sojourn.msm {msm} | R Documentation |
Estimate the mean sojourn times in the transient states of a multi-state model and their confidence limits.
sojourn.msm(x, covariates="mean", ci=c("delta","normal","bootstrap","none"), cl=0.95, B=1000)
x |
A fitted multi-state model, as returned by msm |
covariates |
The covariate values at which to estimate the mean sojourn times. This can either be: the string "mean" , denoting the means of the covariates in
the data (this is the default),the number 0 , indicating that all the covariates should be
set to zero,a list of values, with optional names. For example, list(60, 1) ,
where the order of the list follows the order of the covariates
originally given in the model formula, or a named list, e.g.
list (age = 60, sex = 1)
|
ci |
If "delta" (the default) then confidence intervals are
calculated by the delta method, or by simple transformation of the
Hessian in the very simplest cases.
If "normal" , then calculate a confidence interval by simulating B random vectors
from the asymptotic multivariate normal distribution implied by the
maximum likelihood estimates (and covariance matrix) of the log
transition intensities and covariate effects, then transforming.
If "bootstrap" then calculate a confidence interval by
non-parametric bootstrap refitting. This is 1-2 orders of magnitude
slower than the "normal" method, but is expected to be more
accurate. See boot.msm for more details of
bootstrapping in msm. |
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 |
The mean sojourn time in a transient state r is estimated by
- 1 / q_{rr}, where q_{rr} is the rth entry on the diagonal
of the estimated transition intensity matrix. Calls
deltamethod
to find approximate standard errors.
Confidence limits are estimated by assuming normality on the log
scale.
A data frame with components:
estimates |
Estimated mean sojourn times in the transient states. |
SE |
Corresponding standard errors. |
L |
Lower confidence limits. |
U |
Upper confidence limits. |
C. H. Jackson chris.jackson@mrc-bsu.cam.ac.uk