msm (version 0.1)

sojourn.msm: Estimate mean sojourn times from a multi-state model

Description

Auxiliary function called by msm.

Usage

sojourn.msm(Qmatrices, covmat, foundstderr)

Arguments

Qmatrices

List of estimated intensity and covariate matrices as given by msm.

covmat

Covariance matrix of the full set of estimates from the model.

foundstderr

(TRUE or FALSE) Was optim able to find standard errors?

Value

• A list with components:

  mean = estimated mean sojourn times in the transient states

  se = corresponding standard errors.

Details

The mean sojourn time in stage $r$ is estimated by $1 / q_{rr}$, where $q_{r}$ is the $r$th entry on the diagonal of the estimated transition intensity matrix. Calls deltamethod to find standard errors.

See Also

msm, deltamethod