rankaft {rankreg} | R Documentation |
Compute the Gehan and Logrank type rank regression estimators in the censored AFT model. Using linear programming.
rankaft(x, y, delta)
x |
the design matrix, of size n by q. |
y |
a vector containing the censored responses in the AFT model. |
delta |
a vector of 1's and 0's. censoring indicator. 1(uncensor), 0(censored). Both y and delta should be of length n. |
This program is memory hungary. Caution needed for sample size over 1000.
To further save computing time/memory, we cut the re-sampling part. Instead, the inference can be obtained by empirical likelihood.
A list with beta
which is the Gehan and Logrank type estimate
rbind together;
and residuals
.
Original Splus code by Jin Z. Adapted to R by Mai Zhou.
Kalbfleisch, J. and Prentice, R. (2002) {em The Statistical Analysis of Failure Time Data}. 2nd Ed. Wiley, New York. (Chapter 7)
Jin, Z., Lin, D.Y., Wei, L. J. and Ying, Z. (2003). Rank-based inference for the accelerated failure time model. {em Biometrika}, {bf 90}, 341-353.
data(myeloma) rankaft(x=cbind(myeloma[,3],myeloma[,4]),y=myeloma[,1],delta=myeloma[,2])