Marginal Cox Regression Screening

Usage

screen.marg(time, event, X, obsWeights = NULL, minscreen = 2, min.p = 0.1, ...)

Arguments

time: Observed follow-up time.
event: Observed event indicator.
X: Training covariate data.frame.
obsWeights: Observation weights.
minscreen: Minimum number of covariates to return. Defaults to 2.
min.p: Threshold p-value. Defaults to 0.1.
...: Additional ignored arguments.

Value

A logical vector of the same length as the number of columns in X, indicating which variables passed the screening algorithm (TRUE to keep, FALSE to drop).

Examples

data("metabric", package = "SuperSurv")
dat <- metabric[1:40, ]
x_cols <- grep("^x", names(dat))[1:5]
X <- dat[, x_cols, drop = FALSE]

screen.marg(
  time = dat$duration,
  event = dat$event,
  X = X,
  minscreen = 2,
  min.p = 0.2
)
#>    x0    x1    x2    x3    x4 
#>  TRUE  TRUE FALSE FALSE FALSE