params_mlogit {hesim} | R Documentation |
Parameters of a multinomial logit model
Description
Store the parameters of a fitted multinomial logistic
regression model. The model is used to predict probabilities of K
classes, which represent the probability of transitioning to particular health
state in a discrete time state transition model. Can be used as an element of a
params_mlogit_list
to parameterize a CohortDtstmTrans
object.
Usage
params_mlogit(coefs)
Arguments
coefs |
A 3D array of stacked matrices containing samples of the regression
coefficients under sampling uncertainty. May also be a
list of objects (e.g., data frames) that can be coerced into matrices with
|
Details
Multinomial logit models are used to predict the probability of
membership for subject i
in each of K
classes as a function of covariates:
Pr(y_i = c) = \frac{e^{\beta_c x_i}}{\sum_{k=1}^K e^{\beta_k x_i}}
Value
An object of class params_mlogit
, which is a list containing coefs
and n_samples
, where n_samples
is equal to the number of rows in each
element of coefs
. The coefs
element is always converted into
a 3D array of stacked matrices.
See Also
summary.params_mlogit()
, params_mlogit_list()
, CohortDtstmTrans
Examples
# Consider a sick-sicker model and model transitions from the sick state
## We can instantiate from a list of data frames
params <- params_mlogit(
coefs = list(
### Transition from sick to sicker
sicker = data.frame(
intercept = c(-0.33, -.2, -.15),
treat = c(log(.75), log(.8), log(.9))
),
### Transition from sick to death
death = data.frame(
intercept = c(-1, -1.2, -.5),
treat = c(log(.6), log(.65), log(.55))
)
)
)
summary(params)
params
## We can also instantiate from an array
coefs_sicker <- data.frame(
intercept = c(-0.33, -.2, -.15),
treat = c(log(.75), log(.8), log(.9))
)
coefs_death <- data.frame(
intercept = c(-1, -1.2, -.5),
treat = c(log(.6), log(.65), log(.55))
)
params2 <- params_mlogit(
coefs <- array(
data = c(as.matrix(coefs_sicker),
as.matrix(coefs_death)),
dim = c(3, 2, 2),
dimnames = list(NULL, c("intercept", "treat"), c("sicker", "death"))
)
)
params2