est_funct_expr function

Estimating functions.

Estimating functions.

Function to compute logL1 and logL2 under the GLM and AFT setting for the analysis of a normally-distributed and of a censored time-to-event primary outcome. logL1 and logL2 are functions which underlie the estimating functions of CIEE for the derivation of point estimates and standard error estimates. est_funct_expr computes their expression, which is then further used in the functions deriv_obj, ciee and ciee_loop.

est_funct_expr(setting = "GLM")

Arguments

  • setting: String with value "GLM" or "AFT" indicating whether the expression of logL1 and logL2 is computed under the GLM or AFT setting.

Returns

Returns a list containing the expression of the functions logL1

and logL2.

Details

Under the GLM setting for the analysis of a normally-distributed primary outcome Y, the goal is to obtain estimates for the pararameters α0,α1,α2,α3,σ12,α4,\alphaXY,σ22\alpha0, \alpha1, \alpha2, \alpha3, \sigma1^2, \alpha4, \alphaXY, \sigma2^2

under the model

Y=α0+α1K+α2X+α3L+ϵ1,ϵ1N(0,σ12)Y=α0+α1K+α2X+α3L+ϵ1,ϵ1 N(0,σ12) Y = \alpha_0 + \alpha_1 \cdot K + \alpha_2 \cdot X + \alpha_3 \cdot L + \epsilon_1, \epsilon_1 \sim N(0,\sigma_1^2)Y = \alpha0 + \alpha1*K + \alpha2*X + \alpha3*L + \epsilon1, \epsilon1 ~ N(0,\sigma1^2) Y=YYα1(KK)Y=Ymean(Y)α1(Kmean(K)) Y^* = Y - \overline{Y} - \alpha_1 \cdot (K-\overline{K})Y* = Y - mean(Y) - \alpha1*(K-mean(K)) Y=α0+αXYX+ϵ2,ϵ2N(0,σ22)Y=α0+\alphaXYX+ϵ2,ϵ2 N(0,σ22). Y^* = \alpha_0 + \alpha_{XY} \cdot X + \epsilon_2, \epsilon_2 \sim N(0,\sigma_2^2)Y* = \alpha0 + \alphaXY*X + \epsilon2, \epsilon2 ~ N(0,\sigma2^2).

logL1 underlies the estimating functions for the derivation of the first 5 parameters α0,α1,α2,α3,σ12\alpha0, \alpha1, \alpha2, \alpha3, \sigma1^2

and logL2 underlies the estimating functions for the derivation of the last 3 parameters α4,\alphaXY,σ22\alpha4, \alphaXY, \sigma2^2.

Under the AFT setting for the analysis of a censored time-to-event primary outcome Y, the goal is to obtain estimates of the parameters α0,α1,α2,α3,σ1,α4,\alphaXY,σ22\alpha0, \alpha1, \alpha2, \alpha3, \sigma1, \alpha4, \alphaXY, \sigma2^2. Here, logL1 similarly underlies the estimating functions for the derivation of the first 5 parameters and logL2 underlies the estimating functions for the derivation of the last 3 parameters.

logL1, logL2 equal the log-likelihood functions (logL2

given that α1\alpha1 is known). For more details and the underlying model, see the vignette.

Examples

est_funct_expr(setting = "GLM") est_funct_expr(setting = "AFT")
  • Maintainer: Stefan Konigorski
  • License: GPL-2
  • Last published: 2018-03-19

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