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]