coxphw: Weighted Estimation in Cox Regression
Implements weighted estimation in Cox regression as proposed by
Schemper, Wakounig and Heinze (Statistics in Medicine, 2009,
<doi:10.1002/sim.3623>) and as described in Dunkler, Ploner, Schemper and
Heinze (Journal of Statistical Software, 2018, <doi:10.18637/jss.v084.i02>).
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.
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