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   23: <h1 align="center"><font color="#00006A">Computing Health
   24: Expectancies using IMaCh</font></h1>
   25: 
   26: <h1 align="center"><font color="#00006A" size="5">(a Maximum
   27: Likelihood Computer Program using Interpolation of Markov Chains)</font></h1>
   28: 
   29: <p align="center">&nbsp;</p>
   30: 
   31: <p align="center"><a href="http://www.ined.fr/"><img
   32: src="logo-ined.gif" border="0" width="151" height="76"></a><img
   33: src="euroreves2.gif" width="151" height="75"></p>
   34: 
   35: <h3 align="center"><a href="http://www.ined.fr/"><font
   36: color="#00006A">INED</font></a><font color="#00006A"> and </font><a
   37: href="http://euroreves.ined.fr"><font color="#00006A">EUROREVES</font></a></h3>
   38: 
   39: <p align="center"><font color="#00006A" size="4"><strong>Version
   40: 0.71a, March 2002</strong></font></p>
   41: 
   42: <hr size="3" color="#EC5E5E">
   43: 
   44: <p align="center"><font color="#00006A"><strong>Authors of the
   45: program: </strong></font><a href="http://sauvy.ined.fr/brouard"><font
   46: color="#00006A"><strong>Nicolas Brouard</strong></font></a><font
   47: color="#00006A"><strong>, senior researcher at the </strong></font><a
   48: href="http://www.ined.fr"><font color="#00006A"><strong>Institut
   49: National d'Etudes Démographiques</strong></font></a><font
   50: color="#00006A"><strong> (INED, Paris) in the &quot;Mortality,
   51: Health and Epidemiology&quot; Research Unit </strong></font></p>
   52: 
   53: <p align="center"><font color="#00006A"><strong>and Agnès
   54: Lièvre<br clear="left">
   55: </strong></font></p>
   56: 
   57: <h4><font color="#00006A">Contribution to the mathematics: C. R.
   58: Heathcote </font><font color="#00006A" size="2">(Australian
   59: National University, Canberra).</font></h4>
   60: 
   61: <h4><font color="#00006A">Contact: Agnès Lièvre (</font><a
   62: href="mailto:lievre@ined.fr"><font color="#00006A"><i>lievre@ined.fr</i></font></a><font
   63: color="#00006A">) </font></h4>
   64: 
   65: <hr>
   66: 
   67: <ul>
   68:     <li><a href="#intro">Introduction</a> </li>
   69:     <li><a href="#data">On what kind of data can it be used?</a></li>
   70:     <li><a href="#datafile">The data file</a> </li>
   71:     <li><a href="#biaspar">The parameter file</a> </li>
   72:     <li><a href="#running">Running Imach</a> </li>
   73:     <li><a href="#output">Output files and graphs</a> </li>
   74:     <li><a href="#example">Exemple</a> </li>
   75: </ul>
   76: 
   77: <hr>
   78: 
   79: <h2><a name="intro"><font color="#00006A">Introduction</font></a></h2>
   80: 
   81: <p>This program computes <b>Healthy Life Expectancies</b> from <b>cross-longitudinal
   82: data</b> using the methodology pioneered by Laditka and Wolf (1).
   83: Within the family of Health Expectancies (HE), Disability-free
   84: life expectancy (DFLE) is probably the most important index to
   85: monitor. In low mortality countries, there is a fear that when
   86: mortality declines, the increase in DFLE is not proportionate to
   87: the increase in total Life expectancy. This case is called the <em>Expansion
   88: of morbidity</em>. Most of the data collected today, in
   89: particular by the international <a href="http://www.reves.org">REVES</a>
   90: network on Health expectancy, and most HE indices based on these
   91: data, are <em>cross-sectional</em>. It means that the information
   92: collected comes from a single cross-sectional survey: people from
   93: various ages (but mostly old people) are surveyed on their health
   94: status at a single date. Proportion of people disabled at each
   95: age, can then be measured at that date. This age-specific
   96: prevalence curve is then used to distinguish, within the
   97: stationary population (which, by definition, is the life table
   98: estimated from the vital statistics on mortality at the same
   99: date), the disable population from the disability-free
  100: population. Life expectancy (LE) (or total population divided by
  101: the yearly number of births or deaths of this stationary
  102: population) is then decomposed into DFLE and DLE. This method of
  103: computing HE is usually called the Sullivan method (from the name
  104: of the author who first described it).</p>
  105: 
  106: <p>Age-specific proportions of people disable are very difficult
  107: to forecast because each proportion corresponds to historical
  108: conditions of the cohort and it is the result of the historical
  109: flows from entering disability and recovering in the past until
  110: today. The age-specific intensities (or incidence rates) of
  111: entering disability or recovering a good health, are reflecting
  112: actual conditions and therefore can be used at each age to
  113: forecast the future of this cohort. For example if a country is
  114: improving its technology of prosthesis, the incidence of
  115: recovering the ability to walk will be higher at each (old) age,
  116: but the prevalence of disability will only slightly reflect an
  117: improve because the prevalence is mostly affected by the history
  118: of the cohort and not by recent period effects. To measure the
  119: period improvement we have to simulate the future of a cohort of
  120: new-borns entering or leaving at each age the disability state or
  121: dying according to the incidence rates measured today on
  122: different cohorts. The proportion of people disabled at each age
  123: in this simulated cohort will be much lower (using the exemple of
  124: an improvement) that the proportions observed at each age in a
  125: cross-sectional survey. This new prevalence curve introduced in a
  126: life table will give a much more actual and realistic HE level
  127: than the Sullivan method which mostly measured the History of
  128: health conditions in this country.</p>
  129: 
  130: <p>Therefore, the main question is how to measure incidence rates
  131: from cross-longitudinal surveys? This is the goal of the IMaCH
  132: program. From your data and using IMaCH you can estimate period
  133: HE and not only Sullivan's HE. Also the standard errors of the HE
  134: are computed.</p>
  135: 
  136: <p>A cross-longitudinal survey consists in a first survey
  137: (&quot;cross&quot;) where individuals from different ages are
  138: interviewed on their health status or degree of disability. At
  139: least a second wave of interviews (&quot;longitudinal&quot;)
  140: should measure each new individual health status. Health
  141: expectancies are computed from the transitions observed between
  142: waves and are computed for each degree of severity of disability
  143: (number of life states). More degrees you consider, more time is
  144: necessary to reach the Maximum Likelihood of the parameters
  145: involved in the model. Considering only two states of disability
  146: (disable and healthy) is generally enough but the computer
  147: program works also with more health statuses.<br>
  148: <br>
  149: The simplest model is the multinomial logistic model where <i>pij</i>
  150: is the probability to be observed in state <i>j</i> at the second
  151: wave conditional to be observed in state <em>i</em> at the first
  152: wave. Therefore a simple model is: log<em>(pij/pii)= aij +
  153: bij*age+ cij*sex,</em> where '<i>age</i>' is age and '<i>sex</i>'
  154: is a covariate. The advantage that this computer program claims,
  155: comes from that if the delay between waves is not identical for
  156: each individual, or if some individual missed an interview, the
  157: information is not rounded or lost, but taken into account using
  158: an interpolation or extrapolation. <i>hPijx</i> is the
  159: probability to be observed in state <i>i</i> at age <i>x+h</i>
  160: conditional to the observed state <i>i</i> at age <i>x</i>. The
  161: delay '<i>h</i>' can be split into an exact number (<i>nh*stepm</i>)
  162: of unobserved intermediate states. This elementary transition (by
  163: month or quarter trimester, semester or year) is modeled as a
  164: multinomial logistic. The <i>hPx</i> matrix is simply the matrix
  165: product of <i>nh*stepm</i> elementary matrices and the
  166: contribution of each individual to the likelihood is simply <i>hPijx</i>.
  167: <br>
  168: </p>
  169: 
  170: <p>The program presented in this manual is a quite general
  171: program named <strong>IMaCh</strong> (for <strong>I</strong>nterpolated
  172: <strong>MA</strong>rkov <strong>CH</strong>ain), designed to
  173: analyse transition data from longitudinal surveys. The first step
  174: is the parameters estimation of a transition probabilities model
  175: between an initial status and a final status. From there, the
  176: computer program produces some indicators such as observed and
  177: stationary prevalence, life expectancies and their variances and
  178: graphs. Our transition model consists in absorbing and
  179: non-absorbing states with the possibility of return across the
  180: non-absorbing states. The main advantage of this package,
  181: compared to other programs for the analysis of transition data
  182: (For example: Proc Catmod of SAS<sup>®</sup>) is that the whole
  183: individual information is used even if an interview is missing, a
  184: status or a date is unknown or when the delay between waves is
  185: not identical for each individual. The program can be executed
  186: according to parameters: selection of a sub-sample, number of
  187: absorbing and non-absorbing states, number of waves taken in
  188: account (the user inputs the first and the last interview), a
  189: tolerance level for the maximization function, the periodicity of
  190: the transitions (we can compute annual, quarterly or monthly
  191: transitions), covariates in the model. It works on Windows or on
  192: Unix.<br>
  193: </p>
  194: 
  195: <hr>
  196: 
  197: <p>(1) Laditka, Sarah B. and Wolf, Douglas A. (1998), &quot;New
  198: Methods for Analyzing Active Life Expectancy&quot;. <i>Journal of
  199: Aging and Health</i>. Vol 10, No. 2. </p>
  200: 
  201: <hr>
  202: 
  203: <h2><a name="data"><font color="#00006A">On what kind of data can
  204: it be used?</font></a></h2>
  205: 
  206: <p>The minimum data required for a transition model is the
  207: recording of a set of individuals interviewed at a first date and
  208: interviewed again at least one another time. From the
  209: observations of an individual, we obtain a follow-up over time of
  210: the occurrence of a specific event. In this documentation, the
  211: event is related to health status at older ages, but the program
  212: can be applied on a lot of longitudinal studies in different
  213: contexts. To build the data file explained into the next section,
  214: you must have the month and year of each interview and the
  215: corresponding health status. But in order to get age, date of
  216: birth (month and year) is required (missing values is allowed for
  217: month). Date of death (month and year) is an important
  218: information also required if the individual is dead. Shorter
  219: steps (i.e. a month) will more closely take into account the
  220: survival time after the last interview.</p>
  221: 
  222: <hr>
  223: 
  224: <h2><a name="datafile"><font color="#00006A">The data file</font></a></h2>
  225: 
  226: <p>In this example, 8,000 people have been interviewed in a
  227: cross-longitudinal survey of 4 waves (1984, 1986, 1988, 1990).
  228: Some people missed 1, 2 or 3 interviews. Health statuses are
  229: healthy (1) and disable (2). The survey is not a real one. It is
  230: a simulation of the American Longitudinal Survey on Aging. The
  231: disability state is defined if the individual missed one of four
  232: ADL (Activity of daily living, like bathing, eating, walking).
  233: Therefore, even is the individuals interviewed in the sample are
  234: virtual, the information brought with this sample is close to the
  235: situation of the United States. Sex is not recorded is this
  236: sample.</p>
  237: 
  238: <p>Each line of the data set (named <a href="data1.txt">data1.txt</a>
  239: in this first example) is an individual record which fields are: </p>
  240: 
  241: <ul>
  242:     <li><b>Index number</b>: positive number (field 1) </li>
  243:     <li><b>First covariate</b> positive number (field 2) </li>
  244:     <li><b>Second covariate</b> positive number (field 3) </li>
  245:     <li><a name="Weight"><b>Weight</b></a>: positive number
  246:         (field 4) . In most surveys individuals are weighted
  247:         according to the stratification of the sample.</li>
  248:     <li><b>Date of birth</b>: coded as mm/yyyy. Missing dates are
  249:         coded as 99/9999 (field 5) </li>
  250:     <li><b>Date of death</b>: coded as mm/yyyy. Missing dates are
  251:         coded as 99/9999 (field 6) </li>
  252:     <li><b>Date of first interview</b>: coded as mm/yyyy. Missing
  253:         dates are coded as 99/9999 (field 7) </li>
  254:     <li><b>Status at first interview</b>: positive number.
  255:         Missing values ar coded -1. (field 8) </li>
  256:     <li><b>Date of second interview</b>: coded as mm/yyyy.
  257:         Missing dates are coded as 99/9999 (field 9) </li>
  258:     <li><strong>Status at second interview</strong> positive
  259:         number. Missing values ar coded -1. (field 10) </li>
  260:     <li><b>Date of third interview</b>: coded as mm/yyyy. Missing
  261:         dates are coded as 99/9999 (field 11) </li>
  262:     <li><strong>Status at third interview</strong> positive
  263:         number. Missing values ar coded -1. (field 12) </li>
  264:     <li><b>Date of fourth interview</b>: coded as mm/yyyy.
  265:         Missing dates are coded as 99/9999 (field 13) </li>
  266:     <li><strong>Status at fourth interview</strong> positive
  267:         number. Missing values are coded -1. (field 14) </li>
  268:     <li>etc</li>
  269: </ul>
  270: 
  271: <p>&nbsp;</p>
  272: 
  273: <p>If your longitudinal survey do not include information about
  274: weights or covariates, you must fill the column with a number
  275: (e.g. 1) because a missing field is not allowed.</p>
  276: 
  277: <hr>
  278: 
  279: <h2><font color="#00006A">Your first example parameter file</font><a
  280: href="http://euroreves.ined.fr/imach"></a><a name="uio"></a></h2>
  281: 
  282: <h2><a name="biaspar"></a>#Imach version 0.71a, March 2002,
  283: INED-EUROREVES </h2>
  284: 
  285: <p>This is a comment. Comments start with a '#'.</p>
  286: 
  287: <h4><font color="#FF0000">First uncommented line</font></h4>
  288: 
  289: <pre>title=1st_example datafile=data1.txt lastobs=8600 firstpass=1 lastpass=4</pre>
  290: 
  291: <ul>
  292:     <li><b>title=</b> 1st_example is title of the run. </li>
  293:     <li><b>datafile=</b>data1.txt is the name of the data set.
  294:         Our example is a six years follow-up survey. It consists
  295:         in a baseline followed by 3 reinterviews. </li>
  296:     <li><b>lastobs=</b> 8600 the program is able to run on a
  297:         subsample where the last observation number is lastobs.
  298:         It can be set a bigger number than the real number of
  299:         observations (e.g. 100000). In this example, maximisation
  300:         will be done on the 8600 first records. </li>
  301:     <li><b>firstpass=1</b> , <b>lastpass=4 </b>In case of more
  302:         than two interviews in the survey, the program can be run
  303:         on selected transitions periods. firstpass=1 means the
  304:         first interview included in the calculation is the
  305:         baseline survey. lastpass=4 means that the information
  306:         brought by the 4th interview is taken into account.</li>
  307: </ul>
  308: 
  309: <p>&nbsp;</p>
  310: 
  311: <h4><a name="biaspar-2"><font color="#FF0000">Second uncommented
  312: line</font></a></h4>
  313: 
  314: <pre>ftol=1.e-08 stepm=1 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre>
  315: 
  316: <ul>
  317:     <li><b>ftol=1e-8</b> Convergence tolerance on the function
  318:         value in the maximisation of the likelihood. Choosing a
  319:         correct value for ftol is difficult. 1e-8 is a correct
  320:         value for a 32 bits computer.</li>
  321:     <li><b>stepm=1</b> Time unit in months for interpolation.
  322:         Examples:<ul>
  323:             <li>If stepm=1, the unit is a month </li>
  324:             <li>If stepm=4, the unit is a trimester</li>
  325:             <li>If stepm=12, the unit is a year </li>
  326:             <li>If stepm=24, the unit is two years</li>
  327:             <li>... </li>
  328:         </ul>
  329:     </li>
  330:     <li><b>ncov=2</b> Number of covariates in the datafile. </li>
  331:     <li><b>nlstate=2</b> Number of non-absorbing (alive) states.
  332:         Here we have two alive states: disability-free is coded 1
  333:         and disability is coded 2. </li>
  334:     <li><b>ndeath=1</b> Number of absorbing states. The absorbing
  335:         state death is coded 3. </li>
  336:     <li><b>maxwav=4</b> Number of waves in the datafile.</li>
  337:     <li><a name="mle"><b>mle</b></a><b>=1</b> Option for the
  338:         Maximisation Likelihood Estimation. <ul>
  339:             <li>If mle=1 the program does the maximisation and
  340:                 the calculation of health expectancies </li>
  341:             <li>If mle=0 the program only does the calculation of
  342:                 the health expectancies. </li>
  343:         </ul>
  344:     </li>
  345:     <li><b>weight=0</b> Possibility to add weights. <ul>
  346:             <li>If weight=0 no weights are included </li>
  347:             <li>If weight=1 the maximisation integrates the
  348:                 weights which are in field <a href="#Weight">4</a></li>
  349:         </ul>
  350:     </li>
  351: </ul>
  352: 
  353: <h4><font color="#FF0000">Covariates</font></h4>
  354: 
  355: <p>Intercept and age are systematically included in the model.
  356: Additional covariates can be included with the command: </p>
  357: 
  358: <pre>model=<em>list of covariates</em></pre>
  359: 
  360: <ul>
  361:     <li>if<strong> model=. </strong>then no covariates are
  362:         included</li>
  363:     <li>if <strong>model=V1</strong> the model includes the first
  364:         covariate (field 2)</li>
  365:     <li>if <strong>model=V2 </strong>the model includes the
  366:         second covariate (field 3)</li>
  367:     <li>if <strong>model=V1+V2 </strong>the model includes the
  368:         first and the second covariate (fields 2 and 3)</li>
  369:     <li>if <strong>model=V1*V2 </strong>the model includes the
  370:         product of the first and the second covariate (fields 2
  371:         and 3)</li>
  372:     <li>if <strong>model=V1+V1*age</strong> the model includes
  373:         the product covariate*age</li>
  374: </ul>
  375: 
  376: <p>In this example, we have two covariates in the data file
  377: (fields 2 and 3). The number of covariates is defined with
  378: statement ncov=2. If now you have 3 covariates in the datafile
  379: (fields 2, 3 and 4), you have to set ncov=3. Then you can run the
  380: programme with a new parametrisation taking into account the
  381: third covariate. For example, <strong>model=V1+V3 </strong>estimates
  382: a model with the first and third covariates. More complicated
  383: models can be used, but it will takes more time to converge. With
  384: a simple model (no covariates), the programme estimates 8
  385: parameters. Adding covariates increases the number of parameters
  386: : 12 for <strong>model=V1, </strong>16 for <strong>model=V1+V1*age
  387: </strong>and 20 for <strong>model=V1+V2+V3.</strong></p>
  388: 
  389: <h4><font color="#FF0000">Guess values for optimization</font><font
  390: color="#00006A"> </font></h4>
  391: 
  392: <p>You must write the initial guess values of the parameters for
  393: optimization. The number of parameters, <em>N</em> depends on the
  394: number of absorbing states and non-absorbing states and on the
  395: number of covariates. <br>
  396: <em>N</em> is given by the formula <em>N</em>=(<em>nlstate</em> +
  397: <em>ndeath</em>-1)*<em>nlstate</em>*<em>ncov</em>&nbsp;. <br>
  398: <br>
  399: Thus in the simple case with 2 covariates (the model is log
  400: (pij/pii) = aij + bij * age where intercept and age are the two
  401: covariates), and 2 health degrees (1 for disability-free and 2
  402: for disability) and 1 absorbing state (3), you must enter 8
  403: initials values, a12, b12, a13, b13, a21, b21, a23, b23. You can
  404: start with zeros as in this example, but if you have a more
  405: precise set (for example from an earlier run) you can enter it
  406: and it will speed up them<br>
  407: Each of the four lines starts with indices &quot;ij&quot;: <b>ij
  408: aij bij</b> </p>
  409: 
  410: <blockquote>
  411:     <pre># Guess values of aij and bij in log (pij/pii) = aij + bij * age
  412: 12 -14.155633  0.110794 
  413: 13  -7.925360  0.032091 
  414: 21  -1.890135 -0.029473 
  415: 23  -6.234642  0.022315 </pre>
  416: </blockquote>
  417: 
  418: <p>or, to simplify (in most of cases it converges but there is no
  419: warranty!): </p>
  420: 
  421: <blockquote>
  422:     <pre>12 0.0 0.0
  423: 13 0.0 0.0
  424: 21 0.0 0.0
  425: 23 0.0 0.0</pre>
  426: </blockquote>
  427: 
  428: <h4><font color="#FF0000">Guess values for computing variances</font></h4>
  429: 
  430: <p>This is an output if <a href="#mle">mle</a>=1. But it can be
  431: used as an input to get the various output data files (Health
  432: expectancies, stationary prevalence etc.) and figures without
  433: rerunning the rather long maximisation phase (mle=0). </p>
  434: 
  435: <p>The scales are small values for the evaluation of numerical
  436: derivatives. These derivatives are used to compute the hessian
  437: matrix of the parameters, that is the inverse of the covariance
  438: matrix, and the variances of health expectancies. Each line
  439: consists in indices &quot;ij&quot; followed by the initial scales
  440: (zero to simplify) associated with aij and bij. </p>
  441: 
  442: <ul>
  443:     <li>If mle=1 you can enter zeros:</li>
  444: </ul>
  445: 
  446: <blockquote>
  447:     <pre># Scales (for hessian or gradient estimation)
  448: 12 0. 0. 
  449: 13 0. 0. 
  450: 21 0. 0. 
  451: 23 0. 0. </pre>
  452: </blockquote>
  453: 
  454: <ul>
  455:     <li>If mle=0 you must enter a covariance matrix (usually
  456:         obtained from an earlier run).</li>
  457: </ul>
  458: 
  459: <h4><font color="#FF0000">Covariance matrix of parameters</font></h4>
  460: 
  461: <p>This is an output if <a href="#mle">mle</a>=1. But it can be
  462: used as an input to get the various output data files (Health
  463: expectancies, stationary prevalence etc.) and figures without
  464: rerunning the rather long maximisation phase (mle=0). </p>
  465: 
  466: <p>Each line starts with indices &quot;ijk&quot; followed by the
  467: covariances between aij and bij: </p>
  468: 
  469: <pre>
  470:    121 Var(a12) 
  471:    122 Cov(b12,a12)  Var(b12) 
  472:           ...
  473:    232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23) </pre>
  474: 
  475: <ul>
  476:     <li>If mle=1 you can enter zeros. </li>
  477: </ul>
  478: 
  479: <blockquote>
  480:     <pre># Covariance matrix
  481: 121 0.
  482: 122 0. 0.
  483: 131 0. 0. 0. 
  484: 132 0. 0. 0. 0. 
  485: 211 0. 0. 0. 0. 0. 
  486: 212 0. 0. 0. 0. 0. 0. 
  487: 231 0. 0. 0. 0. 0. 0. 0. 
  488: 232 0. 0. 0. 0. 0. 0. 0. 0.</pre>
  489: </blockquote>
  490: 
  491: <ul>
  492:     <li>If mle=0 you must enter a covariance matrix (usually
  493:         obtained from an earlier run).<br>
  494:         </li>
  495: </ul>
  496: 
  497: <h4><font color="#FF0000">Age range for calculation of stationary
  498: prevalences and health expectancies</font></h4>
  499: 
  500: <pre>agemin=70 agemax=100 bage=50 fage=100</pre>
  501: 
  502: <p>Once we obtained the estimated parameters, the program is able
  503: to calculated stationary prevalence, transitions probabilities
  504: and life expectancies at any age. Choice of age range is useful
  505: for extrapolation. In our data file, ages varies from age 70 to
  506: 102. It is possible to get extrapolated stationary prevalence by
  507: age ranging from agemin to agemax. </p>
  508: 
  509: <p>Setting bage=50 (begin age) and fage=100 (final age), makes
  510: the program computing life expectancy from age 'bage' to age
  511: 'fage'. As we use a model, we can interessingly compute life
  512: expectancy on a wider age range than the age range from the data.
  513: But the model can be rather wrong on much larger intervals.
  514: Program is limited to around 120 for upper age!</p>
  515: 
  516: <ul>
  517:     <li><b>agemin=</b> Minimum age for calculation of the
  518:         stationary prevalence </li>
  519:     <li><b>agemax=</b> Maximum age for calculation of the
  520:         stationary prevalence </li>
  521:     <li><b>bage=</b> Minimum age for calculation of the health
  522:         expectancies </li>
  523:     <li><b>fage=</b> Maximum age for calculation of the health
  524:         expectancies </li>
  525: </ul>
  526: 
  527: <h4><a name="Computing"><font color="#FF0000">Computing</font></a><font
  528: color="#FF0000"> the observed prevalence</font></h4>
  529: 
  530: <pre>begin-prev-date=1/1/1984 end-prev-date=1/6/1988 </pre>
  531: 
  532: <p>Statements 'begin-prev-date' and 'end-prev-date' allow to
  533: select the period in which we calculate the observed prevalences
  534: in each state. In this example, the prevalences are calculated on
  535: data survey collected between 1 january 1984 and 1 june 1988. </p>
  536: 
  537: <ul>
  538:     <li><strong>begin-prev-date= </strong>Starting date
  539:         (day/month/year)</li>
  540:     <li><strong>end-prev-date= </strong>Final date
  541:         (day/month/year)</li>
  542: </ul>
  543: 
  544: <h4><font color="#FF0000">Population- or status-based health
  545: expectancies</font></h4>
  546: 
  547: <pre>pop_based=0</pre>
  548: 
  549: <p>The program computes status-based health expectancies, i.e
  550: health expectancies which depends on your initial health state.
  551: If you are healthy your healthy life expectancy (e11) is higher
  552: than if you were disabled (e21, with e11 &gt; e21).<br>
  553: To compute a healthy life expectancy independant of the initial
  554: status we have to weight e11 and e21 according to the probability
  555: to be in each state at initial age or, with other word, according
  556: to the proportion of people in each state.<br>
  557: We prefer computing a 'pure' period healthy life expectancy based
  558: only on the transtion forces. Then the weights are simply the
  559: stationnary prevalences or 'implied' prevalences at the initial
  560: age.<br>
  561: Some other people would like to use the cross-sectional
  562: prevalences (the &quot;Sullivan prevalences&quot;) observed at
  563: the initial age during a period of time <a href="#Computing">defined
  564: just above</a>. </p>
  565: 
  566: <ul>
  567:     <li><strong>popbased= 0 </strong>Health expectancies are
  568:         computed at each age from stationary prevalences
  569:         'expected' at this initial age.</li>
  570:     <li><strong>popbased= 1 </strong>Health expectancies are
  571:         computed at each age from cross-sectional 'observed'
  572:         prevalence at this initial age. As all the population is
  573:         not observed at the same exact date we define a short
  574:         period were the observed prevalence is computed.</li>
  575: </ul>
  576: 
  577: <h4><font color="#FF0000">Prevalence forecasting ( Experimental)</font></h4>
  578: 
  579: <pre>starting-proj-date=1/1/1989 final-proj-date=1/1/1992 mov_average=0 </pre>
  580: 
  581: <p>Prevalence and population projections are only available if
  582: the interpolation unit is a month, i.e. stepm=1 and if there are
  583: no covariate. The programme estimates the prevalence in each
  584: state at a precise date expressed in day/month/year. The
  585: programme computes one forecasted prevalence a year from a
  586: starting date (1 january of 1989 in this example) to a final date
  587: (1 january 1992). The statement mov_average allows to compute
  588: smoothed forecasted prevalences with a five-age moving average
  589: centered at the mid-age of the five-age period. </p>
  590: 
  591: <ul>
  592:     <li><strong>starting-proj-date</strong>= starting date
  593:         (day/month/year) of forecasting</li>
  594:     <li><strong>final-proj-date= </strong>final date
  595:         (day/month/year) of forecasting</li>
  596:     <li><strong>mov_average</strong>= smoothing with a five-age
  597:         moving average centered at the mid-age of the five-age
  598:         period. The command<strong> mov_average</strong> takes
  599:         value 1 if the prevalences are smoothed and 0 otherwise.</li>
  600: </ul>
  601: 
  602: <h4><font color="#FF0000">Last uncommented line : Population
  603: forecasting </font></h4>
  604: 
  605: <pre>popforecast=0 popfile=pyram.txt popfiledate=1/1/1989 last-popfiledate=1/1/1992</pre>
  606: 
  607: <p>This command is available if the interpolation unit is a
  608: month, i.e. stepm=1 and if popforecast=1. From a data file
  609: including age and number of persons alive at the precise date
  610: &#145;popfiledate&#146;, you can forecast the number of persons
  611: in each state until date &#145;last-popfiledate&#146;. In this
  612: example, the popfile <a href="pyram.txt"><b>pyram.txt</b></a>
  613: includes real data which are the Japanese population in 1989.</p>
  614: 
  615: <ul type="disc">
  616:     <li class="MsoNormal"
  617:     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=
  618:         0 </b>Option for population forecasting. If
  619:         popforecast=1, the programme does the forecasting<b>.</b></li>
  620:     <li class="MsoNormal"
  621:     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=
  622:         </b>name of the population file</li>
  623:     <li class="MsoNormal"
  624:     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>
  625:         date of the population population</li>
  626:     <li class="MsoNormal"
  627:     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>=
  628:         date of the last population projection&nbsp;</li>
  629: </ul>
  630: 
  631: <hr>
  632: 
  633: <h2><a name="running"></a><font color="#00006A">Running Imach
  634: with this example</font></h2>
  635: 
  636: <p>We assume that you entered your <a href="biaspar.imach">1st_example
  637: parameter file</a> as explained <a href="#biaspar">above</a>. To
  638: run the program you should click on the imach.exe icon and enter
  639: the name of the parameter file which is for example <a
  640: href="C:\usr\imach\mle\biaspar.txt">C:\usr\imach\mle\biaspar.txt</a>
  641: (you also can click on the biaspar.txt icon located in <br>
  642: <a href="C:\usr\imach\mle">C:\usr\imach\mle</a> and put it with
  643: the mouse on the imach window).<br>
  644: </p>
  645: 
  646: <p>The time to converge depends on the step unit that you used (1
  647: month is cpu consuming), on the number of cases, and on the
  648: number of variables.</p>
  649: 
  650: <p>The program outputs many files. Most of them are files which
  651: will be plotted for better understanding.</p>
  652: 
  653: <hr>
  654: 
  655: <h2><a name="output"><font color="#00006A">Output of the program
  656: and graphs</font> </a></h2>
  657: 
  658: <p>Once the optimization is finished, some graphics can be made
  659: with a grapher. We use Gnuplot which is an interactive plotting
  660: program copyrighted but freely distributed. A gnuplot reference
  661: manual is available <a href="http://www.gnuplot.info/">here</a>. <br>
  662: When the running is finished, the user should enter a caracter
  663: for plotting and output editing. </p>
  664: 
  665: <p>These caracters are:</p>
  666: 
  667: <ul>
  668:     <li>'c' to start again the program from the beginning.</li>
  669:     <li>'e' opens the <a href="biaspar.htm"><strong>biaspar.htm</strong></a>
  670:         file to edit the output files and graphs. </li>
  671:     <li>'q' for exiting.</li>
  672: </ul>
  673: 
  674: <h5><font size="4"><strong>Results files </strong></font><br>
  675: <br>
  676: <font color="#EC5E5E" size="3"><strong>- </strong></font><a
  677: name="Observed prevalence in each state"><font color="#EC5E5E"
  678: size="3"><strong>Observed prevalence in each state</strong></font></a><font
  679: color="#EC5E5E" size="3"><strong> (and at first pass)</strong></font><b>:
  680: </b><a href="prbiaspar.txt"><b>prbiaspar.txt</b></a><br>
  681: </h5>
  682: 
  683: <p>The first line is the title and displays each field of the
  684: file. The first column is age. The fields 2 and 6 are the
  685: proportion of individuals in states 1 and 2 respectively as
  686: observed during the first exam. Others fields are the numbers of
  687: people in states 1, 2 or more. The number of columns increases if
  688: the number of states is higher than 2.<br>
  689: The header of the file is </p>
  690: 
  691: <pre># Age Prev(1) N(1) N Age Prev(2) N(2) N
  692: 70 1.00000 631 631 70 0.00000 0 631
  693: 71 0.99681 625 627 71 0.00319 2 627 
  694: 72 0.97125 1115 1148 72 0.02875 33 1148 </pre>
  695: 
  696: <p>It means that at age 70, the prevalence in state 1 is 1.000
  697: and in state 2 is 0.00 . At age 71 the number of individuals in
  698: state 1 is 625 and in state 2 is 2, hence the total number of
  699: people aged 71 is 625+2=627. <br>
  700: </p>
  701: 
  702: <h5><font color="#EC5E5E" size="3"><b>- Estimated parameters and
  703: covariance matrix</b></font><b>: </b><a href="rbiaspar.txt"><b>rbiaspar.txt</b></a></h5>
  704: 
  705: <p>This file contains all the maximisation results: </p>
  706: 
  707: <pre> -2 log likelihood= 21660.918613445392
  708:  Estimated parameters: a12 = -12.290174 b12 = 0.092161 
  709:                        a13 = -9.155590  b13 = 0.046627 
  710:                        a21 = -2.629849  b21 = -0.022030 
  711:                        a23 = -7.958519  b23 = 0.042614  
  712:  Covariance matrix: Var(a12) = 1.47453e-001
  713:                     Var(b12) = 2.18676e-005
  714:                     Var(a13) = 2.09715e-001
  715:                     Var(b13) = 3.28937e-005  
  716:                     Var(a21) = 9.19832e-001
  717:                     Var(b21) = 1.29229e-004
  718:                     Var(a23) = 4.48405e-001
  719:                     Var(b23) = 5.85631e-005 
  720:  </pre>
  721: 
  722: <p>By substitution of these parameters in the regression model,
  723: we obtain the elementary transition probabilities:</p>
  724: 
  725: <p><img src="pebiaspar1.gif" width="400" height="300"></p>
  726: 
  727: <h5><font color="#EC5E5E" size="3"><b>- Transition probabilities</b></font><b>:
  728: </b><a href="pijrbiaspar.txt"><b>pijrbiaspar.txt</b></a></h5>
  729: 
  730: <p>Here are the transitions probabilities Pij(x, x+nh) where nh
  731: is a multiple of 2 years. The first column is the starting age x
  732: (from age 50 to 100), the second is age (x+nh) and the others are
  733: the transition probabilities p11, p12, p13, p21, p22, p23. For
  734: example, line 5 of the file is: </p>
  735: 
  736: <pre> 100 106 0.02655 0.17622 0.79722 0.01809 0.13678 0.84513 </pre>
  737: 
  738: <p>and this means: </p>
  739: 
  740: <pre>p11(100,106)=0.02655
  741: p12(100,106)=0.17622
  742: p13(100,106)=0.79722
  743: p21(100,106)=0.01809
  744: p22(100,106)=0.13678
  745: p22(100,106)=0.84513 </pre>
  746: 
  747: <h5><font color="#EC5E5E" size="3"><b>- </b></font><a
  748: name="Stationary prevalence in each state"><font color="#EC5E5E"
  749: size="3"><b>Stationary prevalence in each state</b></font></a><b>:
  750: </b><a href="plrbiaspar.txt"><b>plrbiaspar.txt</b></a></h5>
  751: 
  752: <pre>#Prevalence
  753: #Age 1-1 2-2
  754: 
  755: #************ 
  756: 70 0.90134 0.09866
  757: 71 0.89177 0.10823 
  758: 72 0.88139 0.11861 
  759: 73 0.87015 0.12985 </pre>
  760: 
  761: <p>At age 70 the stationary prevalence is 0.90134 in state 1 and
  762: 0.09866 in state 2. This stationary prevalence differs from
  763: observed prevalence. Here is the point. The observed prevalence
  764: at age 70 results from the incidence of disability, incidence of
  765: recovery and mortality which occurred in the past of the cohort.
  766: Stationary prevalence results from a simulation with actual
  767: incidences and mortality (estimated from this cross-longitudinal
  768: survey). It is the best predictive value of the prevalence in the
  769: future if &quot;nothing changes in the future&quot;. This is
  770: exactly what demographers do with a Life table. Life expectancy
  771: is the expected mean time to survive if observed mortality rates
  772: (incidence of mortality) &quot;remains constant&quot; in the
  773: future. </p>
  774: 
  775: <h5><font color="#EC5E5E" size="3"><b>- Standard deviation of
  776: stationary prevalence</b></font><b>: </b><a
  777: href="vplrbiaspar.txt"><b>vplrbiaspar.txt</b></a></h5>
  778: 
  779: <p>The stationary prevalence has to be compared with the observed
  780: prevalence by age. But both are statistical estimates and
  781: subjected to stochastic errors due to the size of the sample, the
  782: design of the survey, and, for the stationary prevalence to the
  783: model used and fitted. It is possible to compute the standard
  784: deviation of the stationary prevalence at each age.</p>
  785: 
  786: <h5><font color="#EC5E5E" size="3">-Observed and stationary
  787: prevalence in state (2=disable) with the confident interval</font>:<b>
  788: </b><a href="vbiaspar21.htm"><b>vbiaspar21.gif</b></a></h5>
  789: 
  790: <p>This graph exhibits the stationary prevalence in state (2)
  791: with the confidence interval in red. The green curve is the
  792: observed prevalence (or proportion of individuals in state (2)).
  793: Without discussing the results (it is not the purpose here), we
  794: observe that the green curve is rather below the stationary
  795: prevalence. It suggests an increase of the disability prevalence
  796: in the future.</p>
  797: 
  798: <p><img src="vbiaspar21.gif" width="400" height="300"></p>
  799: 
  800: <h5><font color="#EC5E5E" size="3"><b>-Convergence to the
  801: stationary prevalence of disability</b></font><b>: </b><a
  802: href="pbiaspar11.gif"><b>pbiaspar11.gif</b></a><br>
  803: <img src="pbiaspar11.gif" width="400" height="300"> </h5>
  804: 
  805: <p>This graph plots the conditional transition probabilities from
  806: an initial state (1=healthy in red at the bottom, or 2=disable in
  807: green on top) at age <em>x </em>to the final state 2=disable<em> </em>at
  808: age <em>x+h. </em>Conditional means at the condition to be alive
  809: at age <em>x+h </em>which is <i>hP12x</i> + <em>hP22x</em>. The
  810: curves <i>hP12x/(hP12x</i> + <em>hP22x) </em>and <i>hP22x/(hP12x</i>
  811: + <em>hP22x) </em>converge with <em>h, </em>to the <em>stationary
  812: prevalence of disability</em>. In order to get the stationary
  813: prevalence at age 70 we should start the process at an earlier
  814: age, i.e.50. If the disability state is defined by severe
  815: disability criteria with only a few chance to recover, then the
  816: incidence of recovery is low and the time to convergence is
  817: probably longer. But we don't have experience yet.</p>
  818: 
  819: <h5><font color="#EC5E5E" size="3"><b>- Life expectancies by age
  820: and initial health status</b></font><b>: </b><a
  821: href="erbiaspar.txt"><b>erbiaspar.txt</b></a></h5>
  822: 
  823: <pre># Health expectancies 
  824: # Age 1-1 1-2 2-1 2-2 
  825: 70 10.9226 3.0401 5.6488 6.2122 
  826: 71 10.4384 3.0461 5.2477 6.1599 
  827: 72 9.9667 3.0502 4.8663 6.1025 
  828: 73 9.5077 3.0524 4.5044 6.0401 </pre>
  829: 
  830: <pre>For example 70 10.4227 3.0402 5.6488 5.7123 means:
  831: e11=10.4227 e12=3.0402 e21=5.6488 e22=5.7123</pre>
  832: 
  833: <pre><img src="expbiaspar21.gif" width="400" height="300"><img
  834: src="expbiaspar11.gif" width="400" height="300"></pre>
  835: 
  836: <p>For example, life expectancy of a healthy individual at age 70
  837: is 10.42 in the healthy state and 3.04 in the disability state
  838: (=13.46 years). If he was disable at age 70, his life expectancy
  839: will be shorter, 5.64 in the healthy state and 5.71 in the
  840: disability state (=11.35 years). The total life expectancy is a
  841: weighted mean of both, 13.46 and 11.35; weight is the proportion
  842: of people disabled at age 70. In order to get a pure period index
  843: (i.e. based only on incidences) we use the <a
  844: href="#Stationary prevalence in each state">computed or
  845: stationary prevalence</a> at age 70 (i.e. computed from
  846: incidences at earlier ages) instead of the <a
  847: href="#Observed prevalence in each state">observed prevalence</a>
  848: (for example at first exam) (<a href="#Health expectancies">see
  849: below</a>).</p>
  850: 
  851: <h5><font color="#EC5E5E" size="3"><b>- Variances of life
  852: expectancies by age and initial health status</b></font><b>: </b><a
  853: href="vrbiaspar.txt"><b>vrbiaspar.txt</b></a></h5>
  854: 
  855: <p>For example, the covariances of life expectancies Cov(ei,ej)
  856: at age 50 are (line 3) </p>
  857: 
  858: <pre>   Cov(e1,e1)=0.4776  Cov(e1,e2)=0.0488=Cov(e2,e1)  Cov(e2,e2)=0.0424</pre>
  859: 
  860: <h5><font color="#EC5E5E" size="3"><b>- </b></font><a
  861: name="Health expectancies"><font color="#EC5E5E" size="3"><b>Health
  862: expectancies</b></font></a><font color="#EC5E5E" size="3"><b>
  863: with standard errors in parentheses</b></font><b>: </b><a
  864: href="trbiaspar.txt"><font face="Courier New"><b>trbiaspar.txt</b></font></a></h5>
  865: 
  866: <pre>#Total LEs with variances: e.. (std) e.1 (std) e.2 (std) </pre>
  867: 
  868: <pre>70 13.26 (0.22) 9.95 (0.20) 3.30 (0.14) </pre>
  869: 
  870: <p>Thus, at age 70 the total life expectancy, e..=13.26 years is
  871: the weighted mean of e1.=13.46 and e2.=11.35 by the stationary
  872: prevalence at age 70 which are 0.90134 in state 1 and 0.09866 in
  873: state 2, respectively (the sum is equal to one). e.1=9.95 is the
  874: Disability-free life expectancy at age 70 (it is again a weighted
  875: mean of e11 and e21). e.2=3.30 is also the life expectancy at age
  876: 70 to be spent in the disability state.</p>
  877: 
  878: <h5><font color="#EC5E5E" size="3"><b>-Total life expectancy by
  879: age and health expectancies in states (1=healthy) and (2=disable)</b></font><b>:
  880: </b><a href="ebiaspar1.gif"><b>ebiaspar1.gif</b></a></h5>
  881: 
  882: <p>This figure represents the health expectancies and the total
  883: life expectancy with the confident interval in dashed curve. </p>
  884: 
  885: <pre>        <img src="ebiaspar1.gif" width="400" height="300"></pre>
  886: 
  887: <p>Standard deviations (obtained from the information matrix of
  888: the model) of these quantities are very useful.
  889: Cross-longitudinal surveys are costly and do not involve huge
  890: samples, generally a few thousands; therefore it is very
  891: important to have an idea of the standard deviation of our
  892: estimates. It has been a big challenge to compute the Health
  893: Expectancy standard deviations. Don't be confuse: life expectancy
  894: is, as any expected value, the mean of a distribution; but here
  895: we are not computing the standard deviation of the distribution,
  896: but the standard deviation of the estimate of the mean.</p>
  897: 
  898: <p>Our health expectancies estimates vary according to the sample
  899: size (and the standard deviations give confidence intervals of
  900: the estimate) but also according to the model fitted. Let us
  901: explain it in more details.</p>
  902: 
  903: <p>Choosing a model means ar least two kind of choices. First we
  904: have to decide the number of disability states. Second we have to
  905: design, within the logit model family, the model: variables,
  906: covariables, confonding factors etc. to be included.</p>
  907: 
  908: <p>More disability states we have, better is our demographical
  909: approach of the disability process, but smaller are the number of
  910: transitions between each state and higher is the noise in the
  911: measurement. We do not have enough experiments of the various
  912: models to summarize the advantages and disadvantages, but it is
  913: important to say that even if we had huge and unbiased samples,
  914: the total life expectancy computed from a cross-longitudinal
  915: survey, varies with the number of states. If we define only two
  916: states, alive or dead, we find the usual life expectancy where it
  917: is assumed that at each age, people are at the same risk to die.
  918: If we are differentiating the alive state into healthy and
  919: disable, and as the mortality from the disability state is higher
  920: than the mortality from the healthy state, we are introducing
  921: heterogeneity in the risk of dying. The total mortality at each
  922: age is the weighted mean of the mortality in each state by the
  923: prevalence in each state. Therefore if the proportion of people
  924: at each age and in each state is different from the stationary
  925: equilibrium, there is no reason to find the same total mortality
  926: at a particular age. Life expectancy, even if it is a very useful
  927: tool, has a very strong hypothesis of homogeneity of the
  928: population. Our main purpose is not to measure differential
  929: mortality but to measure the expected time in a healthy or
  930: disability state in order to maximise the former and minimize the
  931: latter. But the differential in mortality complexifies the
  932: measurement.</p>
  933: 
  934: <p>Incidences of disability or recovery are not affected by the
  935: number of states if these states are independant. But incidences
  936: estimates are dependant on the specification of the model. More
  937: covariates we added in the logit model better is the model, but
  938: some covariates are not well measured, some are confounding
  939: factors like in any statistical model. The procedure to &quot;fit
  940: the best model' is similar to logistic regression which itself is
  941: similar to regression analysis. We haven't yet been sofar because
  942: we also have a severe limitation which is the speed of the
  943: convergence. On a Pentium III, 500 MHz, even the simplest model,
  944: estimated by month on 8,000 people may take 4 hours to converge.
  945: Also, the program is not yet a statistical package, which permits
  946: a simple writing of the variables and the model to take into
  947: account in the maximisation. The actual program allows only to
  948: add simple variables like age+sex or age+sex+ age*sex but will
  949: never be general enough. But what is to remember, is that
  950: incidences or probability of change from one state to another is
  951: affected by the variables specified into the model.</p>
  952: 
  953: <p>Also, the age range of the people interviewed has a link with
  954: the age range of the life expectancy which can be estimated by
  955: extrapolation. If your sample ranges from age 70 to 95, you can
  956: clearly estimate a life expectancy at age 70 and trust your
  957: confidence interval which is mostly based on your sample size,
  958: but if you want to estimate the life expectancy at age 50, you
  959: should rely in your model, but fitting a logistic model on a age
  960: range of 70-95 and estimating probabilties of transition out of
  961: this age range, say at age 50 is very dangerous. At least you
  962: should remember that the confidence interval given by the
  963: standard deviation of the health expectancies, are under the
  964: strong assumption that your model is the 'true model', which is
  965: probably not the case.</p>
  966: 
  967: <h5><font color="#EC5E5E" size="3"><b>- Copy of the parameter
  968: file</b></font><b>: </b><a href="orbiaspar.txt"><b>orbiaspar.txt</b></a></h5>
  969: 
  970: <p>This copy of the parameter file can be useful to re-run the
  971: program while saving the old output files. </p>
  972: 
  973: <h5><font color="#EC5E5E" size="3"><b>- Prevalence forecasting</b></font><b>:
  974: </b><a href="frbiaspar.txt"><b>frbiaspar.txt</b></a></h5>
  975: 
  976: <p
  977: 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,
  978: we have estimated the observed prevalence between 1/1/1984 and
  979: 1/6/1988. The mean date of interview (weighed average of the
  980: interviews performed between1/1/1984 and 1/6/1988) is estimated
  981: to be 13/9/1985, as written on the top on the file. Then we
  982: forecast the probability to be in each state. </p>
  983: 
  984: <p
  985: 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,
  986: at date 1/1/1989 : </p>
  987: 
  988: <pre class="MsoNormal"># StartingAge FinalAge P.1 P.2 P.3
  989: # Forecasting at date 1/1/1989
  990:   73 0.807 0.078 0.115</pre>
  991: 
  992: <p
  993: 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
  994: the minimum age is 70 on the 13/9/1985, the youngest forecasted
  995: age is 73. This means that at age a person aged 70 at 13/9/1989
  996: has a probability to enter state1 of 0.807 at age 73 on 1/1/1989.
  997: Similarly, the probability to be in state 2 is 0.078 and the
  998: probability to die is 0.115. Then, on the 1/1/1989, the
  999: prevalence of disability at age 73 is estimated to be 0.088.</p>
 1000: 
 1001: <h5><font color="#EC5E5E" size="3"><b>- Population forecasting</b></font><b>:
 1002: </b><a href="poprbiaspar.txt"><b>poprbiaspar.txt</b></a></h5>
 1003: 
 1004: <pre># Age P.1 P.2 P.3 [Population]
 1005: # Forecasting at date 1/1/1989 
 1006: 75 572685.22 83798.08 
 1007: 74 621296.51 79767.99 
 1008: 73 645857.70 69320.60 </pre>
 1009: 
 1010: <pre># Forecasting at date 1/1/19909 
 1011: 76 442986.68 92721.14 120775.48
 1012: 75 487781.02 91367.97 121915.51
 1013: 74 512892.07 85003.47 117282.76 </pre>
 1014: 
 1015: <p>From the population file, we estimate the number of people in
 1016: each state. At age 73, 645857 persons are in state 1 and 69320
 1017: are in state 2. One year latter, 512892 are still in state 1,
 1018: 85003 are in state 2 and 117282 died before 1/1/1990.</p>
 1019: 
 1020: <hr>
 1021: 
 1022: <h2><a name="example"></a><font color="#00006A">Trying an example</font></h2>
 1023: 
 1024: <p>Since you know how to run the program, it is time to test it
 1025: on your own computer. Try for example on a parameter file named <a
 1026: href="..\mytry\imachpar.txt">imachpar.txt</a> which is a copy of <font
 1027: size="2" face="Courier New">mypar.txt</font> included in the
 1028: subdirectory of imach, <font size="2" face="Courier New">mytry</font>.
 1029: Edit it to change the name of the data file to <font size="2"
 1030: face="Courier New">..\data\mydata.txt</font> if you don't want to
 1031: copy it on the same directory. The file <font face="Courier New">mydata.txt</font>
 1032: is a smaller file of 3,000 people but still with 4 waves. </p>
 1033: 
 1034: <p>Click on the imach.exe icon to open a window. Answer to the
 1035: question:'<strong>Enter the parameter file name:'</strong></p>
 1036: 
 1037: <table border="1">
 1038:     <tr>
 1039:         <td width="100%"><strong>IMACH, Version 0.71</strong><p><strong>Enter
 1040:         the parameter file name: ..\mytry\imachpar.txt</strong></p>
 1041:         </td>
 1042:     </tr>
 1043: </table>
 1044: 
 1045: <p>Most of the data files or image files generated, will use the
 1046: 'imachpar' string into their name. The running time is about 2-3
 1047: minutes on a Pentium III. If the execution worked correctly, the
 1048: outputs files are created in the current directory, and should be
 1049: the same as the mypar files initially included in the directory <font
 1050: size="2" face="Courier New">mytry</font>.</p>
 1051: 
 1052: <ul>
 1053:     <li><pre><u>Output on the screen</u> The output screen looks like <a
 1054: href="imachrun.LOG">this Log file</a>
 1055: #
 1056: 
 1057: title=MLE datafile=..\data\mydata.txt lastobs=3000 firstpass=1 lastpass=3
 1058: ftol=1.000000e-008 stepm=24 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0</pre>
 1059:     </li>
 1060:     <li><pre>Total number of individuals= 2965, Agemin = 70.00, Agemax= 100.92
 1061: 
 1062: Warning, no any valid information for:126 line=126
 1063: Warning, no any valid information for:2307 line=2307
 1064: Delay (in months) between two waves Min=21 Max=51 Mean=24.495826
 1065: <font face="Times New Roman">These lines give some warnings on the data file and also some raw statistics on frequencies of transitions.</font>
 1066: Age 70 1.=230 loss[1]=3.5% 2.=16 loss[2]=12.5% 1.=222 prev[1]=94.1% 2.=14
 1067:  prev[2]=5.9% 1-1=8 11=200 12=7 13=15 2-1=2 21=6 22=7 23=1
 1068: Age 102 1.=0 loss[1]=NaNQ% 2.=0 loss[2]=NaNQ% 1.=0 prev[1]=NaNQ% 2.=0 </pre>
 1069:     </li>
 1070: </ul>
 1071: 
 1072: <p>&nbsp;</p>
 1073: 
 1074: <ul>
 1075:     <li>Maximisation with the Powell algorithm. 8 directions are
 1076:         given corresponding to the 8 parameters. this can be
 1077:         rather long to get convergence.<br>
 1078:         <font size="1" face="Courier New"><br>
 1079:         Powell iter=1 -2*LL=11531.405658264877 1 0.000000000000 2
 1080:         0.000000000000 3<br>
 1081:         0.000000000000 4 0.000000000000 5 0.000000000000 6
 1082:         0.000000000000 7 <br>
 1083:         0.000000000000 8 0.000000000000<br>
 1084:         1..........2.................3..........4.................5.........<br>
 1085:         6................7........8...............<br>
 1086:         Powell iter=23 -2*LL=6744.954108371555 1 -12.967632334283
 1087:         <br>
 1088:         2 0.135136681033 3 -7.402109728262 4 0.067844593326 <br>
 1089:         5 -0.673601538129 6 -0.006615504377 7 -5.051341616718 <br>
 1090:         8 0.051272038506<br>
 1091:         1..............2...........3..............4...........<br>
 1092:         5..........6................7...........8.........<br>
 1093:         #Number of iterations = 23, -2 Log likelihood =
 1094:         6744.954042573691<br>
 1095:         # Parameters<br>
 1096:         12 -12.966061 0.135117 <br>
 1097:         13 -7.401109 0.067831 <br>
 1098:         21 -0.672648 -0.006627 <br>
 1099:         23 -5.051297 0.051271 </font><br>
 1100:         </li>
 1101:     <li><pre><font size="2">Calculation of the hessian matrix. Wait...
 1102: 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
 1103: 
 1104: Inverting the hessian to get the covariance matrix. Wait...
 1105: 
 1106: #Hessian matrix#
 1107: 3.344e+002 2.708e+004 -4.586e+001 -3.806e+003 -1.577e+000 -1.313e+002 3.914e-001 3.166e+001 
 1108: 2.708e+004 2.204e+006 -3.805e+003 -3.174e+005 -1.303e+002 -1.091e+004 2.967e+001 2.399e+003 
 1109: -4.586e+001 -3.805e+003 4.044e+002 3.197e+004 2.431e-002 1.995e+000 1.783e-001 1.486e+001 
 1110: -3.806e+003 -3.174e+005 3.197e+004 2.541e+006 2.436e+000 2.051e+002 1.483e+001 1.244e+003 
 1111: -1.577e+000 -1.303e+002 2.431e-002 2.436e+000 1.093e+002 8.979e+003 -3.402e+001 -2.843e+003 
 1112: -1.313e+002 -1.091e+004 1.995e+000 2.051e+002 8.979e+003 7.420e+005 -2.842e+003 -2.388e+005 
 1113: 3.914e-001 2.967e+001 1.783e-001 1.483e+001 -3.402e+001 -2.842e+003 1.494e+002 1.251e+004 
 1114: 3.166e+001 2.399e+003 1.486e+001 1.244e+003 -2.843e+003 -2.388e+005 1.251e+004 1.053e+006 
 1115: # Scales
 1116: 12 1.00000e-004 1.00000e-006
 1117: 13 1.00000e-004 1.00000e-006
 1118: 21 1.00000e-003 1.00000e-005
 1119: 23 1.00000e-004 1.00000e-005
 1120: # Covariance
 1121:   1 5.90661e-001
 1122:   2 -7.26732e-003 8.98810e-005
 1123:   3 8.80177e-002 -1.12706e-003 5.15824e-001
 1124:   4 -1.13082e-003 1.45267e-005 -6.50070e-003 8.23270e-005
 1125:   5 9.31265e-003 -1.16106e-004 6.00210e-004 -8.04151e-006 1.75753e+000
 1126:   6 -1.15664e-004 1.44850e-006 -7.79995e-006 1.04770e-007 -2.12929e-002 2.59422e-004
 1127:   7 1.35103e-003 -1.75392e-005 -6.38237e-004 7.85424e-006 4.02601e-001 -4.86776e-003 1.32682e+000
 1128:   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
 1129: # agemin agemax for lifexpectancy, bage fage (if mle==0 ie no data nor Max likelihood).
 1130: 
 1131: 
 1132: agemin=70 agemax=100 bage=50 fage=100
 1133: Computing prevalence limit: result on file 'plrmypar.txt' 
 1134: Computing pij: result on file 'pijrmypar.txt' 
 1135: Computing Health Expectancies: result on file 'ermypar.txt' 
 1136: Computing Variance-covariance of DFLEs: file 'vrmypar.txt' 
 1137: Computing Total LEs with variances: file 'trmypar.txt' 
 1138: Computing Variance-covariance of Prevalence limit: file 'vplrmypar.txt' 
 1139: End of Imach
 1140: </font></pre>
 1141:     </li>
 1142: </ul>
 1143: 
 1144: <p><font size="3">Once the running is finished, the program
 1145: requires a caracter:</font></p>
 1146: 
 1147: <table border="1">
 1148:     <tr>
 1149:         <td width="100%"><strong>Type e to edit output files, c
 1150:         to start again, and q for exiting:</strong></td>
 1151:     </tr>
 1152: </table>
 1153: 
 1154: <p><font size="3">First you should enter <strong>e </strong>to
 1155: edit the master file mypar.htm. </font></p>
 1156: 
 1157: <ul>
 1158:     <li><u>Outputs files</u> <br>
 1159:         <br>
 1160:         - Observed prevalence in each state: <a
 1161:         href="..\mytry\prmypar.txt">pmypar.txt</a> <br>
 1162:         - Estimated parameters and the covariance matrix: <a
 1163:         href="..\mytry\rmypar.txt">rmypar.txt</a> <br>
 1164:         - Stationary prevalence in each state: <a
 1165:         href="..\mytry\plrmypar.txt">plrmypar.txt</a> <br>
 1166:         - Transition probabilities: <a
 1167:         href="..\mytry\pijrmypar.txt">pijrmypar.txt</a> <br>
 1168:         - Copy of the parameter file: <a
 1169:         href="..\mytry\ormypar.txt">ormypar.txt</a> <br>
 1170:         - Life expectancies by age and initial health status: <a
 1171:         href="..\mytry\ermypar.txt">ermypar.txt</a> <br>
 1172:         - Variances of life expectancies by age and initial
 1173:         health status: <a href="..\mytry\vrmypar.txt">vrmypar.txt</a>
 1174:         <br>
 1175:         - Health expectancies with their variances: <a
 1176:         href="..\mytry\trmypar.txt">trmypar.txt</a> <br>
 1177:         - Standard deviation of stationary prevalence: <a
 1178:         href="..\mytry\vplrmypar.txt">vplrmypar.txt</a><br>
 1179:         - Prevalences forecasting: <a href="frmypar.txt">frmypar.txt</a>
 1180:         <br>
 1181:         - Population forecasting (if popforecast=1): <a
 1182:         href="poprmypar.txt">poprmypar.txt</a> <br>
 1183:         </li>
 1184:     <li><u>Graphs</u> <br>
 1185:         <br>
 1186:         -<a href="../mytry/pemypar1.gif">One-step transition
 1187:         probabilities</a><br>
 1188:         -<a href="../mytry/pmypar11.gif">Convergence to the
 1189:         stationary prevalence</a><br>
 1190:         -<a href="..\mytry\vmypar11.gif">Observed and stationary
 1191:         prevalence in state (1) with the confident interval</a> <br>
 1192:         -<a href="..\mytry\vmypar21.gif">Observed and stationary
 1193:         prevalence in state (2) with the confident interval</a> <br>
 1194:         -<a href="..\mytry\expmypar11.gif">Health life
 1195:         expectancies by age and initial health state (1)</a> <br>
 1196:         -<a href="..\mytry\expmypar21.gif">Health life
 1197:         expectancies by age and initial health state (2)</a> <br>
 1198:         -<a href="..\mytry\emypar1.gif">Total life expectancy by
 1199:         age and health expectancies in states (1) and (2).</a> </li>
 1200: </ul>
 1201: 
 1202: <p>This software have been partly granted by <a
 1203: href="http://euroreves.ined.fr">Euro-REVES</a>, a concerted
 1204: action from the European Union. It will be copyrighted
 1205: identically to a GNU software product, i.e. program and software
 1206: can be distributed freely for non commercial use. Sources are not
 1207: widely distributed today. You can get them by asking us with a
 1208: simple justification (name, email, institute) <a
 1209: href="mailto:brouard@ined.fr">mailto:brouard@ined.fr</a> and <a
 1210: href="mailto:lievre@ined.fr">mailto:lievre@ined.fr</a> .</p>
 1211: 
 1212: <p>Latest version (0.71a of March 2002) can be accessed at <a
 1213: href="http://euroreves.ined.fr/imach">http://euroreves.ined.fr/imach</a><br>
 1214: </p>
 1215: </body>
 1216: </html>

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