R: Simulate from the asymptotic normal distribution of parameter...

normboot.flexsurvreg {flexsurv} | R Documentation

## Simulate from the asymptotic normal distribution of parameter estimates.

### Description

Produce a matrix of alternative parameter estimates under sampling uncertainty, at covariate values supplied by the user. Used by `summary.flexsurvreg` for obtaining confidence intervals around functions of parameters.

### Usage

    normboot.flexsurvreg(
      x,
      B,
      newdata = NULL,
      X = NULL,
      transform = FALSE,
      raw = FALSE
    )

### Arguments

`x` | A fitted model from `flexsurvreg` (or `flexsurvspline`).
`B` | Number of samples.
`newdata` | Data frame or list containing the covariate values to evaluate the parameters at. If there are covariates in the model, at least one of `newdata` or `X` must be supplied, unless `raw=TRUE`.
`X` | Alternative (less convenient) format for covariate values: a matrix with one row, with one column for each covariate or factor contrast. Formed from all the "model matrices", one for each named parameter of the distribution, with intercepts excluded, `cbind`ed together.
`transform` | `TRUE` if the results should be transformed to the real-line scale, typically by log if the parameter is defined as positive. The default `FALSE` returns parameters on the natural scale.
`raw` | Return samples of the baseline parameters and the covariate effects, rather than the default of adjusting the baseline parameters for covariates.

### Value

If `newdata` includes only one covariate combination, a matrix will be returned with `B` rows, and one column for each named parameter of the survival distribution.

If more than one covariate combination is requested (e.g. `newdata` is a data frame with more than one row), then a list of matrices will be returned, one for each covariate combination.

### Author(s)

C. H. Jackson chris.jackson@mrc-bsu.cam.ac.uk

### References

Mandel, M. (2013). "Simulation based confidence intervals for functions with complicated derivatives." The American Statistician (in press).

### See Also

`summary.flexsurvreg`

### Examples

        fite <- flexsurvreg(Surv(futime, fustat) ~ age, data = ovarian, dist="exp")
        normboot.flexsurvreg(fite, B=10, newdata=list(age=50))
        normboot.flexsurvreg(fite, B=10, X=matrix(50,nrow=1))
        normboot.flexsurvreg(fite, B=10, newdata=list(age=0))  ## closer to...
        fite$res

[Package flexsurv version 2.0 Index]