--- imach096d/doc/imach.htm 2002/03/06 18:56:09 1.6 +++ imach096d/doc/imach.htm 2002/03/13 17:27:44 1.12 @@ -1,3 +1,4 @@ + @@ -6,6 +7,13 @@ content="text/html; charset=iso-8859-1"> Computing Health Expectancies using IMaCh + + + + + + @@ -29,7 +37,7 @@ color="#00006A">INEDEUROREVES

Version -0.7, February 2002

+0.8, March 2002


@@ -58,8 +66,6 @@ color="#00006A">) +

In this example, we have two covariates in the data file +(fields 2 and 3). The number of covariates included in the data file +between the id and the date of birth is ncovcol=2 (it was named ncov +in version prior to 0.8). If you have 3 covariates in the datafile +(fields 2, 3 and 4), you will set ncovcol=3. Then you can run the +programme with a new parametrisation taking into account the +third covariate. For example, model=V1+V3 estimates +a model with the first and third covariates. More complicated +models can be used, but it will takes more time to converge. With +a simple model (no covariates), the programme estimates 8 +parameters. Adding covariates increases the number of parameters +: 12 for model=V1, 16 for model=V1+V1*age +and 20 for model=V1+V2+V3.

+

Guess values for optimization

@@ -377,7 +399,7 @@ optimization. The number of parameters, number of absorbing states and non-absorbing states and on the number of covariates.
N is given by the formula N=(nlstate + -ndeath-1)*nlstate*ncov .
+ndeath-1)*nlstate*ncovmodel .

Thus in the simple case with 2 covariates (the model is log (pij/pii) = aij + bij * age where intercept and age are the two @@ -398,7 +420,8 @@ aij bij

23 -6.234642 0.022315 -

or, to simplify:

+

or, to simplify (in most of cases it converges but there is no +warranty!):

12 0.0 0.0
@@ -407,6 +430,45 @@ aij bij 

23 0.0 0.0
+

In order to speed up the convergence you can make a first run with +a large stepm i.e stepm=12 or 24 and then decrease the stepm until +stepm=1 month. If newstepm is the new shorter stepm and stepm can be +expressed as a multiple of newstepm, like newstepm=n stepm, then the +following approximation holds: +

aij(stepm) = aij(n . stepm) - ln(n)
+
and +
bij(stepm) = bij(n . stepm) .
+ +

For example if you already ran for a 6 months interval and +got:
+

# Parameters
+12 -13.390179  0.126133 
+13  -7.493460  0.048069 
+21   0.575975 -0.041322 
+23  -4.748678  0.030626 
+
+If you now want to get the monthly estimates, you can guess the aij by +substracting ln(6)= 1,7917
and running
+
12 -15.18193847  0.126133 
+13 -9.285219469  0.048069
+21 -1.215784469 -0.041322
+23 -6.540437469  0.030626
+
+and get
+
12 -15.029768 0.124347 
+13 -8.472981 0.036599 
+21 -1.472527 -0.038394 
+23 -6.553602 0.029856 
+
+which is closer to the results. The approximation is probably useful +only for very small intervals and we don't have enough experience to +know if you will speed up the convergence or not. +
         -ln(12)= -2.484
+ -ln(6/1)=-ln(6)= -1.791
+ -ln(3/1)=-ln(3)= -1.0986
+-ln(12/6)=-ln(2)= -0.693
+
+

Guess values for computing variances

This is an output if mle=1. But it can be @@ -420,20 +482,13 @@ matrix of the parameters, that is the in matrix, and the variances of health expectancies. Each line consists in indices "ij" followed by the initial scales (zero to simplify) associated with aij and bij.

- - - -
-
# Scales (for hessian or gradient estimation)
+
  • If mle=1 you can enter zeros:
  • +
    # Scales (for hessian or gradient estimation)
     12 0. 0. 
     13 0. 0. 
     21 0. 0. 
     23 0. 0. 
    - -
    • If mle=0 you must enter a covariance matrix (usually obtained from an earlier run).
    @@ -443,22 +498,16 @@ consists in indices "ij" follo

    This is an output if mle=1. But it can be used as an input to get the various output data files (Health expectancies, stationary prevalence etc.) and figures without -rerunning the rather long maximisation phase (mle=0).

    - -

    Each line starts with indices "ijk" followed by the -covariances between aij and bij:

    - +rerunning the rather long maximisation phase (mle=0).
    +Each line starts with indices "ijk" followed by the +covariances between aij and bij:
        121 Var(a12) 
        122 Cov(b12,a12)  Var(b12) 
               ...
        232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23) 
    -
    • If mle=1 you can enter zeros.
    • -
    - -
    # Covariance matrix
     121 0.
     122 0. 0.
    @@ -468,12 +517,8 @@ covariances between aij and bij: 

    212 0. 0. 0. 0. 0. 0. 231 0. 0. 0. 0. 0. 0. 0. 232 0. 0. 0. 0. 0. 0. 0. 0.
    -
    - -
    • If mle=0 you must enter a covariance matrix (usually - obtained from an earlier run).
      -
    • + obtained from an earlier run).

    Age range for calculation of stationary @@ -481,19 +526,19 @@ prevalences and health expectanciesagemin=70 agemax=100 bage=50 fage=100

-

Once we obtained the estimated parameters, the program is able +
Once we obtained the estimated parameters, the program is able to calculated stationary prevalence, transitions probabilities and life expectancies at any age. Choice of age range is useful for extrapolation. In our data file, ages varies from age 70 to -102. Setting bage=50 and fage=100, makes the program computing -life expectancy from age bage to age fage. As we use a model, we -can compute life expectancy on a wider age range than the age -range from the data. But the model can be rather wrong on big -intervals.

- -

Similarly, it is possible to get extrapolated stationary -prevalence by age ranging from agemin to agemax.

+102. It is possible to get extrapolated stationary prevalence by +age ranging from agemin to agemax. +
Setting bage=50 (begin age) and fage=100 (final age), makes +the program computing life expectancy from age 'bage' to age +'fage'. As we use a model, we can interessingly compute life +expectancy on a wider age range than the age range from the data. +But the model can be rather wrong on much larger intervals. +Program is limited to around 120 for upper age!
+

From the population file, we estimate the number of people in +each state. At age 73, 645857 persons are in state 1 and 69320 +are in state 2. One year latter, 512892 are still in state 1, +85003 are in state 2 and 117282 died before 1/1/1990.

+
-

Trying an example

+

Trying an example

Since you know how to run the program, it is time to test it on your own computer. Try for example on a parameter file named imachpar.txt which is a copy of mypar.txt included in the +href="..\mytry\imachpar.imach">imachpar.imach which is a copy of mypar.imach included in the subdirectory of imach, mytry. Edit it to change the name of the data file to ..\data\mydata.txt if you don't want to @@ -965,8 +1066,8 @@ question:'Enter the parameter fi -
IMACH, Version 0.7

Enter - the parameter file name: ..\mytry\imachpar.txt

+
IMACH, Version 0.8

Enter + the parameter file name: ..\mytry\imachpar.imach

@@ -984,7 +1085,7 @@ href="imachrun.LOG">this Log file # title=MLE datafile=..\data\mydata.txt lastobs=3000 firstpass=1 lastpass=3 -ftol=1.000000e-008 stepm=24 ncov=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0 +ftol=1.000000e-008 stepm=24 ncovcol=2 nlstate=2 ndeath=1 maxwav=4 mle=1 weight=0

  • Total number of individuals= 2965, Agemin = 70.00, Agemax= 100.92
     
    @@ -1089,7 +1190,7 @@ edit the master file mypar.htm. <
             - Observed prevalence in each state: pmypar.txt 
    - Estimated parameters and the covariance matrix: rmypar.txt
    + href="..\mytry\rmypar.txt">rmypar.imach
    - Stationary prevalence in each state: plrmypar.txt
    - Transition probabilities: <
  • Graphs

    - -
    One-step transition - probabilities
    - -Convergence to the - stationary prevalence
    - -Observed and stationary - prevalence in state (1) with the confident interval
    - -Observed and stationary - prevalence in state (2) with the confident interval
    - -Health life - expectancies by age and initial health state (1)
    - -Health life - expectancies by age and initial health state (2)
    - -Total life expectancy by - age and health expectancies in states (1) and (2).
  • + -One-step transition probabilities
    + -Convergence to the stationary prevalence
    + -Observed and stationary prevalence in state (1) with the confident interval
    + -Observed and stationary prevalence in state (2) with the confident interval
    + -Health life expectancies by age and initial health state (1)
    + -Health life expectancies by age and initial health state (2)
    + -Total life expectancy by age and health expectancies in states (1) and (2).

    This software have been partly granted by mailto:brouard@ined.fr and mailto:lievre@ined.fr .

    -

    Latest version (0.7 of February 2002) can be accessed at http://euroreves.ined.fr/imach
    +

    Latest version (0.8 of March 2002) can be accessed at http://euroreves.ined.fr/imach