Cumulative hazard transformation

Description

Transforms survival times using the cumulative hazard function.

Usage

cumhaz (y, d)

Argument

yvector of nonnegative survival times
dvector of censoring indicators, should be the same length as y. If d is missing the data is assumed to be uncensored.

Value

A vector of transformed survival times.

Note

The primary use of doing a cumulative hazard transformation is that after such a transformation, exponential survival models yield results that are often very much comparable to proportional hazards models. In our implementation of Logic Regression, however, exponential survival models run much faster than proportional hazards models when there are no continuous separate covariates.

Author(s)

Ingo Ruczinski and Charles Kooperberg

References

Ruczinski I, Kooperberg C, LeBlanc ML (2003). Logic Regression, Journal of Computational and Graphical Statistics12, 475-511.

See Also

logreg

Examples

data(logreg.testdat)
#
# this is not survival data, but it shows the functionality
yy <- cumhaz(exp(logreg.testdat[,1]), logreg.testdat[, 2])
# then we would use
# logreg(resp=yy, cens=logreg.testdat[,2], type=5, ...
# insted of
# logreg(resp=logreg.testdat[,1], cens=logreg.testdat[,2], type=4, ...