Time-dependent parameters
Add time-varying covariate effects to model
timedep(object, formula, rate, timecut, type = "coxExponential.lvm", ...)
object |
Model |
formula |
Formula with rhs specifying time-varying covariates |
rate |
Optional rate parameters. If given as a vector this
parameter is interpreted as the raw (baseline-)rates within each
time interval defined by |
timecut |
Time intervals |
type |
Type of model (default piecewise constant intensity) |
... |
Additional arguments to lower level functions |
Klaus K. Holst
## Piecewise constant hazard m <- lvm(y~1) m <- timedep(m,y~1,timecut=c(0,5),rate=c(0.5,0.3)) ## Not run: d <- sim(m,1e4); d$status <- TRUE dd <- mets::lifetable(Surv(y,status)~1,data=d,breaks=c(0,5,10)); exp(coef(glm(events ~ offset(log(atrisk)) + -1 + interval, dd, family=poisson))) ## End(Not run) ## Piecewise constant hazard and time-varying effect of z1 m <- lvm(y~1) distribution(m,~z1) <- Binary.lvm(0.5) R <- log(cbind(c(0.2,0.7,0.9),c(0.5,0.3,0.3))) m <- timedep(m,y~z1,timecut=c(0,3,5),rate=R) ## Not run: d <- sim(m,1e4); d$status <- TRUE dd <- mets::lifetable(Surv(y,status)~z1,data=d,breaks=c(0,3,5,Inf)); exp(coef(glm(events ~ offset(log(atrisk)) + -1 + interval+z1:interval, dd, family=poisson))) ## End(Not run) ## Explicit simulation of time-varying effects m <- lvm(y~1) distribution(m,~z1) <- Binary.lvm(0.5) distribution(m,~z2) <- binomial.lvm(p=0.5) #variance(m,~m1+m2) <- 0 #regression(m,m1[m1:0] ~ z1) <- log(0.5) #regression(m,m2[m2:0] ~ z1) <- log(0.3) regression(m,m1 ~ z1,variance=0) <- log(0.5) regression(m,m2 ~ z1,variance=0) <- log(0.3) intercept(m,~m1+m2) <- c(-0.5,0) m <- timedep(m,y~m1+m2,timecut=c(0,5)) ## Not run: d <- sim(m,1e5); d$status <- TRUE dd <- mets::lifetable(Surv(y,status)~z1,data=d,breaks=c(0,5,Inf)) exp(coef(glm(events ~ offset(log(atrisk)) + -1 + interval + interval:z1, dd, family=poisson))) ## End(Not run)
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