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aldvmm

The goal of 'aldvmm' is to fit adjusted limited dependent variable mixture models of health state utilities. Adjusted limited dependent variable mixture models are finite mixtures of normal distributions with an accumulation of density mass at the limits, and a gap between 100% quality of life and the next smaller utility value. The package 'aldvmm' uses the likelihood and expected value functions proposed by Hernandez Alava and Wailoo (2015) using normal component distributions and a multinomial logit model of probabilities of component membership.

Installation

You can install the released version of aldvmm from CRAN with:

install.packages("aldvmm")

Example

The package 'aldvmm' includes a simulated sample data set to run simple examples.

library("aldvmm")

data(utility)

fit <- aldvmm(eq5d ~ age + female | 1,
              data = utility,
              psi = c(0.883, -0.594),
              ncmp = 2,
              init.method = "constant",
              optim.method = "Nelder-Mead")

summary(fit)

yhat <- predict(fit)

Vignette

Please consult the vignette for further details on the methods and the usage of the package.

References

Hernández Alava, Mónica, and Allan Wailoo. 2015. “Fitting Adjusted Limited Dependent Variable Mixture Models to EQ-5D.” The Stata Journal 15 (3): 737–50. doi: 10.1177/1536867X1501500307

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Version

Install

install.packages('aldvmm')

Monthly Downloads

349

Version

0.9.0

License

GPL-3

Issues

Pull Requests

Stars

Forks

Maintainer

Mark Pletscher

Last Published

November 21st, 2025

Functions in aldvmm (0.9.0)

residuals.aldvmm

Extract Adjusted Limited Dependent Variable Mixture Model Residuals
summary.aldvmm

Summarizing Adjusted Limited Dependent Variable Mixture Model Fits
nobs.aldvmm

Extract Adjusted Limited Dependent Variable Mixture Model Number of Observations
aldvmm.sefit

Calculating Standard Errors of Fitted and Predicted Outcomes
predict.aldvmm

Predict Method for Adjusted Limited Dependent Variable Mixture Model Fits
aldvmm.sc

Calculating analytical Gradients of the Negative Log-Likelihood for each observation
aldvmm.ll

Calculating the Negative Log-Likelihood of the Adjusted Limited Dependent Variable Mixture Model
aldvmm.tm

Creating Terms Objects
aldvmm.init

Creating Initial Values
aldvmm.sum

Creating Summary Table
utility

Simulated Example Data of Health State Utilities.
vcov.aldvmm

Extract Adjusted Limited Dependent Variable Mixture Model Covariance Matrix
print.aldvmm

Print Adjusted Limited Dependent Variable Mixture Model Fits
aldvmm.pred

Predicting Expected Values from Adjusted Limited Dependent Variable Mixture Models
print.summary.aldvmm

Printing Adjusted Limited Dependent Variable Mixture Model Summaries
terms.aldvmm

Extract Adjusted Limited Dependent Variable Mixture Model Terms
update.aldvmm

Update Adjusted Limited Dependent Variable Mixture Model Fit
aldvmm-package

aldvmm: Adjusted Limited Dependent Variable Mixture Models
aldvmm.getnames

Creating Names of Parameter Vectors
aldvmm.cv

Numerical Approximation of Covariance Matrix
aldvmm.check

Checking the Validity of Objects Supplied to aldvmm
aldvmm.getpar

Extracting Parameters from Parameter Vector into Nested List.
aldvmm

Fitting Adjusted Limited Dependent Variable Mixture Models
aldvmm.gof

Calculating Goodness of Fit Measures
aldvmm.gr

Calculating Numeric Gradients of the Negative Log-Likelihood
estfun.aldvmm

Create Matrix of Adjusted Limited Dependent Variable Mixture Model Gradients per Observation
formula.aldvmm

Extract Adjusted Limited Dependent Variable Mixture Model Formula
model.matrix.aldvmm

Extract Adjusted Limited Dependent Variable Mixture Model Model Matrices
aldvmm.mm

Creating Design Matrices
coef.aldvmm

Extract Coefficients of Adjusted Limited Dependent Variable Mixture Model Fits