|
|
| version 1.1.1.1, 2000/12/28 18:49:54 | version 1.4, 2002/03/01 17:59:49 |
|---|---|
| Line 1 | Line 1 |
| <html> | <html> |
| <head> | <head> |
| <meta http-equiv="Content-Type" | <meta http-equiv="Content-Type" |
| content="text/html; charset=iso-8859-1"> | content="text/html; charset=iso-8859-1"> |
| <meta name="GENERATOR" content="Microsoft FrontPage Express 2.0"> | <meta name="GENERATOR" content="Microsoft FrontPage Express 2.0"> |
| <title>Computing Health Expectancies using IMaCh</title> | <title>Computing Health Expectancies using IMaCh</title> |
| </head> | <!-- Changed by: Agnes Lievre, 12-Oct-2000 --> |
| </head> | |
| <body bgcolor="#FFFFFF"> | |
| <body bgcolor="#FFFFFF"> | |
| <hr size="3" color="#EC5E5E"> | |
| <hr size="3" color="#EC5E5E"> | |
| <h1 align="center"><font color="#00006A">Computing Health | |
| Expectancies using IMaCh</font></h1> | <h1 align="center"><font color="#00006A">Computing Health |
| Expectancies using IMaCh</font></h1> | |
| <h1 align="center"><font color="#00006A" size="5">(a Maximum | |
| Likelihood Computer Program using Interpolation of Markov Chains)</font></h1> | <h1 align="center"><font color="#00006A" size="5">(a Maximum |
| Likelihood Computer Program using Interpolation of Markov Chains)</font></h1> | |
| <p align="center"> </p> | |
| <p align="center"> </p> | |
| <p align="center"><a href="http://www.ined.fr/"><img | |
| src="logo-ined.gif" border="0" width="151" height="76"></a><img | <p align="center"><a href="http://www.ined.fr/"><img |
| src="euroreves2.gif" width="151" height="75"></p> | src="logo-ined.gif" border="0" width="151" height="76"></a><img |
| src="euroreves2.gif" width="151" height="75"></p> | |
| <h3 align="center"><a href="http://www.ined.fr/"><font | |
| color="#00006A">INED</font></a><font color="#00006A"> and </font><a | <h3 align="center"><a href="http://www.ined.fr/"><font |
| href="http://euroreves.ined.fr"><font color="#00006A">EUROREVES</font></a></h3> | color="#00006A">INED</font></a><font color="#00006A"> and </font><a |
| href="http://euroreves.ined.fr"><font color="#00006A">EUROREVES</font></a></h3> | |
| <p align="center"><font color="#00006A" size="4"><strong>March | |
| 2000</strong></font></p> | <p align="center"><font color="#00006A" size="4"><strong>Version |
| 0.7, February 2002</strong></font></p> | |
| <hr size="3" color="#EC5E5E"> | |
| <hr size="3" color="#EC5E5E"> | |
| <p align="center"><font color="#00006A"><strong>Authors of the | |
| program: </strong></font><a href="http://sauvy.ined.fr/brouard"><font | <p align="center"><font color="#00006A"><strong>Authors of the |
| color="#00006A"><strong>Nicolas Brouard</strong></font></a><font | program: </strong></font><a href="http://sauvy.ined.fr/brouard"><font |
| color="#00006A"><strong>, senior researcher at the </strong></font><a | color="#00006A"><strong>Nicolas Brouard</strong></font></a><font |
| href="http://www.ined.fr"><font color="#00006A"><strong>Institut | color="#00006A"><strong>, senior researcher at the </strong></font><a |
| National d'Etudes Démographiques</strong></font></a><font | href="http://www.ined.fr"><font color="#00006A"><strong>Institut |
| color="#00006A"><strong> (INED, Paris) in the "Mortality, | National d'Etudes Démographiques</strong></font></a><font |
| Health and Epidemiology" Research Unit </strong></font></p> | color="#00006A"><strong> (INED, Paris) in the "Mortality, |
| Health and Epidemiology" Research Unit </strong></font></p> | |
| <p align="center"><font color="#00006A"><strong>and Agnès | |
| Lièvre<br clear="left"> | <p align="center"><font color="#00006A"><strong>and Agnès |
| </strong></font></p> | Lièvre<br clear="left"> |
| </strong></font></p> | |
| <h4><font color="#00006A">Contribution to the mathematics: C. R. | |
| Heathcote </font><font color="#00006A" size="2">(Australian | <h4><font color="#00006A">Contribution to the mathematics: C. R. |
| National University, Canberra).</font></h4> | Heathcote </font><font color="#00006A" size="2">(Australian |
| National University, Canberra).</font></h4> | |
| <h4><font color="#00006A">Contact: Agnès Lièvre (</font><a | |
| href="mailto:lievre@ined.fr"><font color="#00006A"><i>lievre@ined.fr</i></font></a><font | <h4><font color="#00006A">Contact: Agnès Lièvre (</font><a |
| color="#00006A">) </font></h4> | href="mailto:lievre@ined.fr"><font color="#00006A"><i>lievre@ined.fr</i></font></a><font |
| color="#00006A">) </font></h4> | |
| <hr> | |
| <hr> | |
| <ul> | |
| <li><a href="#intro">Introduction</a> </li> | <ul> |
| <li>The detailed statistical model (<a href="docmath.pdf">PDF | <li><a href="#intro">Introduction</a> </li> |
| version</a>),(<a href="docmath.ps">ps version</a>) </li> | <li>The detailed statistical model (<a href="docmath.pdf">PDF |
| <li><a href="#data">On what kind of data can it be used?</a></li> | version</a>),(<a href="docmath.ps">ps version</a>) </li> |
| <li><a href="#datafile">The data file</a> </li> | <li><a href="#data">On what kind of data can it be used?</a></li> |
| <li><a href="#biaspar">The parameter file</a> </li> | <li><a href="#datafile">The data file</a> </li> |
| <li><a href="#running">Running Imach</a> </li> | <li><a href="#biaspar">The parameter file</a> </li> |
| <li><a href="#output">Output files and graphs</a> </li> | <li><a href="#running">Running Imach</a> </li> |
| <li><a href="#example">Exemple</a> </li> | <li><a href="#output">Output files and graphs</a> </li> |
| </ul> | <li><a href="#example">Exemple</a> </li> |
| </ul> | |
| <hr> | |
| <hr> | |
| <h2><a name="intro"><font color="#00006A">Introduction</font></a></h2> | |
| <h2><a name="intro"><font color="#00006A">Introduction</font></a></h2> | |
| <p>This program computes <b>Healthy Life Expectancies</b> from <b>cross-longitudinal | |
| data</b>. Within the family of Health Expectancies (HE), | <p>This program computes <b>Healthy Life Expectancies</b> from <b>cross-longitudinal |
| Disability-free life expectancy (DFLE) is probably the most | data</b> using the methodology pioneered by Laditka and Wolf (1). |
| important index to monitor. In low mortality countries, there is | Within the family of Health Expectancies (HE), Disability-free |
| a fear that when mortality declines, the increase in DFLE is not | life expectancy (DFLE) is probably the most important index to |
| proportionate to the increase in total Life expectancy. This case | monitor. In low mortality countries, there is a fear that when |
| is called the <em>Expansion of morbidity</em>. Most of the data | mortality declines, the increase in DFLE is not proportionate to |
| collected today, in particular by the international <a | the increase in total Life expectancy. This case is called the <em>Expansion |
| href="http://euroreves/reves">REVES</a> network on Health | of morbidity</em>. Most of the data collected today, in |
| expectancy, and most HE indices based on these data, are <em>cross-sectional</em>. | particular by the international <a href="http://euroreves/reves">REVES</a> |
| It means that the information collected comes from a single | network on Health expectancy, and most HE indices based on these |
| cross-sectional survey: people from various ages (but mostly old | data, are <em>cross-sectional</em>. It means that the information |
| people) are surveyed on their health status at a single date. | collected comes from a single cross-sectional survey: people from |
| Proportion of people disabled at each age, can then be measured | various ages (but mostly old people) are surveyed on their health |
| at that date. This age-specific prevalence curve is then used to | status at a single date. Proportion of people disabled at each |
| distinguish, within the stationary population (which, by | age, can then be measured at that date. This age-specific |
| definition, is the life table estimated from the vital statistics | prevalence curve is then used to distinguish, within the |
| on mortality at the same date), the disable population from the | stationary population (which, by definition, is the life table |
| disability-free population. Life expectancy (LE) (or total | estimated from the vital statistics on mortality at the same |
| population divided by the yearly number of births or deaths of | date), the disable population from the disability-free |
| this stationary population) is then decomposed into DFLE and DLE. | population. Life expectancy (LE) (or total population divided by |
| This method of computing HE is usually called the Sullivan method | the yearly number of births or deaths of this stationary |
| (from the name of the author who first described it).</p> | population) is then decomposed into DFLE and DLE. This method of |
| computing HE is usually called the Sullivan method (from the name | |
| <p>Age-specific proportions of people disable are very difficult | of the author who first described it).</p> |
| to forecast because each proportion corresponds to historical | |
| conditions of the cohort and it is the result of the historical | <p>Age-specific proportions of people disable are very difficult |
| flows from entering disability and recovering in the past until | to forecast because each proportion corresponds to historical |
| today. The age-specific intensities (or incidence rates) of | conditions of the cohort and it is the result of the historical |
| entering disability or recovering a good health, are reflecting | flows from entering disability and recovering in the past until |
| actual conditions and therefore can be used at each age to | today. The age-specific intensities (or incidence rates) of |
| forecast the future of this cohort. For example if a country is | entering disability or recovering a good health, are reflecting |
| improving its technology of prosthesis, the incidence of | actual conditions and therefore can be used at each age to |
| recovering the ability to walk will be higher at each (old) age, | forecast the future of this cohort. For example if a country is |
| but the prevalence of disability will only slightly reflect an | improving its technology of prosthesis, the incidence of |
| improve because the prevalence is mostly affected by the history | recovering the ability to walk will be higher at each (old) age, |
| of the cohort and not by recent period effects. To measure the | but the prevalence of disability will only slightly reflect an |
| period improvement we have to simulate the future of a cohort of | improve because the prevalence is mostly affected by the history |
| new-borns entering or leaving at each age the disability state or | of the cohort and not by recent period effects. To measure the |
| dying according to the incidence rates measured today on | period improvement we have to simulate the future of a cohort of |
| different cohorts. The proportion of people disabled at each age | new-borns entering or leaving at each age the disability state or |
| in this simulated cohort will be much lower (using the exemple of | dying according to the incidence rates measured today on |
| an improvement) that the proportions observed at each age in a | different cohorts. The proportion of people disabled at each age |
| cross-sectional survey. This new prevalence curve introduced in a | in this simulated cohort will be much lower (using the exemple of |
| life table will give a much more actual and realistic HE level | an improvement) that the proportions observed at each age in a |
| than the Sullivan method which mostly measured the History of | cross-sectional survey. This new prevalence curve introduced in a |
| health conditions in this country.</p> | life table will give a much more actual and realistic HE level |
| than the Sullivan method which mostly measured the History of | |
| <p>Therefore, the main question is how to measure incidence rates | health conditions in this country.</p> |
| from cross-longitudinal surveys? This is the goal of the IMaCH | |
| program. From your data and using IMaCH you can estimate period | <p>Therefore, the main question is how to measure incidence rates |
| HE and not only Sullivan's HE. Also the standard errors of the HE | from cross-longitudinal surveys? This is the goal of the IMaCH |
| are computed.</p> | program. From your data and using IMaCH you can estimate period |
| HE and not only Sullivan's HE. Also the standard errors of the HE | |
| <p>A cross-longitudinal survey consists in a first survey | are computed.</p> |
| ("cross") where individuals from different ages are | |
| interviewed on their health status or degree of disability. At | <p>A cross-longitudinal survey consists in a first survey |
| least a second wave of interviews ("longitudinal") | ("cross") where individuals from different ages are |
| should measure each new individual health status. Health | interviewed on their health status or degree of disability. At |
| expectancies are computed from the transitions observed between | least a second wave of interviews ("longitudinal") |
| waves and are computed for each degree of severity of disability | should measure each new individual health status. Health |
| (number of life states). More degrees you consider, more time is | expectancies are computed from the transitions observed between |
| necessary to reach the Maximum Likelihood of the parameters | waves and are computed for each degree of severity of disability |
| involved in the model. Considering only two states of disability | (number of life states). More degrees you consider, more time is |
| (disable and healthy) is generally enough but the computer | necessary to reach the Maximum Likelihood of the parameters |
| program works also with more health statuses.<br> | involved in the model. Considering only two states of disability |
| <br> | (disable and healthy) is generally enough but the computer |
| The simplest model is the multinomial logistic model where <i>pij</i> | program works also with more health statuses.<br> |
| is the probability to be observed in state <i>j</i> at the second | <br> |
| wave conditional to be observed in state <em>i</em> at the first | The simplest model is the multinomial logistic model where <i>pij</i> |
| wave. Therefore a simple model is: log<em>(pij/pii)= aij + | is the probability to be observed in state <i>j</i> at the second |
| bij*age+ cij*sex,</em> where '<i>age</i>' is age and '<i>sex</i>' | wave conditional to be observed in state <em>i</em> at the first |
| is a covariate. The advantage that this computer program claims, | wave. Therefore a simple model is: log<em>(pij/pii)= aij + |
| comes from that if the delay between waves is not identical for | bij*age+ cij*sex,</em> where '<i>age</i>' is age and '<i>sex</i>' |
| each individual, or if some individual missed an interview, the | is a covariate. The advantage that this computer program claims, |
| information is not rounded or lost, but taken into account using | comes from that if the delay between waves is not identical for |
| an interpolation or extrapolation. <i>hPijx</i> is the | each individual, or if some individual missed an interview, the |
| probability to be observed in state <i>i</i> at age <i>x+h</i> | information is not rounded or lost, but taken into account using |
| conditional to the observed state <i>i</i> at age <i>x</i>. The | an interpolation or extrapolation. <i>hPijx</i> is the |
| delay '<i>h</i>' can be split into an exact number (<i>nh*stepm</i>) | probability to be observed in state <i>i</i> at age <i>x+h</i> |
| of unobserved intermediate states. This elementary transition (by | conditional to the observed state <i>i</i> at age <i>x</i>. The |
| month or quarter trimester, semester or year) is modeled as a | delay '<i>h</i>' can be split into an exact number (<i>nh*stepm</i>) |
| multinomial logistic. The <i>hPx</i> matrix is simply the matrix | of unobserved intermediate states. This elementary transition (by |
| product of <i>nh*stepm</i> elementary matrices and the | month or quarter trimester, semester or year) is modeled as a |
| contribution of each individual to the likelihood is simply <i>hPijx</i>. | multinomial logistic. The <i>hPx</i> matrix is simply the matrix |
| <br> | product of <i>nh*stepm</i> elementary matrices and the |
| </p> | contribution of each individual to the likelihood is simply <i>hPijx</i>. |
| <br> | |
| <p>The program presented in this manual is a quite general | </p> |
| program named <strong>IMaCh</strong> (for <strong>I</strong>nterpolated | |
| <strong>MA</strong>rkov <strong>CH</strong>ain), designed to | <p>The program presented in this manual is a quite general |
| analyse transition data from longitudinal surveys. The first step | program named <strong>IMaCh</strong> (for <strong>I</strong>nterpolated |
| is the parameters estimation of a transition probabilities model | <strong>MA</strong>rkov <strong>CH</strong>ain), designed to |
| between an initial status and a final status. From there, the | analyse transition data from longitudinal surveys. The first step |
| computer program produces some indicators such as observed and | is the parameters estimation of a transition probabilities model |
| stationary prevalence, life expectancies and their variances and | between an initial status and a final status. From there, the |
| graphs. Our transition model consists in absorbing and | computer program produces some indicators such as observed and |
| non-absorbing states with the possibility of return across the | stationary prevalence, life expectancies and their variances and |
| non-absorbing states. The main advantage of this package, | graphs. Our transition model consists in absorbing and |
| compared to other programs for the analysis of transition data | non-absorbing states with the possibility of return across the |
| (For example: Proc Catmod of SAS<sup>®</sup>) is that the whole | non-absorbing states. The main advantage of this package, |
| individual information is used even if an interview is missing, a | compared to other programs for the analysis of transition data |
| status or a date is unknown or when the delay between waves is | (For example: Proc Catmod of SAS<sup>®</sup>) is that the whole |
| not identical for each individual. The program can be executed | individual information is used even if an interview is missing, a |
| according to parameters: selection of a sub-sample, number of | status or a date is unknown or when the delay between waves is |
| absorbing and non-absorbing states, number of waves taken in | not identical for each individual. The program can be executed |
| account (the user inputs the first and the last interview), a | according to parameters: selection of a sub-sample, number of |
| tolerance level for the maximization function, the periodicity of | absorbing and non-absorbing states, number of waves taken in |
| the transitions (we can compute annual, quaterly or monthly | account (the user inputs the first and the last interview), a |
| transitions), covariates in the model. It works on Windows or on | tolerance level for the maximization function, the periodicity of |
| Unix.<br> | the transitions (we can compute annual, quaterly or monthly |
| </p> | transitions), covariates in the model. It works on Windows or on |
| Unix.<br> | |
| <hr> | </p> |
| <h2><a name="data"><font color="#00006A">On what kind of data can | <hr> |
| it be used?</font></a></h2> | |
| <p>(1) Laditka, Sarah B. and Wolf, Douglas A. (1998), "New | |
| <p>The minimum data required for a transition model is the | Methods for Analyzing Active Life Expectancy". <i>Journal of |
| recording of a set of individuals interviewed at a first date and | Aging and Health</i>. Vol 10, No. 2. </p> |
| interviewed again at least one another time. From the | |
| observations of an individual, we obtain a follow-up over time of | <hr> |
| the occurrence of a specific event. In this documentation, the | |
| event is related to health status at older ages, but the program | <h2><a name="data"><font color="#00006A">On what kind of data can |
| can be applied on a lot of longitudinal studies in different | it be used?</font></a></h2> |
| contexts. To build the data file explained into the next section, | |
| you must have the month and year of each interview and the | <p>The minimum data required for a transition model is the |
| corresponding health status. But in order to get age, date of | recording of a set of individuals interviewed at a first date and |
| birth (month and year) is required (missing values is allowed for | interviewed again at least one another time. From the |
| month). Date of death (month and year) is an important | observations of an individual, we obtain a follow-up over time of |
| information also required if the individual is dead. Shorter | the occurrence of a specific event. In this documentation, the |
| steps (i.e. a month) will more closely take into account the | event is related to health status at older ages, but the program |
| survival time after the last interview.</p> | can be applied on a lot of longitudinal studies in different |
| contexts. To build the data file explained into the next section, | |
| <hr> | you must have the month and year of each interview and the |
| corresponding health status. But in order to get age, date of | |
| <h2><a name="datafile"><font color="#00006A">The data file</font></a></h2> | birth (month and year) is required (missing values is allowed for |
| month). Date of death (month and year) is an important | |
| <p>In this example, 8,000 people have been interviewed in a | information also required if the individual is dead. Shorter |
| cross-longitudinal survey of 4 waves (1984, 1986, 1988, 1990). | steps (i.e. a month) will more closely take into account the |
| Some people missed 1, 2 or 3 interviews. Health statuses are | survival time after the last interview.</p> |
| healthy (1) and disable (2). The survey is not a real one. It is | |
| a simulation of the American Longitudinal Survey on Aging. The | <hr> |
| disability state is defined if the individual missed one of four | |
| ADL (Activity of daily living, like bathing, eating, walking). | <h2><a name="datafile"><font color="#00006A">The data file</font></a></h2> |
| Therefore, even is the individuals interviewed in the sample are | |
| virtual, the information brought with this sample is close to the | <p>In this example, 8,000 people have been interviewed in a |
| situation of the United States. Sex is not recorded is this | cross-longitudinal survey of 4 waves (1984, 1986, 1988, 1990). |
| sample.</p> | Some people missed 1, 2 or 3 interviews. Health statuses are |
| healthy (1) and disable (2). The survey is not a real one. It is | |
| <p>Each line of the data set (named <a href="data1.txt">data1.txt</a> | a simulation of the American Longitudinal Survey on Aging. The |
| in this first example) is an individual record which fields are: </p> | disability state is defined if the individual missed one of four |
| ADL (Activity of daily living, like bathing, eating, walking). | |
| <ul> | Therefore, even is the individuals interviewed in the sample are |
| <li><b>Index number</b>: positive number (field 1) </li> | virtual, the information brought with this sample is close to the |
| <li><b>First covariate</b> positive number (field 2) </li> | situation of the United States. Sex is not recorded is this |
| <li><b>Second covariate</b> positive number (field 3) </li> | sample.</p> |
| <li><a name="Weight"><b>Weight</b></a>: positive number | |
| (field 4) . In most surveys individuals are weighted | <p>Each line of the data set (named <a href="data1.txt">data1.txt</a> |
| according to the stratification of the sample.</li> | in this first example) is an individual record which fields are: </p> |
| <li><b>Date of birth</b>: coded as mm/yyyy. Missing dates are | |
| coded as 99/9999 (field 5) </li> | <ul> |
| <li><b>Date of death</b>: coded as mm/yyyy. Missing dates are | <li><b>Index number</b>: positive number (field 1) </li> |
| coded as 99/9999 (field 6) </li> | <li><b>First covariate</b> positive number (field 2) </li> |
| <li><b>Date of first interview</b>: coded as mm/yyyy. Missing | <li><b>Second covariate</b> positive number (field 3) </li> |
| dates are coded as 99/9999 (field 7) </li> | <li><a name="Weight"><b>Weight</b></a>: positive number |
| <li><b>Status at first interview</b>: positive number. | (field 4) . In most surveys individuals are weighted |
| Missing values ar coded -1. (field 8) </li> | according to the stratification of the sample.</li> |
| <li><b>Date of second interview</b>: coded as mm/yyyy. | <li><b>Date of birth</b>: coded as mm/yyyy. Missing dates are |
| Missing dates are coded as 99/9999 (field 9) </li> | coded as 99/9999 (field 5) </li> |
| <li><strong>Status at second interview</strong> positive | <li><b>Date of death</b>: coded as mm/yyyy. Missing dates are |
| number. Missing values ar coded -1. (field 10) </li> | coded as 99/9999 (field 6) </li> |
| <li><b>Date of third interview</b>: coded as mm/yyyy. Missing | <li><b>Date of first interview</b>: coded as mm/yyyy. Missing |
| dates are coded as 99/9999 (field 11) </li> | dates are coded as 99/9999 (field 7) </li> |
| <li><strong>Status at third interview</strong> positive | <li><b>Status at first interview</b>: positive number. |
| number. Missing values ar coded -1. (field 12) </li> | Missing values ar coded -1. (field 8) </li> |
| <li><b>Date of fourth interview</b>: coded as mm/yyyy. | <li><b>Date of second interview</b>: coded as mm/yyyy. |
| Missing dates are coded as 99/9999 (field 13) </li> | Missing dates are coded as 99/9999 (field 9) </li> |
| <li><strong>Status at fourth interview</strong> positive | <li><strong>Status at second interview</strong> positive |
| number. Missing values are coded -1. (field 14) </li> | number. Missing values ar coded -1. (field 10) </li> |
| <li>etc</li> | <li><b>Date of third interview</b>: coded as mm/yyyy. Missing |
| </ul> | dates are coded as 99/9999 (field 11) </li> |
| <li><strong>Status at third interview</strong> positive | |
| <p> </p> | number. Missing values ar coded -1. (field 12) </li> |
| <li><b>Date of fourth interview</b>: coded as mm/yyyy. | |
| <p>If your longitudinal survey do not include information about | Missing dates are coded as 99/9999 (field 13) </li> |
| weights or covariates, you must fill the column with a number | <li><strong>Status at fourth interview</strong> positive |
| (e.g. 1) because a missing field is not allowed.</p> | number. Missing values are coded -1. (field 14) </li> |
| <li>etc</li> | |
| <hr> | </ul> |
| <h2><font color="#00006A">Your first example parameter file</font><a | <p> </p> |
| href="http://euroreves.ined.fr/imach"></a><a name="uio"></a></h2> | |
| <p>If your longitudinal survey do not include information about | |
| <h2><a name="biaspar"></a>#Imach version 0.63, February 2000, | weights or covariates, you must fill the column with a number |
| INED-EUROREVES </h2> | (e.g. 1) because a missing field is not allowed.</p> |
| <p>This is a comment. Comments start with a '#'.</p> | <hr> |
| <h4><font color="#FF0000">First uncommented line</font></h4> | <h2><font color="#00006A">Your first example parameter file</font><a |
| href="http://euroreves.ined.fr/imach"></a><a name="uio"></a></h2> | |
| <pre>title=1st_example datafile=data1.txt lastobs=8600 firstpass=1 lastpass=4</pre> | |
| <h2><a name="biaspar"></a>#Imach version 0.7, February 2002, | |
| <ul> | INED-EUROREVES </h2> |
| <li><b>title=</b> 1st_example is title of the run. </li> | |
| <li><b>datafile=</b>data1.txt is the name of the data set. | <p>This is a comment. Comments start with a '#'.</p> |
| Our example is a six years follow-up survey. It consists | |
| in a baseline followed by 3 reinterviews. </li> | <h4><font color="#FF0000">First uncommented line</font></h4> |
| <li><b>lastobs=</b> 8600 the program is able to run on a | |
| subsample where the last observation number is lastobs. | <pre>title=1st_example datafile=data1.txt lastobs=8600 firstpass=1 lastpass=4</pre> |
| It can be set a bigger number than the real number of | |
| observations (e.g. 100000). In this example, maximisation | <ul> |
| will be done on the 8600 first records. </li> | <li><b>title=</b> 1st_example is title of the run. </li> |
| <li><b>firstpass=1</b> , <b>lastpass=4 </b>In case of more | <li><b>datafile=</b>data1.txt is the name of the data set. |
| than two interviews in the survey, the program can be run | Our example is a six years follow-up survey. It consists |
| on selected transitions periods. firstpass=1 means the | in a baseline followed by 3 reinterviews. </li> |
| first interview included in the calculation is the | <li><b>lastobs=</b> 8600 the program is able to run on a |
| baseline survey. lastpass=4 means that the information | subsample where the last observation number is lastobs. |
| brought by the 4th interview is taken into account.</li> | It can be set a bigger number than the real number of |
| </ul> | observations (e.g. 100000). In this example, maximisation |
| will be done on the 8600 first records. </li> | |
| <p> </p> | <li><b>firstpass=1</b> , <b>lastpass=4 </b>In case of more |
| than two interviews in the survey, the program can be run | |
| <h4><a name="biaspar-2"><font color="#FF0000">Second uncommented | on selected transitions periods. firstpass=1 means the |
| line</font></a></h4> | first interview included in the calculation is the |
| baseline survey. lastpass=4 means that the information | |
| <pre>ftol=1.e-08 stepm=1 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre> | brought by the 4th interview is taken into account.</li> |
| </ul> | |
| <ul> | |
| <li><b>ftol=1e-8</b> Convergence tolerance on the function | <p> </p> |
| value in the maximisation of the likelihood. Choosing a | |
| correct value for ftol is difficult. 1e-8 is a correct | <h4><a name="biaspar-2"><font color="#FF0000">Second uncommented |
| value for a 32 bits computer.</li> | line</font></a></h4> |
| <li><b>stepm=1</b> Time unit in months for interpolation. | |
| Examples:<ul> | <pre>ftol=1.e-08 stepm=1 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre> |
| <li>If stepm=1, the unit is a month </li> | |
| <li>If stepm=4, the unit is a trimester</li> | <ul> |
| <li>If stepm=12, the unit is a year </li> | <li><b>ftol=1e-8</b> Convergence tolerance on the function |
| <li>If stepm=24, the unit is two years</li> | value in the maximisation of the likelihood. Choosing a |
| <li>... </li> | correct value for ftol is difficult. 1e-8 is a correct |
| </ul> | value for a 32 bits computer.</li> |
| </li> | <li><b>stepm=1</b> Time unit in months for interpolation. |
| <li><b>ncov=2</b> Number of covariates to be add to the | Examples:<ul> |
| model. The intercept and the age parameter are counting | <li>If stepm=1, the unit is a month </li> |
| for 2 covariates. For example, if you want to add gender | <li>If stepm=4, the unit is a trimester</li> |
| in the covariate vector you must write ncov=3 else | <li>If stepm=12, the unit is a year </li> |
| ncov=2. </li> | <li>If stepm=24, the unit is two years</li> |
| <li><b>nlstate=2</b> Number of non-absorbing (live) states. | <li>... </li> |
| Here we have two alive states: disability-free is coded 1 | </ul> |
| and disability is coded 2. </li> | </li> |
| <li><b>ndeath=1</b> Number of absorbing states. The absorbing | <li><b>ncov=2</b> Number of covariates in the datafile. The |
| state death is coded 3. </li> | intercept and the age parameter are counting for 2 |
| <li><b>maxwav=4</b> Maximum number of waves. The program can | covariates.</li> |
| not include more than 4 interviews. </li> | <li><b>nlstate=2</b> Number of non-absorbing (alive) states. |
| <li><a name="mle"><b>mle</b></a><b>=1</b> Option for the | Here we have two alive states: disability-free is coded 1 |
| Maximisation Likelihood Estimation. <ul> | and disability is coded 2. </li> |
| <li>If mle=1 the program does the maximisation and | <li><b>ndeath=1</b> Number of absorbing states. The absorbing |
| the calculation of heath expectancies </li> | state death is coded 3. </li> |
| <li>If mle=0 the program only does the calculation of | <li><b>maxwav=4</b> Number of waves in the datafile.</li> |
| the health expectancies. </li> | <li><a name="mle"><b>mle</b></a><b>=1</b> Option for the |
| </ul> | Maximisation Likelihood Estimation. <ul> |
| </li> | <li>If mle=1 the program does the maximisation and |
| <li><b>weight=0</b> Possibility to add weights. <ul> | the calculation of health expectancies </li> |
| <li>If weight=0 no weights are included </li> | <li>If mle=0 the program only does the calculation of |
| <li>If weight=1 the maximisation integrates the | the health expectancies. </li> |
| weights which are in field <a href="#Weight">4</a></li> | </ul> |
| </ul> | </li> |
| </li> | <li><b>weight=0</b> Possibility to add weights. <ul> |
| </ul> | <li>If weight=0 no weights are included </li> |
| <li>If weight=1 the maximisation integrates the | |
| <h4><font color="#FF0000">Guess values for optimization</font><font | weights which are in field <a href="#Weight">4</a></li> |
| color="#00006A"> </font></h4> | </ul> |
| </li> | |
| <p>You must write the initial guess values of the parameters for | </ul> |
| optimization. The number of parameters, <em>N</em> depends on the | |
| number of absorbing states and non-absorbing states and on the | <h4><font color="#FF0000">Covariates</font></h4> |
| number of covariates. <br> | |
| <em>N</em> is given by the formula <em>N</em>=(<em>nlstate</em> + | <p>Intercept and age are systematically included in the model. |
| <em>ndeath</em>-1)*<em>nlstate</em>*<em>ncov</em> . <br> | Additional covariates can be included with the command </p> |
| <br> | |
| Thus in the simple case with 2 covariates (the model is log | <pre>model=<em>list of covariates</em></pre> |
| (pij/pii) = aij + bij * age where intercept and age are the two | |
| covariates), and 2 health degrees (1 for disability-free and 2 | <ul> |
| for disability) and 1 absorbing state (3), you must enter 8 | <li>if<strong> model=. </strong>then no covariates are |
| initials values, a12, b12, a13, b13, a21, b21, a23, b23. You can | included</li> |
| start with zeros as in this example, but if you have a more | <li>if <strong>model=V1</strong> the model includes the first |
| precise set (for example from an earlier run) you can enter it | covariate (field 2)</li> |
| and it will speed up them<br> | <li>if <strong>model=V2 </strong>the model includes the |
| Each of the four lines starts with indices "ij": <br> | second covariate (field 3)</li> |
| <br> | <li>if <strong>model=V1+V2 </strong>the model includes the |
| <b>ij aij bij</b> </p> | first and the second covariate (fields 2 and 3)</li> |
| <li>if <strong>model=V1*V2 </strong>the model includes the | |
| <blockquote> | product of the first and the second covariate (fields 2 |
| <pre># Guess values of aij and bij in log (pij/pii) = aij + bij * age | and 3)</li> |
| 12 -14.155633 0.110794 | <li>if <strong>model=V1+V1*age</strong> the model includes |
| 13 -7.925360 0.032091 | the product covariate*age</li> |
| 21 -1.890135 -0.029473 | </ul> |
| 23 -6.234642 0.022315 </pre> | |
| </blockquote> | <h4><font color="#FF0000">Guess values for optimization</font><font |
| color="#00006A"> </font></h4> | |
| <p>or, to simplify: </p> | |
| <p>You must write the initial guess values of the parameters for | |
| <blockquote> | optimization. The number of parameters, <em>N</em> depends on the |
| <pre>12 0.0 0.0 | number of absorbing states and non-absorbing states and on the |
| 13 0.0 0.0 | number of covariates. <br> |
| 21 0.0 0.0 | <em>N</em> is given by the formula <em>N</em>=(<em>nlstate</em> + |
| 23 0.0 0.0</pre> | <em>ndeath</em>-1)*<em>nlstate</em>*<em>ncov</em> . <br> |
| </blockquote> | <br> |
| Thus in the simple case with 2 covariates (the model is log | |
| <h4><font color="#FF0000">Guess values for computing variances</font></h4> | (pij/pii) = aij + bij * age where intercept and age are the two |
| covariates), and 2 health degrees (1 for disability-free and 2 | |
| <p>This is an output if <a href="#mle">mle</a>=1. But it can be | for disability) and 1 absorbing state (3), you must enter 8 |
| used as an input to get the vairous output data files (Health | initials values, a12, b12, a13, b13, a21, b21, a23, b23. You can |
| expectancies, stationary prevalence etc.) and figures without | start with zeros as in this example, but if you have a more |
| rerunning the rather long maximisation phase (mle=0). </p> | precise set (for example from an earlier run) you can enter it |
| and it will speed up them<br> | |
| <p>The scales are small values for the evaluation of numerical | Each of the four lines starts with indices "ij": <b>ij |
| derivatives. These derivatives are used to compute the hessian | aij bij</b> </p> |
| matrix of the parameters, that is the inverse of the covariance | |
| matrix, and the variances of health expectancies. Each line | <blockquote> |
| consists in indices "ij" followed by the initial scales | <pre># Guess values of aij and bij in log (pij/pii) = aij + bij * age |
| (zero to simplify) associated with aij and bij. </p> | 12 -14.155633 0.110794 |
| 13 -7.925360 0.032091 | |
| <ul> | 21 -1.890135 -0.029473 |
| <li>If mle=1 you can enter zeros:</li> | 23 -6.234642 0.022315 </pre> |
| </ul> | </blockquote> |
| <blockquote> | <p>or, to simplify: </p> |
| <pre># Scales (for hessian or gradient estimation) | |
| 12 0. 0. | <blockquote> |
| 13 0. 0. | <pre>12 0.0 0.0 |
| 21 0. 0. | 13 0.0 0.0 |
| 23 0. 0. </pre> | 21 0.0 0.0 |
| </blockquote> | 23 0.0 0.0</pre> |
| </blockquote> | |
| <ul> | |
| <li>If mle=0 you must enter a covariance matrix (usually | <h4><font color="#FF0000">Guess values for computing variances</font></h4> |
| obtained from an earlier run).</li> | |
| </ul> | <p>This is an output if <a href="#mle">mle</a>=1. But it can be |
| used as an input to get the various output data files (Health | |
| <h4><font color="#FF0000">Covariance matrix of parameters</font></h4> | expectancies, stationary prevalence etc.) and figures without |
| rerunning the rather long maximisation phase (mle=0). </p> | |
| <p>This is an output if <a href="#mle">mle</a>=1. But it can be | |
| used as an input to get the vairous output data files (Health | <p>The scales are small values for the evaluation of numerical |
| expectancies, stationary prevalence etc.) and figures without | derivatives. These derivatives are used to compute the hessian |
| rerunning the rather long maximisation phase (mle=0). </p> | matrix of the parameters, that is the inverse of the covariance |
| matrix, and the variances of health expectancies. Each line | |
| <p>Each line starts with indices "ijk" followed by the | consists in indices "ij" followed by the initial scales |
| covariances between aij and bij: </p> | (zero to simplify) associated with aij and bij. </p> |
| <pre> | <ul> |
| 121 Var(a12) | <li>If mle=1 you can enter zeros:</li> |
| 122 Cov(b12,a12) Var(b12) | </ul> |
| ... | |
| 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23) </pre> | <blockquote> |
| <pre># Scales (for hessian or gradient estimation) | |
| <ul> | 12 0. 0. |
| <li>If mle=1 you can enter zeros. </li> | 13 0. 0. |
| </ul> | 21 0. 0. |
| 23 0. 0. </pre> | |
| <blockquote> | </blockquote> |
| <pre># Covariance matrix | |
| 121 0. | <ul> |
| 122 0. 0. | <li>If mle=0 you must enter a covariance matrix (usually |
| 131 0. 0. 0. | obtained from an earlier run).</li> |
| 132 0. 0. 0. 0. | </ul> |
| 211 0. 0. 0. 0. 0. | |
| 212 0. 0. 0. 0. 0. 0. | <h4><font color="#FF0000">Covariance matrix of parameters</font></h4> |
| 231 0. 0. 0. 0. 0. 0. 0. | |
| 232 0. 0. 0. 0. 0. 0. 0. 0.</pre> | <p>This is an output if <a href="#mle">mle</a>=1. But it can be |
| </blockquote> | used as an input to get the various output data files (Health |
| expectancies, stationary prevalence etc.) and figures without | |
| <ul> | rerunning the rather long maximisation phase (mle=0). </p> |
| <li>If mle=0 you must enter a covariance matrix (usually | |
| obtained from an earlier run).<br> | <p>Each line starts with indices "ijk" followed by the |
| </li> | covariances between aij and bij: </p> |
| </ul> | |
| <pre> | |
| <h4><a name="biaspar-l"></a><font color="#FF0000">last | 121 Var(a12) |
| uncommented line</font></h4> | 122 Cov(b12,a12) Var(b12) |
| ... | |
| <pre>agemin=70 agemax=100 bage=50 fage=100</pre> | 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23) </pre> |
| <p>Once we obtained the estimated parameters, the program is able | <ul> |
| to calculated stationary prevalence, transitions probabilities | <li>If mle=1 you can enter zeros. </li> |
| and life expectancies at any age. Choice of age ranges is useful | </ul> |
| for extrapolation. In our data file, ages varies from age 70 to | |
| 102. Setting bage=50 and fage=100, makes the program computing | <blockquote> |
| life expectancy from age bage to age fage. As we use a model, we | <pre># Covariance matrix |
| can compute life expectancy on a wider age range than the age | 121 0. |
| range from the data. But the model can be rather wrong on big | 122 0. 0. |
| intervals.</p> | 131 0. 0. 0. |
| 132 0. 0. 0. 0. | |
| <p>Similarly, it is possible to get extrapolated stationary | 211 0. 0. 0. 0. 0. |
| prevalence by age raning from agemin to agemax. </p> | 212 0. 0. 0. 0. 0. 0. |
| 231 0. 0. 0. 0. 0. 0. 0. | |
| <ul> | 232 0. 0. 0. 0. 0. 0. 0. 0.</pre> |
| <li><b>agemin=</b> Minimum age for calculation of the | </blockquote> |
| stationary prevalence </li> | |
| <li><b>agemax=</b> Maximum age for calculation of the | <ul> |
| stationary prevalence </li> | <li>If mle=0 you must enter a covariance matrix (usually |
| <li><b>bage=</b> Minimum age for calculation of the health | obtained from an earlier run).<br> |
| expectancies </li> | </li> |
| <li><b>fage=</b> Maximum ages for calculation of the health | </ul> |
| expectancies </li> | |
| </ul> | <h4><font color="#FF0000">Age range for calculation of stationary |
| prevalences and health expectancies</font></h4> | |
| <hr> | |
| <pre>agemin=70 agemax=100 bage=50 fage=100</pre> | |
| <h2><a name="running"></a><font color="#00006A">Running Imach | |
| with this example</font></h2> | <p>Once we obtained the estimated parameters, the program is able |
| to calculated stationary prevalence, transitions probabilities | |
| <p>We assume that you entered your <a href="biaspar.txt">1st_example | and life expectancies at any age. Choice of age range is useful |
| parameter file</a> as explained <a href="#biaspar">above</a>. To | for extrapolation. In our data file, ages varies from age 70 to |
| run the program you should click on the imach.exe icon and enter | 102. Setting bage=50 and fage=100, makes the program computing |
| the name of the parameter file which is for example <a | life expectancy from age bage to age fage. As we use a model, we |
| href="C:\usr\imach\mle\biaspar.txt">C:\usr\imach\mle\biaspar.txt</a> | can compute life expectancy on a wider age range than the age |
| (you also can click on the biaspar.txt icon located in <br> | range from the data. But the model can be rather wrong on big |
| <a href="C:\usr\imach\mle">C:\usr\imach\mle</a> and put it with | intervals.</p> |
| the mouse on the imach window).<br> | |
| </p> | <p>Similarly, it is possible to get extrapolated stationary |
| prevalence by age ranging from agemin to agemax. </p> | |
| <p>The time to converge depends on the step unit that you used (1 | |
| month is cpu consuming), on the number of cases, and on the | <ul> |
| number of variables.</p> | <li><b>agemin=</b> Minimum age for calculation of the |
| stationary prevalence </li> | |
| <p>The program outputs many files. Most of them are files which | <li><b>agemax=</b> Maximum age for calculation of the |
| will be plotted for better understanding.</p> | stationary prevalence </li> |
| <li><b>bage=</b> Minimum age for calculation of the health | |
| <hr> | expectancies </li> |
| <li><b>fage=</b> Maximum age for calculation of the health | |
| <h2><a name="output"><font color="#00006A">Output of the program | expectancies </li> |
| and graphs</font> </a></h2> | </ul> |
| <p>Once the optimization is finished, some graphics can be made | <h4><a name="Computing"><font color="#FF0000">Computing</font></a><font |
| with a grapher. We use Gnuplot which is an interactive plotting | color="#FF0000"> the observed prevalence</font></h4> |
| program copyrighted but freely distributed. Imach outputs the | |
| source of a gnuplot file, named 'graph.gp', which can be directly | <pre>begin-prev-date=1/1/1984 end-prev-date=1/6/1988 </pre> |
| input into gnuplot.<br> | |
| When the running is finished, the user should enter a caracter | <p>Statements 'begin-prev-date' and 'end-prev-date' allow to |
| for plotting and output editing. </p> | select the period in which we calculate the observed prevalences |
| in each state. In this example, the prevalences are calculated on | |
| <p>These caracters are:</p> | data survey collected between 1 january 1984 and 1 june 1988. </p> |
| <ul> | <ul> |
| <li>'c' to start again the program from the beginning.</li> | <li><strong>begin-prev-date= </strong>Starting date |
| <li>'g' to made graphics. The output graphs are in GIF format | (day/month/year)</li> |
| and you have no control over which is produced. If you | <li><strong>end-prev-date= </strong>Final date |
| want to modify the graphics or make another one, you | (day/month/year)</li> |
| should modify the parameters in the file <b>graph.gp</b> | </ul> |
| located in imach\bin. A gnuplot reference manual is | |
| available <a | <h4><font color="#FF0000">Population- or status-based health |
| href="http://www.cs.dartmouth.edu/gnuplot/gnuplot.html">here</a>. | expectancies</font></h4> |
| </li> | |
| <li>'e' opens the <strong>index.htm</strong> file to edit the | <pre>pop_based=0</pre> |
| output files and graphs. </li> | |
| <li>'q' for exiting.</li> | <p>The user has the possibility to choose between |
| </ul> | population-based or status-based health expectancies. If |
| pop_based=0 then status-based health expectancies are computed | |
| <h5><font size="4"><strong>Results files </strong></font><br> | and if pop_based=1, the programme computes population-based |
| <br> | health expectancies. Health expectancies are weighted averages of |
| <font color="#EC5E5E" size="3"><strong>- </strong></font><a | health expectancies respective of the initial state. For a |
| name="Observed prevalence in each state"><font color="#EC5E5E" | status-based index, the weights are the cross-sectional |
| size="3"><strong>Observed prevalence in each state</strong></font></a><font | prevalences observed between two dates, as <a href="#Computing">previously |
| color="#EC5E5E" size="3"><strong> (and at first pass)</strong></font><b>: | explained</a>, whereas for a population-based index, the weights |
| </b><a href="prbiaspar.txt"><b>prbiaspar.txt</b></a><br> | are the stationary prevalences.</p> |
| </h5> | |
| <h4><font color="#FF0000">Prevalence forecasting </font></h4> | |
| <p>The first line is the title and displays each field of the | |
| file. The first column is age. The fields 2 and 6 are the | <pre>starting-proj-date=1/1/1989 final-proj-date=1/1/1992 mov_average=0 </pre> |
| proportion of individuals in states 1 and 2 respectively as | |
| observed during the first exam. Others fields are the numbers of | <p>Prevalence and population projections are only available if |
| people in states 1, 2 or more. The number of columns increases if | the interpolation unit is a month, i.e. stepm=1. The programme |
| the number of states is higher than 2.<br> | estimates the prevalence in each state at a precise date |
| The header of the file is </p> | expressed in day/month/year. The programme computes one |
| forecasted prevalence a year from a starting date (1 january of | |
| <pre># Age Prev(1) N(1) N Age Prev(2) N(2) N | 1989 in this example) to a final date (1 january 1992). The |
| 70 1.00000 631 631 70 0.00000 0 631 | statement mov_average allows to compute smoothed forecasted |
| 71 0.99681 625 627 71 0.00319 2 627 | prevalences with a five-age moving average centered at the |
| 72 0.97125 1115 1148 72 0.02875 33 1148 </pre> | mid-age of the five-age period. </p> |
| <pre># Age Prev(1) N(1) N Age Prev(2) N(2) N | <ul> |
| 70 0.95721 604 631 70 0.04279 27 631</pre> | <li><strong>starting-proj-date</strong>= starting date |
| (day/month/year) of forecasting</li> | |
| <p>It means that at age 70, the prevalence in state 1 is 1.000 | <li><strong>final-proj-date= </strong>final date |
| and in state 2 is 0.00 . At age 71 the number of individuals in | (day/month/year) of forecasting</li> |
| state 1 is 625 and in state 2 is 2, hence the total number of | <li><strong>mov_average</strong>= smoothing with a five-age |
| people aged 71 is 625+2=627. <br> | moving average centered at the mid-age of the five-age |
| </p> | period. The command<strong> mov_average</strong> takes |
| value 1 if the prevalences are smoothed and 0 otherwise.</li> | |
| <h5><font color="#EC5E5E" size="3"><b>- Estimated parameters and | </ul> |
| covariance matrix</b></font><b>: </b><a href="rbiaspar.txt"><b>rbiaspar.txt</b></a></h5> | |
| <h4><font color="#FF0000">Last uncommented line : Population | |
| <p>This file contains all the maximisation results: </p> | forecasting </font></h4> |
| <pre> Number of iterations=47 | <pre>popforecast=0 popfile=pyram.txt popfiledate=1/1/1989 last-popfiledate=1/1/1992</pre> |
| -2 log likelihood=46553.005854373667 | |
| Estimated parameters: a12 = -12.691743 b12 = 0.095819 | <p>This command is available if the interpolation unit is a |
| a13 = -7.815392 b13 = 0.031851 | month, i.e. stepm=1 and if popforecast=1. From a data file </p> |
| a21 = -1.809895 b21 = -0.030470 | |
| a23 = -7.838248 b23 = 0.039490 | <p>Structure of the data file <a href="pyram.txt"><b>pyram.txt</b></a><b> |
| Covariance matrix: Var(a12) = 1.03611e-001 | : </b>age numbers</p> |
| Var(b12) = 1.51173e-005 | |
| Var(a13) = 1.08952e-001 | <p> </p> |
| Var(b13) = 1.68520e-005 | |
| Var(a21) = 4.82801e-001 | <hr> |
| Var(b21) = 6.86392e-005 | |
| Var(a23) = 2.27587e-001 | <h2><a name="running"></a><font color="#00006A">Running Imach |
| Var(b23) = 3.04465e-005 | with this example</font></h2> |
| </pre> | |
| <p>We assume that you entered your <a href="biaspar.imach">1st_example | |
| <h5><font color="#EC5E5E" size="3"><b>- Transition probabilities</b></font><b>: | parameter file</a> as explained <a href="#biaspar">above</a>. To |
| </b><a href="pijrbiaspar.txt"><b>pijrbiaspar.txt</b></a></h5> | run the program you should click on the imach.exe icon and enter |
| the name of the parameter file which is for example <a | |
| <p>Here are the transitions probabilities Pij(x, x+nh) where nh | href="C:\usr\imach\mle\biaspar.txt">C:\usr\imach\mle\biaspar.txt</a> |
| is a multiple of 2 years. The first column is the starting age x | (you also can click on the biaspar.txt icon located in <br> |
| (from age 50 to 100), the second is age (x+nh) and the others are | <a href="C:\usr\imach\mle">C:\usr\imach\mle</a> and put it with |
| the transition probabilities p11, p12, p13, p21, p22, p23. For | the mouse on the imach window).<br> |
| example, line 5 of the file is: </p> | </p> |
| <pre> 100 106 0.03286 0.23512 0.73202 0.02330 0.19210 0.78460 </pre> | <p>The time to converge depends on the step unit that you used (1 |
| month is cpu consuming), on the number of cases, and on the | |
| <p>and this means: </p> | number of variables.</p> |
| <pre>p11(100,106)=0.03286 | <p>The program outputs many files. Most of them are files which |
| p12(100,106)=0.23512 | will be plotted for better understanding.</p> |
| p13(100,106)=0.73202 | |
| p21(100,106)=0.02330 | <hr> |
| p22(100,106)=0.19210 | |
| p22(100,106)=0.78460 </pre> | <h2><a name="output"><font color="#00006A">Output of the program |
| and graphs</font> </a></h2> | |
| <h5><font color="#EC5E5E" size="3"><b>- </b></font><a | |
| name="Stationary prevalence in each state"><font color="#EC5E5E" | <p>Once the optimization is finished, some graphics can be made |
| size="3"><b>Stationary prevalence in each state</b></font></a><b>: | with a grapher. We use Gnuplot which is an interactive plotting |
| </b><a href="plrbiaspar.txt"><b>plrbiaspar.txt</b></a></h5> | program copyrighted but freely distributed. A gnuplot reference |
| manual is available <a href="http://www.gnuplot.info/">here</a>. <br> | |
| <pre>#Age 1-1 2-2 | When the running is finished, the user should enter a caracter |
| 70 0.92274 0.07726 | for plotting and output editing. </p> |
| 71 0.91420 0.08580 | |
| 72 0.90481 0.09519 | <p>These caracters are:</p> |
| 73 0.89453 0.10547</pre> | |
| <ul> | |
| <p>At age 70 the stationary prevalence is 0.92274 in state 1 and | <li>'c' to start again the program from the beginning.</li> |
| 0.07726 in state 2. This stationary prevalence differs from | <li>'e' opens the <a href="biaspar.htm"><strong>biaspar.htm</strong></a> |
| observed prevalence. Here is the point. The observed prevalence | file to edit the output files and graphs. </li> |
| at age 70 results from the incidence of disability, incidence of | <li>'q' for exiting.</li> |
| recovery and mortality which occurred in the past of the cohort. | </ul> |
| Stationary prevalence results from a simulation with actual | |
| incidences and mortality (estimated from this cross-longitudinal | <h5><font size="4"><strong>Results files </strong></font><br> |
| survey). It is the best predictive value of the prevalence in the | <br> |
| future if "nothing changes in the future". This is | <font color="#EC5E5E" size="3"><strong>- </strong></font><a |
| exactly what demographers do with a Life table. Life expectancy | name="Observed prevalence in each state"><font color="#EC5E5E" |
| is the expected mean time to survive if observed mortality rates | size="3"><strong>Observed prevalence in each state</strong></font></a><font |
| (incidence of mortality) "remains constant" in the | color="#EC5E5E" size="3"><strong> (and at first pass)</strong></font><b>: |
| future. </p> | </b><a href="prbiaspar.txt"><b>prbiaspar.txt</b></a><br> |
| </h5> | |
| <h5><font color="#EC5E5E" size="3"><b>- Standard deviation of | |
| stationary prevalence</b></font><b>: </b><a | <p>The first line is the title and displays each field of the |
| href="vplrbiaspar.txt"><b>vplrbiaspar.txt</b></a></h5> | file. The first column is age. The fields 2 and 6 are the |
| proportion of individuals in states 1 and 2 respectively as | |
| <p>The stationary prevalence has to be compared with the observed | observed during the first exam. Others fields are the numbers of |
| prevalence by age. But both are statistical estimates and | people in states 1, 2 or more. The number of columns increases if |
| subjected to stochastic errors due to the size of the sample, the | the number of states is higher than 2.<br> |
| design of the survey, and, for the stationary prevalence to the | The header of the file is </p> |
| model used and fitted. It is possible to compute the standard | |
| deviation of the stationary prevalence at each age.</p> | <pre># Age Prev(1) N(1) N Age Prev(2) N(2) N |
| 70 1.00000 631 631 70 0.00000 0 631 | |
| <h6><font color="#EC5E5E" size="3">Observed and stationary | 71 0.99681 625 627 71 0.00319 2 627 |
| prevalence in state (2=disable) with the confident interval</font>:<b> | 72 0.97125 1115 1148 72 0.02875 33 1148 </pre> |
| vbiaspar2.gif</b></h6> | |
| <p>It means that at age 70, the prevalence in state 1 is 1.000 | |
| <p><br> | and in state 2 is 0.00 . At age 71 the number of individuals in |
| This graph exhibits the stationary prevalence in state (2) with | state 1 is 625 and in state 2 is 2, hence the total number of |
| the confidence interval in red. The green curve is the observed | people aged 71 is 625+2=627. <br> |
| prevalence (or proportion of individuals in state (2)). Without | </p> |
| discussing the results (it is not the purpose here), we observe | |
| that the green curve is rather below the stationary prevalence. | <h5><font color="#EC5E5E" size="3"><b>- Estimated parameters and |
| It suggests an increase of the disability prevalence in the | covariance matrix</b></font><b>: </b><a href="rbiaspar.txt"><b>rbiaspar.txt</b></a></h5> |
| future.</p> | |
| <p>This file contains all the maximisation results: </p> | |
| <p><img src="vbiaspar2.gif" width="400" height="300"></p> | |
| <pre> -2 log likelihood= 21660.918613445392 | |
| <h6><font color="#EC5E5E" size="3"><b>Convergence to the | Estimated parameters: a12 = -12.290174 b12 = 0.092161 |
| stationary prevalence of disability</b></font><b>: pbiaspar1.gif</b><br> | a13 = -9.155590 b13 = 0.046627 |
| <img src="pbiaspar1.gif" width="400" height="300"> </h6> | a21 = -2.629849 b21 = -0.022030 |
| a23 = -7.958519 b23 = 0.042614 | |
| <p>This graph plots the conditional transition probabilities from | Covariance matrix: Var(a12) = 1.47453e-001 |
| an initial state (1=healthy in red at the bottom, or 2=disable in | Var(b12) = 2.18676e-005 |
| green on top) at age <em>x </em>to the final state 2=disable<em> </em>at | Var(a13) = 2.09715e-001 |
| age <em>x+h. </em>Conditional means at the condition to be alive | Var(b13) = 3.28937e-005 |
| at age <em>x+h </em>which is <i>hP12x</i> + <em>hP22x</em>. The | Var(a21) = 9.19832e-001 |
| curves <i>hP12x/(hP12x</i> + <em>hP22x) </em>and <i>hP22x/(hP12x</i> | Var(b21) = 1.29229e-004 |
| + <em>hP22x) </em>converge with <em>h, </em>to the <em>stationary | Var(a23) = 4.48405e-001 |
| prevalence of disability</em>. In order to get the stationary | Var(b23) = 5.85631e-005 |
| prevalence at age 70 we should start the process at an earlier | </pre> |
| age, i.e.50. If the disability state is defined by severe | |
| disability criteria with only a few chance to recover, then the | <p>By substitution of these parameters in the regression model, |
| incidence of recovery is low and the time to convergence is | we obtain the elementary transition probabilities:</p> |
| probably longer. But we don't have experience yet.</p> | |
| <p><img src="pebiaspar1.gif" width="400" height="300"></p> | |
| <h5><font color="#EC5E5E" size="3"><b>- Life expectancies by age | |
| and initial health status</b></font><b>: </b><a | <h5><font color="#EC5E5E" size="3"><b>- Transition probabilities</b></font><b>: |
| href="erbiaspar.txt"><b>erbiaspar.txt</b></a></h5> | </b><a href="pijrbiaspar.txt"><b>pijrbiaspar.txt</b></a></h5> |
| <pre># Health expectancies | <p>Here are the transitions probabilities Pij(x, x+nh) where nh |
| # Age 1-1 1-2 2-1 2-2 | is a multiple of 2 years. The first column is the starting age x |
| 70 10.7297 2.7809 6.3440 5.9813 | (from age 50 to 100), the second is age (x+nh) and the others are |
| 71 10.3078 2.8233 5.9295 5.9959 | the transition probabilities p11, p12, p13, p21, p22, p23. For |
| 72 9.8927 2.8643 5.5305 6.0033 | example, line 5 of the file is: </p> |
| 73 9.4848 2.9036 5.1474 6.0035 </pre> | |
| <pre> 100 106 0.02655 0.17622 0.79722 0.01809 0.13678 0.84513 </pre> | |
| <pre>For example 70 10.7297 2.7809 6.3440 5.9813 means: | |
| e11=10.7297 e12=2.7809 e21=6.3440 e22=5.9813</pre> | <p>and this means: </p> |
| <pre><img src="exbiaspar1.gif" width="400" height="300"><img | <pre>p11(100,106)=0.02655 |
| src="exbiaspar2.gif" width="400" height="300"></pre> | p12(100,106)=0.17622 |
| p13(100,106)=0.79722 | |
| <p>For example, life expectancy of a healthy individual at age 70 | p21(100,106)=0.01809 |
| is 10.73 in the healthy state and 2.78 in the disability state | p22(100,106)=0.13678 |
| (=13.51 years). If he was disable at age 70, his life expectancy | p22(100,106)=0.84513 </pre> |
| will be shorter, 6.34 in the healthy state and 5.98 in the | |
| disability state (=12.32 years). The total life expectancy is a | <h5><font color="#EC5E5E" size="3"><b>- </b></font><a |
| weighted mean of both, 13.51 and 12.32; weight is the proportion | name="Stationary prevalence in each state"><font color="#EC5E5E" |
| of people disabled at age 70. In order to get a pure period index | size="3"><b>Stationary prevalence in each state</b></font></a><b>: |
| (i.e. based only on incidences) we use the <a | </b><a href="plrbiaspar.txt"><b>plrbiaspar.txt</b></a></h5> |
| href="#Stationary prevalence in each state">computed or | |
| stationary prevalence</a> at age 70 (i.e. computed from | <pre>#Prevalence |
| incidences at earlier ages) instead of the <a | #Age 1-1 2-2 |
| href="#Observed prevalence in each state">observed prevalence</a> | |
| (for example at first exam) (<a href="#Health expectancies">see | #************ |
| below</a>).</p> | 70 0.90134 0.09866 |
| 71 0.89177 0.10823 | |
| <h5><font color="#EC5E5E" size="3"><b>- Variances of life | 72 0.88139 0.11861 |
| expectancies by age and initial health status</b></font><b>: </b><a | 73 0.87015 0.12985 </pre> |
| href="vrbiaspar.txt"><b>vrbiaspar.txt</b></a></h5> | |
| <p>At age 70 the stationary prevalence is 0.90134 in state 1 and | |
| <p>For example, the covariances of life expectancies Cov(ei,ej) | 0.09866 in state 2. This stationary prevalence differs from |
| at age 50 are (line 3) </p> | observed prevalence. Here is the point. The observed prevalence |
| at age 70 results from the incidence of disability, incidence of | |
| <pre> Cov(e1,e1)=0.4667 Cov(e1,e2)=0.0605=Cov(e2,e1) Cov(e2,e2)=0.0183</pre> | recovery and mortality which occurred in the past of the cohort. |
| Stationary prevalence results from a simulation with actual | |
| <h5><font color="#EC5E5E" size="3"><b>- </b></font><a | incidences and mortality (estimated from this cross-longitudinal |
| name="Health expectancies"><font color="#EC5E5E" size="3"><b>Health | survey). It is the best predictive value of the prevalence in the |
| expectancies</b></font></a><font color="#EC5E5E" size="3"><b> | future if "nothing changes in the future". This is |
| with standard errors in parentheses</b></font><b>: </b><a | exactly what demographers do with a Life table. Life expectancy |
| href="trbiaspar.txt"><font face="Courier New"><b>trbiaspar.txt</b></font></a></h5> | is the expected mean time to survive if observed mortality rates |
| (incidence of mortality) "remains constant" in the | |
| <pre>#Total LEs with variances: e.. (std) e.1 (std) e.2 (std) </pre> | future. </p> |
| <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> | <h5><font color="#EC5E5E" size="3"><b>- Standard deviation of |
| stationary prevalence</b></font><b>: </b><a | |
| <p>Thus, at age 70 the total life expectancy, e..=13.42 years is | href="vplrbiaspar.txt"><b>vplrbiaspar.txt</b></a></h5> |
| the weighted mean of e1.=13.51 and e2.=12.32 by the stationary | |
| prevalence at age 70 which are 0.92274 in state 1 and 0.07726 in | <p>The stationary prevalence has to be compared with the observed |
| state 2, respectively (the sum is equal to one). e.1=10.39 is the | prevalence by age. But both are statistical estimates and |
| Disability-free life expectancy at age 70 (it is again a weighted | subjected to stochastic errors due to the size of the sample, the |
| mean of e11 and e21). e.2=3.03 is also the life expectancy at age | design of the survey, and, for the stationary prevalence to the |
| 70 to be spent in the disability state.</p> | model used and fitted. It is possible to compute the standard |
| deviation of the stationary prevalence at each age.</p> | |
| <h6><font color="#EC5E5E" size="3"><b>Total life expectancy by | |
| age and health expectancies in states (1=healthy) and (2=disable)</b></font><b>: | <h5><font color="#EC5E5E" size="3">-Observed and stationary |
| ebiaspar.gif</b></h6> | prevalence in state (2=disable) with the confident interval</font>:<b> |
| </b><a href="vbiaspar21.htm"><b>vbiaspar21.gif</b></a></h5> | |
| <p>This figure represents the health expectancies and the total | |
| life expectancy with the confident interval in dashed curve. </p> | <p>This graph exhibits the stationary prevalence in state (2) |
| with the confidence interval in red. The green curve is the | |
| <pre> <img src="ebiaspar.gif" width="400" height="300"></pre> | observed prevalence (or proportion of individuals in state (2)). |
| Without discussing the results (it is not the purpose here), we | |
| <p>Standard deviations (obtained from the information matrix of | observe that the green curve is rather below the stationary |
| the model) of these quantities are very useful. | prevalence. It suggests an increase of the disability prevalence |
| Cross-longitudinal surveys are costly and do not involve huge | in the future.</p> |
| samples, generally a few thousands; therefore it is very | |
| important to have an idea of the standard deviation of our | <p><img src="vbiaspar21.gif" width="400" height="300"></p> |
| estimates. It has been a big challenge to compute the Health | |
| Expectancy standard deviations. Don't be confuse: life expectancy | <h5><font color="#EC5E5E" size="3"><b>-Convergence to the |
| is, as any expected value, the mean of a distribution; but here | stationary prevalence of disability</b></font><b>: </b><a |
| we are not computing the standard deviation of the distribution, | href="pbiaspar11.gif"><b>pbiaspar11.gif</b></a><br> |
| but the standard deviation of the estimate of the mean.</p> | <img src="pbiaspar11.gif" width="400" height="300"> </h5> |
| <p>Our health expectancies estimates vary according to the sample | <p>This graph plots the conditional transition probabilities from |
| size (and the standard deviations give confidence intervals of | an initial state (1=healthy in red at the bottom, or 2=disable in |
| the estimate) but also according to the model fitted. Let us | green on top) at age <em>x </em>to the final state 2=disable<em> </em>at |
| explain it in more details.</p> | age <em>x+h. </em>Conditional means at the condition to be alive |
| at age <em>x+h </em>which is <i>hP12x</i> + <em>hP22x</em>. The | |
| <p>Choosing a model means ar least two kind of choices. First we | curves <i>hP12x/(hP12x</i> + <em>hP22x) </em>and <i>hP22x/(hP12x</i> |
| have to decide the number of disability states. Second we have to | + <em>hP22x) </em>converge with <em>h, </em>to the <em>stationary |
| design, within the logit model family, the model: variables, | prevalence of disability</em>. In order to get the stationary |
| covariables, confonding factors etc. to be included.</p> | prevalence at age 70 we should start the process at an earlier |
| age, i.e.50. If the disability state is defined by severe | |
| <p>More disability states we have, better is our demographical | disability criteria with only a few chance to recover, then the |
| approach of the disability process, but smaller are the number of | incidence of recovery is low and the time to convergence is |
| transitions between each state and higher is the noise in the | probably longer. But we don't have experience yet.</p> |
| measurement. We do not have enough experiments of the various | |
| models to summarize the advantages and disadvantages, but it is | <h5><font color="#EC5E5E" size="3"><b>- Life expectancies by age |
| important to say that even if we had huge and unbiased samples, | and initial health status</b></font><b>: </b><a |
| the total life expectancy computed from a cross-longitudinal | href="erbiaspar.txt"><b>erbiaspar.txt</b></a></h5> |
| survey, varies with the number of states. If we define only two | |
| states, alive or dead, we find the usual life expectancy where it | <pre># Health expectancies |
| is assumed that at each age, people are at the same risk to die. | # Age 1-1 1-2 2-1 2-2 |
| If we are differentiating the alive state into healthy and | 70 10.9226 3.0401 5.6488 6.2122 |
| disable, and as the mortality from the disability state is higher | 71 10.4384 3.0461 5.2477 6.1599 |
| than the mortality from the healthy state, we are introducing | 72 9.9667 3.0502 4.8663 6.1025 |
| heterogeneity in the risk of dying. The total mortality at each | 73 9.5077 3.0524 4.5044 6.0401 </pre> |
| age is the weighted mean of the mortality in each state by the | |
| prevalence in each state. Therefore if the proportion of people | <pre>For example 70 10.9226 3.0401 5.6488 6.2122 means: |
| at each age and in each state is different from the stationary | e11=10.9226 e12=3.0401 e21=5.6488 e22=6.2122</pre> |
| equilibrium, there is no reason to find the same total mortality | |
| at a particular age. Life expectancy, even if it is a very useful | <pre><img src="expbiaspar21.gif" width="400" height="300"><img |
| tool, has a very strong hypothesis of homogeneity of the | src="expbiaspar11.gif" width="400" height="300"></pre> |
| population. Our main purpose is not to measure differential | |
| mortality but to measure the expected time in a healthy or | <p>For example, life expectancy of a healthy individual at age 70 |
| disability state in order to maximise the former and minimize the | is 10.92 in the healthy state and 3.04 in the disability state |
| latter. But the differential in mortality complexifies the | (=13.96 years). If he was disable at age 70, his life expectancy |
| measurement.</p> | will be shorter, 5.64 in the healthy state and 6.21 in the |
| disability state (=11.85 years). The total life expectancy is a | |
| <p>Incidences of disability or recovery are not affected by the | weighted mean of both, 13.96 and 11.85; weight is the proportion |
| number of states if these states are independant. But incidences | of people disabled at age 70. In order to get a pure period index |
| estimates are dependant on the specification of the model. More | (i.e. based only on incidences) we use the <a |
| covariates we added in the logit model better is the model, but | href="#Stationary prevalence in each state">computed or |
| some covariates are not well measured, some are confounding | stationary prevalence</a> at age 70 (i.e. computed from |
| factors like in any statistical model. The procedure to "fit | incidences at earlier ages) instead of the <a |
| the best model' is similar to logistic regression which itself is | href="#Observed prevalence in each state">observed prevalence</a> |
| similar to regression analysis. We haven't yet been sofar because | (for example at first exam) (<a href="#Health expectancies">see |
| we also have a severe limitation which is the speed of the | below</a>).</p> |
| convergence. On a Pentium III, 500 MHz, even the simplest model, | |
| estimated by month on 8,000 people may take 4 hours to converge. | <h5><font color="#EC5E5E" size="3"><b>- Variances of life |
| Also, the program is not yet a statistical package, which permits | expectancies by age and initial health status</b></font><b>: </b><a |
| a simple writing of the variables and the model to take into | href="vrbiaspar.txt"><b>vrbiaspar.txt</b></a></h5> |
| account in the maximisation. The actual program allows only to | |
| add simple variables without covariations, like age+sex but | <p>For example, the covariances of life expectancies Cov(ei,ej) |
| without age+sex+ age*sex . This can be done from the source code | at age 50 are (line 3) </p> |
| (you have to change three lines in the source code) but will | |
| never be general enough. But what is to remember, is that | <pre> Cov(e1,e1)=0.4776 Cov(e1,e2)=0.0488=Cov(e2,e1) Cov(e2,e2)=0.0424</pre> |
| incidences or probability of change from one state to another is | |
| affected by the variables specified into the model.</p> | <h5><font color="#EC5E5E" size="3"><b>- </b></font><a |
| name="Health expectancies"><font color="#EC5E5E" size="3"><b>Health | |
| <p>Also, the age range of the people interviewed has a link with | expectancies</b></font></a><font color="#EC5E5E" size="3"><b> |
| the age range of the life expectancy which can be estimated by | with standard errors in parentheses</b></font><b>: </b><a |
| extrapolation. If your sample ranges from age 70 to 95, you can | href="trbiaspar.txt"><font face="Courier New"><b>trbiaspar.txt</b></font></a></h5> |
| clearly estimate a life expectancy at age 70 and trust your | |
| confidence interval which is mostly based on your sample size, | <pre>#Total LEs with variances: e.. (std) e.1 (std) e.2 (std) </pre> |
| but if you want to estimate the life expectancy at age 50, you | |
| should rely in your model, but fitting a logistic model on a age | <pre>70 13.76 (0.22) 10.40 (0.20) 3.35 (0.14) </pre> |
| range of 70-95 and estimating probabilties of transition out of | |
| this age range, say at age 50 is very dangerous. At least you | <p>Thus, at age 70 the total life expectancy, e..=13.76years is |
| should remember that the confidence interval given by the | the weighted mean of e1.=13.96 and e2.=11.85 by the stationary |
| standard deviation of the health expectancies, are under the | prevalence at age 70 which are 0.90134 in state 1 and 0.09866 in |
| strong assumption that your model is the 'true model', which is | state 2, respectively (the sum is equal to one). e.1=10.40 is the |
| probably not the case.</p> | Disability-free life expectancy at age 70 (it is again a weighted |
| mean of e11 and e21). e.2=3.35 is also the life expectancy at age | |
| <h5><font color="#EC5E5E" size="3"><b>- Copy of the parameter | 70 to be spent in the disability state.</p> |
| file</b></font><b>: </b><a href="orbiaspar.txt"><b>orbiaspar.txt</b></a></h5> | |
| <h5><font color="#EC5E5E" size="3"><b>-Total life expectancy by | |
| <p>This copy of the parameter file can be useful to re-run the | age and health expectancies in states (1=healthy) and (2=disable)</b></font><b>: |
| program while saving the old output files. </p> | </b><a href="ebiaspar1.gif"><b>ebiaspar1.gif</b></a></h5> |
| <hr> | <p>This figure represents the health expectancies and the total |
| life expectancy with the confident interval in dashed curve. </p> | |
| <h2><a name="example" </a><font color="#00006A">Trying an example</font></a></h2> | |
| <pre> <img src="ebiaspar1.gif" width="400" height="300"></pre> | |
| <p>Since you know how to run the program, it is time to test it | |
| on your own computer. Try for example on a parameter file named <a | <p>Standard deviations (obtained from the information matrix of |
| href="file://../mytry/imachpar.txt">imachpar.txt</a> which is a | the model) of these quantities are very useful. |
| copy of <font size="2" face="Courier New">mypar.txt</font> | Cross-longitudinal surveys are costly and do not involve huge |
| included in the subdirectory of imach, <font size="2" | samples, generally a few thousands; therefore it is very |
| face="Courier New">mytry</font>. Edit it to change the name of | important to have an idea of the standard deviation of our |
| the data file to <font size="2" face="Courier New">..\data\mydata.txt</font> | estimates. It has been a big challenge to compute the Health |
| if you don't want to copy it on the same directory. The file <font | Expectancy standard deviations. Don't be confuse: life expectancy |
| face="Courier New">mydata.txt</font> is a smaller file of 3,000 | is, as any expected value, the mean of a distribution; but here |
| people but still with 4 waves. </p> | we are not computing the standard deviation of the distribution, |
| but the standard deviation of the estimate of the mean.</p> | |
| <p>Click on the imach.exe icon to open a window. Answer to the | |
| question:'<strong>Enter the parameter file name:'</strong></p> | <p>Our health expectancies estimates vary according to the sample |
| size (and the standard deviations give confidence intervals of | |
| <table border="1"> | the estimate) but also according to the model fitted. Let us |
| <tr> | explain it in more details.</p> |
| <td width="100%"><strong>IMACH, Version 0.63</strong><p><strong>Enter | |
| the parameter file name: ..\mytry\imachpar.txt</strong></p> | <p>Choosing a model means ar least two kind of choices. First we |
| </td> | have to decide the number of disability states. Second we have to |
| </tr> | design, within the logit model family, the model: variables, |
| </table> | covariables, confonding factors etc. to be included.</p> |
| <p>Most of the data files or image files generated, will use the | <p>More disability states we have, better is our demographical |
| 'imachpar' string into their name. The running time is about 2-3 | approach of the disability process, but smaller are the number of |
| minutes on a Pentium III. If the execution worked correctly, the | transitions between each state and higher is the noise in the |
| outputs files are created in the current directory, and should be | measurement. We do not have enough experiments of the various |
| the same as the mypar files initially included in the directory <font | models to summarize the advantages and disadvantages, but it is |
| size="2" face="Courier New">mytry</font>.</p> | important to say that even if we had huge and unbiased samples, |
| the total life expectancy computed from a cross-longitudinal | |
| <ul> | survey, varies with the number of states. If we define only two |
| <li><pre><u>Output on the screen</u> The output screen looks like <a | states, alive or dead, we find the usual life expectancy where it |
| href="imachrun.LOG">this Log file</a> | is assumed that at each age, people are at the same risk to die. |
| # | If we are differentiating the alive state into healthy and |
| disable, and as the mortality from the disability state is higher | |
| title=MLE datafile=..\data\mydata.txt lastobs=3000 firstpass=1 lastpass=3 | than the mortality from the healthy state, we are introducing |
| ftol=1.000000e-008 stepm=24 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre> | heterogeneity in the risk of dying. The total mortality at each |
| </li> | age is the weighted mean of the mortality in each state by the |
| <li><pre>Total number of individuals= 2965, Agemin = 70.00, Agemax= 100.92 | prevalence in each state. Therefore if the proportion of people |
| at each age and in each state is different from the stationary | |
| Warning, no any valid information for:126 line=126 | equilibrium, there is no reason to find the same total mortality |
| Warning, no any valid information for:2307 line=2307 | at a particular age. Life expectancy, even if it is a very useful |
| Delay (in months) between two waves Min=21 Max=51 Mean=24.495826 | tool, has a very strong hypothesis of homogeneity of the |
| <font face="Times New Roman">These lines give some warnings on the data file and also some raw statistics on frequencies of transitions.</font> | population. Our main purpose is not to measure differential |
| Age 70 1.=230 loss[1]=3.5% 2.=16 loss[2]=12.5% 1.=222 prev[1]=94.1% 2.=14 | mortality but to measure the expected time in a healthy or |
| prev[2]=5.9% 1-1=8 11=200 12=7 13=15 2-1=2 21=6 22=7 23=1 | disability state in order to maximise the former and minimize the |
| Age 102 1.=0 loss[1]=NaNQ% 2.=0 loss[2]=NaNQ% 1.=0 prev[1]=NaNQ% 2.=0 </pre> | latter. But the differential in mortality complexifies the |
| </li> | measurement.</p> |
| </ul> | |
| <p>Incidences of disability or recovery are not affected by the | |
| <p> </p> | number of states if these states are independant. But incidences |
| estimates are dependant on the specification of the model. More | |
| <ul> | covariates we added in the logit model better is the model, but |
| <li>Maximisation with the Powell algorithm. 8 directions are | some covariates are not well measured, some are confounding |
| given corresponding to the 8 parameters. this can be | factors like in any statistical model. The procedure to "fit |
| rather long to get convergence.<br> | the best model' is similar to logistic regression which itself is |
| <font size="1" face="Courier New"><br> | similar to regression analysis. We haven't yet been sofar because |
| Powell iter=1 -2*LL=11531.405658264877 1 0.000000000000 2 | we also have a severe limitation which is the speed of the |
| 0.000000000000 3<br> | convergence. On a Pentium III, 500 MHz, even the simplest model, |
| 0.000000000000 4 0.000000000000 5 0.000000000000 6 | estimated by month on 8,000 people may take 4 hours to converge. |
| 0.000000000000 7 <br> | Also, the program is not yet a statistical package, which permits |
| 0.000000000000 8 0.000000000000<br> | a simple writing of the variables and the model to take into |
| 1..........2.................3..........4.................5.........<br> | account in the maximisation. The actual program allows only to |
| 6................7........8...............<br> | add simple variables like age+sex or age+sex+ age*sex but will |
| Powell iter=23 -2*LL=6744.954108371555 1 -12.967632334283 | never be general enough. But what is to remember, is that |
| <br> | incidences or probability of change from one state to another is |
| 2 0.135136681033 3 -7.402109728262 4 0.067844593326 <br> | affected by the variables specified into the model.</p> |
| 5 -0.673601538129 6 -0.006615504377 7 -5.051341616718 <br> | |
| 8 0.051272038506<br> | <p>Also, the age range of the people interviewed has a link with |
| 1..............2...........3..............4...........<br> | the age range of the life expectancy which can be estimated by |
| 5..........6................7...........8.........<br> | extrapolation. If your sample ranges from age 70 to 95, you can |
| #Number of iterations = 23, -2 Log likelihood = | clearly estimate a life expectancy at age 70 and trust your |
| 6744.954042573691<br> | confidence interval which is mostly based on your sample size, |
| # Parameters<br> | but if you want to estimate the life expectancy at age 50, you |
| 12 -12.966061 0.135117 <br> | should rely in your model, but fitting a logistic model on a age |
| 13 -7.401109 0.067831 <br> | range of 70-95 and estimating probabilties of transition out of |
| 21 -0.672648 -0.006627 <br> | this age range, say at age 50 is very dangerous. At least you |
| 23 -5.051297 0.051271 </font><br> | should remember that the confidence interval given by the |
| </li> | standard deviation of the health expectancies, are under the |
| <li><pre><font size="2">Calculation of the hessian matrix. Wait... | strong assumption that your model is the 'true model', which is |
| 12345678.12.13.14.15.16.17.18.23.24.25.26.27.28.34.35.36.37.38.45.46.47.48.56.57.58.67.68.78 | probably not the case.</p> |
| Inverting the hessian to get the covariance matrix. Wait... | <h5><font color="#EC5E5E" size="3"><b>- Copy of the parameter |
| file</b></font><b>: </b><a href="orbiaspar.txt"><b>orbiaspar.txt</b></a></h5> | |
| #Hessian matrix# | |
| 3.344e+002 2.708e+004 -4.586e+001 -3.806e+003 -1.577e+000 -1.313e+002 3.914e-001 3.166e+001 | <p>This copy of the parameter file can be useful to re-run the |
| 2.708e+004 2.204e+006 -3.805e+003 -3.174e+005 -1.303e+002 -1.091e+004 2.967e+001 2.399e+003 | program while saving the old output files. </p> |
| -4.586e+001 -3.805e+003 4.044e+002 3.197e+004 2.431e-002 1.995e+000 1.783e-001 1.486e+001 | |
| -3.806e+003 -3.174e+005 3.197e+004 2.541e+006 2.436e+000 2.051e+002 1.483e+001 1.244e+003 | <h5><font color="#EC5E5E" size="3"><b>- Prevalence forecasting</b></font><b>: |
| -1.577e+000 -1.303e+002 2.431e-002 2.436e+000 1.093e+002 8.979e+003 -3.402e+001 -2.843e+003 | </b><a href="frbiaspar.txt"><b>frbiaspar.txt</b></a></h5> |
| -1.313e+002 -1.091e+004 1.995e+000 2.051e+002 8.979e+003 7.420e+005 -2.842e+003 -2.388e+005 | |
| 3.914e-001 2.967e+001 1.783e-001 1.483e+001 -3.402e+001 -2.842e+003 1.494e+002 1.251e+004 | <p>On a d'abord estimé la date moyenne des interviaew. ie |
| 3.166e+001 2.399e+003 1.486e+001 1.244e+003 -2.843e+003 -2.388e+005 1.251e+004 1.053e+006 | 13/9/1995. This file contains </p> |
| # Scales | |
| 12 1.00000e-004 1.00000e-006 | <p>Example, at date 1/1/1989 : </p> |
| 13 1.00000e-004 1.00000e-006 | |
| 21 1.00000e-003 1.00000e-005 | <p>73 0.807 0.078 0.115 </p> |
| 23 1.00000e-004 1.00000e-005 | |
| # Covariance | <p>This means that at age 73, the probability for a person age 70 |
| 1 5.90661e-001 | at 13/9/1989 to be in state 1 is 0.807, in state 2 is 0.078 and |
| 2 -7.26732e-003 8.98810e-005 | to die is 0.115 at 1/1/1989.</p> |
| 3 8.80177e-002 -1.12706e-003 5.15824e-001 | |
| 4 -1.13082e-003 1.45267e-005 -6.50070e-003 8.23270e-005 | <h5><font color="#EC5E5E" size="3"><b>- Population forecasting</b></font><b>: |
| 5 9.31265e-003 -1.16106e-004 6.00210e-004 -8.04151e-006 1.75753e+000 | </b><a href="poprbiaspar.txt"><b>poprbiaspar.txt</b></a></h5> |
| 6 -1.15664e-004 1.44850e-006 -7.79995e-006 1.04770e-007 -2.12929e-002 2.59422e-004 | |
| 7 1.35103e-003 -1.75392e-005 -6.38237e-004 7.85424e-006 4.02601e-001 -4.86776e-003 1.32682e+000 | <pre># Age P.1 P.2 P.3 [Population] |
| 8 -1.82421e-005 2.35811e-007 7.75503e-006 -9.58687e-008 -4.86589e-003 5.91641e-005 -1.57767e-002 1.88622e-004 | # Forecasting at date 1/1/1989 |
| # agemin agemax for lifexpectancy, bage fage (if mle==0 ie no data nor Max likelihood). | 75 572685.22 83798.08 |
| 74 621296.51 79767.99 | |
| 73 645857.70 69320.60 </pre> | |
| agemin=70 agemax=100 bage=50 fage=100 | |
| Computing prevalence limit: result on file 'plrmypar.txt' | <pre># Forecasting at date 1/1/19909 |
| Computing pij: result on file 'pijrmypar.txt' | 76 442986.68 92721.14 120775.48 |
| Computing Health Expectancies: result on file 'ermypar.txt' | 75 487781.02 91367.97 121915.51 |
| Computing Variance-covariance of DFLEs: file 'vrmypar.txt' | 74 512892.07 85003.47 117282.76 </pre> |
| Computing Total LEs with variances: file 'trmypar.txt' | |
| Computing Variance-covariance of Prevalence limit: file 'vplrmypar.txt' | <hr> |
| End of Imach | |
| </font></pre> | <h2><a name="example" </a><font color="#00006A">Trying an example</font></a></h2> |
| </li> | |
| </ul> | <p>Since you know how to run the program, it is time to test it |
| on your own computer. Try for example on a parameter file named <a | |
| <p><font size="3">Once the running is finished, the program | href="..\mytry\imachpar.txt">imachpar.txt</a> which is a copy of <font |
| requires a caracter:</font></p> | size="2" face="Courier New">mypar.txt</font> included in the |
| subdirectory of imach, <font size="2" face="Courier New">mytry</font>. | |
| <table border="1"> | Edit it to change the name of the data file to <font size="2" |
| <tr> | face="Courier New">..\data\mydata.txt</font> if you don't want to |
| <td width="100%"><strong>Type g for plotting (available | copy it on the same directory. The file <font face="Courier New">mydata.txt</font> |
| if mle=1), e to edit output files, c to start again,</strong><p><strong>and | is a smaller file of 3,000 people but still with 4 waves. </p> |
| q for exiting:</strong></p> | |
| </td> | <p>Click on the imach.exe icon to open a window. Answer to the |
| </tr> | question:'<strong>Enter the parameter file name:'</strong></p> |
| </table> | |
| <table border="1"> | |
| <p><font size="3">First you should enter <strong>g</strong> to | <tr> |
| make the figures and then you can edit all the results by typing <strong>e</strong>. | <td width="100%"><strong>IMACH, Version 0.7</strong><p><strong>Enter |
| </font></p> | the parameter file name: ..\mytry\imachpar.txt</strong></p> |
| </td> | |
| <ul> | </tr> |
| <li><u>Outputs files</u> <br> | </table> |
| - index.htm, this file is the master file on which you | |
| should click first.<br> | <p>Most of the data files or image files generated, will use the |
| - Observed prevalence in each state: <a | 'imachpar' string into their name. The running time is about 2-3 |
| href="..\mytry\prmypar.txt">mypar.txt</a> <br> | minutes on a Pentium III. If the execution worked correctly, the |
| - Estimated parameters and the covariance matrix: <a | outputs files are created in the current directory, and should be |
| href="..\mytry\rmypar.txt">rmypar.txt</a> <br> | the same as the mypar files initially included in the directory <font |
| - Stationary prevalence in each state: <a | size="2" face="Courier New">mytry</font>.</p> |
| href="..\mytry\plrmypar.txt">plrmypar.txt</a> <br> | |
| - Transition probabilities: <a | <ul> |
| href="..\mytry\pijrmypar.txt">pijrmypar.txt</a> <br> | <li><pre><u>Output on the screen</u> The output screen looks like <a |
| - Copy of the parameter file: <a | href="imachrun.LOG">this Log file</a> |
| href="..\mytry\ormypar.txt">ormypar.txt</a> <br> | # |
| - Life expectancies by age and initial health status: <a | |
| href="..\mytry\ermypar.txt">ermypar.txt</a> <br> | title=MLE datafile=..\data\mydata.txt lastobs=3000 firstpass=1 lastpass=3 |
| - Variances of life expectancies by age and initial | ftol=1.000000e-008 stepm=24 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre> |
| health status: <a href="..\mytry\vrmypar.txt">vrmypar.txt</a> | </li> |
| <br> | <li><pre>Total number of individuals= 2965, Agemin = 70.00, Agemax= 100.92 |
| - Health expectancies with their variances: <a | |
| href="..\mytry\trmypar.txt">trmypar.txt</a> <br> | Warning, no any valid information for:126 line=126 |
| - Standard deviation of stationary prevalence: <a | Warning, no any valid information for:2307 line=2307 |
| href="..\mytry\vplrmypar.txt">vplrmypar.txt</a> <br> | Delay (in months) between two waves Min=21 Max=51 Mean=24.495826 |
| <br> | <font face="Times New Roman">These lines give some warnings on the data file and also some raw statistics on frequencies of transitions.</font> |
| </li> | Age 70 1.=230 loss[1]=3.5% 2.=16 loss[2]=12.5% 1.=222 prev[1]=94.1% 2.=14 |
| <li><u>Graphs</u> <br> | prev[2]=5.9% 1-1=8 11=200 12=7 13=15 2-1=2 21=6 22=7 23=1 |
| <br> | Age 102 1.=0 loss[1]=NaNQ% 2.=0 loss[2]=NaNQ% 1.=0 prev[1]=NaNQ% 2.=0 </pre> |
| -<a href="..\mytry\vmypar1.gif">Observed and stationary | </li> |
| prevalence in state (1) with the confident interval</a> <br> | </ul> |
| -<a href="..\mytry\vmypar2.gif">Observed and stationary | |
| prevalence in state (2) with the confident interval</a> <br> | <p> </p> |
| -<a href="..\mytry\exmypar1.gif">Health life expectancies | |
| by age and initial health state (1)</a> <br> | <ul> |
| -<a href="..\mytry\exmypar2.gif">Health life expectancies | <li>Maximisation with the Powell algorithm. 8 directions are |
| by age and initial health state (2)</a> <br> | given corresponding to the 8 parameters. this can be |
| -<a href="..\mytry\emypar.gif">Total life expectancy by | rather long to get convergence.<br> |
| age and health expectancies in states (1) and (2).</a> </li> | <font size="1" face="Courier New"><br> |
| </ul> | Powell iter=1 -2*LL=11531.405658264877 1 0.000000000000 2 |
| 0.000000000000 3<br> | |
| <p>This software have been partly granted by <a | 0.000000000000 4 0.000000000000 5 0.000000000000 6 |
| href="http://euroreves.ined.fr">Euro-REVES</a>, a concerted | 0.000000000000 7 <br> |
| action from the European Union. It will be copyrighted | 0.000000000000 8 0.000000000000<br> |
| identically to a GNU software product, i.e. program and software | 1..........2.................3..........4.................5.........<br> |
| can be distributed freely for non commercial use. Sources are not | 6................7........8...............<br> |
| widely distributed today. You can get them by asking us with a | Powell iter=23 -2*LL=6744.954108371555 1 -12.967632334283 |
| simple justification (name, email, institute) <a | <br> |
| href="mailto:brouard@ined.fr">mailto:brouard@ined.fr</a> and <a | 2 0.135136681033 3 -7.402109728262 4 0.067844593326 <br> |
| href="mailto:lievre@ined.fr">mailto:lievre@ined.fr</a> .</p> | 5 -0.673601538129 6 -0.006615504377 7 -5.051341616718 <br> |
| 8 0.051272038506<br> | |
| <p>Latest version (0.63 of 16 march 2000) can be accessed at <a | 1..............2...........3..............4...........<br> |
| href="http://euroeves.ined.fr/imach">http://euroreves.ined.fr/imach</a><br> | 5..........6................7...........8.........<br> |
| </p> | #Number of iterations = 23, -2 Log likelihood = |
| </body> | 6744.954042573691<br> |
| </html> | # Parameters<br> |
| 12 -12.966061 0.135117 <br> | |
| 13 -7.401109 0.067831 <br> | |
| 21 -0.672648 -0.006627 <br> | |
| 23 -5.051297 0.051271 </font><br> | |
| </li> | |
| <li><pre><font size="2">Calculation of the hessian matrix. Wait... | |
| 12345678.12.13.14.15.16.17.18.23.24.25.26.27.28.34.35.36.37.38.45.46.47.48.56.57.58.67.68.78 | |
| Inverting the hessian to get the covariance matrix. Wait... | |
| #Hessian matrix# | |
| 3.344e+002 2.708e+004 -4.586e+001 -3.806e+003 -1.577e+000 -1.313e+002 3.914e-001 3.166e+001 | |
| 2.708e+004 2.204e+006 -3.805e+003 -3.174e+005 -1.303e+002 -1.091e+004 2.967e+001 2.399e+003 | |
| -4.586e+001 -3.805e+003 4.044e+002 3.197e+004 2.431e-002 1.995e+000 1.783e-001 1.486e+001 | |
| -3.806e+003 -3.174e+005 3.197e+004 2.541e+006 2.436e+000 2.051e+002 1.483e+001 1.244e+003 | |
| -1.577e+000 -1.303e+002 2.431e-002 2.436e+000 1.093e+002 8.979e+003 -3.402e+001 -2.843e+003 | |
| -1.313e+002 -1.091e+004 1.995e+000 2.051e+002 8.979e+003 7.420e+005 -2.842e+003 -2.388e+005 | |
| 3.914e-001 2.967e+001 1.783e-001 1.483e+001 -3.402e+001 -2.842e+003 1.494e+002 1.251e+004 | |
| 3.166e+001 2.399e+003 1.486e+001 1.244e+003 -2.843e+003 -2.388e+005 1.251e+004 1.053e+006 | |
| # Scales | |
| 12 1.00000e-004 1.00000e-006 | |
| 13 1.00000e-004 1.00000e-006 | |
| 21 1.00000e-003 1.00000e-005 | |
| 23 1.00000e-004 1.00000e-005 | |
| # Covariance | |
| 1 5.90661e-001 | |
| 2 -7.26732e-003 8.98810e-005 | |
| 3 8.80177e-002 -1.12706e-003 5.15824e-001 | |
| 4 -1.13082e-003 1.45267e-005 -6.50070e-003 8.23270e-005 | |
| 5 9.31265e-003 -1.16106e-004 6.00210e-004 -8.04151e-006 1.75753e+000 | |
| 6 -1.15664e-004 1.44850e-006 -7.79995e-006 1.04770e-007 -2.12929e-002 2.59422e-004 | |
| 7 1.35103e-003 -1.75392e-005 -6.38237e-004 7.85424e-006 4.02601e-001 -4.86776e-003 1.32682e+000 | |
| 8 -1.82421e-005 2.35811e-007 7.75503e-006 -9.58687e-008 -4.86589e-003 5.91641e-005 -1.57767e-002 1.88622e-004 | |
| # agemin agemax for lifexpectancy, bage fage (if mle==0 ie no data nor Max likelihood). | |
| agemin=70 agemax=100 bage=50 fage=100 | |
| Computing prevalence limit: result on file 'plrmypar.txt' | |
| Computing pij: result on file 'pijrmypar.txt' | |
| Computing Health Expectancies: result on file 'ermypar.txt' | |
| Computing Variance-covariance of DFLEs: file 'vrmypar.txt' | |
| Computing Total LEs with variances: file 'trmypar.txt' | |
| Computing Variance-covariance of Prevalence limit: file 'vplrmypar.txt' | |
| End of Imach | |
| </font></pre> | |
| </li> | |
| </ul> | |
| <p><font size="3">Once the running is finished, the program | |
| requires a caracter:</font></p> | |
| <table border="1"> | |
| <tr> | |
| <td width="100%"><strong>Type e to edit output files, c | |
| to start again, and q for exiting:</strong></td> | |
| </tr> | |
| </table> | |
| <p><font size="3">First you should enter <strong>e </strong>to | |
| edit the master file mypar.htm. </font></p> | |
| <ul> | |
| <li><u>Outputs files</u> <br> | |
| <br> | |
| - Observed prevalence in each state: <a | |
| href="..\mytry\prmypar.txt">pmypar.txt</a> <br> | |
| - Estimated parameters and the covariance matrix: <a | |
| href="..\mytry\rmypar.txt">rmypar.txt</a> <br> | |
| - Stationary prevalence in each state: <a | |
| href="..\mytry\plrmypar.txt">plrmypar.txt</a> <br> | |
| - Transition probabilities: <a | |
| href="..\mytry\pijrmypar.txt">pijrmypar.txt</a> <br> | |
| - Copy of the parameter file: <a | |
| href="..\mytry\ormypar.txt">ormypar.txt</a> <br> | |
| - Life expectancies by age and initial health status: <a | |
| href="..\mytry\ermypar.txt">ermypar.txt</a> <br> | |
| - Variances of life expectancies by age and initial | |
| health status: <a href="..\mytry\vrmypar.txt">vrmypar.txt</a> | |
| <br> | |
| - Health expectancies with their variances: <a | |
| href="..\mytry\trmypar.txt">trmypar.txt</a> <br> | |
| - Standard deviation of stationary prevalence: <a | |
| href="..\mytry\vplrmypar.txt">vplrmypar.txt</a><br> | |
| - Prevalences forecasting: <a href="frmypar.txt">frmypar.txt</a> | |
| <br> | |
| - Population forecasting (if popforecast=1): <a | |
| href="poprmypar.txt">poprmypar.txt</a> <br> | |
| </li> | |
| <li><u>Graphs</u> <br> | |
| <br> | |
| -<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> | |
| -<a href="..\mytry\vmypar21.gif">Observed and stationary | |
| prevalence in state (2) with the confident interval</a> <br> | |
| -<a href="..\mytry\expmypar11.gif">Health life | |
| expectancies by age and initial health state (1)</a> <br> | |
| -<a href="..\mytry\expmypar21.gif">Health life | |
| expectancies by age and initial health state (2)</a> <br> | |
| -<a href="..\mytry\emypar1.gif">Total life expectancy by | |
| age and health expectancies in states (1) and (2).</a> </li> | |
| </ul> | |
| <p>This software have been partly granted by <a | |
| href="http://euroreves.ined.fr">Euro-REVES</a>, a concerted | |
| action from the European Union. It will be copyrighted | |
| identically to a GNU software product, i.e. program and software | |
| can be distributed freely for non commercial use. Sources are not | |
| widely distributed today. You can get them by asking us with a | |
| simple justification (name, email, institute) <a | |
| href="mailto:brouard@ined.fr">mailto:brouard@ined.fr</a> and <a | |
| href="mailto:lievre@ined.fr">mailto:lievre@ined.fr</a> .</p> | |
| <p>Latest version (0.7 of February 2002) can be accessed at <a | |
| href="http://euroeves.ined.fr/imach">http://euroreves.ined.fr/imach</a><br> | |
| </p> | |
| </body> | |
| </html> |