hds (version 0.8.1)

hdslcse.fast: Hazard discrimination summary (local constant) standard error estimate

Description

hdslcse.fast calculates an estimate of the variance for the local constant hazard discrimination summary estimator at a time t. The time t is implied by S, betahat, and betahatse

Usage

hdslcse.fast(S, betahat, m, betahatse)

Arguments

S

A vector of length nrow(m) (which is typically the number of observations n), where each value is the subject-specific survival at time t where t is implied by the choice of betahat.

betahat

A p x 1 vector of coefficient estimates at time t of interest from the local-in-time Cox model. Vector length p is the number of covariates. Typically the output from hdslc::finda is passed here.

m

A numeric n x p matrix of covariate values, with a column for each covariate and each observation is on a separate row.

betahatse

A p x p covariance matrix for betahat at time t

Value

Variance estimate that has not been normalized. To get a usable standard error estimate, divide the output of this function by the bandwidth and sample size, and then take the square root.

Details

The use will typically not interact with this function directly. Instead this function is wrapped by hdslc.