qmatrix.msm | R Documentation |
Extract the estimated transition intensity matrix, and the corresponding standard errors, from a fitted multi-state model at a given set of covariate values.
qmatrix.msm(
x,
covariates = "mean",
sojourn = FALSE,
ci = c("delta", "normal", "bootstrap", "none"),
cl = 0.95,
B = 1000,
cores = NULL
)
x |
A fitted multi-state model, as returned by |
covariates |
The covariate values at which to estimate the intensity
matrix. This can either be: the string the number or a list of values, with optional names. For example
where the order of the list follows the order of the covariates originally given in the model formula. Or more clearly, a named list,
If some covariates are specified but not others, the missing ones default to zero. With |
sojourn |
Set to TRUE if the estimated sojourn times and their standard errors should also be returned. |
ci |
If If If |
cl |
Width of the symmetric confidence interval to present. Defaults to 0.95. |
B |
Number of bootstrap replicates, or number of normal simulations from the distribution of the MLEs. |
cores |
Number of cores to use for bootstrapping using parallel
processing. See |
Transition intensities and covariate effects are estimated on the log scale
by msm
. A covariance matrix is estimated from the Hessian of
the maximised log-likelihood.
A more practically meaningful parameterisation of a continuous-time Markov
model with transition intensities q_{rs}
is in terms of the mean
sojourn times -1 / q_{rr}
in each state r
and the probabilities
that the next move of the process when in state r
is to state s
,
-q_{rs} / q_{rr}
.
A list with components:
estimate |
Estimated transition intensity matrix. |
SE |
Corresponding approximate standard errors. |
L |
Lower confidence limits |
U |
Upper confidence limits |
Or if ci="none"
, then qmatrix.msm
just returns the estimated
transition intensity matrix.
If sojourn
is TRUE
, extra components called sojourn
,
sojournSE
, sojournL
and sojournU
are included,
containing the estimates, standard errors and confidence limits,
respectively, of the mean sojourn times in each transient state.
The default print method for objects returned by qmatrix.msm
presents estimates and confidence limits. To present estimates and standard
errors, do something like
qmatrix.msm(x)[c("estimates","SE")]
C. H. Jackson chris.jackson@mrc-bsu.cam.ac.uk
pmatrix.msm
, sojourn.msm
,
deltamethod
, ematrix.msm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.