Weighted Estimation in Cox Regression
Implements weighted estimation in Cox regression as proposed by
Schemper, Wakounig and Heinze (Statistics in Medicine, 2009, <10.1002>). Weighted Cox regression
provides unbiased average hazard ratio estimates also in case of non-proportional hazards.
Approximated generalized concordance probability an effect size measure for clear-cut
decisions can be obtained.
The package provides options to estimate time-dependent effects conveniently by
including interactions of covariates with arbitrary functions of time, with or without
making use of the weighting option.10.1002>