Conditional Logistic Regression with Individual-level External Data (CLR-Indi)
ncc_indi.RdFits a series of Conditional Logistic Regression models that integrate external
individual-level data via a composite likelihood weight etas,
suitable for matched case-control studies.
Usage
ncc_indi(
y_int,
z_int,
stratum_int,
y_ext,
z_ext,
stratum_ext,
etas,
max_iter = 100,
tol = 1e-07,
message = FALSE
)Arguments
- y_int
Numeric vector of binary outcomes for the internal dataset (0 = control, 1 = case).
- z_int
Numeric matrix of covariates for the internal dataset.
- stratum_int
Numeric or factor vector defining the matched sets (strata) for the internal dataset. Required.
- y_ext
Numeric vector of binary outcomes for the external dataset (0 = control, 1 = case).
- z_ext
Numeric matrix of covariates for the external dataset. Must have the same number of columns as
z_int.- stratum_ext
Numeric or factor vector defining the matched sets (strata) for the external dataset. Required.
- etas
Numeric vector of nonnegative external weights.
eta = 0gives an internal-only fit.- max_iter
Maximum number of Newton-Raphson iterations. Default
100.- tol
Convergence tolerance. Default
1e-7.- message
Logical. If
TRUE, shows a progress bar. DefaultFALSE.
Value
An object of class "ncc_indi" and "cox_indi" containing
the estimation results for each eta value. See cox_indi for
a description of the return components.
Details
This function maps the Conditional Logistic Regression problem to a Cox PH
model with fixed event time \(T=1\) and event indicator \(\delta=y\)
for both the internal and external matched case-control datasets, then calls
cox_indi as the core engine.
The fitted objective is $$\ell_\eta(\beta) = \ell_{\text{int}}(\beta) + \eta \, \ell_{\text{ext}}(\beta),$$ where both likelihoods are the conditional (partial) log-likelihoods of the respective matched datasets, with internal and external risk sets kept separated.
See also
cox_indi for the core function documentation.
Examples
if (FALSE) { # \dontrun{
## Load the matched case-control individual-level example data
data(ExampleData_cc_indi)
y_int <- ExampleData_cc_indi$internal$y
z_int <- ExampleData_cc_indi$internal$z
stratum_int <- ExampleData_cc_indi$internal$stratum
y_ext <- ExampleData_cc_indi$external$y
z_ext <- ExampleData_cc_indi$external$z
stratum_ext <- ExampleData_cc_indi$external$stratum
## Generate a sequence of eta values
eta_list <- generate_eta(method = "exponential", n = 50, max_eta = 10)
## Fit the composite-likelihood CLR path
fit_path <- ncc_indi(
y_int = y_int,
z_int = z_int,
stratum_int = stratum_int,
y_ext = y_ext,
z_ext = z_ext,
stratum_ext = stratum_ext,
etas = eta_list
)
} # }