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Statistical Foundations

Source: vignettes/articles/statistical_foundations.Rmd
statistical_foundations.Rmd

This article provides a comprehensive reference for the statistical methods implemented in summata. It serves as a technical companion to the package vignettes, detailing the mathematical foundations, assumptions, and interpretation of each supported model class.

For practical guidance on using these methods, see the Regression Modeling vignette.

Notation and Conventions

Throughout this article, we adopt the following notation:

Symbol Description
Y Response (outcome) variable
X₁, …, Xₚ Predictor (covariate) variables
β₀ Intercept
β₁, …, βₚ Regression coefficients
n Sample size
i Observation index (i = 1, …, n)
j Cluster index (for hierarchical data)
t Time (for survival models)
g(·) Link function
exp(·) Exponential function
log(·) Natural logarithm

Hypothesis Testing

Wald Test

Tests H₀: β = 0 using:

\[z = \frac{\hat{\beta}}{\text{SE}(\hat{\beta})}\]

Under H₀, z ~ N(0, 1) for GLM and Cox models. For linear models, the analogous statistic follows a t-distribution with n − p − 1 degrees of freedom.

Likelihood Ratio Test

Compares nested models:

\[\Lambda = -2[\log L_{\text{reduced}} - \log L_{\text{full}}]\]

Under H₀, Λ ~ χ²ₖ, where k is the difference in parameters.

Global Test

Tests H₀: all βⱼ = 0 (except intercept):

  • Linear models: F-test
  • GLMs: Likelihood ratio test
  • Cox models: Likelihood ratio, Wald, or score test

Confidence Intervals

Wald Confidence Intervals

For coefficient β with standard error SE(β):

\[\beta \pm z_{1-\alpha/2} \cdot \text{SE}(\beta)\]

where z₁₋α/₂ is the standard normal quantile (1.96 for 95% CI). Wald intervals are computationally inexpensive but may be inaccurate when the likelihood surface is asymmetric, which can occur with small samples, sparse data, or estimates near boundary values.

Exact t-Distribution Intervals

For linear models, confidence intervals use the t-distribution to account for estimation of the residual variance:

\[\beta \pm t_{n-p-1, \; 1-\alpha/2} \cdot \text{SE}(\beta)\]

where tₙ₋ₚ₋₁ is the t-quantile with n − p − 1 degrees of freedom. This produces wider intervals than the normal approximation, particularly when n is small relative to p.

Profile Likelihood Intervals

Profile likelihood intervals are based on inverting the likelihood ratio test. The confidence set for β is defined as:

\[\{\beta : 2[\log L(\hat{\beta}) - \log L(\beta)] \leq \chi^2_{1,1-\alpha}\}\]

Profile intervals are more accurate than Wald intervals for small samples or boundary estimates, because they respect the curvature of the likelihood surface rather than approximating it as quadratic. However, they require iterative computation (refitting the model for each parameter), which increases execution time.

Confidence Intervals for Effect Measures

For exponentiated coefficients (OR, HR, RR), the CI is obtained by exponentiating the interval endpoints from the coefficient scale:

\[\left(\exp(\text{CI}_{\text{lower}}), \; \exp(\text{CI}_{\text{upper}})\right)\]

where CI_lower and CI_upper are the confidence limits for β on the log scale, computed using whichever method (Wald, exact t, or profile likelihood) is appropriate for the model class. Note that exponentiation preserves coverage probability because exp(·) is a monotone transformation.

Implementation

The CI method is selected automatically based on model class, and can be overridden via the conf_method parameter:

Model Class Default (conf_method = "profile") With conf_method = "wald"
GLM (binomial, poisson) Profile likelihood via MASS::confint.glm() Wald (normal approximation)
Negative binomial Profile likelihood via MASS::confint.glm() Wald (normal approximation)
Quasi-likelihood (quasibinomial, quasipoisson) Wald (no true likelihood) Wald (no true likelihood)
Linear model (lm) Exact t-distribution via confint.lm() Wald (normal approximation)
Cox PH (coxph) Wald Wald
Mixed-effects (lmer, glmer, coxme) Wald Wald

Cox and mixed-effects models use Wald intervals regardless of the conf_method setting. For Cox models, Wald CIs are the standard convention in the survival analysis literature. For mixed-effects models, profile likelihood CIs are available in principle (via lme4::confint.merMod(method = "profile")), but are prohibitively slow for routine use and are not implemented in summata.

The conf_method can be set globally for a session:

options(summata.conf_method = "profile")  # Profile/exact-t (default)
options(summata.conf_method = "wald")  # Wald CIs throughout

Linear Regression

Model Specification

Linear regression models the expected value of a continuous response as a linear combination of predictors:

\[E[Y_i | X_i] = \beta_0 + \beta_1 X_{i1} + \beta_2 X_{i2} + \cdots + \beta_p X_{ip}\]

Equivalently, in matrix notation:

\[\mathbf{Y} = \mathbf{X}\mathbf{\beta} + \mathbf{\varepsilon}\]

where \(\mathbf{\varepsilon} \sim N(\mathbf{0}, \sigma^2\mathbf{I})\).

Assumptions

  1. Linearity: The relationship between predictors and response is linear
  2. Independence: Observations are independent
  3. Homoscedasticity: Constant error variance across all levels of predictors
  4. Normality: Errors are normally distributed (for inference)
  5. No multicollinearity: Predictors are not perfectly correlated

Parameter Estimation

Coefficients are estimated by ordinary least squares (OLS):

\[\hat{\mathbf{\beta}} = (\mathbf{X}'\mathbf{X})^{-1}\mathbf{X}'\mathbf{Y}\]

Interpretation

Each coefficient βⱼ represents the expected change in Y for a one-unit increase in Xⱼ, holding all other predictors constant.

Predictor Type Interpretation of β
Continuous Change in Y per unit increase in X
Binary (0/1) Difference in Y between groups
Categorical Difference from reference category

Goodness of Fit

Coefficient of determination (R²): \[R^2 = 1 - \frac{\sum_i (Y_i - \hat{Y}_i)^2}{\sum_i (Y_i - \bar{Y})^2}\]

Adjusted R²: \[R^2_{\text{adj}} = 1 - \frac{(1 - R^2)(n - 1)}{n - p - 1}\]

Root mean squared error (RMSE): \[\text{RMSE} = \sqrt{\frac{1}{n}\sum_i (Y_i - \hat{Y}_i)^2}\]

Note: this is the descriptive (biased) RMSE. The unbiased estimate of the residual standard deviation σ uses n − p − 1 in the denominator and is reported by summary.lm() as the “residual standard error.”

Implementation

In summata, linear regression is specified with model_type = "lm":

fit(data, outcome = "continuous_var", predictors, model_type = "lm")

Generalized Linear Models

Generalized linear models (GLMs) extend linear regression to accommodate non-normal response distributions through three components:

  1. Random component: Distribution of Y from the exponential family
  2. Systematic component: Linear predictor \(\eta = \mathbf{X}\mathbf{\beta}\)
  3. Link function: \(g(\mu) = \eta\), where \(\mu = E[Y]\)

Logistic Regression

Model Specification

For binary outcomes Y ∈ {0, 1}, logistic regression models the log-odds of the event:

\[\log\left(\frac{P(Y_i = 1 | X_i)}{1 - P(Y_i = 1 | X_i)}\right) = \beta_0 + \beta_1 X_{i1} + \cdots + \beta_p X_{ip}\]

Equivalently: \[P(Y_i = 1 | X_i) = \frac{\exp(\beta_0 + \beta_1 X_{i1} + \cdots + \beta_p X_{ip})}{1 + \exp(\beta_0 + \beta_1 X_{i1} + \cdots + \beta_p X_{ip})}\]

Assumptions

  1. Binary outcome: Y takes values 0 or 1
  2. Independence: Observations are independent
  3. Linearity in log-odds: Log-odds is a linear function of predictors
  4. No multicollinearity: Predictors are not perfectly correlated
  5. Large sample: Adequate events per predictor (≥10 rule of thumb)

Interpretation: Odds Ratios

The exponentiated coefficient exp(βⱼ) yields the odds ratio (OR):

\[\text{OR} = \exp(\beta_j) = \frac{\text{Odds}(Y = 1 | X_j + 1)}{\text{Odds}(Y = 1 | X_j)}\]

OR Value Interpretation
OR = 1 No association
OR > 1 Increased odds of outcome
OR < 1 Decreased odds of outcome

For a continuous predictor, the OR represents the multiplicative change in odds per one-unit increase. For a categorical predictor, the OR compares each level to the reference category.

Implementation 

fit(data, outcome = "binary_var", predictors, model_type = "glm", family = "binomial")

Poisson Regression

Model Specification

For count outcomes Y ∈ {0, 1, 2, …}, Poisson regression models the log of the expected count:

\[\log(E[Y_i | X_i]) = \beta_0 + \beta_1 X_{i1} + \cdots + \beta_p X_{ip}\]

Assumptions

  1. Count outcome: Y is a non-negative integer
  2. Independence: Observations are independent
  3. Equidispersion: Mean equals variance (E[Y] = Var(Y))
  4. Log-linear relationship: Log of expected count is linear in predictors

Interpretation: Rate Ratios

The exponentiated coefficient exp(βⱼ) yields the rate ratio (RR):

\[\text{RR} = \exp(\beta_j) = \frac{E[Y | X_j + 1]}{E[Y | X_j]}\]

Overdispersion

When Var(Y) > E[Y] (overdispersion), standard Poisson SEs are underestimated. Solutions include:

  • Quasipoisson: Estimates dispersion parameter φ
  • Negative binomial: Models additional variance component

Implementation 

# Standard Poisson
fit(data, outcome = "count_var", predictors, model_type = "glm", family = "poisson")

# Overdispersed counts
fit(data, outcome = "count_var", predictors, model_type = "glm", family = "quasipoisson")

Negative Binomial Regression

Model Specification

Negative binomial regression extends Poisson regression with an additional dispersion parameter θ:

\[Y_i \sim \text{NegBin}(\mu_i, \theta)\] \[\log(\mu_i) = \beta_0 + \beta_1 X_{i1} + \cdots + \beta_p X_{ip}\]

The variance is: \[\text{Var}(Y_i) = \mu_i + \frac{\mu_i^2}{\theta}\]

As θ → ∞, the negative binomial converges to Poisson.

When to Use

  • Residual deviance >> residual degrees of freedom in Poisson model
  • Variance substantially exceeds mean
  • Overdispersion test is significant

Implementation 

fit(data, outcome = "count_var", predictors, model_type = "negbin")

Requires the MASS package.

Gamma Regression

Model Specification

For positive, continuous, right-skewed outcomes, Gamma regression models:

\[Y_i \sim \text{Gamma}(\mu_i, \phi)\]

The canonical link for the Gamma family is the inverse (1/μ). In practice, the log link is often preferred because it yields more interpretable coefficients (multiplicative effects). When family = "Gamma" is passed as a string, summata defaults to the log link. The link can also be specified explicitly: \[\log(E[Y_i | X_i]) = \beta_0 + \beta_1 X_{i1} + \cdots + \beta_p X_{ip}\]

Assumptions

  1. Positive outcome: Y > 0
  2. Gamma distribution: Right-skewed, variance proportional to mean squared
  3. Independence: Observations are independent

Interpretation

With log link, exp(βⱼ) represents the multiplicative effect (ratio):

\[\frac{E[Y | X_j + 1]}{E[Y | X_j]} = \exp(\beta_j)\]

Common Applications

  • Healthcare costs
  • Length of hospital stay
  • Biomarker concentrations
  • Time durations

Implementation 

# String shorthand (resolves to log link)
fit(data, outcome = "positive_continuous", predictors, model_type = "glm", family = "Gamma")

# Explicit link specification
fit(data, outcome = "positive_continuous", predictors, model_type = "glm", family = Gamma(link = "log"))

# Gamma with inverse link (canonical)
fit(data, outcome = "positive_continuous", predictors, model_type = "glm", family = Gamma(link = "inverse"))

Quasi-Likelihood Models

Quasibinomial

For overdispersed binary data, quasibinomial regression estimates a dispersion parameter:

\[\text{Var}(Y_i) = \phi \cdot \mu_i(1 - \mu_i)\]

where φ > 1 indicates overdispersion. Coefficients are identical to binomial GLM, but standard errors are adjusted.

Quasipoisson

For overdispersed count data:

\[\text{Var}(Y_i) = \phi \cdot \mu_i\]

Implementation 

# Overdispersed binary
fit(data, outcome, predictors, model_type = "glm", family = "quasibinomial")

# Overdispersed counts
fit(data, outcome, predictors, model_type = "glm", family = "quasipoisson")

Summary of GLM Families

Family Outcome Type Link Effect Measure
binomial Binary logit Odds ratio
quasibinomial Binary (overdispersed) logit Odds ratio
poisson Count log Rate ratio
quasipoisson Count (overdispersed) log Rate ratio
gaussian Continuous identity Coefficient
Gamma Positive continuous inverse (canonical); log (in summata) Ratio (with log link)
inverse.gaussian Positive continuous 1/μ² —

Survival Analysis

Cox Proportional Hazards Model

Model Specification

The Cox model relates the hazard function to predictors:

\[h(t | X_i) = h_0(t) \exp(\beta_1 X_{i1} + \beta_2 X_{i2} + \cdots + \beta_p X_{ip})\]

where:

  • h(t | X) is the hazard (instantaneous risk) at time t
  • h₀(t) is the baseline hazard (unspecified)
  • exp(βⱼ) is the hazard ratio for predictor j

Assumptions

  1. Proportional hazards: Hazard ratios are constant over time
  2. Independence: Observations are independent (or appropriately modeled)
  3. Censoring: Non-informative censoring
  4. No multicollinearity: Predictors are not perfectly correlated

Interpretation: Hazard Ratios

The hazard ratio (HR) = exp(βⱼ) represents the relative hazard:

\[\text{HR} = \frac{h(t | X_j + 1)}{h(t | X_j)} = \exp(\beta_j)\]

HR Value Interpretation
HR = 1 No association with survival
HR > 1 Increased hazard (shorter survival)
HR < 1 Decreased hazard (longer survival)

Goodness of Fit

Concordance (Harrell’s C-index): \[C = P(\hat{h}_i > \hat{h}_j | T_i < T_j)\]

Proportion of concordant pairs; C = 0.5 indicates no discrimination, C = 1 indicates perfect discrimination.

Testing Proportional Hazards

The proportional hazards assumption can be tested using:

  • Scaled Schoenfeld residuals
  • Log-log survival plots
  • Time-dependent covariates

Implementation 

fit(data, outcome = "Surv(time, status)", predictors, model_type = "coxph")

Requires the survival package.

Conditional Logistic Regression

Model Specification

For matched case-control studies, conditional logistic regression conditions on the stratum:

\[\log\left(\frac{P(Y_i = 1 | X_i, \text{stratum})}{P(Y_i = 0 | X_i, \text{stratum})}\right) = \beta_1 X_{i1} + \cdots + \beta_p X_{ip}\]

Note: No intercept is estimated; it is absorbed by the stratum.

When to Use

  • 1:1 or 1:m matched case-control designs
  • Stratified analyses where stratum-specific effects are nuisance parameters

Implementation 

fit(data, outcome = "case_status", predictors, model_type = "clogit", strata = "match_id")

Requires the survival package.

Mixed-Effects Models

Mixed-effects models (hierarchical or multilevel models) account for correlation within clusters by incorporating random effects.

General Framework

For observation i within cluster j:

\[g(E[Y_{ij} | X_{ij}, u_j]) = \mathbf{X}_{ij}\mathbf{\beta} + \mathbf{Z}_{ij}\mathbf{u}_j\]

where:

  • β are fixed effects (common across all clusters)
  • uⱼ ~ N(0, Σ) are random effects (cluster-specific deviations)
  • Zᵢⱼ is the random effects design matrix

Linear Mixed-Effects Models

Model Specification

For continuous outcomes:

\[Y_{ij} = \beta_0 + \beta_1 X_{1ij} + \cdots + \beta_p X_{pij} + u_{0j} + u_{1j}X_{1ij} + \varepsilon_{ij}\]

where:

  • u₀ⱼ ~ N(0, σ²ᵤ₀) is the random intercept for cluster j
  • u₁ⱼ ~ N(0, σ²ᵤ₁) is the random slope (if included)
  • εᵢⱼ ~ N(0, σ²) is the residual error

Random Effects Syntax

Syntax Meaning
(1\|group) Random intercepts by group
(x\|group) Random intercepts and slopes for x
(1\|group1) + (1\|group2) Crossed random effects
(1\|group1/group2) Nested random effects

Implementation 

fit(data, outcome, c(predictors, "(1|cluster)"), model_type = "lmer")

Requires the lme4 package.

Generalized Linear Mixed-Effects Models

Model Specification

GLMMs extend mixed-effects models to non-normal outcomes:

\[g(E[Y_{ij} | X_{ij}, u_j]) = \beta_0 + \beta_1 X_{1ij} + \cdots + \beta_p X_{pij} + u_{0j}\]

Common families:

  • Binomial: Clustered binary outcomes
  • Poisson: Clustered count outcomes

Interpretation

Fixed effects are interpreted as conditional (cluster-specific) effects. The population-averaged effect may differ due to the non-linear link function.

Implementation 

# Binary outcome with clustering
fit(data, outcome, c(predictors, "(1|cluster)"), model_type = "glmer", family = "binomial")

# Count outcome with clustering
fit(data, outcome, c(predictors, "(1|cluster)"), model_type = "glmer", family = "poisson")

Requires the lme4 package.

Cox Mixed-Effects Models

Model Specification

For clustered survival data:

\[h_{ij}(t) = h_0(t) \exp(\beta_1 X_{1ij} + \cdots + \beta_p X_{pij} + u_j)\]

where uⱼ ~ N(0, σ²ᵤ) is the cluster-specific frailty term.

When to Use

  • Patients nested within hospitals or physicians
  • Repeated events within subjects
  • Multi-center clinical trials

Implementation 

fit(data, outcome = "Surv(time, status)", c(predictors, "(1|cluster)"), model_type = "coxme")

Requires the coxme package.

Sample Size Considerations

Mixed-effects models require adequate sample sizes at both levels:

Level Recommendation
Clusters ≥ 20–30 for stable variance estimates
Observations per cluster ≥ 5 for random intercepts
Total observations Standard regression guidelines apply

Interaction Effects

Model Specification

An interaction occurs when the effect of one predictor depends on the level of another. For predictors X and Z:

\[g(E[Y]) = \beta_0 + \beta_1 X + \beta_2 Z + \beta_3 (X \times Z)\]

where:

  • β₁ is the effect of X when Z = 0
  • β₂ is the effect of Z when X = 0
  • β₃ is the interaction effect (modification of X effect by Z)

Interpretation

Continuous × Continuous

For continuous X and Z, the effect of X on Y is:

\[\frac{\partial E[Y]}{\partial X} = \beta_1 + \beta_3 Z\]

The effect of X varies linearly with Z.

Continuous × Categorical

For continuous X and binary Z (0/1):

  • When Z = 0: Effect of X is β₁
  • When Z = 1: Effect of X is β₁ + β₃

Categorical × Categorical

For two categorical variables, each combination of levels has a distinct effect. The interaction coefficient represents the additional effect beyond the sum of main effects.

Testing Interactions

  1. Wald test: Test H₀: β₃ = 0
  2. Likelihood ratio test: Compare models with and without interaction
  3. Model comparison: Use compfit() to compare AIC/BIC

Implementation 

fit(data, outcome, predictors, interactions = c("X:Z"), model_type = "glm")

Model Quality Metrics

Information Criteria

Akaike Information Criterion (AIC)

\[\text{AIC} = -2\log L + 2k\]

where L is the maximized likelihood and k is the number of parameters. AIC balances fit and complexity; lower values indicate better models.

Bayesian Information Criterion (BIC)

\[\text{BIC} = -2\log L + k\log n\]

BIC penalizes complexity more heavily than AIC, especially for large samples.

Interpretation

Comparison Guideline
ΔAIC < 2 Models essentially equivalent
ΔAIC 2–7 Some support for lower-AIC model
ΔAIC > 10 Strong support for lower-AIC model

Discrimination Metrics

Concordance (C-statistic)

For binary outcomes or survival models:

\[C = P(\hat{p}_i > \hat{p}_j | Y_i = 1, Y_j = 0)\]

C Value Discrimination
0.5 No discrimination (random)
0.6–0.7 Poor
0.7–0.8 Acceptable
0.8–0.9 Excellent
> 0.9 Outstanding

Brier Score

For binary outcomes:

\[\text{Brier} = \frac{1}{n}\sum_i (Y_i - \hat{p}_i)^2\]

Lower values indicate better calibration; Brier = 0 is perfect.

Explained Variation

R² (Linear Models)

\[R^2 = 1 - \frac{SS_{\text{res}}}{SS_{\text{tot}}}\]

Proportion of variance explained.

Pseudo-R² (GLMs)

McFadden pseudo-R²: \[R^2_{\text{McF}} = 1 - \frac{\log L_{\text{full}}}{\log L_{\text{null}}}\]

Nagelkerke pseudo-R²: \[R^2_N = \frac{1 - (L_{\text{null}}/L_{\text{full}})^{2/n}}{1 - L_{\text{null}}^{2/n}}\]

Values are not directly comparable to linear R²; 0.2–0.4 typically indicates good fit for logistic models.

Composite Model Score (CMS)

Rationale

When comparing multiple candidate models, researchers typically examine several quality metrics: information criteria (AIC, BIC), discrimination (concordance), calibration (Brier score), and explained variation (R² or pseudo-R²). Each metric captures a different aspect of model performance, and no single measure is universally optimal for model selection.

The Composite Model Score (CMS) addresses this challenge by combining multiple metrics into a single summary value, facilitating rapid comparison across candidate models. This approach:

  1. Synthesizes complementary information from diverse metrics
  2. Provides model-type-specific weighting based on statistical conventions
  3. Normalizes metrics to a common 0–100 scale for interpretability
  4. Accounts for convergence issues that may invalidate model results

The CMS is intended as a screening tool to identify promising models, not as a replacement for substantive evaluation. Final model selection should always consider domain knowledge, parsimony, and the specific research objectives.

Methodology

Normalization

Each component metric is transformed to a 0–100 scale where higher values indicate better performance:

Information criteria (AIC, BIC) — Lower is better: \[S_{\text{AIC}} = 100 \times \left(1 - \frac{\text{AIC}_i - \text{AIC}_{\min}}{\text{AIC}_{\max} - \text{AIC}_{\min}}\right)\]

Concordance (C-statistic) — Higher is better, with 0.5 as floor: \[S_C = \begin{cases} 0 & C \leq 0.5 \\ 200 \times (C - 0.5) & C > 0.5 \end{cases}\]

Pseudo-R² (McFadden) — Scaled recognizing typical range: \[S_{R^2} = \min(100, \; 250 \times R^2_{\text{McF}})\]

This scaling reflects that McFadden’s R² rarely exceeds 0.4 even for well-fitting models.

Brier score — Lower is better, with 0.25 as no-skill baseline: \[S_{\text{Brier}} = 100 \times \left(1 - \frac{\text{Brier}}{0.25}\right)\]

Convergence — Categorical assessment: \[S_{\text{conv}} = \begin{cases} 100 & \text{converged normally} \\ 70 & \text{suspect (warnings)} \\ 30 & \text{failed to converge} \end{cases}\]

Weighting

Component scores are combined using model-type-specific weights that reflect the relative importance of each metric for that model class:

Model Type Convergence AIC Concordance Pseudo-R² Brier Global p
GLM (logistic) 0.15 0.25 0.40 0.15 0.05 —
Cox PH 0.15 0.30 0.40 — — 0.15
Linear 0.15 0.25 — 0.45 — 0.15

For mixed-effects models, additional components include marginal R², conditional R², and ICC.

Final Score

The CMS is computed as a weighted sum:

\[\text{CMS} = \sum_j w_j \times S_j\]

where wⱼ are the weights and Sⱼ are the normalized component scores.

Interpretation

CMS Range Interpretation
85–100 Excellent model quality
75–84 Very good
65–74 Good
55–64 Fair
< 55 Poor

These thresholds provide general guidance. A model with CMS = 80 is not necessarily “better” than one with CMS = 78—small differences should prompt examination of individual metrics and substantive considerations.

Limitations

  1. Relative ranking: CMS values are relative to the set of models being compared; they do not indicate absolute model quality
  2. Weight sensitivity: Results depend on the chosen weights; users with strong priors about metric importance can supply custom weights
  3. Metric availability: Not all metrics are available for all model types; weights are renormalized when components are missing
  4. No substitute for judgment: The CMS facilitates screening but does not replace careful model diagnostics and domain expertise

Implementation 

# Compare candidate models
comparison <- compfit(
  data = mydata,
  outcome = "y",
  predictors = list(
    "Model 1" = c("x1", "x2"),
    "Model 2" = c("x1", "x2", "x3"),
    "Model 3" = c("x1", "x2", "x3", "x4")
  ),
  model_type = "logistic"
)

# Custom weights emphasizing discrimination
comparison_custom <- compfit(
  data = mydata,
  outcome = "y",
  predictors = model_list,
  model_type = "logistic",
  scoring_weights = list(
    convergence = 0.10,
    aic = 0.20,
    concordance = 0.50,
    pseudo_r2 = 0.15,
    brier = 0.05
  )
)

References

Methodological

  • Agresti, A. (2013). Categorical Data Analysis (3rd ed.). Wiley.
  • Harrell, F. E. (2015). Regression Modeling Strategies (2nd ed.). Springer.
  • Hosmer, D. W., Lemeshow, S., & Sturdivant, R. X. (2013). Applied Logistic Regression (3rd ed.). Wiley.
  • Therneau, T. M., & Grambsch, P. M. (2000). Modeling Survival Data. Springer.
  • Gelman, A., & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press.

Software

  • R Core Team (2025). R: A Language and Environment for Statistical Computing. https://www.R-project.org/
  • Therneau, T. (2025). survival: Survival Analysis. R package. https://CRAN.R-project.org/package=survival
  • Bates, D., Mächler, M., Bolker, B., & Walker, S. (2015). Fitting linear mixed-effects models using lme4. Journal of Statistical Software, 67(1), 1–48.
  • Therneau, T. (2025). coxme: Cox Mixed-Effects Models. R package. https://CRAN.R-project.org/package=coxme
  • Venables, W. N., & Ripley, B. D. (2002). Modern Applied Statistics with S (4th ed.). Springer. (MASS package)

See Also