est_mc_basic: Estimate basic Markov chain (MC) model In LMest: Generalized Latent Markov Models

Description

Main function for estimating the basic MC model.

The function is no longer maintained. Please look at lmestMc function.

Usage

 1 est_mc_basic(S, yv, mod = 0, tol = 10^-8, maxit = 1000, out_se = FALSE)

Arguments

 S matrix (n x TT) of available configurations of the response variable with categories starting from 0 yv vector of frequencies of the available configurations mod model on the transition probabilities (0 for time-heter., 1 for time-homog., from 2 to (TT-1) partial homog. of that order) tol tolerance level for convergence maxit maximum number of iterations of the algorithm out_se to compute the information matrix and standard errors

Value

 lk maximum log-likelihood piv estimate of initial probability vector Pi estimate of transition probability matrices np number of free parameters aic value of AIC for model selection bic value of BIC for model selection Fy estimated marginal distribution of the response variable for each time occasion sepiv standard errors for the initial probabilities sePi standard errors for the transition probabilities call command used to call the function

Author(s)

Francesco Bartolucci, Silvia Pandolfi, University of Perugia (IT), http://www.stat.unipg.it/bartolucci

References

Bartolucci, F., Farcomeni, A. and Pennoni, F. (2013) Latent Markov Models for Longitudinal Data, Chapman and Hall/CRC press.

Examples

 1 2 3 4 5 6 7 8 9 10 11 # Example of drug consumption data # load data data(data_drug) data_drug <- as.matrix(data_drug) S <- ,1:5]-1 yv <- ,6] # fit of the Basic MC model out <- est_mc_basic(S, yv, mod = 1, out_se = TRUE) summary(out)

Example output

Call:
est_mc_basic(S = S, yv = yv, mod = 1, out_se = TRUE)

Coefficients:

Initial probabilities:
est_piv
0  0.9198
1  0.0591
2  0.0211

Standard errors for the initial probabilities:
se_piv
0 0.0176
1 0.0153
2 0.0093

Transition probabilities:
category
category      0      1      2
0 0.8342 0.1250 0.0408
1 0.2846 0.4472 0.2683
2 0.0787 0.1573 0.7640

Standard errors for the transition probabilities:
category
category      0      1      2
0 0.0137 0.0122 0.0073
1 0.0407 0.0448 0.0400
2 0.0285 0.0386 0.0450

LMest documentation built on Oct. 10, 2021, 1:09 a.m.