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   15: 
   16: <h1 align="center"><font color="#00006A">Computing Health
   17: Expectancies using IMaCh</font></h1>
   18: 
   19: <h1 align="center"><font color="#00006A" size="5">(a Maximum
   20: Likelihood Computer Program using Interpolation of Markov Chains)</font></h1>
   21: 
   22: <p align="center">&nbsp;</p>
   23: 
   24: <p align="center"><a href="http://www.ined.fr/"><img
   25: src="logo-ined.gif" border="0" width="151" height="76"></a><img
   26: src="euroreves2.gif" width="151" height="75"></p>
   27: 
   28: <h3 align="center"><a href="http://www.ined.fr/"><font
   29: color="#00006A">INED</font></a><font color="#00006A"> and </font><a
   30: href="http://euroreves.ined.fr"><font color="#00006A">EUROREVES</font></a></h3>
   31: 
   32: <p align="center"><font color="#00006A" size="4"><strong>Version
   33: 0.71a, March 2002</strong></font></p>
   34: 
   35: <hr size="3" color="#EC5E5E">
   36: 
   37: <p align="center"><font color="#00006A"><strong>Authors of the
   38: program: </strong></font><a href="http://sauvy.ined.fr/brouard"><font
   39: color="#00006A"><strong>Nicolas Brouard</strong></font></a><font
   40: color="#00006A"><strong>, senior researcher at the </strong></font><a
   41: href="http://www.ined.fr"><font color="#00006A"><strong>Institut
   42: National d'Etudes Démographiques</strong></font></a><font
   43: color="#00006A"><strong> (INED, Paris) in the &quot;Mortality,
   44: Health and Epidemiology&quot; Research Unit </strong></font></p>
   45: 
   46: <p align="center"><font color="#00006A"><strong>and Agnès
   47: Lièvre<br clear="left">
   48: </strong></font></p>
   49: 
   50: <h4><font color="#00006A">Contribution to the mathematics: C. R.
   51: Heathcote </font><font color="#00006A" size="2">(Australian
   52: National University, Canberra).</font></h4>
   53: 
   54: <h4><font color="#00006A">Contact: Agnès Lièvre (</font><a
   55: href="mailto:lievre@ined.fr"><font color="#00006A"><i>lievre@ined.fr</i></font></a><font
   56: color="#00006A">) </font></h4>
   57: 
   58: <hr>
   59: 
   60: <ul>
   61:     <li><a href="#intro">Introduction</a> </li>
   62:     <li><a href="#data">On what kind of data can it be used?</a></li>
   63:     <li><a href="#datafile">The data file</a> </li>
   64:     <li><a href="#biaspar">The parameter file</a> </li>
   65:     <li><a href="#running">Running Imach</a> </li>
   66:     <li><a href="#output">Output files and graphs</a> </li>
   67:     <li><a href="#example">Exemple</a> </li>
   68: </ul>
   69: 
   70: <hr>
   71: 
   72: <h2><a name="intro"><font color="#00006A">Introduction</font></a></h2>
   73: 
   74: <p>This program computes <b>Healthy Life Expectancies</b> from <b>cross-longitudinal
   75: data</b> using the methodology pioneered by Laditka and Wolf (1).
   76: Within the family of Health Expectancies (HE), Disability-free
   77: life expectancy (DFLE) is probably the most important index to
   78: monitor. In low mortality countries, there is a fear that when
   79: mortality declines, the increase in DFLE is not proportionate to
   80: the increase in total Life expectancy. This case is called the <em>Expansion
   81: of morbidity</em>. Most of the data collected today, in
   82: particular by the international <a href="http://www.reves.org">REVES</a>
   83: network on Health expectancy, and most HE indices based on these
   84: data, are <em>cross-sectional</em>. It means that the information
   85: collected comes from a single cross-sectional survey: people from
   86: various ages (but mostly old people) are surveyed on their health
   87: status at a single date. Proportion of people disabled at each
   88: age, can then be measured at that date. This age-specific
   89: prevalence curve is then used to distinguish, within the
   90: stationary population (which, by definition, is the life table
   91: estimated from the vital statistics on mortality at the same
   92: date), the disable population from the disability-free
   93: population. Life expectancy (LE) (or total population divided by
   94: the yearly number of births or deaths of this stationary
   95: population) is then decomposed into DFLE and DLE. This method of
   96: computing HE is usually called the Sullivan method (from the name
   97: of the author who first described it).</p>
   98: 
   99: <p>Age-specific proportions of people disable are very difficult
  100: to forecast because each proportion corresponds to historical
  101: conditions of the cohort and it is the result of the historical
  102: flows from entering disability and recovering in the past until
  103: today. The age-specific intensities (or incidence rates) of
  104: entering disability or recovering a good health, are reflecting
  105: actual conditions and therefore can be used at each age to
  106: forecast the future of this cohort. For example if a country is
  107: improving its technology of prosthesis, the incidence of
  108: recovering the ability to walk will be higher at each (old) age,
  109: but the prevalence of disability will only slightly reflect an
  110: improve because the prevalence is mostly affected by the history
  111: of the cohort and not by recent period effects. To measure the
  112: period improvement we have to simulate the future of a cohort of
  113: new-borns entering or leaving at each age the disability state or
  114: dying according to the incidence rates measured today on
  115: different cohorts. The proportion of people disabled at each age
  116: in this simulated cohort will be much lower (using the exemple of
  117: an improvement) that the proportions observed at each age in a
  118: cross-sectional survey. This new prevalence curve introduced in a
  119: life table will give a much more actual and realistic HE level
  120: than the Sullivan method which mostly measured the History of
  121: health conditions in this country.</p>
  122: 
  123: <p>Therefore, the main question is how to measure incidence rates
  124: from cross-longitudinal surveys? This is the goal of the IMaCH
  125: program. From your data and using IMaCH you can estimate period
  126: HE and not only Sullivan's HE. Also the standard errors of the HE
  127: are computed.</p>
  128: 
  129: <p>A cross-longitudinal survey consists in a first survey
  130: (&quot;cross&quot;) where individuals from different ages are
  131: interviewed on their health status or degree of disability. At
  132: least a second wave of interviews (&quot;longitudinal&quot;)
  133: should measure each new individual health status. Health
  134: expectancies are computed from the transitions observed between
  135: waves and are computed for each degree of severity of disability
  136: (number of life states). More degrees you consider, more time is
  137: necessary to reach the Maximum Likelihood of the parameters
  138: involved in the model. Considering only two states of disability
  139: (disable and healthy) is generally enough but the computer
  140: program works also with more health statuses.<br>
  141: <br>
  142: The simplest model is the multinomial logistic model where <i>pij</i>
  143: is the probability to be observed in state <i>j</i> at the second
  144: wave conditional to be observed in state <em>i</em> at the first
  145: wave. Therefore a simple model is: log<em>(pij/pii)= aij +
  146: bij*age+ cij*sex,</em> where '<i>age</i>' is age and '<i>sex</i>'
  147: is a covariate. The advantage that this computer program claims,
  148: comes from that if the delay between waves is not identical for
  149: each individual, or if some individual missed an interview, the
  150: information is not rounded or lost, but taken into account using
  151: an interpolation or extrapolation. <i>hPijx</i> is the
  152: probability to be observed in state <i>i</i> at age <i>x+h</i>
  153: conditional to the observed state <i>i</i> at age <i>x</i>. The
  154: delay '<i>h</i>' can be split into an exact number (<i>nh*stepm</i>)
  155: of unobserved intermediate states. This elementary transition (by
  156: month or quarter trimester, semester or year) is modeled as a
  157: multinomial logistic. The <i>hPx</i> matrix is simply the matrix
  158: product of <i>nh*stepm</i> elementary matrices and the
  159: contribution of each individual to the likelihood is simply <i>hPijx</i>.
  160: <br>
  161: </p>
  162: 
  163: <p>The program presented in this manual is a quite general
  164: program named <strong>IMaCh</strong> (for <strong>I</strong>nterpolated
  165: <strong>MA</strong>rkov <strong>CH</strong>ain), designed to
  166: analyse transition data from longitudinal surveys. The first step
  167: is the parameters estimation of a transition probabilities model
  168: between an initial status and a final status. From there, the
  169: computer program produces some indicators such as observed and
  170: stationary prevalence, life expectancies and their variances and
  171: graphs. Our transition model consists in absorbing and
  172: non-absorbing states with the possibility of return across the
  173: non-absorbing states. The main advantage of this package,
  174: compared to other programs for the analysis of transition data
  175: (For example: Proc Catmod of SAS<sup>®</sup>) is that the whole
  176: individual information is used even if an interview is missing, a
  177: status or a date is unknown or when the delay between waves is
  178: not identical for each individual. The program can be executed
  179: according to parameters: selection of a sub-sample, number of
  180: absorbing and non-absorbing states, number of waves taken in
  181: account (the user inputs the first and the last interview), a
  182: tolerance level for the maximization function, the periodicity of
  183: the transitions (we can compute annual, quarterly or monthly
  184: transitions), covariates in the model. It works on Windows or on
  185: Unix.<br>
  186: </p>
  187: 
  188: <hr>
  189: 
  190: <p>(1) Laditka, Sarah B. and Wolf, Douglas A. (1998), &quot;New
  191: Methods for Analyzing Active Life Expectancy&quot;. <i>Journal of
  192: Aging and Health</i>. Vol 10, No. 2. </p>
  193: 
  194: <hr>
  195: 
  196: <h2><a name="data"><font color="#00006A">On what kind of data can
  197: it be used?</font></a></h2>
  198: 
  199: <p>The minimum data required for a transition model is the
  200: recording of a set of individuals interviewed at a first date and
  201: interviewed again at least one another time. From the
  202: observations of an individual, we obtain a follow-up over time of
  203: the occurrence of a specific event. In this documentation, the
  204: event is related to health status at older ages, but the program
  205: can be applied on a lot of longitudinal studies in different
  206: contexts. To build the data file explained into the next section,
  207: you must have the month and year of each interview and the
  208: corresponding health status. But in order to get age, date of
  209: birth (month and year) is required (missing values is allowed for
  210: month). Date of death (month and year) is an important
  211: information also required if the individual is dead. Shorter
  212: steps (i.e. a month) will more closely take into account the
  213: survival time after the last interview.</p>
  214: 
  215: <hr>
  216: 
  217: <h2><a name="datafile"><font color="#00006A">The data file</font></a></h2>
  218: 
  219: <p>In this example, 8,000 people have been interviewed in a
  220: cross-longitudinal survey of 4 waves (1984, 1986, 1988, 1990).
  221: Some people missed 1, 2 or 3 interviews. Health statuses are
  222: healthy (1) and disable (2). The survey is not a real one. It is
  223: a simulation of the American Longitudinal Survey on Aging. The
  224: disability state is defined if the individual missed one of four
  225: ADL (Activity of daily living, like bathing, eating, walking).
  226: Therefore, even is the individuals interviewed in the sample are
  227: virtual, the information brought with this sample is close to the
  228: situation of the United States. Sex is not recorded is this
  229: sample.</p>
  230: 
  231: <p>Each line of the data set (named <a href="data1.txt">data1.txt</a>
  232: in this first example) is an individual record which fields are: </p>
  233: 
  234: <ul>
  235:     <li><b>Index number</b>: positive number (field 1) </li>
  236:     <li><b>First covariate</b> positive number (field 2) </li>
  237:     <li><b>Second covariate</b> positive number (field 3) </li>
  238:     <li><a name="Weight"><b>Weight</b></a>: positive number
  239:         (field 4) . In most surveys individuals are weighted
  240:         according to the stratification of the sample.</li>
  241:     <li><b>Date of birth</b>: coded as mm/yyyy. Missing dates are
  242:         coded as 99/9999 (field 5) </li>
  243:     <li><b>Date of death</b>: coded as mm/yyyy. Missing dates are
  244:         coded as 99/9999 (field 6) </li>
  245:     <li><b>Date of first interview</b>: coded as mm/yyyy. Missing
  246:         dates are coded as 99/9999 (field 7) </li>
  247:     <li><b>Status at first interview</b>: positive number.
  248:         Missing values ar coded -1. (field 8) </li>
  249:     <li><b>Date of second interview</b>: coded as mm/yyyy.
  250:         Missing dates are coded as 99/9999 (field 9) </li>
  251:     <li><strong>Status at second interview</strong> positive
  252:         number. Missing values ar coded -1. (field 10) </li>
  253:     <li><b>Date of third interview</b>: coded as mm/yyyy. Missing
  254:         dates are coded as 99/9999 (field 11) </li>
  255:     <li><strong>Status at third interview</strong> positive
  256:         number. Missing values ar coded -1. (field 12) </li>
  257:     <li><b>Date of fourth interview</b>: coded as mm/yyyy.
  258:         Missing dates are coded as 99/9999 (field 13) </li>
  259:     <li><strong>Status at fourth interview</strong> positive
  260:         number. Missing values are coded -1. (field 14) </li>
  261:     <li>etc</li>
  262: </ul>
  263: 
  264: <p>&nbsp;</p>
  265: 
  266: <p>If your longitudinal survey do not include information about
  267: weights or covariates, you must fill the column with a number
  268: (e.g. 1) because a missing field is not allowed.</p>
  269: 
  270: <hr>
  271: 
  272: <h2><font color="#00006A">Your first example parameter file</font><a
  273: href="http://euroreves.ined.fr/imach"></a><a name="uio"></a></h2>
  274: 
  275: <h2><a name="biaspar"></a>#Imach version 0.71a, March 2002,
  276: INED-EUROREVES </h2>
  277: 
  278: <p>This is a comment. Comments start with a '#'.</p>
  279: 
  280: <h4><font color="#FF0000">First uncommented line</font></h4>
  281: 
  282: <pre>title=1st_example datafile=data1.txt lastobs=8600 firstpass=1 lastpass=4</pre>
  283: 
  284: <ul>
  285:     <li><b>title=</b> 1st_example is title of the run. </li>
  286:     <li><b>datafile=</b>data1.txt is the name of the data set.
  287:         Our example is a six years follow-up survey. It consists
  288:         in a baseline followed by 3 reinterviews. </li>
  289:     <li><b>lastobs=</b> 8600 the program is able to run on a
  290:         subsample where the last observation number is lastobs.
  291:         It can be set a bigger number than the real number of
  292:         observations (e.g. 100000). In this example, maximisation
  293:         will be done on the 8600 first records. </li>
  294:     <li><b>firstpass=1</b> , <b>lastpass=4 </b>In case of more
  295:         than two interviews in the survey, the program can be run
  296:         on selected transitions periods. firstpass=1 means the
  297:         first interview included in the calculation is the
  298:         baseline survey. lastpass=4 means that the information
  299:         brought by the 4th interview is taken into account.</li>
  300: </ul>
  301: 
  302: <p>&nbsp;</p>
  303: 
  304: <h4><a name="biaspar-2"><font color="#FF0000">Second uncommented
  305: line</font></a></h4>
  306: 
  307: <pre>ftol=1.e-08 stepm=1 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre>
  308: 
  309: <ul>
  310:     <li><b>ftol=1e-8</b> Convergence tolerance on the function
  311:         value in the maximisation of the likelihood. Choosing a
  312:         correct value for ftol is difficult. 1e-8 is a correct
  313:         value for a 32 bits computer.</li>
  314:     <li><b>stepm=1</b> Time unit in months for interpolation.
  315:         Examples:<ul>
  316:             <li>If stepm=1, the unit is a month </li>
  317:             <li>If stepm=4, the unit is a trimester</li>
  318:             <li>If stepm=12, the unit is a year </li>
  319:             <li>If stepm=24, the unit is two years</li>
  320:             <li>... </li>
  321:         </ul>
  322:     </li>
  323:     <li><b>ncov=2</b> Number of covariates in the datafile. The
  324:         intercept and the age parameter are counting for 2
  325:         covariates.</li>
  326:     <li><b>nlstate=2</b> Number of non-absorbing (alive) states.
  327:         Here we have two alive states: disability-free is coded 1
  328:         and disability is coded 2. </li>
  329:     <li><b>ndeath=1</b> Number of absorbing states. The absorbing
  330:         state death is coded 3. </li>
  331:     <li><b>maxwav=4</b> Number of waves in the datafile.</li>
  332:     <li><a name="mle"><b>mle</b></a><b>=1</b> Option for the
  333:         Maximisation Likelihood Estimation. <ul>
  334:             <li>If mle=1 the program does the maximisation and
  335:                 the calculation of health expectancies </li>
  336:             <li>If mle=0 the program only does the calculation of
  337:                 the health expectancies. </li>
  338:         </ul>
  339:     </li>
  340:     <li><b>weight=0</b> Possibility to add weights. <ul>
  341:             <li>If weight=0 no weights are included </li>
  342:             <li>If weight=1 the maximisation integrates the
  343:                 weights which are in field <a href="#Weight">4</a></li>
  344:         </ul>
  345:     </li>
  346: </ul>
  347: 
  348: <h4><font color="#FF0000">Covariates</font></h4>
  349: 
  350: <p>Intercept and age are systematically included in the model.
  351: Additional covariates (actually two) can be included with the command: </p>
  352: 
  353: <pre>model=<em>list of covariates</em></pre>
  354: 
  355: <ul>
  356:     <li>if<strong> model=. </strong>then no covariates are
  357:         included</li>
  358:     <li>if <strong>model=V1</strong> the model includes the first
  359:         covariate (field 2)</li>
  360:     <li>if <strong>model=V2 </strong>the model includes the
  361:         second covariate (field 3)</li>
  362:     <li>if <strong>model=V1+V2 </strong>the model includes the
  363:         first and the second covariate (fields 2 and 3)</li>
  364:     <li>if <strong>model=V1*V2 </strong>the model includes the
  365:         product of the first and the second covariate (fields 2
  366:         and 3)</li>
  367:     <li>if <strong>model=V1+V1*age</strong> the model includes
  368:         the product covariate*age</li>
  369: </ul>
  370: 
  371: <h4><font color="#FF0000">Guess values for optimization</font><font
  372: color="#00006A"> </font></h4>
  373: 
  374: <p>You must write the initial guess values of the parameters for
  375: optimization. The number of parameters, <em>N</em> depends on the
  376: number of absorbing states and non-absorbing states and on the
  377: number of covariates. <br>
  378: <em>N</em> is given by the formula <em>N</em>=(<em>nlstate</em> +
  379: <em>ndeath</em>-1)*<em>nlstate</em>*<em>ncov</em>&nbsp;. <br>
  380: <br>
  381: Thus in the simple case with 2 covariates (the model is log
  382: (pij/pii) = aij + bij * age where intercept and age are the two
  383: covariates), and 2 health degrees (1 for disability-free and 2
  384: for disability) and 1 absorbing state (3), you must enter 8
  385: initials values, a12, b12, a13, b13, a21, b21, a23, b23. You can
  386: start with zeros as in this example, but if you have a more
  387: precise set (for example from an earlier run) you can enter it
  388: and it will speed up them<br>
  389: Each of the four lines starts with indices &quot;ij&quot;: <b>ij
  390: aij bij</b> </p>
  391: 
  392: <blockquote>
  393:     <pre># Guess values of aij and bij in log (pij/pii) = aij + bij * age
  394: 12 -14.155633  0.110794 
  395: 13  -7.925360  0.032091 
  396: 21  -1.890135 -0.029473 
  397: 23  -6.234642  0.022315 </pre>
  398: </blockquote>
  399: 
  400: <p>or, to simplify (in most of cases it converges but there is no warranty!): </p>
  401: 
  402: <blockquote>
  403:     <pre>12 0.0 0.0
  404: 13 0.0 0.0
  405: 21 0.0 0.0
  406: 23 0.0 0.0</pre>
  407: </blockquote>
  408: 
  409: <h4><font color="#FF0000">Guess values for computing variances</font></h4>
  410: 
  411: <p>This is an output if <a href="#mle">mle</a>=1. But it can be
  412: used as an input to get the various output data files (Health
  413: expectancies, stationary prevalence etc.) and figures without
  414: rerunning the rather long maximisation phase (mle=0). </p>
  415: 
  416: <p>The scales are small values for the evaluation of numerical
  417: derivatives. These derivatives are used to compute the hessian
  418: matrix of the parameters, that is the inverse of the covariance
  419: matrix, and the variances of health expectancies. Each line
  420: consists in indices &quot;ij&quot; followed by the initial scales
  421: (zero to simplify) associated with aij and bij. </p>
  422: 
  423: <ul>
  424:     <li>If mle=1 you can enter zeros:</li>
  425: </ul>
  426: 
  427: <blockquote>
  428:     <pre># Scales (for hessian or gradient estimation)
  429: 12 0. 0. 
  430: 13 0. 0. 
  431: 21 0. 0. 
  432: 23 0. 0. </pre>
  433: </blockquote>
  434: 
  435: <ul>
  436:     <li>If mle=0 you must enter a covariance matrix (usually
  437:         obtained from an earlier run).</li>
  438: </ul>
  439: 
  440: <h4><font color="#FF0000">Covariance matrix of parameters</font></h4>
  441: 
  442: <p>This is an output if <a href="#mle">mle</a>=1. But it can be
  443: used as an input to get the various output data files (Health
  444: expectancies, stationary prevalence etc.) and figures without
  445: rerunning the rather long maximisation phase (mle=0). </p>
  446: 
  447: <p>Each line starts with indices &quot;ijk&quot; followed by the
  448: covariances between aij and bij: </p>
  449: 
  450: <pre>
  451:    121 Var(a12) 
  452:    122 Cov(b12,a12)  Var(b12) 
  453:           ...
  454:    232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23) </pre>
  455: 
  456: <ul>
  457:     <li>If mle=1 you can enter zeros. </li>
  458: </ul>
  459: 
  460: <blockquote>
  461:     <pre># Covariance matrix
  462: 121 0.
  463: 122 0. 0.
  464: 131 0. 0. 0. 
  465: 132 0. 0. 0. 0. 
  466: 211 0. 0. 0. 0. 0. 
  467: 212 0. 0. 0. 0. 0. 0. 
  468: 231 0. 0. 0. 0. 0. 0. 0. 
  469: 232 0. 0. 0. 0. 0. 0. 0. 0.</pre>
  470: </blockquote>
  471: 
  472: <ul>
  473:     <li>If mle=0 you must enter a covariance matrix (usually
  474:         obtained from an earlier run).<br>
  475:         </li>
  476: </ul>
  477: 
  478: <h4><font color="#FF0000">Age range for calculation of stationary
  479: prevalences and health expectancies</font></h4>
  480: 
  481: <pre>agemin=70 agemax=100 bage=50 fage=100</pre>
  482: 
  483: <p>Once we obtained the estimated parameters, the program is able
  484: to calculated stationary prevalence, transitions probabilities
  485: and life expectancies at any age. Choice of age range is useful
  486: for extrapolation. In our data file, ages varies from age 70 to
  487: 102. It is possible to get extrapolated stationary
  488: prevalence by age ranging from agemin to agemax. </p>
  489: 
  490: 
  491: <p>Setting bage=50 (begin age) and fage=100 (final age), makes the program computing
  492: life expectancy from age 'bage' to age 'fage'. As we use a model, we
  493: can interessingly compute life expectancy on a wider age range than the age
  494: range from the data. But the model can be rather wrong on much larger
  495: intervals. Program is limited to around 120 for upper age!</p>
  496: 
  497: <ul>
  498:     <li><b>agemin=</b> Minimum age for calculation of the
  499:         stationary prevalence </li>
  500:     <li><b>agemax=</b> Maximum age for calculation of the
  501:         stationary prevalence </li>
  502:     <li><b>bage=</b> Minimum age for calculation of the health
  503:         expectancies </li>
  504:     <li><b>fage=</b> Maximum age for calculation of the health
  505:         expectancies </li>
  506: </ul>
  507: 
  508: <h4><a name="Computing"><font color="#FF0000">Computing</font></a><font
  509: color="#FF0000"> the observed prevalence</font></h4>
  510: 
  511: <pre>begin-prev-date=1/1/1984 end-prev-date=1/6/1988 </pre>
  512: 
  513: <p>Statements 'begin-prev-date' and 'end-prev-date' allow to
  514: select the period in which we calculate the observed prevalences
  515: in each state. In this example, the prevalences are calculated on
  516: data survey collected between 1 january 1984 and 1 june 1988. </p>
  517: 
  518: <ul>
  519:     <li><strong>begin-prev-date= </strong>Starting date
  520:         (day/month/year)</li>
  521:     <li><strong>end-prev-date= </strong>Final date
  522:         (day/month/year)</li>
  523: </ul>
  524: 
  525: <h4><font color="#FF0000">Population- or status-based health
  526: expectancies</font></h4>
  527: 
  528: <pre>pop_based=0</pre>
  529: 
  530: <p>The program computes status-based health expectancies, i.e health
  531: expectancies which depends on your initial health state.  If you are
  532: healthy your healthy life expectancy (e11) is higher than if you were
  533: disabled (e21, with e11 &gt; e21).<br>
  534: To compute a healthy life expectancy independant of the initial status
  535: we have to weight e11 and e21 according to the probability to be in
  536: each state at initial age or, with other word, according to the
  537: proportion of people in each state.<br>
  538: 
  539: We prefer computing a 'pure' period healthy life expectancy based only
  540: on the transtion forces. Then the weights are simply the stationnary
  541: prevalences or 'implied' prevalences at the initial age.<br>
  542: 
  543: Some other people would like to use the cross-sectional prevalences
  544: (the "Sullivan prevalences") observed at the initial age during a
  545: period of time <a href="#Computing">defined just above</a>.
  546: 
  547: <ul>
  548:     <li><strong>popbased= 0 </strong> Health expectancies are computed
  549:     at each age from stationary prevalences 'expected' at this initial age.</li>
  550:     <li><strong>popbased= 1 </strong> Health expectancies are computed
  551:     at each age from cross-sectional 'observed' prevalence at this
  552:     initial age. As all the population is not observed at the same exact date we
  553:     define a short period were the observed prevalence is computed.</li>
  554: </ul>
  555: 
  556: </p>
  557: 
  558: <h4><font color="#FF0000">Prevalence forecasting ( Experimental)</font></h4>
  559: 
  560: <pre>starting-proj-date=1/1/1989 final-proj-date=1/1/1992 mov_average=0 </pre>
  561: 
  562: <p>Prevalence and population projections are only available if the
  563: interpolation unit is a month, i.e. stepm=1 and if there are no
  564: covariate. The programme estimates the prevalence in each state at a
  565: precise date expressed in day/month/year. The programme computes one
  566: forecasted prevalence a year from a starting date (1 january of 1989
  567: in this example) to a final date (1 january 1992). The statement
  568: mov_average allows to compute smoothed forecasted prevalences with a
  569: five-age moving average centered at the mid-age of the five-age
  570: period. </p>
  571: 
  572: <ul>
  573:     <li><strong>starting-proj-date</strong>= starting date
  574:         (day/month/year) of forecasting</li>
  575:     <li><strong>final-proj-date= </strong>final date
  576:         (day/month/year) of forecasting</li>
  577:     <li><strong>mov_average</strong>= smoothing with a five-age
  578:         moving average centered at the mid-age of the five-age
  579:         period. The command<strong> mov_average</strong> takes
  580:         value 1 if the prevalences are smoothed and 0 otherwise.</li>
  581: </ul>
  582: 
  583: <h4><font color="#FF0000">Last uncommented line : Population
  584: forecasting </font></h4>
  585: 
  586: <pre>popforecast=0 popfile=pyram.txt popfiledate=1/1/1989 last-popfiledate=1/1/1992</pre>
  587: 
  588: <p>This command is available if the interpolation unit is a
  589: month, i.e. stepm=1 and if popforecast=1. From a data file
  590: including age and number of persons alive at the precise date
  591: &#145;popfiledate&#146;, you can forecast the number of persons
  592: in each state until date &#145;last-popfiledate&#146;. In this
  593: example, the popfile <a href="pyram.txt"><b>pyram.txt</b></a>
  594: includes real data which are the Japanese population in 1989.</p>
  595: 
  596: <ul type="disc">
  597:     <li class="MsoNormal"
  598:     style="TEXT-ALIGN: justify; mso-margin-top-alt: auto; mso-margin-bottom-alt: auto; mso-list: l10 level1 lfo36; tab-stops: list 36.0pt"><b>popforecast=
  599:         0 </b>Option for population forecasting. If
  600:         popforecast=1, the programme does the forecasting<b>.</b></li>
  601:     <li class="MsoNormal"
  602:     style="TEXT-ALIGN: justify; mso-margin-top-alt: auto; mso-margin-bottom-alt: auto; mso-list: l10 level1 lfo36; tab-stops: list 36.0pt"><b>popfile=
  603:         </b>name of the population file</li>
  604:     <li class="MsoNormal"
  605:     style="TEXT-ALIGN: justify; mso-margin-top-alt: auto; mso-margin-bottom-alt: auto; mso-list: l10 level1 lfo36; tab-stops: list 36.0pt"><b>popfiledate=</b>
  606:         date of the population population</li>
  607:     <li class="MsoNormal"
  608:     style="TEXT-ALIGN: justify; mso-margin-top-alt: auto; mso-margin-bottom-alt: auto; mso-list: l10 level1 lfo36; tab-stops: list 36.0pt"><b>last-popfiledate</b>=
  609:         date of the last population projection&nbsp;</li>
  610: </ul>
  611: 
  612: <hr>
  613: 
  614: <h2><a name="running"></a><font color="#00006A">Running Imach
  615: with this example</font></h2>
  616: 
  617: <p>We assume that you entered your <a href="biaspar.imach">1st_example
  618: parameter file</a> as explained <a href="#biaspar">above</a>. To
  619: run the program you should click on the imach.exe icon and enter
  620: the name of the parameter file which is for example <a
  621: href="C:\usr\imach\mle\biaspar.txt">C:\usr\imach\mle\biaspar.txt</a>
  622: (you also can click on the biaspar.txt icon located in <br>
  623: <a href="C:\usr\imach\mle">C:\usr\imach\mle</a> and put it with
  624: the mouse on the imach window).<br>
  625: </p>
  626: 
  627: <p>The time to converge depends on the step unit that you used (1
  628: month is cpu consuming), on the number of cases, and on the
  629: number of variables.</p>
  630: 
  631: <p>The program outputs many files. Most of them are files which
  632: will be plotted for better understanding.</p>
  633: 
  634: <hr>
  635: 
  636: <h2><a name="output"><font color="#00006A">Output of the program
  637: and graphs</font> </a></h2>
  638: 
  639: <p>Once the optimization is finished, some graphics can be made
  640: with a grapher. We use Gnuplot which is an interactive plotting
  641: program copyrighted but freely distributed. A gnuplot reference
  642: manual is available <a href="http://www.gnuplot.info/">here</a>. <br>
  643: When the running is finished, the user should enter a caracter
  644: for plotting and output editing. </p>
  645: 
  646: <p>These caracters are:</p>
  647: 
  648: <ul>
  649:     <li>'c' to start again the program from the beginning.</li>
  650:     <li>'e' opens the <a href="biaspar.htm"><strong>biaspar.htm</strong></a>
  651:         file to edit the output files and graphs. </li>
  652:     <li>'q' for exiting.</li>
  653: </ul>
  654: 
  655: <h5><font size="4"><strong>Results files </strong></font><br>
  656: <br>
  657: <font color="#EC5E5E" size="3"><strong>- </strong></font><a
  658: name="Observed prevalence in each state"><font color="#EC5E5E"
  659: size="3"><strong>Observed prevalence in each state</strong></font></a><font
  660: color="#EC5E5E" size="3"><strong> (and at first pass)</strong></font><b>:
  661: </b><a href="prbiaspar.txt"><b>prbiaspar.txt</b></a><br>
  662: </h5>
  663: 
  664: <p>The first line is the title and displays each field of the
  665: file. The first column is age. The fields 2 and 6 are the
  666: proportion of individuals in states 1 and 2 respectively as
  667: observed during the first exam. Others fields are the numbers of
  668: people in states 1, 2 or more. The number of columns increases if
  669: the number of states is higher than 2.<br>
  670: The header of the file is </p>
  671: 
  672: <pre># Age Prev(1) N(1) N Age Prev(2) N(2) N
  673: 70 1.00000 631 631 70 0.00000 0 631
  674: 71 0.99681 625 627 71 0.00319 2 627 
  675: 72 0.97125 1115 1148 72 0.02875 33 1148 </pre>
  676: 
  677: <p>It means that at age 70, the prevalence in state 1 is 1.000
  678: and in state 2 is 0.00 . At age 71 the number of individuals in
  679: state 1 is 625 and in state 2 is 2, hence the total number of
  680: people aged 71 is 625+2=627. <br>
  681: </p>
  682: 
  683: <h5><font color="#EC5E5E" size="3"><b>- Estimated parameters and
  684: covariance matrix</b></font><b>: </b><a href="rbiaspar.txt"><b>rbiaspar.txt</b></a></h5>
  685: 
  686: <p>This file contains all the maximisation results: </p>
  687: 
  688: <pre> -2 log likelihood= 21660.918613445392
  689:  Estimated parameters: a12 = -12.290174 b12 = 0.092161 
  690:                        a13 = -9.155590  b13 = 0.046627 
  691:                        a21 = -2.629849  b21 = -0.022030 
  692:                        a23 = -7.958519  b23 = 0.042614  
  693:  Covariance matrix: Var(a12) = 1.47453e-001
  694:                     Var(b12) = 2.18676e-005
  695:                     Var(a13) = 2.09715e-001
  696:                     Var(b13) = 3.28937e-005  
  697:                     Var(a21) = 9.19832e-001
  698:                     Var(b21) = 1.29229e-004
  699:                     Var(a23) = 4.48405e-001
  700:                     Var(b23) = 5.85631e-005 
  701:  </pre>
  702: 
  703: <p>By substitution of these parameters in the regression model,
  704: we obtain the elementary transition probabilities:</p>
  705: 
  706: <p><img src="pebiaspar1.gif" width="400" height="300"></p>
  707: 
  708: <h5><font color="#EC5E5E" size="3"><b>- Transition probabilities</b></font><b>:
  709: </b><a href="pijrbiaspar.txt"><b>pijrbiaspar.txt</b></a></h5>
  710: 
  711: <p>Here are the transitions probabilities Pij(x, x+nh) where nh
  712: is a multiple of 2 years. The first column is the starting age x
  713: (from age 50 to 100), the second is age (x+nh) and the others are
  714: the transition probabilities p11, p12, p13, p21, p22, p23. For
  715: example, line 5 of the file is: </p>
  716: 
  717: <pre> 100 106 0.02655 0.17622 0.79722 0.01809 0.13678 0.84513 </pre>
  718: 
  719: <p>and this means: </p>
  720: 
  721: <pre>p11(100,106)=0.02655
  722: p12(100,106)=0.17622
  723: p13(100,106)=0.79722
  724: p21(100,106)=0.01809
  725: p22(100,106)=0.13678
  726: p22(100,106)=0.84513 </pre>
  727: 
  728: <h5><font color="#EC5E5E" size="3"><b>- </b></font><a
  729: name="Stationary prevalence in each state"><font color="#EC5E5E"
  730: size="3"><b>Stationary prevalence in each state</b></font></a><b>:
  731: </b><a href="plrbiaspar.txt"><b>plrbiaspar.txt</b></a></h5>
  732: 
  733: <pre>#Prevalence
  734: #Age 1-1 2-2
  735: 
  736: #************ 
  737: 70 0.90134 0.09866
  738: 71 0.89177 0.10823 
  739: 72 0.88139 0.11861 
  740: 73 0.87015 0.12985 </pre>
  741: 
  742: <p>At age 70 the stationary prevalence is 0.90134 in state 1 and
  743: 0.09866 in state 2. This stationary prevalence differs from
  744: observed prevalence. Here is the point. The observed prevalence
  745: at age 70 results from the incidence of disability, incidence of
  746: recovery and mortality which occurred in the past of the cohort.
  747: Stationary prevalence results from a simulation with actual
  748: incidences and mortality (estimated from this cross-longitudinal
  749: survey). It is the best predictive value of the prevalence in the
  750: future if &quot;nothing changes in the future&quot;. This is
  751: exactly what demographers do with a Life table. Life expectancy
  752: is the expected mean time to survive if observed mortality rates
  753: (incidence of mortality) &quot;remains constant&quot; in the
  754: future. </p>
  755: 
  756: <h5><font color="#EC5E5E" size="3"><b>- Standard deviation of
  757: stationary prevalence</b></font><b>: </b><a
  758: href="vplrbiaspar.txt"><b>vplrbiaspar.txt</b></a></h5>
  759: 
  760: <p>The stationary prevalence has to be compared with the observed
  761: prevalence by age. But both are statistical estimates and
  762: subjected to stochastic errors due to the size of the sample, the
  763: design of the survey, and, for the stationary prevalence to the
  764: model used and fitted. It is possible to compute the standard
  765: deviation of the stationary prevalence at each age.</p>
  766: 
  767: <h5><font color="#EC5E5E" size="3">-Observed and stationary
  768: prevalence in state (2=disable) with the confident interval</font>:<b>
  769: </b><a href="vbiaspar21.htm"><b>vbiaspar21.gif</b></a></h5>
  770: 
  771: <p>This graph exhibits the stationary prevalence in state (2)
  772: with the confidence interval in red. The green curve is the
  773: observed prevalence (or proportion of individuals in state (2)).
  774: Without discussing the results (it is not the purpose here), we
  775: observe that the green curve is rather below the stationary
  776: prevalence. It suggests an increase of the disability prevalence
  777: in the future.</p>
  778: 
  779: <p><img src="vbiaspar21.gif" width="400" height="300"></p>
  780: 
  781: <h5><font color="#EC5E5E" size="3"><b>-Convergence to the
  782: stationary prevalence of disability</b></font><b>: </b><a
  783: href="pbiaspar11.gif"><b>pbiaspar11.gif</b></a><br>
  784: <img src="pbiaspar11.gif" width="400" height="300"> </h5>
  785: 
  786: <p>This graph plots the conditional transition probabilities from
  787: an initial state (1=healthy in red at the bottom, or 2=disable in
  788: green on top) at age <em>x </em>to the final state 2=disable<em> </em>at
  789: age <em>x+h. </em>Conditional means at the condition to be alive
  790: at age <em>x+h </em>which is <i>hP12x</i> + <em>hP22x</em>. The
  791: curves <i>hP12x/(hP12x</i> + <em>hP22x) </em>and <i>hP22x/(hP12x</i>
  792: + <em>hP22x) </em>converge with <em>h, </em>to the <em>stationary
  793: prevalence of disability</em>. In order to get the stationary
  794: prevalence at age 70 we should start the process at an earlier
  795: age, i.e.50. If the disability state is defined by severe
  796: disability criteria with only a few chance to recover, then the
  797: incidence of recovery is low and the time to convergence is
  798: probably longer. But we don't have experience yet.</p>
  799: 
  800: <h5><font color="#EC5E5E" size="3"><b>- Life expectancies by age
  801: and initial health status</b></font><b>: </b><a
  802: href="erbiaspar.txt"><b>erbiaspar.txt</b></a></h5>
  803: 
  804: <pre># Health expectancies 
  805: # Age 1-1 1-2 2-1 2-2 
  806: 70 10.9226 3.0401 5.6488 6.2122 
  807: 71 10.4384 3.0461 5.2477 6.1599 
  808: 72 9.9667 3.0502 4.8663 6.1025 
  809: 73 9.5077 3.0524 4.5044 6.0401 </pre>
  810: 
  811: <pre>For example 70 10.4227 3.0402 5.6488 5.7123 means:
  812: e11=10.4227 e12=3.0402 e21=5.6488 e22=5.7123</pre>
  813: 
  814: <pre><img src="expbiaspar21.gif" width="400" height="300"><img
  815: src="expbiaspar11.gif" width="400" height="300"></pre>
  816: 
  817: <p>For example, life expectancy of a healthy individual at age 70
  818: is 10.42 in the healthy state and 3.04 in the disability state
  819: (=13.46 years). If he was disable at age 70, his life expectancy
  820: will be shorter, 5.64 in the healthy state and 5.71 in the
  821: disability state (=11.35 years). The total life expectancy is a
  822: weighted mean of both, 13.46 and 11.35; weight is the proportion
  823: of people disabled at age 70. In order to get a pure period index
  824: (i.e. based only on incidences) we use the <a
  825: href="#Stationary prevalence in each state">computed or
  826: stationary prevalence</a> at age 70 (i.e. computed from
  827: incidences at earlier ages) instead of the <a
  828: href="#Observed prevalence in each state">observed prevalence</a>
  829: (for example at first exam) (<a href="#Health expectancies">see
  830: below</a>).</p>
  831: 
  832: <h5><font color="#EC5E5E" size="3"><b>- Variances of life
  833: expectancies by age and initial health status</b></font><b>: </b><a
  834: href="vrbiaspar.txt"><b>vrbiaspar.txt</b></a></h5>
  835: 
  836: <p>For example, the covariances of life expectancies Cov(ei,ej)
  837: at age 50 are (line 3) </p>
  838: 
  839: <pre>   Cov(e1,e1)=0.4776  Cov(e1,e2)=0.0488=Cov(e2,e1)  Cov(e2,e2)=0.0424</pre>
  840: 
  841: <h5><font color="#EC5E5E" size="3"><b>- </b></font><a
  842: name="Health expectancies"><font color="#EC5E5E" size="3"><b>Health
  843: expectancies</b></font></a><font color="#EC5E5E" size="3"><b>
  844: with standard errors in parentheses</b></font><b>: </b><a
  845: href="trbiaspar.txt"><font face="Courier New"><b>trbiaspar.txt</b></font></a></h5>
  846: 
  847: <pre>#Total LEs with variances: e.. (std) e.1 (std) e.2 (std) </pre>
  848: 
  849: <pre>70 13.26 (0.22) 9.95 (0.20) 3.30 (0.14) </pre>
  850: 
  851: <p>Thus, at age 70 the total life expectancy, e..=13.26 years is
  852: the weighted mean of e1.=13.46 and e2.=11.35 by the stationary
  853: prevalence at age 70 which are 0.90134 in state 1 and 0.09866 in
  854: state 2, respectively (the sum is equal to one). e.1=9.95 is the
  855: Disability-free life expectancy at age 70 (it is again a weighted
  856: mean of e11 and e21). e.2=3.30 is also the life expectancy at age
  857: 70 to be spent in the disability state.</p>
  858: 
  859: <h5><font color="#EC5E5E" size="3"><b>-Total life expectancy by
  860: age and health expectancies in states (1=healthy) and (2=disable)</b></font><b>:
  861: </b><a href="ebiaspar1.gif"><b>ebiaspar1.gif</b></a></h5>
  862: 
  863: <p>This figure represents the health expectancies and the total
  864: life expectancy with the confident interval in dashed curve. </p>
  865: 
  866: <pre>        <img src="ebiaspar1.gif" width="400" height="300"></pre>
  867: 
  868: <p>Standard deviations (obtained from the information matrix of
  869: the model) of these quantities are very useful.
  870: Cross-longitudinal surveys are costly and do not involve huge
  871: samples, generally a few thousands; therefore it is very
  872: important to have an idea of the standard deviation of our
  873: estimates. It has been a big challenge to compute the Health
  874: Expectancy standard deviations. Don't be confuse: life expectancy
  875: is, as any expected value, the mean of a distribution; but here
  876: we are not computing the standard deviation of the distribution,
  877: but the standard deviation of the estimate of the mean.</p>
  878: 
  879: <p>Our health expectancies estimates vary according to the sample
  880: size (and the standard deviations give confidence intervals of
  881: the estimate) but also according to the model fitted. Let us
  882: explain it in more details.</p>
  883: 
  884: <p>Choosing a model means ar least two kind of choices. First we
  885: have to decide the number of disability states. Second we have to
  886: design, within the logit model family, the model: variables,
  887: covariables, confonding factors etc. to be included.</p>
  888: 
  889: <p>More disability states we have, better is our demographical
  890: approach of the disability process, but smaller are the number of
  891: transitions between each state and higher is the noise in the
  892: measurement. We do not have enough experiments of the various
  893: models to summarize the advantages and disadvantages, but it is
  894: important to say that even if we had huge and unbiased samples,
  895: the total life expectancy computed from a cross-longitudinal
  896: survey, varies with the number of states. If we define only two
  897: states, alive or dead, we find the usual life expectancy where it
  898: is assumed that at each age, people are at the same risk to die.
  899: If we are differentiating the alive state into healthy and
  900: disable, and as the mortality from the disability state is higher
  901: than the mortality from the healthy state, we are introducing
  902: heterogeneity in the risk of dying. The total mortality at each
  903: age is the weighted mean of the mortality in each state by the
  904: prevalence in each state. Therefore if the proportion of people
  905: at each age and in each state is different from the stationary
  906: equilibrium, there is no reason to find the same total mortality
  907: at a particular age. Life expectancy, even if it is a very useful
  908: tool, has a very strong hypothesis of homogeneity of the
  909: population. Our main purpose is not to measure differential
  910: mortality but to measure the expected time in a healthy or
  911: disability state in order to maximise the former and minimize the
  912: latter. But the differential in mortality complexifies the
  913: measurement.</p>
  914: 
  915: <p>Incidences of disability or recovery are not affected by the
  916: number of states if these states are independant. But incidences
  917: estimates are dependant on the specification of the model. More
  918: covariates we added in the logit model better is the model, but
  919: some covariates are not well measured, some are confounding
  920: factors like in any statistical model. The procedure to &quot;fit
  921: the best model' is similar to logistic regression which itself is
  922: similar to regression analysis. We haven't yet been sofar because
  923: we also have a severe limitation which is the speed of the
  924: convergence. On a Pentium III, 500 MHz, even the simplest model,
  925: estimated by month on 8,000 people may take 4 hours to converge.
  926: Also, the program is not yet a statistical package, which permits
  927: a simple writing of the variables and the model to take into
  928: account in the maximisation. The actual program allows only to
  929: add simple variables like age+sex or age+sex+ age*sex but will
  930: never be general enough. But what is to remember, is that
  931: incidences or probability of change from one state to another is
  932: affected by the variables specified into the model.</p>
  933: 
  934: <p>Also, the age range of the people interviewed has a link with
  935: the age range of the life expectancy which can be estimated by
  936: extrapolation. If your sample ranges from age 70 to 95, you can
  937: clearly estimate a life expectancy at age 70 and trust your
  938: confidence interval which is mostly based on your sample size,
  939: but if you want to estimate the life expectancy at age 50, you
  940: should rely in your model, but fitting a logistic model on a age
  941: range of 70-95 and estimating probabilties of transition out of
  942: this age range, say at age 50 is very dangerous. At least you
  943: should remember that the confidence interval given by the
  944: standard deviation of the health expectancies, are under the
  945: strong assumption that your model is the 'true model', which is
  946: probably not the case.</p>
  947: 
  948: <h5><font color="#EC5E5E" size="3"><b>- Copy of the parameter
  949: file</b></font><b>: </b><a href="orbiaspar.txt"><b>orbiaspar.txt</b></a></h5>
  950: 
  951: <p>This copy of the parameter file can be useful to re-run the
  952: program while saving the old output files. </p>
  953: 
  954: <h5><font color="#EC5E5E" size="3"><b>- Prevalence forecasting</b></font><b>:
  955: </b><a href="frbiaspar.txt"><b>frbiaspar.txt</b></a></h5>
  956: 
  957: <p
  958: style="TEXT-ALIGN: justify; tab-stops: 45.8pt 91.6pt 137.4pt 183.2pt 229.0pt 274.8pt 320.6pt 366.4pt 412.2pt 458.0pt 503.8pt 549.6pt 595.4pt 641.2pt 687.0pt 732.8pt">First,
  959: we have estimated the observed prevalence between 1/1/1984 and
  960: 1/6/1988. The mean date of interview (weighed average of the
  961: interviews performed between1/1/1984 and 1/6/1988) is estimated
  962: to be 13/9/1985, as written on the top on the file. Then we
  963: forecast the probability to be in each state. </p>
  964: 
  965: <p
  966: style="TEXT-ALIGN: justify; tab-stops: 45.8pt 91.6pt 137.4pt 183.2pt 229.0pt 274.8pt 320.6pt 366.4pt 412.2pt 458.0pt 503.8pt 549.6pt 595.4pt 641.2pt 687.0pt 732.8pt">Example,
  967: at date 1/1/1989 : </p>
  968: 
  969: <pre class="MsoNormal"># StartingAge FinalAge P.1 P.2 P.3
  970: # Forecasting at date 1/1/1989
  971:   73 0.807 0.078 0.115</pre>
  972: 
  973: <p
  974: style="TEXT-ALIGN: justify; tab-stops: 45.8pt 91.6pt 137.4pt 183.2pt 229.0pt 274.8pt 320.6pt 366.4pt 412.2pt 458.0pt 503.8pt 549.6pt 595.4pt 641.2pt 687.0pt 732.8pt">Since
  975: the minimum age is 70 on the 13/9/1985, the youngest forecasted
  976: age is 73. This means that at age a person aged 70 at 13/9/1989
  977: has a probability to enter state1 of 0.807 at age 73 on 1/1/1989.
  978: Similarly, the probability to be in state 2 is 0.078 and the
  979: probability to die is 0.115. Then, on the 1/1/1989, the
  980: prevalence of disability at age 73 is estimated to be 0.088.</p>
  981: 
  982: <h5><font color="#EC5E5E" size="3"><b>- Population forecasting</b></font><b>:
  983: </b><a href="poprbiaspar.txt"><b>poprbiaspar.txt</b></a></h5>
  984: 
  985: <pre># Age P.1 P.2 P.3 [Population]
  986: # Forecasting at date 1/1/1989 
  987: 75 572685.22 83798.08 
  988: 74 621296.51 79767.99 
  989: 73 645857.70 69320.60 </pre>
  990: 
  991: <pre># Forecasting at date 1/1/19909 
  992: 76 442986.68 92721.14 120775.48
  993: 75 487781.02 91367.97 121915.51
  994: 74 512892.07 85003.47 117282.76 </pre>
  995: 
  996: <p>From the population file, we estimate the number of people in
  997: each state. At age 73, 645857 persons are in state 1 and 69320
  998: are in state 2. One year latter, 512892 are still in state 1,
  999: 85003 are in state 2 and 117282 died before 1/1/1990.</p>
 1000: 
 1001: <hr>
 1002: 
 1003: <h2><a name="example"> </a><font color="#00006A">Trying an example</font></a></h2>
 1004: 
 1005: <p>Since you know how to run the program, it is time to test it
 1006: on your own computer. Try for example on a parameter file named <a
 1007: href="..\mytry\imachpar.txt">imachpar.txt</a> which is a copy of <font
 1008: size="2" face="Courier New">mypar.txt</font> included in the
 1009: subdirectory of imach, <font size="2" face="Courier New">mytry</font>.
 1010: Edit it to change the name of the data file to <font size="2"
 1011: face="Courier New">..\data\mydata.txt</font> if you don't want to
 1012: copy it on the same directory. The file <font face="Courier New">mydata.txt</font>
 1013: is a smaller file of 3,000 people but still with 4 waves. </p>
 1014: 
 1015: <p>Click on the imach.exe icon to open a window. Answer to the
 1016: question:'<strong>Enter the parameter file name:'</strong></p>
 1017: 
 1018: <table border="1">
 1019:     <tr>
 1020:         <td width="100%"><strong>IMACH, Version 0.71</strong><p><strong>Enter
 1021:         the parameter file name: ..\mytry\imachpar.txt</strong></p>
 1022:         </td>
 1023:     </tr>
 1024: </table>
 1025: 
 1026: <p>Most of the data files or image files generated, will use the
 1027: 'imachpar' string into their name. The running time is about 2-3
 1028: minutes on a Pentium III. If the execution worked correctly, the
 1029: outputs files are created in the current directory, and should be
 1030: the same as the mypar files initially included in the directory <font
 1031: size="2" face="Courier New">mytry</font>.</p>
 1032: 
 1033: <ul>
 1034:     <li><pre><u>Output on the screen</u> The output screen looks like <a
 1035: href="imachrun.LOG">this Log file</a>
 1036: #
 1037: 
 1038: title=MLE datafile=..\data\mydata.txt lastobs=3000 firstpass=1 lastpass=3
 1039: ftol=1.000000e-008 stepm=24 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre>
 1040:     </li>
 1041:     <li><pre>Total number of individuals= 2965, Agemin = 70.00, Agemax= 100.92
 1042: 
 1043: Warning, no any valid information for:126 line=126
 1044: Warning, no any valid information for:2307 line=2307
 1045: Delay (in months) between two waves Min=21 Max=51 Mean=24.495826
 1046: <font face="Times New Roman">These lines give some warnings on the data file and also some raw statistics on frequencies of transitions.</font>
 1047: Age 70 1.=230 loss[1]=3.5% 2.=16 loss[2]=12.5% 1.=222 prev[1]=94.1% 2.=14
 1048:  prev[2]=5.9% 1-1=8 11=200 12=7 13=15 2-1=2 21=6 22=7 23=1
 1049: Age 102 1.=0 loss[1]=NaNQ% 2.=0 loss[2]=NaNQ% 1.=0 prev[1]=NaNQ% 2.=0 </pre>
 1050:     </li>
 1051: </ul>
 1052: 
 1053: <p>&nbsp;</p>
 1054: 
 1055: <ul>
 1056:     <li>Maximisation with the Powell algorithm. 8 directions are
 1057:         given corresponding to the 8 parameters. this can be
 1058:         rather long to get convergence.<br>
 1059:         <font size="1" face="Courier New"><br>
 1060:         Powell iter=1 -2*LL=11531.405658264877 1 0.000000000000 2
 1061:         0.000000000000 3<br>
 1062:         0.000000000000 4 0.000000000000 5 0.000000000000 6
 1063:         0.000000000000 7 <br>
 1064:         0.000000000000 8 0.000000000000<br>
 1065:         1..........2.................3..........4.................5.........<br>
 1066:         6................7........8...............<br>
 1067:         Powell iter=23 -2*LL=6744.954108371555 1 -12.967632334283
 1068:         <br>
 1069:         2 0.135136681033 3 -7.402109728262 4 0.067844593326 <br>
 1070:         5 -0.673601538129 6 -0.006615504377 7 -5.051341616718 <br>
 1071:         8 0.051272038506<br>
 1072:         1..............2...........3..............4...........<br>
 1073:         5..........6................7...........8.........<br>
 1074:         #Number of iterations = 23, -2 Log likelihood =
 1075:         6744.954042573691<br>
 1076:         # Parameters<br>
 1077:         12 -12.966061 0.135117 <br>
 1078:         13 -7.401109 0.067831 <br>
 1079:         21 -0.672648 -0.006627 <br>
 1080:         23 -5.051297 0.051271 </font><br>
 1081:         </li>
 1082:     <li><pre><font size="2">Calculation of the hessian matrix. Wait...
 1083: 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
 1084: 
 1085: Inverting the hessian to get the covariance matrix. Wait...
 1086: 
 1087: #Hessian matrix#
 1088: 3.344e+002 2.708e+004 -4.586e+001 -3.806e+003 -1.577e+000 -1.313e+002 3.914e-001 3.166e+001 
 1089: 2.708e+004 2.204e+006 -3.805e+003 -3.174e+005 -1.303e+002 -1.091e+004 2.967e+001 2.399e+003 
 1090: -4.586e+001 -3.805e+003 4.044e+002 3.197e+004 2.431e-002 1.995e+000 1.783e-001 1.486e+001 
 1091: -3.806e+003 -3.174e+005 3.197e+004 2.541e+006 2.436e+000 2.051e+002 1.483e+001 1.244e+003 
 1092: -1.577e+000 -1.303e+002 2.431e-002 2.436e+000 1.093e+002 8.979e+003 -3.402e+001 -2.843e+003 
 1093: -1.313e+002 -1.091e+004 1.995e+000 2.051e+002 8.979e+003 7.420e+005 -2.842e+003 -2.388e+005 
 1094: 3.914e-001 2.967e+001 1.783e-001 1.483e+001 -3.402e+001 -2.842e+003 1.494e+002 1.251e+004 
 1095: 3.166e+001 2.399e+003 1.486e+001 1.244e+003 -2.843e+003 -2.388e+005 1.251e+004 1.053e+006 
 1096: # Scales
 1097: 12 1.00000e-004 1.00000e-006
 1098: 13 1.00000e-004 1.00000e-006
 1099: 21 1.00000e-003 1.00000e-005
 1100: 23 1.00000e-004 1.00000e-005
 1101: # Covariance
 1102:   1 5.90661e-001
 1103:   2 -7.26732e-003 8.98810e-005
 1104:   3 8.80177e-002 -1.12706e-003 5.15824e-001
 1105:   4 -1.13082e-003 1.45267e-005 -6.50070e-003 8.23270e-005
 1106:   5 9.31265e-003 -1.16106e-004 6.00210e-004 -8.04151e-006 1.75753e+000
 1107:   6 -1.15664e-004 1.44850e-006 -7.79995e-006 1.04770e-007 -2.12929e-002 2.59422e-004
 1108:   7 1.35103e-003 -1.75392e-005 -6.38237e-004 7.85424e-006 4.02601e-001 -4.86776e-003 1.32682e+000
 1109:   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
 1110: # agemin agemax for lifexpectancy, bage fage (if mle==0 ie no data nor Max likelihood).
 1111: 
 1112: 
 1113: agemin=70 agemax=100 bage=50 fage=100
 1114: Computing prevalence limit: result on file 'plrmypar.txt' 
 1115: Computing pij: result on file 'pijrmypar.txt' 
 1116: Computing Health Expectancies: result on file 'ermypar.txt' 
 1117: Computing Variance-covariance of DFLEs: file 'vrmypar.txt' 
 1118: Computing Total LEs with variances: file 'trmypar.txt' 
 1119: Computing Variance-covariance of Prevalence limit: file 'vplrmypar.txt' 
 1120: End of Imach
 1121: </font></pre>
 1122:     </li>
 1123: </ul>
 1124: 
 1125: <p><font size="3">Once the running is finished, the program
 1126: requires a caracter:</font></p>
 1127: 
 1128: <table border="1">
 1129:     <tr>
 1130:         <td width="100%"><strong>Type e to edit output files, c
 1131:         to start again, and q for exiting:</strong></td>
 1132:     </tr>
 1133: </table>
 1134: 
 1135: <p><font size="3">First you should enter <strong>e </strong>to
 1136: edit the master file mypar.htm. </font></p>
 1137: 
 1138: <ul>
 1139:     <li><u>Outputs files</u> <br>
 1140:         <br>
 1141:         - Observed prevalence in each state: <a
 1142:         href="..\mytry\prmypar.txt">pmypar.txt</a> <br>
 1143:         - Estimated parameters and the covariance matrix: <a
 1144:         href="..\mytry\rmypar.txt">rmypar.txt</a> <br>
 1145:         - Stationary prevalence in each state: <a
 1146:         href="..\mytry\plrmypar.txt">plrmypar.txt</a> <br>
 1147:         - Transition probabilities: <a
 1148:         href="..\mytry\pijrmypar.txt">pijrmypar.txt</a> <br>
 1149:         - Copy of the parameter file: <a
 1150:         href="..\mytry\ormypar.txt">ormypar.txt</a> <br>
 1151:         - Life expectancies by age and initial health status: <a
 1152:         href="..\mytry\ermypar.txt">ermypar.txt</a> <br>
 1153:         - Variances of life expectancies by age and initial
 1154:         health status: <a href="..\mytry\vrmypar.txt">vrmypar.txt</a>
 1155:         <br>
 1156:         - Health expectancies with their variances: <a
 1157:         href="..\mytry\trmypar.txt">trmypar.txt</a> <br>
 1158:         - Standard deviation of stationary prevalence: <a
 1159:         href="..\mytry\vplrmypar.txt">vplrmypar.txt</a><br>
 1160:         - Prevalences forecasting: <a href="frmypar.txt">frmypar.txt</a>
 1161:         <br>
 1162:         - Population forecasting (if popforecast=1): <a
 1163:         href="poprmypar.txt">poprmypar.txt</a> <br>
 1164:         </li>
 1165:     <li><u>Graphs</u> <br>
 1166:         <br>
 1167:         -<a href="../mytry/pemypar1.gif">One-step transition
 1168:         probabilities</a><br>
 1169:         -<a href="../mytry/pmypar11.gif">Convergence to the
 1170:         stationary prevalence</a><br>
 1171:         -<a href="..\mytry\vmypar11.gif">Observed and stationary
 1172:         prevalence in state (1) with the confident interval</a> <br>
 1173:         -<a href="..\mytry\vmypar21.gif">Observed and stationary
 1174:         prevalence in state (2) with the confident interval</a> <br>
 1175:         -<a href="..\mytry\expmypar11.gif">Health life
 1176:         expectancies by age and initial health state (1)</a> <br>
 1177:         -<a href="..\mytry\expmypar21.gif">Health life
 1178:         expectancies by age and initial health state (2)</a> <br>
 1179:         -<a href="..\mytry\emypar1.gif">Total life expectancy by
 1180:         age and health expectancies in states (1) and (2).</a> </li>
 1181: </ul>
 1182: 
 1183: <p>This software have been partly granted by <a
 1184: href="http://euroreves.ined.fr">Euro-REVES</a>, a concerted
 1185: action from the European Union. It will be copyrighted
 1186: identically to a GNU software product, i.e. program and software
 1187: can be distributed freely for non commercial use. Sources are not
 1188: widely distributed today. You can get them by asking us with a
 1189: simple justification (name, email, institute) <a
 1190: href="mailto:brouard@ined.fr">mailto:brouard@ined.fr</a> and <a
 1191: href="mailto:lievre@ined.fr">mailto:lievre@ined.fr</a> .</p>
 1192: 
 1193: <p>Latest version (0.71a of March 2002) can be accessed at <a
 1194: href="http://euroeves.ined.fr/imach">http://euroreves.ined.fr/imach</a><br>
 1195: </p>
 1196: </body>
 1197: </html>

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