--- imach096d/doc/imach.htm 2001/03/14 08:24:41 1.2 +++ imach096d/doc/imach.htm 2001/05/09 14:09:37 1.3 @@ -28,8 +28,8 @@ src="euroreves2.gif" width="151" height= color="#00006A">INED and EUROREVES -
March -2000
+Version +64b, May 2001
This is a comment. Comments start with a '#'.
@@ -365,6 +365,8 @@ Additional covariates can be included wiOnce the optimization is finished, some graphics can be made
with a grapher. We use Gnuplot which is an interactive plotting
-program copyrighted but freely distributed. Imach outputs the
-source of a gnuplot file, named 'graph.gp', which can be directly
-input into gnuplot.
+program copyrighted but freely distributed. A gnuplot reference
+manual is available here.
When the running is finished, the user should enter a caracter
for plotting and output editing.
# Age Prev(1) N(1) N Age Prev(2) N(2) N - 70 0.95721 604 631 70 0.04279 27 631-
It means that at age 70, the prevalence in state 1 is 1.000 and in state 2 is 0.00 . At age 71 the number of individuals in state 1 is 625 and in state 2 is 2, hence the total number of @@ -592,22 +582,26 @@ covariance matrix
: This file contains all the maximisation results: -Number of iterations=47 - -2 log likelihood=46553.005854373667 - Estimated parameters: a12 = -12.691743 b12 = 0.095819 - a13 = -7.815392 b13 = 0.031851 - a21 = -1.809895 b21 = -0.030470 - a23 = -7.838248 b23 = 0.039490 - Covariance matrix: Var(a12) = 1.03611e-001 - Var(b12) = 1.51173e-005 - Var(a13) = 1.08952e-001 - Var(b13) = 1.68520e-005 - Var(a21) = 4.82801e-001 - Var(b21) = 6.86392e-005 - Var(a23) = 2.27587e-001 - Var(b23) = 3.04465e-005 ++70 10.9226 3.0401 5.6488 6.2122 +71 10.4384 3.0461 5.2477 6.1599 +72 9.9667 3.0502 4.8663 6.1025 +73 9.5077 3.0524 4.5044 6.0401 --2 log likelihood= 21660.918613445392 + Estimated parameters: a12 = -12.290174 b12 = 0.092161 + a13 = -9.155590 b13 = 0.046627 + a21 = -2.629849 b21 = -0.022030 + a23 = -7.958519 b23 = 0.042614 + Covariance matrix: Var(a12) = 1.47453e-001 + Var(b12) = 2.18676e-005 + Var(a13) = 2.09715e-001 + Var(b13) = 3.28937e-005 + Var(a21) = 9.19832e-001 + Var(b21) = 1.29229e-004 + Var(a23) = 4.48405e-001 + Var(b23) = 5.85631e-005+By substitution of these parameters in the regression model, +we obtain the elementary transition probabilities:
+ ++
- Transition probabilities: pijrbiaspar.txt
@@ -617,30 +611,33 @@ is a multiple of 2 years. The first colu the transition probabilities p11, p12, p13, p21, p22, p23. For example, line 5 of the file is: -100 106 0.03286 0.23512 0.73202 0.02330 0.19210 0.78460+100 106 0.02655 0.17622 0.79722 0.01809 0.13678 0.84513and this means:
-p11(100,106)=0.03286 -p12(100,106)=0.23512 -p13(100,106)=0.73202 -p21(100,106)=0.02330 -p22(100,106)=0.19210 -p22(100,106)=0.78460+p11(100,106)=0.02655 +p12(100,106)=0.17622 +p13(100,106)=0.79722 +p21(100,106)=0.01809 +p22(100,106)=0.13678 +p22(100,106)=0.84513- Stationary prevalence in each state: plrbiaspar.txt
-#Age 1-1 2-2 -70 0.92274 0.07726 -71 0.91420 0.08580 -72 0.90481 0.09519 -73 0.89453 0.10547+#Prevalence +#Age 1-1 2-2 + +#************ +70 0.90134 0.09866 +71 0.89177 0.10823 +72 0.88139 0.11861 +73 0.87015 0.12985-At age 70 the stationary prevalence is 0.92274 in state 1 and -0.07726 in state 2. This stationary prevalence differs from +
At age 70 the stationary prevalence is 0.90134 in state 1 and +0.09866 in state 2. This stationary prevalence differs from observed prevalence. Here is the point. The observed prevalence at age 70 results from the incidence of disability, incidence of recovery and mortality which occurred in the past of the cohort. @@ -664,24 +661,24 @@ design of the survey, and, for the stati model used and fitted. It is possible to compute the standard deviation of the stationary prevalence at each age.
-Observed and stationary +
+vbiaspar21.gif --Observed and stationary prevalence in state (2=disable) with the confident interval: -vbiaspar2.gif
- -
-This graph exhibits the stationary prevalence in state (2) with -the confidence interval in red. The green curve is the observed -prevalence (or proportion of individuals in state (2)). Without -discussing the results (it is not the purpose here), we observe -that the green curve is rather below the stationary prevalence. -It suggests an increase of the disability prevalence in the -future.- -
Convergence to the -stationary prevalence of disability: pbiaspar1.gif
+
-![]()
This graph exhibits the stationary prevalence in state (2) +with the confidence interval in red. The green curve is the +observed prevalence (or proportion of individuals in state (2)). +Without discussing the results (it is not the purpose here), we +observe that the green curve is rather below the stationary +prevalence. It suggests an increase of the disability prevalence +in the future.
+ ++ +
-Convergence to the +stationary prevalence of disability: pbiaspar11.gif
+![]()
This graph plots the conditional transition probabilities from an initial state (1=healthy in red at the bottom, or 2=disable in @@ -703,23 +700,23 @@ href="erbiaspar.txt">erbiaspar.txt# Health expectancies # Age 1-1 1-2 2-1 2-2 -70 10.7297 2.7809 6.3440 5.9813 -71 10.3078 2.8233 5.9295 5.9959 -72 9.8927 2.8643 5.5305 6.0033 -73 9.4848 2.9036 5.1474 6.0035
For example 70 10.7297 2.7809 6.3440 5.9813 means: -e11=10.7297 e12=2.7809 e21=6.3440 e22=5.9813+
For example 70 10.9226 3.0401 5.6488 6.2122 means: +e11=10.9226 e12=3.0401 e21=5.6488 e22=6.2122-
+
For example, life expectancy of a healthy individual at age 70 -is 10.73 in the healthy state and 2.78 in the disability state -(=13.51 years). If he was disable at age 70, his life expectancy -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 -weighted mean of both, 13.51 and 12.32; weight is the proportion +is 10.92 in the healthy state and 3.04 in the disability state +(=13.96 years). If he was disable at age 70, his life expectancy +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 +weighted mean of both, 13.96 and 11.85; weight is the proportion of people disabled at age 70. In order to get a pure period index (i.e. based only on incidences) we use the computed or @@ -736,7 +733,7 @@ href="vrbiaspar.txt">vrbiaspar.txtFor example, the covariances of life expectancies Cov(ei,ej) at age 50 are (line 3)
-Cov(e1,e1)=0.4667 Cov(e1,e2)=0.0605=Cov(e2,e1) Cov(e2,e2)=0.0183+
Cov(e1,e1)=0.4776 Cov(e1,e2)=0.0488=Cov(e2,e1) Cov(e2,e2)=0.0424
This figure represents the health expectancies and the total life expectancy with the confident interval in dashed curve.
-+
Standard deviations (obtained from the information matrix of the model) of these quantities are very useful. @@ -826,9 +823,7 @@ estimated by month on 8,000 people may t Also, the program is not yet a statistical package, which permits a simple writing of the variables and the model to take into account in the maximisation. The actual program allows only to -add simple variables without covariations, like age+sex but -without age+sex+ age*sex . This can be done from the source code -(you have to change three lines in the source code) but will +add simple variables like age+sex or age+sex+ age*sex but will never be general enough. But what is to remember, is that incidences or probability of change from one state to another is affected by the variables specified into the model.
@@ -859,21 +854,20 @@ program while saving the old output fileSince 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 imachpar.txt which is a -copy of mypar.txt -included in the subdirectory of imach, mytry. Edit it to change the name of -the data file to ..\data\mydata.txt -if you don't want to copy it on the same directory. The file mydata.txt is a smaller file of 3,000 -people but still with 4 waves.
+href="..\mytry\imachpar.txt">imachpar.txt which is a copy of mypar.txt included in the +subdirectory of imach, mytry. +Edit it to change the name of the data file to ..\data\mydata.txt if you don't want to +copy it on the same directory. The file mydata.txt +is a smaller file of 3,000 people but still with 4 waves.Click on the imach.exe icon to open a window. Answer to the question:'Enter the parameter file name:'