Calculates crude initial values for transition intensities by assuming that the data represent the exact transition times of the Markov process.
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formula |
A formula giving the vectors containing the observed states and the corresponding observation times. For example,
Observed states should be in the set |
subject |
Vector of subject identification numbers for the data
specified by |
qmatrix |
Matrix of indicators for the allowed
transitions. An initial value will be estimated for each
value of qmatrix that is greater than zero. Transitions are
taken as disallowed for each entry of |
data |
An optional data frame in which the variables represented
by |
censor |
A state, or vector of states, which indicates
censoring. See |
censor.states |
Specifies the underlying states which censored observations can
represent. See |
Suppose we want a crude estimate of the transition intensity q_rs from state r to state s. If we observe n_rs transitions from state r to state s, and a total of n_r transitions from state r, then q_rs / q_rr can be estimated by n_rs / n_r. Then, given a total of T_r years spent in state r, the mean sojourn time 1 / q_rr can be estimated as T_r / n_r. Thus, n_rs / T_r is a crude estimate of q_rs.
If the data do represent the exact transition times of the Markov process, then these are the exact maximum likelihood estimates.
Observed transitions which are incompatible with the given
qmatrix
are ignored. Censored states are ignored.
The estimated transition intensity matrix. This can be used as
the qmatrix
argument to msm
.
C. H. Jackson chris.jackson@mrc-bsu.cam.ac.uk
statetable.msm
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