Compare estimated h
function when all predictors are at a particular quantile to when all are at a second fixed quantile
Usage
OverallRiskSummaries(
fit,
y = NULL,
Z = NULL,
X = NULL,
qs = seq(0.25, 0.75, by = 0.05),
q.fixed = 0.5,
method = "approx",
sel = NULL
)
Arguments
- fit
An object containing the results returned by a the
kmbayes
function- y
a vector of outcome data of length
n
.- Z
an
n
-by-M
matrix of predictor variables to be included in theh
function. Each row represents an observation and each column represents an predictor.- X
an
n
-by-K
matrix of covariate data where each row represents an observation and each column represents a covariate. Should not contain an intercept column.- qs
vector of quantiles at which to calculate the overall risk summary
- q.fixed
a second quantile at which to compare the estimated
h
function- method
method for obtaining posterior summaries at a vector of new points. Options are "approx" and "exact"; defaults to "approx", which is faster particularly for large datasets; see details
- sel
selects which iterations of the MCMC sampler to use for inference; see details
Value
a data frame containing the (posterior mean) estimate and posterior standard deviation of the overall risk measures
Details
If
method == "approx"
, the argumentsel
defaults to the second half of the MCMC iterations.If
method == "exact"
, the argumentsel
defaults to keeping every 10 iterations after dropping the first 50% of samples, or if this results in fewer than 100 iterations, than 100 iterations are kept
For guided examples and additional information, go to https://jenfb.github.io/bkmr/overview.html
Examples
## First generate dataset
set.seed(111)
dat <- SimData(n = 50, M = 4)
y <- dat$y
Z <- dat$Z
X <- dat$X
## Fit model with component-wise variable selection
## Using only 100 iterations to make example run quickly
## Typically should use a large number of iterations for inference
set.seed(111)
fitkm <- kmbayes(y = y, Z = Z, X = X, iter = 100, verbose = FALSE, varsel = TRUE)
#> Iteration: 10 (10% completed; 0.00487 secs elapsed)
#> Iteration: 20 (20% completed; 0.01043 secs elapsed)
#> Iteration: 30 (30% completed; 0.01565 secs elapsed)
#> Iteration: 40 (40% completed; 0.0209 secs elapsed)
#> Iteration: 50 (50% completed; 0.03424 secs elapsed)
#> Iteration: 60 (60% completed; 0.03943 secs elapsed)
#> Iteration: 70 (70% completed; 0.04473 secs elapsed)
#> Iteration: 80 (80% completed; 0.05 secs elapsed)
#> Iteration: 90 (90% completed; 0.05545 secs elapsed)
#> Iteration: 100 (100% completed; 0.06063 secs elapsed)
risks.overall <- OverallRiskSummaries(fit = fitkm, qs = seq(0.25, 0.75, by = 0.05),
q.fixed = 0.5, method = "exact")