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version 1.321, 2022/07/22 12:04:24
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version 1.322, 2022/07/22 12:27:48
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| /* $Id$ |
/* $Id$ |
| $State$ |
$State$ |
| $Log$ |
$Log$ |
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Revision 1.322 2022/07/22 12:27:48 brouard |
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* imach.c (Module): Output of Wald test in the htm file and not only in the log. |
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| Revision 1.321 2022/07/22 12:04:24 brouard |
Revision 1.321 2022/07/22 12:04:24 brouard |
| Summary: r28 |
Summary: r28 |
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Line 12556 Please run with mle=-1 to get a correct
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Line 12559 Please run with mle=-1 to get a correct
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| hesscov(matcov, hess, p, npar, delti, ftolhess, func); |
hesscov(matcov, hess, p, npar, delti, ftolhess, func); |
| printf("Parameters and 95%% confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W .\n But be careful that parameters are highly correlated because incidence of disability is highly correlated to incidence of recovery.\n It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n"); |
printf("Parameters and 95%% confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W .\n But be careful that parameters are highly correlated because incidence of disability is highly correlated to incidence of recovery.\n It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n"); |
| fprintf(ficlog, "Parameters, Wald tests and Wald-based confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W \n It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n"); |
fprintf(ficlog, "Parameters, Wald tests and Wald-based confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W \n It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n"); |
| fprintf(fichtm, "\n<p>Parameters, Wald tests and Wald-based confidence intervals\n</br> W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n</br> And Wald-based confidence intervals plus and minus 1.96 * W \n </br> It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n</br>"); |
fprintf(fichtm, "\n<p>The Wald test results are output only if the maximimzation of the Likelihood is performed (mle=1)\n</br>Parameters, Wald tests and Wald-based confidence intervals\n</br> W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n</br> And Wald-based confidence intervals plus and minus 1.96 * W \n </br> It might be better to visualize the covariance matrix. See the page '<a href=\"%s\">Matrix of variance-covariance of one-step probabilities and its graphs</a>'.\n</br>",optionfilehtmcov); |
| fprintf(fichtm,"\n<table style=\"text-align:center; border: 1px solid\">"); |
fprintf(fichtm,"\n<table style=\"text-align:center; border: 1px solid\">"); |
| fprintf(fichtm, "\n<tr><th>Model=</th><th>1</th><th>+ age</th>"); |
fprintf(fichtm, "\n<tr><th>Model=</th><th>1</th><th>+ age</th>"); |
| if(nagesqr==1){ |
if(nagesqr==1){ |
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