The msm
function returns a list with the following
components. These are intended for developers and confident
users. To extract results from fitted model objects, functions such
as qmatrix.msm
or print.msm
should be used
instead.
call 
The original call to 
Qmatrices 
A list of matrices. The first component, labelled

QmatricesSE 
The standard error matrices corresponding to

QmatricesL,QmatricesU 
Corresponding lower and upper symmetric
confidence limits, of width 0.95 unless specified otherwise by the

Ematrices 
A list of matrices. The first component, labelled

EmatricesSE 
The standard error matrices corresponding to 
EmatricesL,EmatricesU 
Corresponding lower and upper symmetric
confidence limits, of width 0.95 unless specified otherwise by the

minus2loglik 
Minus twice the maximised loglikelihood. 
deriv 
Derivatives of the minus twice loglikelihood at its maximum. 
estimates 
Vector of untransformed maximum likelihood estimates
returned from 
estimates.t 
Vector of transformed maximum likelihood estimates with intensities and probabilities on their natural scales. 
fixedpars 
Indices of 
center 
Indicator for whether the estimation was performed with covariates centered on their means in the data. 
covmat 
Covariance matrix corresponding to 
ci 
Matrix of confidence intervals corresponding to 
opt 
Return value from the optimisation routine (such as

foundse 
Logical value indicating whether the Hessian was positivedefinite at the supposed maximum of the likelihood. If not, the covariance matrix of the parameters is unavailable. In these cases the optimisation has probably not converged to a maximum. 
data 
A list giving the data used for the model fit, for use in
postprocessing. To extract it, use the methods
The format of this element changed in version
1.4 of msm, so that it now contains a

qmodel 
A list of objects representing the transition matrix
structure and options for likelihood calculation. See

emodel 
A list of objects representing the misclassification model
structure, for models specified using the 
qcmodel 
A list of objects representing the model for covariates
on transition intensities. See 
ecmodel 
A list of objects representing the model for covariates
on transition intensities. See 
hmodel 
A list of objects representing the hidden Markov model
structure. See 
cmodel 
A list giving information about censored states. See

pci 
Cut points for timevarying intensities, as supplied to

paramdata 
A list giving information about the parameters of the multistate
model. See 
cl 
Confidence interval width, as supplied to 
covariates 
Formula for covariates on intensities, as supplied to 
misccovariates 
Formula for covariates on misclassification probabilities, as supplied to 
hcovariates 
Formula for covariates on hidden Markov model outcomes, as supplied to 
initcovariates 
Formula for covariates on initial state occupancy
probabilities in hidden Markov models, as supplied to

sojourn 
A list as returned by

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