--- title: "Fixed-support model-based bootstrap" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Fixed-support model-based 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") ``` The fixed-support model-based bootstrap quantifies uncertainty for the unpenalized Cox refit on the support selected in the observed data. The observed support is retained throughout bootstrap analysis. ## Public interface ```{r fixed, eval=FALSE} fixed <- coxlasso_boot( fit, inference = "conditional", B = 500, conf_level = 0.95, seed = 2026 ) summary(fixed) ``` Here, `inference = "conditional"` means that the selected support is held fixed as the working model. It does **not** denote formal conditioning on the complete Lasso selection event. ```{r fixed-smoke, include=FALSE} fixed_smoke <- coxlasso_boot( fit_smoke, inference = "conditional", B = 3L, conf_level = 0.95, seed = 2026 ) summary(fixed_smoke) ``` ## Bootstrap construction The model-based generator uses the observed selected-model Cox refit, a Breslow estimate of the cumulative baseline hazard, and an estimated censoring distribution. Bootstrap event and censoring outcomes are generated from this plug-in model, followed by an unpenalized Cox refit on the same support in every replicate. The underlying methodological paper establishes first-order validity under Cox regularity, sparse-model, and support-recovery assumptions. The software does not claim an exact finite-sample selective guarantee when support selection remains unstable. ## Reporting Report the selected support, coefficient estimates, interval construction, bootstrap size `B`, tie handling, censoring model, and any convergence diagnostics together with the intervals.