mmrm_control {mmrm}

Control Parameters for Fitting an MMRM

Description

Fine-grained specification of the MMRM fit details is possible using this control function.

Usage

mmrm_control(
  n_cores = 1L,
  method = c("Satterthwaite", "Kenward-Roger", "Residual", "Between-Within"),
  vcov = NULL,
  start = std_start,
  accept_singular = TRUE,
  drop_visit_levels = TRUE,
  ...,
  optimizers = h_get_optimizers(...)
)

Arguments

n_cores

(count)
number of cores to be used.

method

(string)
adjustment method for degrees of freedom.

vcov

(string)
coefficients covariance matrix adjustment method.

start

(NULL, numeric or function)
optional start values for variance parameters. See details for more information.

accept_singular

(flag)
whether singular design matrices are reduced to full rank automatically and additional coefficient estimates will be missing.

drop_visit_levels

(flag)
whether to drop levels for visit variable, if visit variable is a factor, see details.

...

additional arguments passed to h_get_optimizers().

optimizers

(list)
optimizer specification, created with h_get_optimizers().

Details

For example, if the data only has observations at visits VIS1, VIS3 and VIS4, by default they are treated to be equally spaced, the distance from VIS1 to VIS3, and from VIS3 to VIS4, are identical. However, you can manually convert this visit into a factor, with levels = c("VIS1", "VIS2", "VIS3", "VIS4"), and also use drop_visits_levels = FALSE, then the distance from VIS1 to VIS3 will be double, as VIS2 is a valid visit. However, please be cautious because this can lead to convergence failure when using an unstructured covariance matrix and there are no observations at the missing visits.

• The method and vcov arguments specify the degrees of freedom and coefficients covariance matrix adjustment methods, respectively.

  • Allowed vcov includes: "Asymptotic", "Kenward-Roger", "Kenward-Roger-Linear", "Empirical" (CR0), "Empirical-Jackknife" (CR3), and "Empirical-Bias-Reduced" (CR2).

  • Allowed method includes: "Satterthwaite", "Kenward-Roger", "Between-Within" and "Residual".

  • If method is "Kenward-Roger" then only "Kenward-Roger" or "Kenward-Roger-Linear" are allowed for vcov.

• The vcov argument can be NULL to use the default covariance method depending on the method used for degrees of freedom, see the following table:

  method	Default vcov
  Satterthwaite	Asymptotic
  Kenward-Roger	Kenward-Roger
  Residual	Empirical
  Between-Within	Asymptotic

• Please note that "Kenward-Roger" for "Unstructured" covariance gives different results compared to SAS; Use "Kenward-Roger-Linear" for vcov instead for better matching of the SAS results.

• The argument start is used to facilitate the choice of initial values for fitting the model. If function is provided, make sure its parameter is a valid element of mmrm_tmb_data or mmrm_tmb_formula_parts and it returns a numeric vector. By default or if NULL is provided, std_start will be used. Other implemented methods include emp_start.

Value

List of class mmrm_control with the control parameters.

Examples

mmrm_control(
  optimizer_fun = stats::optim,
  optimizer_args = list(method = "L-BFGS-B")
)