sievePH: Sieve Analysis Methods for Proportional Hazards Models

Implements a suite of semiparametric and nonparametric kernel-smoothed estimation and testing procedures for continuous mark-specific stratified hazard ratio (treatment/placebo) models in a randomized treatment efficacy trial with a time-to-event endpoint. Semiparametric methods, allowing multivariate marks, are described in Juraska M and Gilbert PB (2013), Mark-specific hazard ratio model with multivariate continuous marks: an application to vaccine efficacy. Biometrics 69(2):328-337 <doi:10.1111/biom.12016>, and in Juraska M and Gilbert PB (2016), Mark-specific hazard ratio model with missing multivariate marks. Lifetime Data Analysis 22(4):606-25 <doi:10.1007/s10985-015-9353-9>. Nonparametric kernel-smoothed methods, allowing univariate marks only, are described in Sun Y and Gilbert PB (2012), Estimation of stratified mark‐specific proportional hazards models with missing marks. Scandinavian Journal of Statistics}, 39(1):34-52 <doi:10.1111/j.1467-9469.2011.00746.x>, and in Gilbert PB and Sun Y (2015), Inferences on relative failure rates in stratified mark-specific proportional hazards models with missing marks, with application to human immunodeficiency virus vaccine efficacy trials. Journal of the Royal Statistical Society Series C: Applied Statistics, 64(1):49-73 <doi:10.1111/rssc.12067>. Both semiparametric and nonparametric approaches consider two scenarios: (1) the mark is fully observed in all subjects who experience the event of interest, and (2) the mark is subject to missingness-at-random in subjects who experience the event of interest. For models with missing marks, estimators are implemented based on (i) inverse probability weighting (IPW) of complete cases (for the semiparametric framework), and (ii) augmentation of the IPW estimating functions by leveraging correlations between the mark and auxiliary data to 'impute' the augmentation term for subjects with missing marks (for both the semiparametric and nonparametric framework). The augmented IPW estimators are doubly robust and recommended for use with incomplete mark data. The semiparametric methods make two key assumptions: (i) the time-to-event is assumed to be conditionally independent of the mark given treatment, and (ii) the weight function in the semiparametric density ratio/biased sampling model is assumed to be exponential. Diagnostic testing procedures for evaluating validity of both assumptions are implemented. Summary and plotting functions are provided for estimation and inferential results.

Version: 1.1
Imports: graphics, stats, survival, ggplot2, ggpubr, scales, plyr, np
LinkingTo: Rcpp, RcppArmadillo
Published: 2024-05-17
DOI: 10.32614/CRAN.package.sievePH
Author: Michal Juraska [aut, cre], Li Li [ctb], Stephanie Wu [ctb]
Maintainer: Michal Juraska <mjuraska at>
License: GPL-2
NeedsCompilation: yes
Materials: README NEWS
In views: MissingData
CRAN checks: sievePH results


Reference manual: sievePH.pdf


Package source: sievePH_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sievePH_1.1.tgz, r-oldrel (arm64): sievePH_1.1.tgz, r-release (x86_64): sievePH_1.1.tgz, r-oldrel (x86_64): sievePH_1.1.tgz
Old sources: sievePH archive


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