qmatrix.msm {msm}R Documentation

Transition intensity matrix

Description

Extract the estimated transition intensity matrix, and the corresponding standard errors, from a fitted multi-state model at a given set of covariate values.

Usage

qmatrix.msm(x, covariates="mean", sojourn=FALSE)

Arguments

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.

Details

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.

Value

A list with components:

estimate Estimated transition intensity matrix.
SE 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.

Author(s)

C. H. Jackson chris.jackson@imperial.ac.uk

See Also

pmatrix.msm, sojourn.msm, deltamethod, ematrix.msm


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