kalcount {repeated}R Documentation

Repeated Measurements Models for Counts in the Presence of Time-varying Covariates and with Frailty or Serial Dependence

Description

kalcount is designed to handle repeated measurements models with time-varying covariates. The distributions have two extra parameters as compared to the functions specified by intensity and are generally longer tailed than those distributions. Dependence among observations on a unit can be through frailty (a type of random effect) or serial dependence over time.

Here, the variance, with exponential intensity, is a quadratic function of the mean, whereas, for nbkal, it is proportional to the mean function.

If the counts on a unit are clustered, not longitudinal, use the failty dependence with the default exponential intensity.

Nonlinear regression models can be supplied as formulae where parameters are unknowns. Factor variables cannot be used and parameters must be scalars. (See finterp.)

Marginal and individual profiles can be plotted using profile and iprofile and residuals with plot.residuals.

Usage

kalcount(response, times=NULL, origin=0, intensity="exponential",
	depend="independence", update="Markov", mu=NULL, shape=NULL,
	density=F, ccov=NULL, tvcov=NULL, preg=NULL, ptvc=NULL,
	pbirth=NULL, pintercept=NULL, pshape=1, pinitial=1, pdepend=NULL,
	envir=sys.frame(sys.parent()), print.level=0, ndigit=10,
	gradtol=0.00001, steptol=0.00001, iterlim=100, fscale=1,
	typsiz=abs(p), stepmax=10*sqrt(p%*%p))

Arguments

response A list of two column matrices with counts and corresponding times for each individual, one matrix or dataframe of counts, or an object of class, response (created by restovec) or repeated (created by rmna). The time origin is taken to be zero and the given times to be the ends of periods (since the previous time given) in which the counts occurred.
times When response is a matrix, a vector of possibly unequally spaced times when they are the same for all individuals or a matrix of times. Not necessary if equally spaced. Ignored if response has class, response or repeated.
origin If the time origin is to be before the start of observations, a positive constant to be added to all times.
intensity The form of function to be put in the Pareto distribution. Choices are exponential, Weibull, gamma, log normal, log logistic, log Cauchy, log Student, and gen(eralized) logistic.
depend Type of dependence. Choices are independence, frailty, and serial.
update Type of for serial dependence. Choices are Markov, serial, event, cumulated, count, and kalman. With frailty dependence, weighting by length of observation time may be specified by setting update to time.
mu A regression function for the location parameter or a formula beginning with ~, specifying either a linear regression function in the Wilkinson and Rogers notation (a log link is assumed) or a general function with named unknown parameters. If there are only time-constant covariates, give the initial estimates in preg; if any covariates are time-varying, give all initial estimates in ptvc.
shape A regression function for the shape parameter or a formula beginning with ~, specifying either a linear regression function in the Wilkinson and Rogers notation or a general function with named unknown parameters. It must yield one value per observation.
density If TRUE, the density of the function specified in intensity is used instead of the intensity.
ccov A vector or matrix containing time-constant baseline covariates with one row per individual, a model formula using vectors of the same size, or an object of class, tccov (created by tcctomat). If response has class, repeated, the covariates must be supplied as a Wilkinson and Rogers formula unless none are to be used or mu is given.
tvcov A list of matrices with time-varying covariate values, observed in the time periods in response, for each individual (one column per variable), one matrix or dataframe of such covariate values, or an object of class, tvcov (created by tvctomat). If response has class, repeated, the covariates must be supplied as a Wilkinson and Rogers formula unless none are to be used or mu is given.
preg Initial parameter estimates for the regression model: intercept plus one for each covariate in ccov. If a location function (mu) is supplied that contains time-varying covariates, all initial estimates must be given in ptvc. If mu is a formula with unknown parameters, their estimates must be supplied either in their order of appearance in the expression or in a named list.
ptvc Initial parameter estimates for the coefficients of the time-varying covariates, as many as in tvcov. If a location function (mu) is supplied that contains time-varying covariates, all initial estimates must be given here.
pbirth If supplied, this is the initial estimate for the coefficient of the birth model.
pintercept The initial estimate of the intercept for the generalized logistic intensity.
pshape An initial estimate for the shape parameter of the intensity function (except exponential intensity). If shape is a function or formula, the corresponding initial estimates. If shape is a formula with unknown parameters, their estimates must be supplied either in their order of appearance in the expression or in a named list.
pinitial An initial estimate for the initial parameter. (With frailty dependence, this is the frailty parameter.)
pdepend An initial estimate for the serial dependence parameter.
envir Environment in which model formulae are to be interpreted or a data object of class, repeated, tccov, or tvcov. If response has class repeated, it is used as the environment.
others Arguments controlling nlm.

Value

A list of classes kalcount and recursive is returned.

Author(s)

J.K. Lindsey

See Also

carma, elliptic, finterp, gar, gettvc, gnlmm, gnlr, iprofile, kalseries, kalsurv, nbkal, profile, read.list, restovec, rmna, tcctomat, tvctomat.

Examples

treat <- c(0,0,1,1)
tr <- tcctomat(treat)
dose <- # matrix(rpois(20,10),ncol=5)
	matrix(c(9,13,16,7,12,6,9,10,11,9,10,10,7,9,9,9,8,10,15,4),
		ncol=5,byrow=T)
dd <- tvctomat(dose)
y <- # matrix(rpois(20,1+3*rep(treat,5)),ncol=5)
	restovec(matrix(c(1,1,1,1,0,1,0,1,0,5,3,3,4,1,4,4,2,3,2,5),
		ncol=5,byrow=T))
reps <- rmna(y, ccov=tr, tvcov=dd)
#
# log normal intensity, independence model
kalcount(y, intensity="log normal", dep="independence", preg=1,
	pshape=0.1)
# random effects
kalcount(y, intensity="log normal", dep="frailty", pdep=0.1, preg=1,
	psh=0.1)
# serial dependence
kalcount(y, intensity="log normal", dep="serial", pinitial=0.1,
	preg=1, pdep=0.01, psh=0.1)
# add time-constant variable
kalcount(y, intensity="log normal", pinitial=0.1, psh=0.1,
	preg=c(1,0), ccov=treat)
# or equivalently
kalcount(y, intensity="log normal", mu=~treat, pinitial=0.1,
	psh=0.1, preg=c(1,0))
# or
kalcount(y, intensity="log normal", mu=~b0+b1*treat,
	pinitial=0.1, psh=0.1, preg=c(1,0), envir=reps)
# add time-varying variable
kalcount(y, intensity="log normal", pinitial=0.1, psh=0.1,
	preg=c(1,0), ccov=treat, ptvc=0, tvc=dose)
# or equivalently, from the environment
kalcount(y, intensity="log normal",
	mu=~b0+b1*rep(treat,rep(5,4))+b2*as.vector(t(dose)),
	pinitial=0.1, psh=0.1, ptvc=c(1,0,0))
# or from the reps data object
kalcount(y, intensity="log normal", mu=~b0+b1*treat+b2*dose,
	pinitial=0.1, psh=0.1, ptvc=c(1,0,0), envir=reps)


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