: Time differential of the influence function of the hazard.
IFcumhazard: Influence function of the cumulative hazard.
time: Times at which the influence function has been evaluated.
etime.max: Last observation time (i.e. jump or censoring) in each strata.
label.strata: Strata to which each observation belong.
X: Design matrix.
table: Hazard at each time for each strata.
Arguments
x
A prodlim object.
add0
[logical] add the 0 to vector of relevant times.
...
not used. For compatibility with the generic method.
Author
Brice Ozenne
Details
This function is a simplified version of the iidCox function of the riskRegression package.
Formula for the influence function can be found in (Ozenne et al., 2017).
References
Brice Ozenne, Anne Lyngholm Sorensen, Thomas Scheike, Christian Torp-Pedersen and Thomas Alexander Gerds.
riskRegression: Predicting the Risk of an Event using Cox Regression Models.
The R Journal (2017) 9:2, pages 440-460.