Heller Explained Relative Risk
coxphERR.Rd
Calculates the contribution of a subset of covariates to the explained relative risk derived from the full Cox proportional hazards model.
Arguments
- phfit
The output from a proportional hazards fit.
- ngamma
A vector of indices corresponding to covariates of interest. If missing (default), the explained relative risk is computed for the full model.
Value
The function coxphERR returns the vector (ERR, se.ERR). The first component ERR represents the contribution of a subset of covariates to the explained relative risk estimate of the full model. If a set of covariates is not provided, then it computes the estimate of the full model. The second component se.ERR is the standard error of the estimate.
References
Heller G. (2012) A measure of explained risk in the proportional hazards model. Biostatistics
Examples
if (FALSE) {
library(survival)
ovarianfit <- coxph(Surv(futime, fustat) ~ age + resid.ds + rx +
ecog.ps, data=ovarian,x=T)
# Compute the explained relative risk (ERR) and
# its standard error (se.ERR) for the full model.
coxphERR(ovarianfit)
# Compute the contribution of age and ECOG performance status to
# the explained relative risk. Age and ECOG performance status are
# the first and fourth covariates in the model.
coxphERR(ovarianfit, c(1,4))
}