chestR: Kernel-Weighted Cox Regression for Treatment Effect
Heterogeneity
Explores treatment effect heterogeneity and candidate predictive
biomarkers by re-fitting weighted Cox proportional hazards models on a
biomarker grid. Kernel weights centred at each grid point produce local
coefficient estimates that can be visualised across biomarker space.
Builds on ideas related to graphical Cox treatment-covariate interaction
methods [see Bonetti and Gelber (2004) <doi:10.1093/biostatistics/kxh002> and
local partial-likelihood approaches Fan, Lin and Zhou (2006)
<doi:10.1214/009053605000000796>].
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