msm (version 0.4.1)

qmatrix.msm: 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 covaria

sojourn

Set to TRUE if the estimated sojourn times and their standard errors should also be returned.

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.

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.

See Also

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