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version 1.2, 2001/03/14 08:24:41
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version 1.3, 2001/05/09 14:09:37
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Line 28 src="euroreves2.gif" width="151" height=
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Line 28 src="euroreves2.gif" width="151" height=
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| color="#00006A">INED</font></a><font color="#00006A"> and </font><a
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color="#00006A">INED</font></a><font color="#00006A"> and </font><a
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| href="http://euroreves.ined.fr"><font color="#00006A">EUROREVES</font></a></h3>
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href="http://euroreves.ined.fr"><font color="#00006A">EUROREVES</font></a></h3>
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| <p align="center"><font color="#00006A" size="4"><strong>March
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<p align="center"><font color="#00006A" size="4"><strong>Version
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| 2000</strong></font></p>
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64b, May 2001</strong></font></p>
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| <hr size="3" color="#EC5E5E">
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<hr size="3" color="#EC5E5E">
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Line 273 weights or covariates, you must fill the
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Line 273 weights or covariates, you must fill the
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| <h2><font color="#00006A">Your first example parameter file</font><a
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<h2><font color="#00006A">Your first example parameter file</font><a
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| href="http://euroreves.ined.fr/imach"></a><a name="uio"></a></h2>
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href="http://euroreves.ined.fr/imach"></a><a name="uio"></a></h2>
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| <h2><a name="biaspar"></a>#Imach version 0.63, February 2000,
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<h2><a name="biaspar"></a>#Imach version 0.64b, May 2001,
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| INED-EUROREVES </h2>
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INED-EUROREVES </h2>
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| <p>This is a comment. Comments start with a '#'.</p>
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<p>This is a comment. Comments start with a '#'.</p>
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Line 365 Additional covariates can be included wi
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Line 365 Additional covariates can be included wi
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| <li>if <strong>model=V1*V2 </strong>the model includes the
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<li>if <strong>model=V1*V2 </strong>the model includes the
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| product of the first and the second covariate (fields 2
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product of the first and the second covariate (fields 2
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| and 3)</li>
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and 3)</li>
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<li>if <strong>model=V1+V1*age</strong> the model includes
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the product covariate*age</li>
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| </ul>
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</ul>
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| <h4><font color="#FF0000">Guess values for optimization</font><font
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<h4><font color="#FF0000">Guess values for optimization</font><font
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Line 533 and graphs</font> </a></h2>
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Line 535 and graphs</font> </a></h2>
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| <p>Once the optimization is finished, some graphics can be made
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<p>Once the optimization is finished, some graphics can be made
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| with a grapher. We use Gnuplot which is an interactive plotting
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with a grapher. We use Gnuplot which is an interactive plotting
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| program copyrighted but freely distributed. Imach outputs the
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program copyrighted but freely distributed. A gnuplot reference
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| source of a gnuplot file, named 'graph.gp', which can be directly
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manual is available <a href="http://www.gnuplot.org/">here</a>. <br>
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| input into gnuplot.<br>
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| When the running is finished, the user should enter a caracter
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When the running is finished, the user should enter a caracter
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| for plotting and output editing. </p>
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for plotting and output editing. </p>
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Line 543 for plotting and output editing. </p>
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Line 544 for plotting and output editing. </p>
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| <ul>
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<ul>
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| <li>'c' to start again the program from the beginning.</li>
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<li>'c' to start again the program from the beginning.</li>
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| <li>'g' to made graphics. The output graphs are in GIF format
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<li>'e' opens the <a href="biaspar.htm"><strong>biaspar.htm</strong></a>
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| and you have no control over which is produced. If you
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file to edit the output files and graphs. </li>
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| want to modify the graphics or make another one, you
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| should modify the parameters in the file <b>graph.gp</b>
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| located in imach\bin. A gnuplot reference manual is
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| available <a
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| href="http://www.cs.dartmouth.edu/gnuplot/gnuplot.html">here</a>.
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| </li>
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| <li>'e' opens the <strong>index.htm</strong> file to edit the
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| output files and graphs. </li>
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| <li>'q' for exiting.</li>
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<li>'q' for exiting.</li>
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| </ul>
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</ul>
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Line 578 The header of the file is </p>
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Line 571 The header of the file is </p>
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| 71 0.99681 625 627 71 0.00319 2 627
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71 0.99681 625 627 71 0.00319 2 627
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| 72 0.97125 1115 1148 72 0.02875 33 1148 </pre>
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72 0.97125 1115 1148 72 0.02875 33 1148 </pre>
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| <pre># Age Prev(1) N(1) N Age Prev(2) N(2) N
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| 70 0.95721 604 631 70 0.04279 27 631</pre>
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| <p>It means that at age 70, the prevalence in state 1 is 1.000
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<p>It means that at age 70, the prevalence in state 1 is 1.000
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| and in state 2 is 0.00 . At age 71 the number of individuals in
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and in state 2 is 0.00 . At age 71 the number of individuals in
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| state 1 is 625 and in state 2 is 2, hence the total number of
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state 1 is 625 and in state 2 is 2, hence the total number of
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Line 592 covariance matrix</b></font><b>: </b><a
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Line 582 covariance matrix</b></font><b>: </b><a
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| <p>This file contains all the maximisation results: </p>
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<p>This file contains all the maximisation results: </p>
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| <pre> Number of iterations=47
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<pre> -2 log likelihood= 21660.918613445392
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| -2 log likelihood=46553.005854373667
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Estimated parameters: a12 = -12.290174 b12 = 0.092161
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| Estimated parameters: a12 = -12.691743 b12 = 0.095819
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a13 = -9.155590 b13 = 0.046627
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| a13 = -7.815392 b13 = 0.031851
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a21 = -2.629849 b21 = -0.022030
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| a21 = -1.809895 b21 = -0.030470
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a23 = -7.958519 b23 = 0.042614
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| a23 = -7.838248 b23 = 0.039490
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Covariance matrix: Var(a12) = 1.47453e-001
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| Covariance matrix: Var(a12) = 1.03611e-001
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Var(b12) = 2.18676e-005
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| Var(b12) = 1.51173e-005
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Var(a13) = 2.09715e-001
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| Var(a13) = 1.08952e-001
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Var(b13) = 3.28937e-005
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| Var(b13) = 1.68520e-005
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Var(a21) = 9.19832e-001
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| Var(a21) = 4.82801e-001
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Var(b21) = 1.29229e-004
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| Var(b21) = 6.86392e-005
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Var(a23) = 4.48405e-001
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| Var(a23) = 2.27587e-001
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Var(b23) = 5.85631e-005
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| Var(b23) = 3.04465e-005
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| </pre>
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</pre>
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<p>By substitution of these parameters in the regression model,
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we obtain the elementary transition probabilities:</p>
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<p><img src="pebiaspar1.gif" width="400" height="300"></p>
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| |
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| <h5><font color="#EC5E5E" size="3"><b>- Transition probabilities</b></font><b>:
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<h5><font color="#EC5E5E" size="3"><b>- Transition probabilities</b></font><b>:
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| </b><a href="pijrbiaspar.txt"><b>pijrbiaspar.txt</b></a></h5>
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</b><a href="pijrbiaspar.txt"><b>pijrbiaspar.txt</b></a></h5>
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Line 617 is a multiple of 2 years. The first colu
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Line 611 is a multiple of 2 years. The first colu
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| the transition probabilities p11, p12, p13, p21, p22, p23. For
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the transition probabilities p11, p12, p13, p21, p22, p23. For
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| example, line 5 of the file is: </p>
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example, line 5 of the file is: </p>
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| <pre> 100 106 0.03286 0.23512 0.73202 0.02330 0.19210 0.78460 </pre>
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<pre> 100 106 0.02655 0.17622 0.79722 0.01809 0.13678 0.84513 </pre>
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| <p>and this means: </p>
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<p>and this means: </p>
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| <pre>p11(100,106)=0.03286
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<pre>p11(100,106)=0.02655
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| p12(100,106)=0.23512
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p12(100,106)=0.17622
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| p13(100,106)=0.73202
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p13(100,106)=0.79722
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| p21(100,106)=0.02330
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p21(100,106)=0.01809
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| p22(100,106)=0.19210
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p22(100,106)=0.13678
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| p22(100,106)=0.78460 </pre>
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p22(100,106)=0.84513 </pre>
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| <h5><font color="#EC5E5E" size="3"><b>- </b></font><a
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<h5><font color="#EC5E5E" size="3"><b>- </b></font><a
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| name="Stationary prevalence in each state"><font color="#EC5E5E"
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name="Stationary prevalence in each state"><font color="#EC5E5E"
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| size="3"><b>Stationary prevalence in each state</b></font></a><b>:
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size="3"><b>Stationary prevalence in each state</b></font></a><b>:
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| </b><a href="plrbiaspar.txt"><b>plrbiaspar.txt</b></a></h5>
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</b><a href="plrbiaspar.txt"><b>plrbiaspar.txt</b></a></h5>
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| <pre>#Age 1-1 2-2
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<pre>#Prevalence
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| 70 0.92274 0.07726
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#Age 1-1 2-2
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| 71 0.91420 0.08580
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| 72 0.90481 0.09519
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#************
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| 73 0.89453 0.10547</pre>
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70 0.90134 0.09866
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71 0.89177 0.10823
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72 0.88139 0.11861
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73 0.87015 0.12985 </pre>
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| <p>At age 70 the stationary prevalence is 0.92274 in state 1 and
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<p>At age 70 the stationary prevalence is 0.90134 in state 1 and
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| 0.07726 in state 2. This stationary prevalence differs from
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0.09866 in state 2. This stationary prevalence differs from
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| observed prevalence. Here is the point. The observed prevalence
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observed prevalence. Here is the point. The observed prevalence
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| at age 70 results from the incidence of disability, incidence of
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at age 70 results from the incidence of disability, incidence of
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| recovery and mortality which occurred in the past of the cohort.
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recovery and mortality which occurred in the past of the cohort.
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Line 664 design of the survey, and, for the stati
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Line 661 design of the survey, and, for the stati
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| model used and fitted. It is possible to compute the standard
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model used and fitted. It is possible to compute the standard
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| deviation of the stationary prevalence at each age.</p>
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deviation of the stationary prevalence at each age.</p>
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| <h6><font color="#EC5E5E" size="3">Observed and stationary
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<h5><font color="#EC5E5E" size="3">-Observed and stationary
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| prevalence in state (2=disable) with the confident interval</font>:<b>
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prevalence in state (2=disable) with the confident interval</font>:<b>
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| vbiaspar2.gif</b></h6>
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</b><a href="vbiaspar21.htm"><b>vbiaspar21.gif</b></a></h5>
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| <p><br>
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<p>This graph exhibits the stationary prevalence in state (2)
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| This graph exhibits the stationary prevalence in state (2) with
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with the confidence interval in red. The green curve is the
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| the confidence interval in red. The green curve is the observed
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observed prevalence (or proportion of individuals in state (2)).
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| prevalence (or proportion of individuals in state (2)). Without
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Without discussing the results (it is not the purpose here), we
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| discussing the results (it is not the purpose here), we observe
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observe that the green curve is rather below the stationary
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| that the green curve is rather below the stationary prevalence.
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prevalence. It suggests an increase of the disability prevalence
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| It suggests an increase of the disability prevalence in the
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in the future.</p>
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| future.</p>
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<p><img src="vbiaspar21.gif" width="400" height="300"></p>
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| <p><img src="vbiaspar2.gif" width="400" height="300"></p>
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<h5><font color="#EC5E5E" size="3"><b>-Convergence to the
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| <h6><font color="#EC5E5E" size="3"><b>Convergence to the
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stationary prevalence of disability</b></font><b>: </b><a
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| stationary prevalence of disability</b></font><b>: pbiaspar1.gif</b><br>
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href="pbiaspar11.gif"><b>pbiaspar11.gif</b></a><br>
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| <img src="pbiaspar1.gif" width="400" height="300"> </h6>
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<img src="pbiaspar11.gif" width="400" height="300"> </h5>
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| <p>This graph plots the conditional transition probabilities from
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<p>This graph plots the conditional transition probabilities from
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| an initial state (1=healthy in red at the bottom, or 2=disable in
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an initial state (1=healthy in red at the bottom, or 2=disable in
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|
Line 703 href="erbiaspar.txt"><b>erbiaspar.txt</b
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Line 700 href="erbiaspar.txt"><b>erbiaspar.txt</b
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| <pre># Health expectancies
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<pre># Health expectancies
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| # Age 1-1 1-2 2-1 2-2
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# Age 1-1 1-2 2-1 2-2
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| 70 10.7297 2.7809 6.3440 5.9813
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70 10.9226 3.0401 5.6488 6.2122
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| 71 10.3078 2.8233 5.9295 5.9959
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71 10.4384 3.0461 5.2477 6.1599
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| 72 9.8927 2.8643 5.5305 6.0033
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72 9.9667 3.0502 4.8663 6.1025
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| 73 9.4848 2.9036 5.1474 6.0035 </pre>
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73 9.5077 3.0524 4.5044 6.0401 </pre>
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| <pre>For example 70 10.7297 2.7809 6.3440 5.9813 means:
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<pre>For example 70 10.9226 3.0401 5.6488 6.2122 means:
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| e11=10.7297 e12=2.7809 e21=6.3440 e22=5.9813</pre>
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e11=10.9226 e12=3.0401 e21=5.6488 e22=6.2122</pre>
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| <pre><img src="exbiaspar1.gif" width="400" height="300"><img
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<pre><img src="expbiaspar21.gif" width="400" height="300"><img
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| src="exbiaspar2.gif" width="400" height="300"></pre>
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src="expbiaspar11.gif" width="400" height="300"></pre>
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| <p>For example, life expectancy of a healthy individual at age 70
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<p>For example, life expectancy of a healthy individual at age 70
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| is 10.73 in the healthy state and 2.78 in the disability state
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is 10.92 in the healthy state and 3.04 in the disability state
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| (=13.51 years). If he was disable at age 70, his life expectancy
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(=13.96 years). If he was disable at age 70, his life expectancy
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| will be shorter, 6.34 in the healthy state and 5.98 in the
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will be shorter, 5.64 in the healthy state and 6.21 in the
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| disability state (=12.32 years). The total life expectancy is a
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disability state (=11.85 years). The total life expectancy is a
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| weighted mean of both, 13.51 and 12.32; weight is the proportion
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weighted mean of both, 13.96 and 11.85; weight is the proportion
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| of people disabled at age 70. In order to get a pure period index
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of people disabled at age 70. In order to get a pure period index
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| (i.e. based only on incidences) we use the <a
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(i.e. based only on incidences) we use the <a
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| href="#Stationary prevalence in each state">computed or
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href="#Stationary prevalence in each state">computed or
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|
Line 736 href="vrbiaspar.txt"><b>vrbiaspar.txt</b
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Line 733 href="vrbiaspar.txt"><b>vrbiaspar.txt</b
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| <p>For example, the covariances of life expectancies Cov(ei,ej)
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<p>For example, the covariances of life expectancies Cov(ei,ej)
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| at age 50 are (line 3) </p>
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at age 50 are (line 3) </p>
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| <pre> Cov(e1,e1)=0.4667 Cov(e1,e2)=0.0605=Cov(e2,e1) Cov(e2,e2)=0.0183</pre>
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<pre> Cov(e1,e1)=0.4776 Cov(e1,e2)=0.0488=Cov(e2,e1) Cov(e2,e2)=0.0424</pre>
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|
|
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| <h5><font color="#EC5E5E" size="3"><b>- </b></font><a
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<h5><font color="#EC5E5E" size="3"><b>- </b></font><a
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| name="Health expectancies"><font color="#EC5E5E" size="3"><b>Health
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name="Health expectancies"><font color="#EC5E5E" size="3"><b>Health
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|
Line 746 href="trbiaspar.txt"><font face="Courier
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Line 743 href="trbiaspar.txt"><font face="Courier
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| <pre>#Total LEs with variances: e.. (std) e.1 (std) e.2 (std) </pre>
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<pre>#Total LEs with variances: e.. (std) e.1 (std) e.2 (std) </pre>
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| <pre>70 13.42 (0.18) 10.39 (0.15) 3.03 (0.10)70 13.81 (0.18) 11.28 (0.14) 2.53 (0.09) </pre>
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<pre>70 13.76 (0.22) 10.40 (0.20) 3.35 (0.14) </pre>
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| <p>Thus, at age 70 the total life expectancy, e..=13.42 years is
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<p>Thus, at age 70 the total life expectancy, e..=13.76years is
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| the weighted mean of e1.=13.51 and e2.=12.32 by the stationary
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the weighted mean of e1.=13.96 and e2.=11.85 by the stationary
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| prevalence at age 70 which are 0.92274 in state 1 and 0.07726 in
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prevalence at age 70 which are 0.90134 in state 1 and 0.09866 in
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| state 2, respectively (the sum is equal to one). e.1=10.39 is the
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state 2, respectively (the sum is equal to one). e.1=10.40 is the
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| Disability-free life expectancy at age 70 (it is again a weighted
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Disability-free life expectancy at age 70 (it is again a weighted
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| mean of e11 and e21). e.2=3.03 is also the life expectancy at age
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mean of e11 and e21). e.2=3.35 is also the life expectancy at age
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| 70 to be spent in the disability state.</p>
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70 to be spent in the disability state.</p>
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| <h6><font color="#EC5E5E" size="3"><b>Total life expectancy by
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<h5><font color="#EC5E5E" size="3"><b>-Total life expectancy by
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| age and health expectancies in states (1=healthy) and (2=disable)</b></font><b>:
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age and health expectancies in states (1=healthy) and (2=disable)</b></font><b>:
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| ebiaspar.gif</b></h6>
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</b><a href="ebiaspar1.gif"><b>ebiaspar1.gif</b></a></h5>
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| <p>This figure represents the health expectancies and the total
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<p>This figure represents the health expectancies and the total
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| life expectancy with the confident interval in dashed curve. </p>
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life expectancy with the confident interval in dashed curve. </p>
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| <pre> <img src="ebiaspar.gif" width="400" height="300"></pre>
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<pre> <img src="ebiaspar1.gif" width="400" height="300"></pre>
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| <p>Standard deviations (obtained from the information matrix of
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<p>Standard deviations (obtained from the information matrix of
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| the model) of these quantities are very useful.
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the model) of these quantities are very useful.
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|
Line 826 estimated by month on 8,000 people may t
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Line 823 estimated by month on 8,000 people may t
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| Also, the program is not yet a statistical package, which permits
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Also, the program is not yet a statistical package, which permits
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| a simple writing of the variables and the model to take into
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a simple writing of the variables and the model to take into
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| account in the maximisation. The actual program allows only to
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account in the maximisation. The actual program allows only to
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| add simple variables without covariations, like age+sex but
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add simple variables like age+sex or age+sex+ age*sex but will
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| without age+sex+ age*sex . This can be done from the source code
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| (you have to change three lines in the source code) but will
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| never be general enough. But what is to remember, is that
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never be general enough. But what is to remember, is that
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| incidences or probability of change from one state to another is
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incidences or probability of change from one state to another is
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| affected by the variables specified into the model.</p>
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affected by the variables specified into the model.</p>
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Line 859 program while saving the old output file
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Line 854 program while saving the old output file
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| <p>Since you know how to run the program, it is time to test it
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<p>Since you know how to run the program, it is time to test it
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| on your own computer. Try for example on a parameter file named <a
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on your own computer. Try for example on a parameter file named <a
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| href="file://../mytry/imachpar.txt">imachpar.txt</a> which is a
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href="..\mytry\imachpar.txt">imachpar.txt</a> which is a copy of <font
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| copy of <font size="2" face="Courier New">mypar.txt</font>
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size="2" face="Courier New">mypar.txt</font> included in the
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| included in the subdirectory of imach, <font size="2"
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subdirectory of imach, <font size="2" face="Courier New">mytry</font>.
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| face="Courier New">mytry</font>. Edit it to change the name of
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Edit it to change the name of the data file to <font size="2"
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| the data file to <font size="2" face="Courier New">..\data\mydata.txt</font>
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face="Courier New">..\data\mydata.txt</font> if you don't want to
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| if you don't want to copy it on the same directory. The file <font
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copy it on the same directory. The file <font face="Courier New">mydata.txt</font>
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| face="Courier New">mydata.txt</font> is a smaller file of 3,000
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is a smaller file of 3,000 people but still with 4 waves. </p>
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| people but still with 4 waves. </p>
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| <p>Click on the imach.exe icon to open a window. Answer to the
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<p>Click on the imach.exe icon to open a window. Answer to the
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| question:'<strong>Enter the parameter file name:'</strong></p>
|
question:'<strong>Enter the parameter file name:'</strong></p>
|
|
|
|
| <table border="1">
|
<table border="1">
|
| <tr>
|
<tr>
|
| <td width="100%"><strong>IMACH, Version 0.63</strong><p><strong>Enter
|
<td width="100%"><strong>IMACH, Version 0.64b</strong><p><strong>Enter
|
| the parameter file name: ..\mytry\imachpar.txt</strong></p>
|
the parameter file name: ..\mytry\imachpar.txt</strong></p>
|
| </td>
|
</td>
|
| </tr>
|
</tr>
|
|
Line 983 requires a caracter:</font></p>
|
Line 977 requires a caracter:</font></p>
|
|
|
|
| <table border="1">
|
<table border="1">
|
| <tr>
|
<tr>
|
| <td width="100%"><strong>Type g for plotting (available
|
<td width="100%"><strong>Type e to edit output files, c
|
| if mle=1), e to edit output files, c to start again,</strong><p><strong>and
|
to start again, and q for exiting:</strong></td>
|
| q for exiting:</strong></p>
|
|
| </td>
|
|
| </tr>
|
</tr>
|
| </table>
|
</table>
|
|
|
|
| <p><font size="3">First you should enter <strong>g</strong> to
|
<p><font size="3">First you should enter <strong>e </strong>to
|
| make the figures and then you can edit all the results by typing <strong>e</strong>.
|
edit the master file mypar.htm. </font></p>
|
| </font></p>
|
|
|
|
|
| <ul>
|
<ul>
|
| <li><u>Outputs files</u> <br>
|
<li><u>Outputs files</u> <br>
|
| - index.htm, this file is the master file on which you
|
<br>
|
| should click first.<br>
|
|
| - Observed prevalence in each state: <a
|
- Observed prevalence in each state: <a
|
| href="..\mytry\prmypar.txt">mypar.txt</a> <br>
|
href="..\mytry\prmypar.txt">pmypar.txt</a> <br>
|
| - Estimated parameters and the covariance matrix: <a
|
- Estimated parameters and the covariance matrix: <a
|
| href="..\mytry\rmypar.txt">rmypar.txt</a> <br>
|
href="..\mytry\rmypar.txt">rmypar.txt</a> <br>
|
| - Stationary prevalence in each state: <a
|
- Stationary prevalence in each state: <a
|
|
Line 1021 make the figures and then you can edit a
|
Line 1011 make the figures and then you can edit a
|
| </li>
|
</li>
|
| <li><u>Graphs</u> <br>
|
<li><u>Graphs</u> <br>
|
| <br>
|
<br>
|
| -<a href="..\mytry\vmypar1.gif">Observed and stationary
|
-<a href="../mytry/pemypar1.gif">One-step transition
|
| |
probabilities</a><br>
|
| |
-<a href="../mytry/pmypar11.gif">Convergence to the
|
| |
stationary prevalence</a><br>
|
| |
-<a href="..\mytry\vmypar11.gif">Observed and stationary
|
| prevalence in state (1) with the confident interval</a> <br>
|
prevalence in state (1) with the confident interval</a> <br>
|
| -<a href="..\mytry\vmypar2.gif">Observed and stationary
|
-<a href="..\mytry\vmypar21.gif">Observed and stationary
|
| prevalence in state (2) with the confident interval</a> <br>
|
prevalence in state (2) with the confident interval</a> <br>
|
| -<a href="..\mytry\exmypar1.gif">Health life expectancies
|
-<a href="..\mytry\expmypar11.gif">Health life
|
| by age and initial health state (1)</a> <br>
|
expectancies by age and initial health state (1)</a> <br>
|
| -<a href="..\mytry\exmypar2.gif">Health life expectancies
|
-<a href="..\mytry\expmypar21.gif">Health life
|
| by age and initial health state (2)</a> <br>
|
expectancies by age and initial health state (2)</a> <br>
|
| -<a href="..\mytry\emypar.gif">Total life expectancy by
|
-<a href="..\mytry\emypar1.gif">Total life expectancy by
|
| age and health expectancies in states (1) and (2).</a> </li>
|
age and health expectancies in states (1) and (2).</a> </li>
|
| </ul>
|
</ul>
|
|
|
|
|
Line 1043 simple justification (name, email, insti
|
Line 1037 simple justification (name, email, insti
|
| href="mailto:brouard@ined.fr">mailto:brouard@ined.fr</a> and <a
|
href="mailto:brouard@ined.fr">mailto:brouard@ined.fr</a> and <a
|
| href="mailto:lievre@ined.fr">mailto:lievre@ined.fr</a> .</p>
|
href="mailto:lievre@ined.fr">mailto:lievre@ined.fr</a> .</p>
|
|
|
|
| <p>Latest version (0.63 of 16 march 2000) can be accessed at <a
|
<p>Latest version (0.64b of may 2001) can be accessed at <a
|
| href="http://euroeves.ined.fr/imach">http://euroreves.ined.fr/imach</a><br>
|
href="http://euroeves.ined.fr/imach">http://euroreves.ined.fr/imach</a><br>
|
| </p>
|
</p>
|
| </body>
|
</body>
|
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