probest function

Stratified Multivariate Kawaguchi Koch Wang Estimators

Function that return the estimators and their variance-covariance matrix calculated with the Kawaguchi - Koch - Wang method.

probest(ds, resp, grp, str = NULL, covs = NULL, delta = NA, correct = FALSE)

Arguments

• ds: The data frame to be used.
• resp: The vector of the response manifest variable. There can be more than one variable. It has to be the name of the variable as a character string.
• grp: The vector of the variable that divides the population into groups. It has to be the name of the variable as a character string.
• str: The vector of the variable used for the strata. It has to be the name of the variable as a character string.
• covs: The covariates to be used in the model. It has to be the name of the variable as a character string.
• delta: Offeset for covariates.
• correct: Should the variance estimator be corrected as in Chen and Kolassa?

Returns

A list with components b, the vector of adjusted estimates from the method, and Vb, the corresponding estimated covariance matrix.

Details

The function calls a Fortran code to calculate the estimators b and their variance-covariance matrix Vb

Examples

# Breast cancer data from the MultNonParam package.
data(sotiriou)
attach(sotiriou)
#First simple plot of the data
plot(AGE,TUMOR_SIZE,pch=(recur+1),main="Age and Tumor Size",
  sub="Breast Cancer Recurrence Data",xlab="Age (years)",
  ylab="Tumor Size",col=c("blue","darkolivegreen"))
legend(31,8,legend=c("Not Recurrent","Recurrent"),
  pch=1:2,col=c("blue","darkolivegreen"))
#AGE and TUMOR_SIZE are the response variables, recur is used for the groups,
#TAMOXIFEN_TREATMENT for the stratum and ELSTON.ELLIS_GRADE is a covariate.
po<-probest(sotiriou,c("AGE","TUMOR_SIZE"),"recur",
  "TAMOXIFEN_TREATMENT","ELSTON.ELLIS_GRADE")

References

A. Kawaguchi, G. G. Koch and X. Wang (2012), "Stratified Multivariate Mann-Whitney Estimators for the Comparison of Two Treatments with Randomization Based Covariance Adjustment", Statistics in Biopharmaceutical Research 3 (2) 217-231.

J. E. Kolassa and Y. Seifu (2013), Nonparametric Multivariate Inference on Shift Parameters, Academic Radiology 20 (7), 883-888.