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 of the null
model 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 pred.long and pred.short indicating
the model for the long and short term predictor respectively.
- terms
- The 'terms' object used.
- nvar
- If the model has one predictor, number of columns in the model
matrix. If it has 2 predictors list with terms pred.short and
pred.long indicating the number of columns in the model matrix of
the longa and short term predictors respectively.
- x
- If requested is the model matrix in the case of nlt
models with one predictor. If the nltm has 2 predictors, x is a
list with terms pred.long and pred short containing the model
matrix for the long and short-term predictors respectively.
- y
- If requested, the response matrix.
- model
- If requested is the model frame in the case of nlt
models with one predictor. If the nltm has 2 predictors, is a
list with terms pred.long and pred short containing the model
frame for the long and short-term predictors respectively.
- npred
- Number or predictors.
- call
- The call of the nltm model.
- na.action
- The
na.action
attribute, if any, that was returned by the
na.action
routine.
The object will also contain the following, for documentation see the {lm}
object: terms
, assign
, formula
, call
, and, optionally, x
, y
,
and/or frame
.
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 1.3
Index]