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msm (version 0.7.6)

ematrix.msm: Misclassification probability matrix

Description

Extract the estimated misclassification probability matrix, and corresponding confidence intervals, from a fitted multi-state model at a given set of covariate values.

Usage

ematrix.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 for which to estimate the misclassification probability 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
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
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

Value

  • A list with components:
  • estimateEstimated misclassification probability matrix.
  • SECorresponding approximate standard errors.
  • LLower confidence limits.
  • UUpper confidence limits.
  • Or if ci="none", then ematrix.msm just returns the estimated misclassification probability matrix. The default print method for objects returned by ematrix.msm presents estimates and confidence limits. To present estimates and standard errors, do something like

    ematrix.msm(x)[c("estimates","SE")]

Details

Misclassification probabilities and covariate effects are estimated on the multinomial-logit scale by msm. A covariance matrix is estimated from the Hessian of the maximised log-likelihood. From these, the delta method can be used to obtain standard errors of the probabilities on the naturalscale at arbitrary covariate values. Confidence intervals are estimated by assuming normality on the multinomial-logit scale.

See Also

qmatrix.msm