R: Fits Proportional excess hazards model

prop.excess {timereg} | R Documentation

## Fits Proportional excess hazards model

### Description

Fits proportional excess hazards model.

### Usage

    prop.excess(formula = formula(data), data = sys.parent(), excess = 1,
      tol = 1e-04, max.time = NULL, n.sim = 1000, alpha = 1,
      frac = 1)

### Arguments

`formula` | a formula object, with the response on the left of a ‘~’ operator, and the terms on the right. The response must be a survival object as returned by the ‘Surv’ function.
`data` | a data.frame with the variables.
`excess` | specifies for which of the subjects the excess term is present. Default is that the term is present for all subjects.
`tol` | tolerance for numerical procedure.
`max.time` | stopping considered time-period if different from 0. Estimates thus computed from [0,max.time] if max.time>0. Default is max of data.
`n.sim` | number of simulations in re-sampling.
`alpha` | tuning paramter in Newton-Raphson procedure. Value smaller than one may give more stable convergence.
`frac` | number between 0 and 1. Is used in supremum test where observed jump times t1, ..., tk is replaced by t1, ..., tl with l=round(frac*k).

### Details

The models are written using the survival modelling given in the survival package.

The program assumes that there are no ties, and if such are present random noise is added to break the ties.

### Value

Returns an object of type "prop.excess". With the following arguments:

`cum` | estimated cumulative regression functions. First column contains the jump times, then follows the estimated components of additive part of model and finally the excess cumulative baseline.
`var.cum` | robust pointwise variance estimates for estimated cumulatives.
`gamma` | estimate of parametric components of model.
`var.gamma` | robust variance estimate for gamma.
`pval` | p-value of Kolmogorov-Smirnov test (variance weighted) for excess baseline and Aalen terms, H: B(t)=0.
`pval.HW` | p-value of supremum test (corresponding to Hall-Wellner band) for excess baseline and Aalen terms, H: B(t)=0. Reported in summary.
`pval.CM` | p-value of Cramer von Mises test for excess baseline and Aalen terms, H: B(t)=0.
`quant` | 95 percent quantile in distribution of resampled Kolmogorov-Smirnov test statistics for excess baseline and Aalen terms. Used to construct 95 percent simulation band.
`quant95HW` | 95 percent quantile in distribution of resampled supremum test statistics corresponding to Hall-Wellner band for excess baseline and Aalen terms. Used to construct 95 percent Hall-Wellner band.
`simScoreProp` | observed scoreprocess and 50 resampled scoreprocesses (under model). List with 51 elements.

### Author(s)

Torben Martinussen

### References

Martinussen and Scheike, Dynamic Regression Models for Survival Data, Springer Verlag (2006).

### Examples

    ###working on memory leak issue, 3/3-2015
    ###data(melanoma)
    ###lt<-log(melanoma$thick)          # log-thickness
    ###excess<-(melanoma$thick>=210)    # excess risk for thick tumors
    ###
    #### Fits Proportional Excess hazards model
    ###fit<-prop.excess(Surv(days/365,status==1)~sex+ulc+cox(sex)+
    ###                 cox(ulc)+cox(lt),melanoma,excess=excess,n.sim=100)
    ###summary(fit)
    ###par(mfrow=c(2,3))
    ###plot(fit)

[Package timereg version 1.9.4 Index]