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coxphw: Weighted Estimation in Cox Regression

This package implements weighted estimation in Cox regression as proposed by Schemper, Wakounig and Heinze (Statistics in Medicine, 2009). Weighted Cox regression provides unbiased average hazard ratio estimates also in case of non-proportional hazards. Approximated generalized concordance probability an effect size measure for clear-cut decisions can be obtained. Additionally estimation of nonlinear effects using fractional polynomials similar to the MFP algorithm (Royston, Sauerbrei, 2008) is provided. This feature can also be used to estimate the interaction of a covariate with a nonlinear function of time.