targetRMST() runs an additional one-step TMLE update that targets the
restricted mean survival time (RMST) and cause-specific life-years-lost (LYL)
estimands directly, rather than integrating pointwise-targeted absolute
risks (the approach used by getRMST()).
The estimand \(\mathrm{LYL}_j(\tau)=\int_0^\tau F_j(t)\,dt\) is a smooth
time-average of the cumulative incidence, so its efficient influence function
is the time-integral of the pointwise risk influence functions and its clever
covariate is the time-integral of the pointwise clever covariates:
$$H_{l,j,\tau}(s) = \frac{\pi^*(A\mid W)}{\pi(A\mid W) S_c(s^-)}
\left[\mathbf 1(l=j)(\tau-s) - \frac{\int_s^\tau F_j(t)\,dt - (\tau-s)F_j(s)}{S(s)}\right].$$
Targeting this single, well-conditioned functional avoids the dependence on a
dense TargetTime grid and tends to converge and cover better than the
pointwise approach in rare-event, competing-risk, and long-horizon settings.
Starting from the hazards in ConcreteEst (already fit by doConcrete()),
targetRMST() fluctuates them along \(H\) until the empirical mean of the
RMST/LYL influence function is small, then reports the directly-targeted
estimates with influence-function standard errors, p-values, and (optionally)
a non-inferiority assessment.
Arguments
- ConcreteEst
a
"ConcreteEst"object fromdoConcrete().- Horizon
numeric: the restriction horizon \(\tau\). Defaults to the largest target time; snapped to the nearest target time at or below it.
- Intervention
numeric (default
seq_along(ConcreteEst)): interventions to summarize; the first two are treated as treatment and control.- TargetEvent
numeric: event types to target. Defaults to the events the model was fit on.
- MaxUpdateIter
integer: maximum fluctuation steps.
- OneStepEps
numeric: initial step size for the fluctuation.
- Signif
numeric (default 0.05): alpha for confidence intervals and two-sided Wald p-values.
- NIMargin, NIDirection
optional non-inferiority margin and direction, passed to the contrast estimands (see
getOutput()).- EICStopRule
one of
"hybrid"(default),"relative", or"absolute": the stopping rule for the RMST/LYL estimating equation, evaluated on the rescaled fraction-of-horizon scale.- EICStopAbsTol
numeric absolute tolerance for the
"absolute"and"hybrid"rules on the fraction scale. Defaults to0.02 / sqrt(n).- Verbose
logical: print per-step convergence diagnostics.
Value
a data.table of class "ConcreteOut" with the directly-targeted
RMST / life-years-lost estimates. The per-arm convergence status is stored
in attr(., "RMSTConverged"). If the fit was built with Strata (see
formatArguments()), the standard errors are corrected for the stratified
/ covariate-adaptive randomization design.
See also
getRMST() for the integrate-pointwise-risks version.
