--- title: "Debiased inference, wild bootstrap, and Efron's bootstrap" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Debiased inference, wild bootstrap, and Efron's bootstrap} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r setup, include=FALSE} knitr::opts_chunk$set(collapse = TRUE, comment = "#>") ``` ```{r smoke-data, include=FALSE} set.seed(2026) n_smoke <- 140 p_smoke <- 6 X_smoke <- matrix(rnorm(n_smoke * p_smoke), n_smoke, p_smoke) colnames(X_smoke) <- paste0("x", seq_len(p_smoke)) beta_smoke <- c(1.0, -0.8, 0.6, 0, 0, 0) T_smoke <- rexp(n_smoke, rate = 0.05 * exp(drop(X_smoke %*% beta_smoke))) C_smoke <- rexp(n_smoke, rate = 0.025) time_smoke <- pmin(T_smoke, C_smoke) status_smoke <- as.integer(T_smoke <= C_smoke) library(selSurv) fit_smoke <- coxlasso_fit(X_smoke, time_smoke, status_smoke, lambda_choice = "1se") ``` This vignette covers inference for the debiased Cox-Lasso estimator. The debiased estimator targets full-model coefficients; it is conceptually distinct from inference for an unpenalized refit on a selected support. ## Debiased estimator Let `fit` be the result of `coxlasso_fit()`. The package applies the score-based correction and estimates the inverse-information directions by nodewise regression. ```{r debias, eval=FALSE} db <- coxlasso_debias(fit) summary(db) ``` The implementation keeps the original Cox-Lasso pilot and the estimated nodewise correction available for subsequent bootstrap inference. ## Wild bootstrap and Efron's bootstrap Both bootstrap constructions operate on the debiased representation rather than repeating Cox-Lasso fitting and nodewise estimation in every bootstrap sample. ```{r bootstrap, eval=FALSE} db_boot <- coxlasso_boot( fit, inference = "debiased", type = c("wild", "efron"), B = 500, conf_level = 0.95, seed = 2026 ) summary(db_boot) ``` The string `"efron"` is the software argument naming Efron's bootstrap. In prose, the method is referred to as **Efron's bootstrap**. ```{r debias-smoke, include=FALSE} db_smoke <- coxlasso_debias(fit_smoke) summary(db_smoke) db_boot_smoke <- coxlasso_boot( fit_smoke, inference = "debiased", type = c("wild", "efron"), B = 3L, conf_level = 0.95, seed = 2026 ) summary(db_boot_smoke) ``` ## Interpretation The wild bootstrap and Efron's bootstrap approximate uncertainty for the debiased full-model coefficient target. They should not be interpreted as fixed-support or selection-conditional inference. The methodological details and theoretical justification are developed in *Wild Bootstrap and Efron's Bootstrap for Debiased Cox Regression*.