R: Estimates restricted residual mean for Cox or Aalen model

restricted.residual.mean {timereg} | R Documentation

## Estimates restricted residual mean for Cox or Aalen model

### Description

The restricted means are the

\int_0^τ S(t) dt

the standard errors are computed using the i.i.d. decompositions from the cox.aalen (that must be called with the argument "max.timpoint.sim=NULL") or aalen function.

### Usage

    restricted.residual.mean(out, x = 0, tau = 10, iid = 0)

### Arguments

`out` | an "cox.aalen" with a Cox model or an "aalen" model.
`x` | matrix with covariates for Cox model or additive hazards model (aalen).
`tau` | restricted residual mean.
`iid` | if iid=1 then uses iid decomposition for estimation of standard errors.

### Details

must have computed iid decomposition of survival models for standard errors to be computed. Note that competing risks models can be fitted but then the interpretation is not clear.

### Value

Returns an object. With the following arguments:

`mean` | restricted mean for different covariates.
`var.mean` | variance matrix.
`se` | standard errors.
`S0tau` | estimated survival functions on time-range [0,tau].
`timetau` | vector of time arguments for S0tau.

### Author(s)

Thomas Scheike

### References

D. M. Zucker, Restricted mean life with covariates: Modification and extension of a useful survival analysis method, J. Amer. Statist. Assoc. vol. 93 pp. 702-709, 1998.

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

### Examples

    ### this example runs slowly and is therefore donttest
    data(sTRACE)
    sTRACE$cage <- scale(sTRACE$age)
    # Fits Cox model  and aalen model
    out<-cox.aalen(Surv(time,status>=1)~prop(sex)+prop(diabetes)+prop(chf)+
    	       prop(vf),data=sTRACE,max.timepoint.sim=NULL,resample.iid=1)
    outa<-aalen(Surv(time,status>=1)~sex+diabetes+chf+vf,
    data=sTRACE,resample.iid=1)

    coxrm <- restricted.residual.mean(out,tau=7,
       x=rbind(c(0,0,0,0),c(0,0,1,0),c(0,0,1,1),c(0,0,0,1)),iid=1)
    plot(coxrm)
    summary(coxrm)

    ### aalen model not optimal here
    aalenrm <- restricted.residual.mean(outa,tau=7,
       x=rbind(c(1,0,0,0,0),c(1,0,0,1,0),c(1,0,0,1,1),c(1,0,0,0,1)),iid=1)
    with(aalenrm,matlines(timetau,S0tau,type="s",ylim=c(0,1)))
    legend("bottomleft",c("baseline","+chf","+chf+vf","+vf"),col=1:4,lty=1)
    summary(aalenrm)

    mm <-cbind(coxrm$mean,coxrm$se,aalenrm$mean,aalenrm$se)
    colnames(mm)<-c("cox-res-mean","se","aalen-res-mean","se")
    rownames(mm)<-c("baseline","+chf","+chf+vf","+vf")
    mm

[Package timereg version 1.9.4 Index]