Multistate Model Bias-Corrected Robust Variance
Overview
Computes robust and bias-corrected sandwich variance estimators for multi-state Cox models with clustered time-to-event data. Also provides Wald tests for heterogeneity, generalized least-squares linear trends, and order-restricted trends among transition-specific coefficients. The methodology extends the marginal Cox model bias-correction framework of Wang et al. (2023) doi:10.1002/bimj.202200113 to the multi-state setting.
- Added
heterogeneity_test()for testing equality of transition-specific effects. - Added
linear_trend_test()for testing GLS linear trends. - Added
order_restricted_test()with chi-bar-square inference. - Added support for coefficient subsets and user-specified transition scores.
- Created separate help pages for the three tests.
- Reorganized internal testing functions into separate source files.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-08
- WARNING12 OK, 1 WARNING2026-06-07
- OK7 OK2026-04-01
Documentation
- Help pages
- 6
- Examples that run
- 100%5 run in a plain check
- Exported functions with examples
- 80%
- Documented parameters
- 96%
- Return-value docs
- 100%
- Help pages citing references
- 67%
Downloads
Dependencies
Installing mmbcv adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
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- 1.0.0Latest2026-07-22 · current release · diff ↗ ·
added 3 exports
heterogeneity_test, linear_trend_test, order_restricted_test - RR 4.6.0 released · 2026-04-24
- 0.3.02026-03-31
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-31
- Total releases
- 2 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 33 KB / 1 file
- Download size
- 116 KB
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