jackknife {prodlim} | R Documentation |
Compute jackknife pseudo values.
jackknife(object, times, cause, keepResponse = FALSE, ...)
object |
Object of class |
times |
Time points at which to compute pseudo values. |
cause |
For competing risks the cause of failure. |
keepResponse |
If |
... |
not used |
Compute jackknife pseudo values based on marginal Kaplan-Meier estimate of survival, or based on marginal Aalen-Johansen estimate of cumulative incidence.
The R-package pseudo does a similar job, and appears to be a little faster in small samples, but much slower in large samples. See examples.
Thomas Alexander Gerds <tag@biostat.ku.dk>
Andersen PK & Perme MP (2010). Pseudo-observations in survival analysis Statistical Methods in Medical Research, 19(1), 71-99.
## pseudo-values for survival models d=SimSurv(20) f=prodlim(Hist(time,status)~1,data=d) jackknife(f,times=c(3,5)) ## in some situations it may be useful to attach the ## the event time history to the result jackknife(f,times=c(3,5),keepResponse=TRUE) # pseudo-values for competing risk models d=SimCompRisk(10) f=prodlim(Hist(time,event)~1,data=d) jackknife(f,times=c(3,10),cause=1) jackknife(f,times=c(3,10,17),cause=2)