sojourn.msm {msm}R Documentation

Mean sojourn times from a multi-state model

Description

Estimate the mean sojourn times in the transient states of a multi-state model and their confidence limits.

Usage

sojourn.msm(x, covariates="mean", ci=c("delta","normal","bootstrap","none"), cl=0.95, B=1000)

Arguments

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

Details

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.

Value

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.

Author(s)

C. H. Jackson chris.jackson@mrc-bsu.cam.ac.uk

See Also

msm, qmatrix.msm, deltamethod


[Package msm version 0.9.1 Index]