fit.JointMM.fullmodel.longitudinal.part.cross.part.corr <-
function(d,quad.n){
dat = d$dat
dat.surv = d$dat.surv
X = d$X
X.aug = d$X.aug
Y= d$Y
nsample =d$nsample
N.obs = d$N.obs
N = d$N
prod.mat = d$prod.mat
gherm = d$gherm
gh.weights = d$gh.weights
gh.nodes = d$gh.nodes
bivar.gherm = d$bivar.gherm
X.test.coeff.index = d$X.test.coeff.index
##
start2 = c(.5,rep(0,sum(!X.test.coeff.index)),.5,20,1-1e-3,rep(0,sum(!X.test.coeff.index)),0)
names(start2) = c(c('se1',paste0('alpha',1:ncol(X.aug))),
'se2','phi','q','beta1',c(paste0('beta',2:ncol(X.aug))),'delta0')
lower = c(c(1e-5,rep(-Inf,sum(!X.test.coeff.index))),
rep(1e-3,2),max(Y)+1e-3,c(rep(-Inf,sum(!X.test.coeff.index)-1),-Inf,-Inf)
)
upper = c(rep(Inf,sum(!X.test.coeff.index)+1),
rep(Inf,2),1,c(rep(Inf,sum(!X.test.coeff.index)-1),Inf,Inf)
)
opt.H1 <- optim(
par=start2,
fn=joint.loglike.cross.part.corr,
gr = grad.joint.loglike.cross.part.corr,
method = 'L-BFGS-B',
control= list(maxit = 1e3),
lower = lower,
upper = upper,
X.aug=X.aug,Y=Y,prod.mat=prod.mat,
X.test.coeff.index=X.test.coeff.index,
Z=Z,dat.surv=dat.surv,
Z.test.coeff.index=Z.test.coeff.index,
nsample = nsample,N= N,
quad.n=quad.n,
bivar.gherm=bivar.gherm,
hessian = TRUE
)
est.H1 = opt.H1$par
est.hessian = opt.H1$hessian
status = opt.H1$convergence
##
est.H1 = c(opt.H1$par)
est.hessian = opt.H1$hessian
status = opt.H1$convergence
I.inverse = solve(est.hessian +1e-8)
vars = diag(I.inverse)
vars[which(vars<0)] = -vars[which(vars<0)]
SEs = sqrt(vars)
Wald.all.Longonly = Wald.presence.Longonly = Wald.proportion.Longonly = pval.all.Longonly = pval.presence.Longonly = pval.proportion.Longonly = rep(NA,ncol(X))
for (j in 1:ncol(X)){
ind = c(2+j,ncol(X)+6+j)
Wald.all.Longonly[j] = ifelse(sum(is.na(I.inverse[ind,ind])),NA,t(est.H1[ind]) %*% solve(I.inverse[ind,ind]) %*% est.H1[ind])
Wald.presence.Longonly[j] = ifelse(is.na(SEs[ind[1]]),NA,(est.H1[ind[1]]/SEs[ind[1]])^2)
Wald.proportion.Longonly[j] = ifelse(is.na(SEs[ind[2]]),NA,(est.H1[ind[2]]/SEs[ind[2]])^2)
pval.all.Longonly[j]= pchisq(Wald.all.Longonly[j],df =2,lower.tail = FALSE)
pval.presence.Longonly[j] = pchisq(Wald.presence.Longonly[j],df =1,lower.tail = FALSE)
pval.proportion.Longonly[j]= pchisq(Wald.proportion.Longonly[j],df =1,lower.tail = FALSE)
}
Wald.Ts.Longonly = rbind(Wald.all.Longonly,Wald.presence.Longonly,Wald.proportion.Longonly)
pvals.Longonly = rbind(pval.all.Longonly,pval.presence.Longonly,pval.proportion.Longonly)
colnames(Wald.Ts.Longonly) = colnames(pvals.Longonly) = colnames(X)
d$par.est.Longonly = est.H1
d$SEs = SEs
names(d$par.est.Longonly) = names(d$SEs)= names(start2)
d$est.hessian = est.hessian
d$I.inverse = I.inverse
d$Wald.Ts.Longonly = Wald.Ts.Longonly
d$pvals.Wald.Longonly = pvals.Longonly
d$status.Wald.Longonly = status
#wald test of the cross part correlation
Wald.cross.part.corr = ifelse(is.na(SEs[length(SEs)]),NA,(est.H1[length(SEs)]/SEs[length(SEs)])^2)
pval.cross.part.corr = pchisq(Wald.cross.part.corr,df =1,lower.tail = FALSE)
d$Wald.cross.part.corr =Wald.cross.part.corr
d$pval.cross.part.corr = pval.cross.part.corr
return(d)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.