nltm.object {nltm} | R Documentation |
Non-Linear Transformation Model Object
Description
This object is returned by the nltm
function. It represents a
fitted non-linear transformation model.
Objects of this class have methods for the functions print
and
summary
.
Components
Components of a nltm
object.
- coefficients
- The maximum profile likelihood estimators of the model regression
parameters, β_theta (and β_eta and
β_c). See
nltm
.
- loglik
- A vector of length 2 containing the log-likelihood with the initial
values and with the final values of the coefficients.
- surv
- MLE of the baseline survival function at the profile maximum
likelihood parameters. It is obtained from the hazard jumps that
satisfy self-consistency equation (5) in Tsodikov A. and Garibotti
G. (2006).
- var
- The variance matrix of the coefficients.
- n
- The number of observations used in the fit.
- maxit
- The maximum number of iterations of the optimization
procedure. Default is 1000.
- counts
- Number of calls to the profile likelihood function during the
optimization process. This excludes those calls needed to compute a
finite-difference approximation to the gradient.
- convergence
- An integer code. '0' indicates successful convergence.
Error codes are
'1' indicates that the iteration limit 'maxit' had been reached.
'51' indicates a warning from the optimization method; see component
'message' for further details.
'52' indicates an error from the "L-BFGS-B" method; see component
'message' for further details.
- message
- A character string giving any additional information returned
by the optimizer, or 'NULL'.
- formula
- If the model has only one predictor a single formula indicating the
model for that predictor. If the model has two predictors, then
formula is a list with terms predictor1 and predictor2 indicating
the model for the long and short term predictor respectively.
- call
- The call of the nltm model.
- na.action
- The
na.action
attribute, if any, that was returned by the
na.action
routine.
References
Tsodikov A., Garibotti G. (2006) "Profile information matrix for
nonlinear transformation models". to appear in Journal of Lifetime
Data Analysis.
See Also
nltm
, summary.nltm
.
[Package
nltm version 1.2
Index]