Influence Functions or IID Decomposition of Baseline

Computes the influence functions for the baseline cumulative hazard (and optionally regression coefficients) for phreg, recreg, or cifregFG objects.

Usage

iidBaseline(
  object,
  time = NULL,
  ft = NULL,
  fixbeta = NULL,
  beta.iid = NULL,
  tminus = FALSE,
  ...
)

Arguments

object: Object of class "phreg", "recreg", or "cifregFG".
time: Time point for baseline IID (required).
ft: Function to compute IID of baseline integrated against $f(t)$.
fixbeta: Logical; if TRUE, fixes the coefficients (useful for specific tests).
beta.iid: Optional matrix of beta influence functions to use.
tminus: Logical; if TRUE, computes predictions at $t-$ (strictly before $t$), useful for IPCW techniques.
...: Additional arguments passed to lower-level functions.

Value

An object of class "iidBaseline" containing:

time: Time point.
base.iid: Influence functions for the baseline.
beta.iid: Influence functions for the regression coefficients.
cumhaz.time: Cumulative hazard at the specified time.
strata: Strata indices.

Details

The decomposition is based on the formula: $$ \sum_i \int_0^t \frac{f(s)}{S_0(s)} dM_{ki}(s) - P(t) \beta_k $$ where $k$ denotes the stratum and $i$ the cluster.

Author

Thomas Scheike