Focused Information Criteria for Model Comparison
Form indicator matrix describing all submodels of a general linear wid...
Form fic model indicator argument in presence of factors
Focused Information Criteria for Model Comparison
Focused information criteria for Cox proportional hazard regression mo...
Focused information criteria for flexible parametric survival models
Focused information criteria for generalized linear models
Focused information criteria for linear models
Focused information criteria for multi-state models for panel data
Focused information criteria: main user interface
Focused information criteria for parametric survival models
Focused information criteria: core calculation functions
Fit submodels of a general linear wide model, defined by a matrix of i...
Built-in focus functions and their derivatives
Interpolate cumulative hazard function from a fitted Cox model
Plot focused model comparison statistics: ggplot2 method
Convert data frame of covariate values to a design matrix
Plot focused model comparison statistics: base graphics method
Summarise focused model comparison results
Compares how well different models estimate a quantity of interest (the "focus") so that different models may be preferred for different purposes. Comparisons within any class of models fitted by maximum likelihood are supported, with shortcuts for commonly-used classes such as generalised linear models and parametric survival models. The methods originate from Claeskens and Hjort (2003) <doi:10.1198/016214503000000819> and Claeskens and Hjort (2008, ISBN:9780521852258).