coxphw

Weighted Estimation in Cox Regression

Georg Heinze, Daniela Dunkler, Meinhard Ploner

Last update: 28 November 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 4.0.2, 1.0, 1.1, 1.3, 2.11, 2.12, 2.13, 3.0.0, 4.0.0, 4.0.1, 4.0.3

Source code repository: https://github.com/cran/coxphw

Description

Implements weighted estimation in Cox regression as proposed by Schemper, Wakounig and Heinze (Statistics in Medicine, 2009, <doi:10.1002/sim.3623>) and as described in Dunkler, Ploner, Schemper and Heinze (Journal of Statistical Software, 2018, <doi:10.18637/jss.v084.i02>). Weighted Cox regression provides unbiased average hazard ratio estimates also in case of non-proportional hazards. Approximated generalized concordance probability an effect size measure for clear-cut decisions can be obtained. The package provides options to estimate time-dependent effects conveniently by including interactions of covariates with arbitrary functions of time, with or without making use of the weighting option.

Cites work

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