nltm.object {nltm}

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, \beta_\theta (and \beta_\eta and \beta_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.