ahw

R package for performing continuous-time weight¹ estimation based on Aalens additive hazard model. The weights, and weighted additive hazard regressions are consistent². Moreover, (weighted) additive hazard estimates can be transformed for estimating other parameters consistently³, paving the way for causal survival analysis.

Getting Started

Prerequisites

Make sure to have the following libraries installed:

timereg
data.table

It is an advantage to be familiar with timereg::aalen

Installing

Make sure to have the devtools package installed. Then run

devtools::install_github("palryalen/ahw").

You can also download the source from this page and build the package manually.

Examples

library(ahw)

example(makeContWeights)

Versioning

We use SemVer for versioning.

Authors

• Pål Ryalen

License

This project is licensed under the Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0) licence. You are therefore free to

• Share — copy and redistribute the material in any medium or format

• Adapt — remix, transform, and build upon the material

References

1: Kjetil Røysland, A martingale approach to continuous-time marginal structural models, Bernoulli

2: Pål Ryalen, Mats Stensrud, Kjetil Røysland, The additive hazard estimator is consistent for continuous time marginal structural models

3: Pål Ryalen, Mats Stensrud, Kjetil Røysland, Transforming cumulative hazard estimates