mmbcv

From MaRDI portal
Mmbcv




Description

Computes robust and bias-corrected sandwich variance estimators for multi-state Cox models with clustered time-to-event data. Also provides Wald tests for heterogeneity, generalized least-squares linear trends, and order-restricted trends among transition-specific coefficients. The methodology extends the marginal Cox model bias-correction framework of Wang et al. (2023) <doi:10.1002/bimj.202200113> to the multi-state setting.






This page was built for software: mmbcv