vcov.mjoint | R Documentation |
mjoint
objectReturns the variance-covariance matrix of the main parameters of
a fitted mjoint
model object.
## S3 method for class 'mjoint'
vcov(object, correlation = FALSE, ...)
object |
an object inheriting from class |
correlation |
logical: if |
... |
additional arguments; currently none are used. |
This is a generic function that extracts the variance-covariance
matrix of parameters from an mjoint
model fit. It is based on a
profile likelihood, so no estimates are given for the baseline hazard
function, which is generally considered a nuisance parameter. It is based
on the empirical information matrix (see Lin et al. 2002, and McLachlan
and Krishnan 2008 for details), so is only approximate.
A variance-covariance matrix.
This function is not to be confused with getVarCov
,
which returns the extracted variance-covariance matrix for the random
effects distribution.
Graeme L. Hickey (graemeleehickey@gmail.com)
Lin H, McCulloch CE, Mayne ST. Maximum likelihood estimation in the joint analysis of time-to-event and multiple longitudinal variables. Stat Med. 2002; 21: 2369-2382.
McLachlan GJ, Krishnan T. The EM Algorithm and Extensions. Second Edition. Wiley-Interscience; 2008.
vcov
for the generic method description, and
cov2cor
for details of efficient scaling of a
covariance matrix into the corresponding correlation matrix.
## Not run:
# Fit a classical univariate joint model with a single longitudinal outcome
# and a single time-to-event outcome
data(heart.valve)
hvd <- heart.valve[!is.na(heart.valve$log.grad) & !is.na(heart.valve$log.lvmi), ]
set.seed(1)
fit1 <- mjoint(formLongFixed = log.lvmi ~ time + age,
formLongRandom = ~ time | num,
formSurv = Surv(fuyrs, status) ~ age,
data = hvd,
timeVar = "time",
control = list(nMCscale = 2, burnin = 5)) # controls for illustration only
vcov(fit1)
## End(Not run)
## Not run:
# Fit a joint model with bivariate longitudinal outcomes
data(heart.valve)
hvd <- heart.valve[!is.na(heart.valve$log.grad) & !is.na(heart.valve$log.lvmi), ]
fit2 <- mjoint(
formLongFixed = list("grad" = log.grad ~ time + sex + hs,
"lvmi" = log.lvmi ~ time + sex),
formLongRandom = list("grad" = ~ 1 | num,
"lvmi" = ~ time | num),
formSurv = Surv(fuyrs, status) ~ age,
data = list(hvd, hvd),
inits = list("gamma" = c(0.11, 1.51, 0.80)),
timeVar = "time",
verbose = TRUE)
vcov(fit2)
## End(Not run)
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