by CHOQUET » Thu Jun 09, 2011 10:43 am
This is normal. There is two much parameter to compute.
You must do it from beta :
see the "Add-in: fixed effects with individual covariates" from the help menu
Below is a code example of the computation of the survival and CI for one individual
( this is done in Matlab but it can also be easily done with R )
%% Matrix of Variance-Covariance of mathematical parameters 1 to 4
A=[ 0.00472105 6.37793E-05 0.000948974 -0.001084087; ...
6.37793E-05 0.007454691 -0.001649798 0.00821715; ...
0.000948974 -0.001649798 0.00847571 -0.00641768; ...
-0.001084087 0.00821715 -0.00641768 0.020066974]
%% Vector of Weigth^0, Weigth^1, Weigth^2, Weigth^3 for individual 1 with history 10000000
w=[1 -0.8305 -0.2190 0.0969]
%% Vector of mathematical parameters
beta=[0.545722383; -0.003197205; -0.279027297; 0.250431933];
%% Computation of survival
expbeta=exp(w*beta);
phi=expbeta/(1+expbeta)
%% Computation of variance for survival
phi1unmoinsphi=phi*(1-phi);
U=phi1unmoinsphi1*(w)';
varphi=U'*A*U
%% Computation of CI for survival
CIphi=[ phi1-1.96*sqrt(varphi1), phi1+1.96*sqrt(varphi1)]