Type: | Package |
Title: | Weibull Regression for a Right-Censored Endpoint with Interval-Censored Covariate |
Version: | 1.7 |
Date: | 2023-09-27 |
Author: | Stanislas Hubeaux <stan.hubeaux@bluewin.ch> and Kaspar Rufibach <kaspar.rufibach@gmail.com> |
Maintainer: | Stanislas Hubeaux <stan.hubeaux@bluewin.ch> |
Depends: | R (≥ 2.10), survival, stats, graphics |
Imports: | numDeriv |
Description: | The function SurvRegCens() of this package allows estimation of a Weibull Regression for a right-censored endpoint, one interval-censored covariate, and an arbitrary number of non-censored covariates. Additional functions allow to switch between different parametrizations of Weibull regression used by different R functions, inference for the mean difference of two arbitrarily censored Normal samples, and estimation of canonical parameters from censored samples for several distributional assumptions. Hubeaux, S. and Rufibach, K. (2014) <doi:10.48550/arXiv.1402.0432>. |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
Repository: | CRAN |
Packaged: | 2023-09-27 12:12:52 UTC; hubeauxs |
Date/Publication: | 2023-09-27 12:50:02 UTC |
Weibull Regression for a Right-Censored Endpoint with Interval-Censored Covariates
Description
The function SurvRegCens
of this package allows estimation of a Weibull Regression for a right-censored endpoint, one interval-censored covariate, and an arbitrary number of non-censored covariates. Additional functions allow to switch between different parametrizations of Weibull regression used by different R
functions (ConvertWeibull
, WeibullReg
, WeibullDiag
), inference for the mean difference of two arbitrarily censored Normal samples (NormalMeanDiffCens
), and estimation of canonical parameters from censored samples for several distributional assumptions (ParamSampleCens
).
Details
Package: | SurvRegCensCov |
Type: | Package |
Version: | 1.7 |
Date: | 2023-09-27 |
License: | GPL (>=2) |
Author(s)
Stanislas Hubeaux (maintainer), stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
We thank Sarah Haile for contributing the functions ConvertWeibull
, WeibullReg
, WeibullDiag
to the package.
References
Hubeaux, S. (2013). Estimation from left- and/or interval-censored samples. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. and Rufibach, K. (2014). SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with a Censored Covariate. Preprint, https://arxiv.org/abs/1402.0432.
Lynn, H. S. (2001). Maximum likelihood inference for left-censored HIV RNA data. Stat. Med., 20, 33–45.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Examples
# The main functions in this package are illustrated in their respective help files.
Cumulative distribution function
Description
Evaluates the cumulative distribution function using the integral of its density function.
Usage
CDF(c, density)
Arguments
c |
Value at which the CDF is to be evaluated. |
density |
Density function. |
Note
Function not intended to be invoked by the user.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
Transformation of survreg output for the Weibull distribution
Description
Transforms output from survreg
using the Weibull distribution to a more natural parameterization. See details and the vignette for more information.
Usage
ConvertWeibull(model, conf.level = 0.95)
Arguments
model |
A |
conf.level |
Confidence level used to produce two-sided |
Details
The survreg
function fits a Weibull accelerated failure time model of the form
\log t = \mu + \alpha^T Z + \sigma W,
where Z
is a matrix of covariates, and W
has the extreme value distribution, \mu
is the intercept,
\alpha
is a vector of parameters for each of the covariates, and \sigma
is the scale. The usual
parameterization of the model, however, is defined by hazard function
h(t|Z) = \gamma \lambda t^{\gamma - 1} \exp(\beta^T Z).
The transformation is as follows: \gamma = 1/\sigma
, \lambda = \exp(-\mu/\sigma)
, and
\beta=-\alpha/\sigma
, and estimates of the standard errors can be found using the delta method.
The Weibull distribution has the advantage of having two separate interpretations. The first, via proportional hazards, leads to a hazard ratio, defined by \exp \beta
. The second, of accelerated failure times, leads to an event time ratio (also known as an acceleration factor), defined by \exp (-\beta/\gamma)
.
Further details regarding the transformations of the parameters and their standard errors can be found in Klein and
Moeschberger (2003, Chapter 12). An explanation of event time ratios for the accelerated failure time interpretation of the model can be found in Carroll (2003). A general overview can be found in the vignette("weibull")
of this package.
Value
vars |
A matrix containing the values of the transformed parameters and their standard errors |
HR |
A matrix containing the hazard ratios for the covariates, and |
ETR |
A matrix containing the event time ratios for the covariates, and |
Author(s)
Sarah R. Haile, Epidemiology, Biostatistics and Prevention Institute (EBPI), University of Zurich, sarah.haile@uzh.ch
References
Carroll, K. (2003). On the use and utility of the Weibull model in the analysis of survival data. Controlled Clinical Trials, 24, 682–701.
Klein, J. and Moeschberger, M. (2003). Survival analysis: techniques for censored and truncated data. 2nd edition, Springer.
See Also
This function is used by WeibullReg
.
Examples
data(larynx)
ConvertWeibull(survreg(Surv(time, death) ~ stage + age, larynx), conf.level = 0.95)
Log-likelihood functions for estimation of canonical parameters from a censored sample
Description
Computes the log-likelihood function for a censored sample, according to a specified distributional assumptions. Available distributions are Normal, Weibull, Logistic, and Gamma.
Usage
LoglikNormalCens(x, data, lowerbound, vdelta)
LoglikWeibullCens(x, data, lowerbound, vdelta)
LoglikLogisticCens(x, data, lowerbound, vdelta)
LoglikGammaCens(x, data, lowerbound, vdelta)
Arguments
x |
Two-dimensional vector giving the canonical parameters of the distribution. |
data |
Observed or censored event times. |
lowerbound |
A vector that collect lower bounds for the interval-censored observations. If no lower bound is available then put |
vdelta |
A vector which indicates censoring (0: censored, 1: not censored). |
Note
Function not intended to be invoked by the user.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Estimation from left- and/or interval-censored samples. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Lynn, H. S. (2001). Maximum likelihood inference for left-censored HIV RNA data. Stat. Med., 20, 33–45.
Log likelihood function to compute mean difference between two normally distributed censored samples.
Description
Reparametrization of the log likelihood function for a normally distributed censored sample such that the mean difference is a parameter of the function, thus allowing to be made inference on. The mean difference is computed as sample 1 - sample 2.
Usage
LoglikNormalDeltaCens(x, data1, lowerbound1, vdelta1, data2,
lowerbound2, vdelta2)
Arguments
x |
A vector of four components where the first component corresponds to the mean of the normal distribution of the first sample, the second component corresponds to mean difference between the two samples: sample 1 - sample 2, the third component corresponds to the standard deviation of the normal distribution of the first sample, and the fourth component corresponds to the standard deviation of the normal distribution of the second sample. |
data1 |
A vector of data corresponding to the first sample. |
lowerbound1 |
A vector which corresponds to the lower bounds for the interval-censored observations of the vector of data corresponding to the first sample. If no lower bound is available then put |
vdelta1 |
A vector which indicates for censoring for the first sample (0: censored, 1: not censored). |
data2 |
A vector of data corresponding to the second sample. |
lowerbound2 |
A vector which corresponds to the lower bounds for the interval-censored observations of the vector of data corresponding to the second sample. If no lower bound is available then put |
vdelta2 |
A vector which indicates for censoring for the second sample (0: censored, 1: not censored). |
Note
Function not intended to be invoked by the user.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Estimation from left- and/or interval-censored samples. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Lynn, H. S. (2001). Maximum likelihood inference for left-censored HIV RNA data. Stat. Med., 20, 33–45.
Log-likelihood function of a Weibull Survival Regression Model allowing for an interval-censored covariate.
Description
Computes the log-likelihood function of a Weibull Survival Regression Model allowing for an interval-censored covariate.
Usage
LoglikWeibullSurvRegCens(x, data_y, data_delta_loglik, data_cov_noncens = NULL,
data_cov_cens, density, data_r_loglik, data_lowerbound,
intlimit = 10^-10)
Arguments
x |
Vector of parameters, ordered as follows: Scale parameter, Shape parameter, regression parameters (i.e. |
data_y |
Time-to-event vector. |
data_delta_loglik |
Censored indicator vector of the time-to-event (0: censored, 1: not censored). |
data_cov_noncens |
Matrix where each column represents a non-censored covariate. |
data_cov_cens |
Censored covariate vector. |
density |
Density function of the censored covariate. |
data_r_loglik |
Censored indicator vector of the censored covariate (0: censored, 1: not censored). |
data_lowerbound |
A vector which corresponds to the lower bounds for the interval-censored observations of the censored covariate. If no lower bound is available then put |
intlimit |
In computation of integrals, values of the function to be integrated below |
Note
Function not intended to be invoked by the user.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Maximum Likelihood Estimator for the mean difference between two censored normally distributed samples
Description
Computes estimates of the parameters of two censored Normal samples, as well as the mean difference between the two samples.
Usage
NormalMeanDiffCens(censdata1, censdata2, conf.level = 0.95,
null.values = c(0, 0, 1, 1))
Arguments
censdata1 |
Observations of first sample, format as specified by |
censdata2 |
Observations of second sample, as specified by |
conf.level |
Confidence level for confidence intervals. |
null.values |
Fixed values for hypothesis tests. Four-dimensional vector specifying the hypothesis for |
Value
A table with estimators and inference for the means and standard deviations of both samples, as well as the difference \Delta
between the mean of the first and second sample. Hypothesis tests are for the values in null.values
and for the null hypothesis of no mean difference.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Estimation from left- and/or interval-censored samples. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Lynn, H. S. (2001). Maximum likelihood inference for left-censored HIV RNA data. Stat. Med., 20, 33–45.
Examples
## example with interval-censored Normal samples
n <- 500
prop.cens <- 0.35
mu <- c(0, 2)
sigma <- c(1, 1)
set.seed(2013)
## Sample 1:
LOD1 <- qnorm(prop.cens, mean = mu[1], sd = sigma[1])
x1 <- rnorm(n, mean = mu[1], sd = sigma[1])
s1 <- censorContVar(x1, LLOD = LOD1)
## Sample 2:
LOD2 <- qnorm(0.35, mean = mu[2], sd = sigma[2])
x2 <- rnorm(n, mean = mu[2], sd = sigma[2])
s2 <- censorContVar(x2, LLOD = LOD2)
## inference on distribution parameters and mean difference:
NormalMeanDiffCens(censdata1 = s1, censdata2 = s2)
Maximum Likelihood Estimator of parameters from a censored sample
Description
Computes maximum likelihood estimators of the canonical parameters for several distributions, based on a censored sample.
Usage
ParamSampleCens(censdata, dist = c("normal", "logistic", "gamma", "weibull")[1],
null.values = c(0, 1), conf.level = 0.95, initial = NULL)
Arguments
censdata |
Dataframe that contains censored data, format as specified by |
dist |
Assumed distribution of the sample. |
null.values |
Fixed values for hypothesis tests. |
conf.level |
Confidence level of confidence intervals. |
initial |
Initial values for the maximization. |
Value
coeff |
Estimators, standard errors, confidence intervals, and 2-sided |
percent.cens |
Percentage of censored observations. |
loglik |
Log likelihood function value at the estimator. |
info.converg |
Convergence information provided by the function |
info.converg.message |
Message provided by the function |
Note
Functions with similar functionality are provided in the package fitdistrplus.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Estimation from left- and/or interval-censored samples. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Lynn, H. S. (2001). Maximum likelihood inference for left-censored HIV RNA data. Stat. Med., 20, 33–45.
Examples
n <- 500
prop.cens <- 0.35
## example with a left-censored Normally distributed sample
set.seed(2013)
mu <- 3.5
sigma <- 1
LOD <- qnorm(prop.cens, mean = mu, sd = sigma)
x1 <- rnorm(n, mean = mu, sd = sigma)
s1 <- censorContVar(x1, LLOD = LOD)
ParamSampleCens(censdata = s1)
## example with an interval-censored Normal sample
set.seed(2013)
x2 <- rnorm(n, mean = mu, sd = sigma)
LOD <- qnorm(prop.cens / 2, mean = mu, sd = sigma)
UOD <- qnorm(1 - prop.cens / 2, mean = mu, sd = sigma)
s2 <- censorContVar(x2, LLOD = LOD, ULOD = UOD)
ParamSampleCens(censdata = s2)
## Not run:
## compare to fitdistrplus
library(fitdistrplus)
s2 <- as.data.frame(s2)
colnames(s2) <- c("left", "right")
summary(fitdistcens(censdata = s2, distr = "norm"))
## End(Not run)
Weibull Survival Regression Model with a censored covariate
Description
Computes estimators for the shape and scale parameter of the Weibull distribution, as well as for the vector of regression parameters in a parametric survival model with potentially right-censored time-to-event endpoint distributed according to a Weibull distribution. The regression allows for one potentially interval-censored and an arbitrary number of non-censored covariates.
Usage
SurvRegCens(formula, data = parent.frame(), Density, initial, conf.level = 0.95,
intlimit = 10^-10, namCens = "VarCens", trace = 0, reltol = 10^-8)
Arguments
formula |
A formula expression as for other regression models. The response has to be a survival object for right-censored data, as returned by the |
data |
A data frame in which to interpret the variables named in the formula argument. |
Density |
Density function of the censored covariate. |
initial |
Initial values for the parameters to be optimized over, ordered according to Scale parameter, Shape parameter, regression parameters (i.e. |
conf.level |
Confidence level of confidence intervals. |
intlimit |
In computation of integrals, values of the function to be integrated below |
namCens |
Name of censored covariate, to tidy outputs. |
trace |
|
reltol |
|
Details
The time-to-event distributed according to a Weibull distribution, i.e. time-to-event \sim
Weibull(\lambda,\gamma)
, has conditional density given by,
f_{Y_i}(t|\mathbf{x}_i,\boldsymbol{\beta}) =\gamma \lambda t^{\gamma-1} \exp\left(\mathbf{x}_i\boldsymbol{\beta}\right)\exp\left( - \lambda t^{\gamma} \exp\left(\mathbf{x}_i\boldsymbol{\beta}\right) \right),
conditional hazard function given by,
h_i(t|\mathbf{x}_i,\boldsymbol{\beta})= \lambda \gamma t^{\gamma-1} \exp\left( \mathbf{x}_i\boldsymbol{\beta} \right),
and conditional survival function given by,
S_i(t|\mathbf{x}_i,\boldsymbol{\beta}) = \exp\left(-\lambda t^{\gamma} \exp\left(\mathbf{x}_i\boldsymbol{\beta}\right)\right),
where \mathbf{x}_i
collects the values of each covariate for observation i
and \boldsymbol{\beta}
represents the regression parameters.
Value
SurvRegCens
returns an object of class "src"
, a list containing the
following components:
coeff |
Estimators, confidence intervals, |
percent.cens |
Percentage of censored observations in the censored covariate. |
loglik |
Log-likelihood function value at the estimators. |
info.converg |
Convergence information provided by the function |
info.converg.message |
Message provided by |
The methods print.src
, summary.src
, coef.src
, and logLik.src
are used to print or obtain a summary, coefficients, or the value of the log-likelihood at the maximum.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. and Rufibach, K. (2014). SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with a Censored Covariate. Preprint, https://arxiv.org/abs/1402.0432.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Examples
## Not run:
## --------------------------------------------------------------
## 1 censored-covariate and 2 non-censored covariates
## no censoring, to compare result with survival::survreg
## modify prop.cens to introduce left-censoring of covariate
## --------------------------------------------------------------
set.seed(158)
n <- 100
lambda <- exp(-2)
gamma <- 1.5
## vector of regression parameters: the last entry is the one for the censored covariate
beta <- c(0.3, -0.2, 0.25)
true <- c(lambda, gamma, beta)
## non-censored covariates
var1 <- rnorm(n, mean = 4, sd = 0.5)
var2 <- rnorm(n, mean = 4, sd = 0.5)
## Generate censored covariate.
## For generation of Weibull survival times, do not left-censor it yet.
var3 <- rnorm(n, mean = 5, sd = 0.5)
## simulate from a Weibull regression model
time <- TimeSampleWeibull(covariate_noncens = data.frame(var1, var2),
covariate_cens = var3, lambda = lambda, gamma = gamma, beta = beta)
## left-censor covariate
## prop.cens specifies the proportion of observations that should be left-censored
prop.cens <- 0
LOD <- qnorm(prop.cens, mean = 5, sd = 0.5)
var3.cens <- censorContVar(var3, LLOD = LOD)
## censor survival time
event <- matrix(1, nrow = n, ncol = 1)
time.cens <- rexp(n, rate = 0.5)
ind.time <- (event >= time.cens)
event[ind.time] <- 0
time[ind.time] <- time.cens[ind.time]
## specify the density for the censored covariate:
## For simplicity, we take here the "true" density we simulate from. In an application,
## you might want to use a density with parameters estimated from the censored covariate,
## e.g. using the function ParamSampleCens. See example in Hubeaux & Rufibach (2014).
DensityCens <- function(value){return(dnorm(value, mean = 5, sd = 0.5))}
## use Weibull regression where each censored covariate value is set
## to LOD ("naive" method)
naive <- survreg(Surv(time, event) ~ var1 + var2 + var3.cens[, 2], dist = "weibull")
initial <- as.vector(ConvertWeibull(naive)$vars[, 1])
## use new method that takes into account the left-censoring of one covariate
data <- data.frame(time, event, var3.cens, var1, var2)
formula <- formula(Surv(time, event) ~ Surv(time = var3.cens[, 1], time2 = var3.cens[, 2],
type = "interval2") + var1 + var2)
cens1 <- SurvRegCens(formula = formula, data = data, Density = DensityCens, initial = initial,
namCens = "biomarker")
summary(cens1)
coef(cens1)
logLik(cens1)
## compare estimates
tab <- data.frame(cbind(true, initial, cens1$coeff[, 1]))
colnames(tab) <- c("true", "naive", "Weibull MLE")
rownames(tab) <- rownames(cens1$coeff)
tab
## compare confidence intervals
ConvertWeibull(naive)$HR[, 2:3]
cens1$coeff[, 7:8]
## --------------------------------------------------------------
## model without the non-censored covariates
## --------------------------------------------------------------
naive2 <- survreg(Surv(time, event) ~ var3.cens[, 2], dist = "weibull")
initial2 <- as.vector(ConvertWeibull(naive2)$vars[, 1])
## use new method that takes into account the left-censoring of one covariate
formula <- formula(Surv(time, event) ~ Surv(time = var3.cens[, 1], time2 = var3.cens[, 2],
type = "interval2"))
cens2 <- SurvRegCens(formula = formula, data = data, Density = DensityCens, initial = initial2,
namCens = "biomarker")
summary(cens2)
## compare estimates
tab <- data.frame(cbind(true[c(1, 2, 5)], initial2, cens2$coeff[, 1]))
colnames(tab) <- c("true", "naive", "Weibull MLE")
rownames(tab) <- rownames(cens2$coeff)
tab
## compare confidence intervals
ConvertWeibull(naive2)$HR[, 2:3]
cens2$coeff[, 7:8]
## End(Not run)
Generate time-to-event data according to a Weibull regression model
Description
Generates time-to-event data using the transform inverse sampling method, and such that the time-to-event is distributed according to a Weibull distribution induced by censored and/or non-censored covariates. Can be used to set up simulations.
Usage
TimeSampleWeibull(covariate_noncens = NULL, covariate_cens, lambda, gamma, beta)
Arguments
covariate_cens |
Censored covariate vector. |
covariate_noncens |
Matrix where each column represents a non-censored covariate. |
lambda |
Scale parameter. |
gamma |
Shape parameter. |
beta |
Regression parameters, ordered as |
Note
The use of this function is illustrated in SurvRegCens
.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Diagnostic Plot of Adequacy of Weibull Distribution
Description
This function constructs a diagnostic plot of the adequacy of the Weibull distribution for survival data with respect to one categorical covariate. If the Weibull distribution fits the data well, then the lines produced should be linear and parallel.
Usage
WeibullDiag(formula, data = parent.frame(), labels = names(m$strata))
Arguments
formula |
A formula containing a |
data |
Data set. |
labels |
A vector containing labels for the plotted lines. |
Details
As discussed in Klein and Moeschberger (2003), one method for checking the adequacy of the Weibull model with a
categorical covariate is to produce stratified Kaplan-Meier estimates (KM), which can be transformed to estimate
the log cumulative hazard for each stratum. Then in a plot of \log(t)
versus \log(-\log(KM))
, the
lines should be linear and parallel. This can be seen as the log cumulative hazard for the Weibull distribution
is
\log H(t) = \log \lambda + \alpha \log t.
Value
Produces a plot of log Time vs. log Estimated Cumulative Hazard for each level of the predictor
(similarly to what can be obtained using plot.survfit
and the fun = "cloglog"
option),
as well as a data set containing that information.
Author(s)
Sarah R. Haile, Epidemiology, Biostatistics and Prevention Institute (EBPI), University of Zurich, sarah.haile@uzh.ch
References
Klein, J. and Moeschberger, M. (2003). Survival analysis: techniques for censored and truncated data. 2nd edition, Springer.
See Also
Requires survival. A similar plot can be produced using plot.survfit
and the option fun = "cloglog"
.
Examples
data(larynx)
WeibullDiag(Surv(time, death) ~ stage, data = larynx)
Function to be integrated in function SurvRegCens
Description
Function to be integrated to compute log-likelihood function for the Weibull survival regression model with a censored covariate.
Usage
WeibullIntegrate(x, x_i_noncens = NULL, density, param_y_i,
param_delta_i, param_lambda, param_gamma,
param_beta, intlimit = 10^-10, ForIntegrate = TRUE)
Arguments
x |
Value of the censored covariate for observation |
x_i_noncens |
Vector of values of the non-censored covariates for observation |
density |
Density function of the censored covariate. |
param_y_i |
Value of the time-to-event for observation |
param_delta_i |
Censoring indicator of time-to-event for observation |
param_lambda |
Scale parameter of the Weibull distribution. |
param_gamma |
Shape parameter of the Weibull distribution. |
param_beta |
Regression parameters (i.e. |
intlimit |
In computation of integrals, values of the function to be integrated below |
ForIntegrate |
|
Note
Function is not intended to be invoked by the user.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Weibull Regression for Survival Data
Description
WeibullReg
performs Weibull regression using the survreg
function, and transforms the
estimates to a more natural parameterization. Additionally, it produces hazard ratios (corresponding to the proportional
hazards interpretation), and event time ratios (corresponding to the accelerated failure time interpretation) for all
covariates.
Usage
WeibullReg(formula, data = parent.frame(), conf.level = 0.95)
Arguments
formula |
A |
data |
The dataset containing all variables referenced in |
conf.level |
Specifies that |
Details
Details regarding the transformations of the parameters and their standard errors can be found in Klein and
Moeschberger (2003, Chapter 12). An explanation of event time ratios for the accelerated failure time interpretation of
the model can be found in Carroll (2003). A general overview can be found in the vignette("weibull")
of this package, or in the documentation for ConvertWeibull
.
Value
formula |
The formula for the Weibull regression model. |
coef |
The transformed maximum likelihood estimates, with standard errors. |
HR |
The hazard ratios for each of the predictors, with |
ETR |
The event time ratios (acceleration factors) for each of the predictors, with |
summary |
The summary output from the original |
Author(s)
Sarah R. Haile, Epidemiology, Biostatistics and Prevention Institute (EBPI), University of Zurich, sarah.haile@uzh.ch
References
Carroll, K. (2003). On the use and utility of the Weibull model in the analysis of survival data. Controlled Clinical Trials, 24, 682–701.
Klein, J. and Moeschberger, M. (2003). Survival analysis: techniques for censored and truncated data. 2nd edition, Springer.
See Also
Requires the package survival. This function depends on ConvertWeibull
. See also
survreg
.
Examples
data(larynx)
WR <- WeibullReg(Surv(time, death) ~ factor(stage) + age, data = larynx)
WR
Censor a vector of continuous numbers
Description
Given a vector of realizations of a continuous random variable, interval-, left-, or right-censor these numbers at given boundaries. Useful when setting up simulations involving censored observations.
Usage
censorContVar(x, LLOD = NA, ULOD = NA)
Arguments
x |
Vector of random numbers. |
LLOD |
Lower limit where |
ULOD |
Upper limit where |
Value
A data.frame
as specified by code = interval2
in Surv
.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
Examples
## random vector
x <- rnorm(200)
## interval-censor this vector at -1 and 0.5
censorContVar(x, -1, 0.5)
Extract coefficients of Weibull regression with an interval-censored covariate
Description
coef
method for class "src"
.
Usage
## S3 method for class 'src'
coef(object, ...)
Arguments
object |
An object of class |
... |
Further arguments. |
Value
The function coef.src
returns the estimated parameters of the Weibull regression when calling SurvRegCens
.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. and Rufibach, K. (2014). SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with a Censored Covariate. Preprint, https://arxiv.org/abs/1402.0432.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Examples
## See help file of function "SurvRegCens".
Survival Times of Larynx Cancer Patients
Description
A study of 90 males with laryngeal cancer was performed, comparing survival times. Each patient's age, year of diagnosis, and disease stage was noted, see Kardaun (1983) and Klein and Moeschberger (2003).
Usage
data(larynx)
Format
A data frame with 90 observations on the following 5 variables.
stage
Disease stage (1-4) from TNM cancer staging classification.
time
Time from first treatment until death, or end of study.
age
Age at diagnosis.
year
Year of diagnosis.
death
Indicator of death [1, if patient died at time t; 0, otherwise].
Source
https://www.mcw.edu/-/media/MCW/Departments/Biostatistics/datafromsection18.txt?la=en
References
Kardaun, O. (1983). Statistical survival analysis of male larynx-cancer patients-a case study. Statistica Neerlandica, 37, 103–125.
Klein, J. and Moeschberger, M. (2003). Survival analysis: techniques for censored and truncated data. 2nd edition, Springer.
Examples
library(survival)
data(larynx)
Surv(larynx$time, larynx$death)
Extract value of log-likelihood at maximum for Weibull regression with an interval-censored covariate
Description
logLik
method for class "src"
.
Usage
## S3 method for class 'src'
logLik(object, ...)
Arguments
object |
An object of class |
... |
Further arguments. |
Value
The function logLik.src
returns the value of the log-likelihood at the maximum likelihood estimate, as well as the corresponding degrees of freedom.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. and Rufibach, K. (2014). SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with a Censored Covariate. Preprint, https://arxiv.org/abs/1402.0432.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Examples
## See help file of function "SurvRegCens".
Print result of Weibull regression with an interval-censored covariate
Description
print
method for class "src"
.
Usage
## S3 method for class 'src'
print(x, ...)
Arguments
x |
An object of class |
... |
Further arguments. |
Value
The function print.src
returns the estimated parameters of the Weibull regression, incl. AIC, when calling SurvRegCens
.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. and Rufibach, K. (2014). SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with a Censored Covariate. Preprint, https://arxiv.org/abs/1402.0432.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Examples
## See help file of function "SurvRegCens".
Summarizing Weibull regression with an interval-censored covariate
Description
summary
method for class "src"
.
Usage
## S3 method for class 'src'
summary(object, ...)
Arguments
object |
An object of class |
... |
Further arguments. |
Value
The function summary.src
returns the estimated parameters, incl. statistical inference, of the Weibull regression, incl. AIC, when calling SurvRegCens
.
Author(s)
Stanislas Hubeaux, stan.hubeaux@bluewin.ch
Kaspar Rufibach, kaspar.rufibach@gmail.com
http://www.kasparrufibach.ch
References
Hubeaux, S. (2013). Parametric Surival Regression Model with left- and/or interval-censored covariate. Technical report, Biostatistics Oncology, F. Hoffmann-La Roche Ltd.
Hubeaux, S. and Rufibach, K. (2014). SurvRegCensCov: Weibull Regression for a Right-Censored Endpoint with a Censored Covariate. Preprint, https://arxiv.org/abs/1402.0432.
Sattar, A., Sinha, S. K. and Morris, N. J. (2012). A Parametric Survival Model When a Covariate is Subject to Left-Censoring. Biometrics & Biostatistics, S3(2).
Examples
## See help file of function "SurvRegCens".