mmbcv: Bias-corrected sandwich variance for clustered multistate Cox models
Overview | Cluster-robust and bias-corrected variance estimators | Technical details | Notation | [\widehat{\mathrm{Var}}_{\mathrm{robust}}(\hat\beta) | A common sandwich form | [\widehat{\mathrm{Var}}(\hat\beta) | Martingale-residual (MR) correction | [\widehat{\mathrm{Var}}_{\mathrm{MR}}(\hat\beta) | Multiplicative corrections: KC, FG, and MD | [\widehat{\mathrm{Var}}_{\mathrm{KC}}(\hat\beta) | [C^{FG}_i | [\widehat{\mathrm{Var}}_{\mathrm{FG}}(\hat\beta) | [\widehat{\mathrm{Var}}_{\mathrm{MD}}(\hat\beta) | Additive correction: MBN | [\widehat{\mathrm{Var}}_{\mathrm{MBN}}(\hat\beta) | Hybrid MR estimators | [\widehat{\mathrm{Var}}_{\mathrm{KCMR}}(\hat\beta) | [\widehat{\mathrm{Var}}_{\mathrm{FGMR}}(\hat\beta) | [\widehat{\mathrm{Var}}_{\mathrm{MDMR}}(\hat\beta) | [\widehat{\mathrm{Var}}_{\mathrm{MBNMR}}(\hat\beta) | Main function and arguments | Worked example | Example data | Fitting a multistate Cox model with survival | Computing variance estimators | Interpreting the output | Efron ties | Tests for correlated coefficient patterns | Common inputs and output | [\widehat | Omnibus heterogeneity test | [D\widehat | Generalized least-squares linear-trend test | [\widehat | \begin | (A^\top\widehat V^{-1}A)^{-1}A^\top\widehat V^{-1}\widehat{\boldsymbol\beta},\qquad\widehat{\mathrm{Var}}(\widehat{\boldsymbol\theta}) | Order-restricted test | [\widetilde | [T=\widehat | [\overline\chi^2 | Worked examples | Applying the tests to an MMBCV() analysis | Standalone example with seven coefficients | Selecting a subset and specifying unequal positions | Practical remarks | Choosing a variance estimator | Choosing among the coefficient-pattern tests | Reporting | References
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