coxmnar
0.1.0Cox Regression with Missing not at Random Failure Indicators
Overview
Implements estimation for the Cox (1972, 1975) doi:10.1111/j.2517-6161.1972.tb00899.x doi:10.1093/biomet/62.2.269 proportional hazards model when the failure indicator (cause of failure) is missing not at random (MNAR), following the two adjusted imputation-based estimating equations of Liu and Liu (2026) doi:10.1007/s11222-026-10857-1. Also provided for comparison are the full-data partial-likelihood estimator of Andersen and Gill (1982) doi:10.1214/aos/1176345976, the complete-case estimator, and the missing-at-random imputation estimator of Liu and Wang (2010, Statistica Sinica, 20, 1125-1142). The probability models for the failure indicator and for the missingness mechanism are estimated jointly by maximum likelihood following Sun, Xie, and Liang (2013) doi:10.1007/s11425-012-4492-x, and a Nadaraya-Watson kernel-smoothed estimator of the missingness propensity is constructed following Qiu, Chen, and Zhou (2015) doi:10.1016/j.spl.2014.12.006. Both an asymptotic (sandwich-type) variance estimator and a nonparametric bootstrap variance estimator are provided. When failure indicators are fully observed the estimators reduce algebraically to the classical Cox partial-likelihood estimator.
Install
Health
- OK2026-08-0512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-028 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-08-017 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
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- Documented parameters
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- Return-value docs
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- References docs
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Code & Tests
People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-07-31 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-31
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.1.0
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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