flexsurv: normboot.flexsurvreg – R documentation

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normboot.flexsurvreg

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).

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

flexsurv

Flexible Parametric Survival and Multi-State Models

v2.0

GPL (>= 2)

Authors

Christopher Jackson [aut, cre], Paul Metcalfe [ctb], Jordan Amdahl [ctb], Matthew T. Warkentin [ctb], Kevin Kunzmann [ctb]

Initial release

2021-02-22