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riskRegression (version 1.4.3)

calcSeCox: Computation of standard errors for predictions

Description

Compute the standard error associated to the predictions from Cox regression model using a first order von Mises expansion of the functional (cumulative hazard or survival).

Usage

calcSeCox(object, times, nTimes, type, Lambda0, object.n, object.time,
  object.eXb, object.strata, nStrata, new.eXb, new.LPdata, new.strata,
  new.survival, new.cumhazard, nVar, logTransform, export, store.iid)

Arguments

object

The fitted Cox regression model object either obtained with coxph (survival package) or cph (rms package).

times

Vector of times at which to return the estimated hazard/survival.

nTimes

the length of the argument times.

type

One or several strings that match (either in lower or upper case or mixtures) one or several of the strings "hazard","cumhazard", "survival".

Lambda0

the baseline hazard estimate returned by BaseHazStrata_cpp.

object.n

the number of observations in the dataset used to estimate the object.

object.time

the time to event of the observations used to estimate the object.

object.eXb

the exponential of the linear predictor relative to the observations used to estimate the object.

object.strata

the strata index of the observations used to estimate the object.

nStrata

the number of strata.

new.eXb

the linear predictor evaluated for the new observations

new.LPdata

the variables involved in the linear predictor for the new observations

new.strata

the strata indicator for the new observations

new.survival

the survival evaluated for the new observations

new.cumhazard

the cumulative hazard evaluated for the new observations

nVar

the number of variables that form the linear predictor

logTransform

Should the variance/influence function be computed on the log or log(-log) scale

export

can be "iid" to return the value of the influence function for each observation "se" to return the standard error for a given timepoint

store.iid

Implementation used to estimate the influence function and the standard error. Can be "full" or "minimal". See the details section.

Value

A list optionally containing the standard error for the survival, cumulative hazard and hazard.

Details

Can also return the empirical influence function of the functionals cumulative hazard or survival or the sum over the observations of the empirical influence function.

store.iid="full" compute the influence function for each observation at each time in the argument times before computing the standard error / influence functions. store.iid="minimal" recompute for each subject specific prediction the influence function for the baseline hazard. This avoid to store all the influence functions but may lead to repeated evaluation of the influence function. This solution is therefore efficient more efficient in memory usage but may not be in term of computation time.