Developer documentation: internal msm parameters object

An object giving information about the parameters of the multi-state model. Used internally during maximum likelihood estimation and arranging results. Returned as the paramdata component of a fitted msm model object.

Value

inits

Vector of initial values for distinct parameters which are being estimated. These have been transformed to the real line (e.g. by log), and exclude parameters being fixed at their initial values, parameters defined to be always fixed (e.g. binomial denominators) and parameters constrained to equal previous ones.

plabs

Names of parameters in allinits.

allinits

Vector of parameter values before estimation, including those which are fixed or constrained to equal other parameters, and transformed to the real line.

hmmpars

Indices of allinits which represent baseline parameters of hidden Markov outcome models (thus excluding covariate effects in HMMs and initial state occupancy probabilities).

fixed

TRUE if all parameters are fixed, FALSE otherwise.

fixedpars

Indices of parameters in allinits which are fixed, either by definition or as requested by the user in the fixedpars argument to msm. Excludes parameters fixed by constraining to equal other parameters.

notfixed

Indices of parameters which are not fixed by the definition of fixedpars.

optpars

Indices of parameters in allinits being estimated, thus those included in inits.

auxpars

Indices of "auxiliary" parameters which are always fixed, for example, binomial denominators (hmmBinom) and the which parameter in hmmIdent.

constr

Vector of integers, of length npars, indicating which sets of parameters are constrained to be equal to each other. If two of these integers are equal the corresponding parameters are equal. A negative element indicates that parameter is defined to be minus some other parameter (this is used for covariate effects on transition intensities).

npars

Total number of parameters, equal to length(allinits).

nfix

Number of fixed parameters, equal to length(fixedpars).

nopt

Number of parameters being estimated, equal to length(inits) and length(optpars).

ndup

Number of parameters defined as duplicates of previous parameters by equality constraints (currently unused).

ranges

Matrix of defined ranges for each parameter on the natural scale (e.g. 0 to infinity for rate parameters).

opt

Object returned by the optimisation routine (such as optim).

foundse

TRUE if standard errors are available after optimisation. If FALSE the optimisation probably hasn't converged.

lik

Minus twice the log likelihood at the parameter estimates.

deriv

Derivatives of the minus twice log likelihood at the parameter estimates, if available.

information

Corresponding expected information matrix at the parameter estimates, if available.

params

Vector of parameter values after maximum likelihood estimation, corresponding to allinits, still on the real-line transformed scale.

covmat

Covariance matrix corresponding to params.

ci

Matrix of confidence intervals corresponding to params, with nominal coverage (default 0.95) defined by the cl argument of msm.

estimates.t

Vector of parameter estimates, as params but with parameters on their natural scales.

See also

msm.object