qmatrix.msm {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)
x |
A fitted multi-state model, as returned by msm |
covariates |
The covariate values at which to estimate the intensity matrix.
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,or 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, list (age = 60, sex = 1)
|
sojourn |
Set to TRUE if the estimated sojourn times and their standard errors should also be returned. |
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. The delta method is used to
obtain from these the standard error of the intensities on the natural
scale at arbitrary covariate values.
A list with components:
|
Estimated transition intensity matrix. |
|
Corresponding approximate standard errors. |
If sojourn
is TRUE
, extra components called
sojourn
and sojournSE
are included, containing the
estimate and standard errors respectively of the mean sojourn times in
each transient state.
C. H. Jackson chris.jackson@imperial.ac.uk
pmatrix.msm
, sojourn.msm
,
deltamethod
, ematrix.msm