## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, ##dev="png", dpi=50, fig.width=7.15, fig.height=5.5, out.width="600px", fig.retina=1, comment = "#>" ) library(mets) ## ----------------------------------------------------------------------------- library(mets) options(warn=-1) set.seed(1000) # to control output in simulatins for p-values below. n <- 1000 k <- 5 theta <- 2 data <- simClaytonOakes(n,k,theta,0.3,3) ## ----------------------------------------------------------------------------- out <- phreg(Surv(time,status)~x+cluster(cluster),data=data) summary(out) # robust standard errors attached to output rob <- robust.phreg(out) ## ----------------------------------------------------------------------------- # making iid decomposition of regression parameters betaiid <- IC(out) head(betaiid) # robust standard errors crossprod(betaiid/NROW(betaiid))^.5 # same as ## ----------------------------------------------------------------------------- bplot(rob,se=TRUE,robust=TRUE,col=3) ## ----------------------------------------------------------------------------- pp <- predict(out,data[1:20,],se=TRUE,robust=TRUE) plot(pp,se=TRUE,whichx=1:10) ## ----------------------------------------------------------------------------- tt <- twostageMLE(out,data=data) summary(tt) ## ----------------------------------------------------------------------------- gout <- gof(out) gout ## ----------------------------------------------------------------------------- plot(gout) ## ----------------------------------------------------------------------------- out <- phreg(Surv(time,status)~x+strata(cluster),data=data) summary(out) ## ----------------------------------------------------------------------------- sessionInfo()