An object of the SaemixRes class, representing the results of a fit through the SAEM algorithm.
modeltype
string giving the type of model used for analysis
status
string indicating whether a model has been run successfully; set to "empty" at initialisation, used to pass on error messages or fit status
name.fixed
a vector containing the names of the fixed parameters in the model
name.random
a vector containing the names of the random parameters in the model
name.sigma
a vector containing the names of the parameters of the residual error model
npar.est
the number of parameters estimated (fixed, random and residual)
nbeta.random
the number of estimated fixed effects for the random parameters in the model
nbeta.fixed
the number of estimated fixed effects for the non random parameters in the model
fixed.effects
a vector giving the estimated h(mu) and betas
fixed.psi
a vector giving the estimated h(mu)
betas
a vector giving the estimated mu
betaC
a vector with the estimates of the fixed effects for covariates
omega
the estimated variance-covariance matrix
respar
the estimated parameters of the residual error model
fim
the Fisher information matrix
se.fixed
a vector giving the estimated standard errors of estimation for the fixed effect parameters
se.omega
a vector giving the estimated standard errors of estimation for Omega
se.cov
a matrix giving the estimated SE for each term of the covariance matrix (diagonal elements represent the SE on the variances of the random effects and off-diagonal elements represent the SE on the covariance terms)
se.respar
a vector giving the estimated standard errors of estimation for the parameters of the residual variability
conf.int
a dataframe containing the estimated parameters, their estimation error (SE), coefficient of variation (CV), and the associated confidence intervals; the variabilities for the random effects are presented first as estimated (variances) then converted to standard deviations (SD), and the correlations are computed. For SD and correlations, the SE are estimated via the delta-method
parpop
a matrix tracking the estimates of the population parameters at each iteration
allpar
a matrix tracking the estimates of all the parameters (including covariate effects) at each iteration
indx.fix
the index of the fixed parameters (used in the estimation algorithm)
indx.cov
the index of the covariance parameters (used in the estimation algorithm)
indx.omega
the index of the random effect parameters (used in the estimation algorithm)
indx.res
the index of the residual error model parameters (used in the estimation algorithm)
MCOV
a matrix of covariates (used in the estimation algorithm)
cond.mean.phi
a matrix giving the conditional mean estimates of phi (estimated as the mean of the conditional distribution)
cond.mean.psi
a matrix giving the conditional mean estimates of psi (h(cond.mean.phi))
cond.var.phi
a matrix giving the variance on the conditional mean estimates of phi (estimated as the variance of the conditional distribution)
cond.mean.eta
a matrix giving the conditional mean estimates of the random effect eta
cond.shrinkage
a vector giving the shrinkage on the conditional mean estimates of eta
mean.phi
a matrix giving the population estimate (Ci*mu) including covariate effects, for each subject
map.psi
a dataframe giving the MAP estimates of individual parameters
map.phi
a dataframe giving the MAP estimates of individual phi
map.eta
a matrix giving the individual estimates of the random effects corresponding to the MAP estimates
map.shrinkage
a vector giving the shrinkage on the MAP estimates of eta
phi
individual parameters, estimated at the end of the estimation process as the average over the chains of the individual parameters sampled during the successive E-steps
psi.samp
a three-dimensional array with samples of psi from the conditional distribution
phi.samp
a three-dimensional array with samples of phi from the conditional distribution
phi.samp.var
a three-dimensional array with the variance of phi
ll.lin
log-likelihood computed by lineariation
aic.lin
Akaike Information Criterion computed by linearisation
bic.lin
Bayesian Information Criterion computed by linearisation
bic.covariate.lin
Specific Bayesian Information Criterion for covariate selection computed by linearisation
ll.is
log-likelihood computed by Importance Sampling
aic.is
Akaike Information Criterion computed by Importance Sampling
bic.is
Bayesian Information Criterion computed by Importance Sampling
bic.covariate.is
Specific Bayesian Information Criterion for covariate selection computed by Importance Sampling
LL
a vector giving the conditional log-likelihood at each iteration of the algorithm
ll.gq
log-likelihood computed by Gaussian Quadrature
aic.gq
Akaike Information Criterion computed by Gaussian Quadrature
bic.gq
Bayesian Information Criterion computed by Gaussian Quadrature
bic.covariate.gq
Specific Bayesian Information Criterion for covariate selection computed by Gaussian Quadrature
predictions
a data frame containing all the predictions and residuals in a table format
ppred
a vector giving the population predictions obtained with the population estimates
ypred
a vector giving the mean population predictions
ipred
a vector giving the individual predictions obtained with the MAP estimates
icpred
a vector giving the individual predictions obtained with the conditional estimates
ires
a vector giving the individual residuals obtained with the MAP estimates
iwres
a vector giving the individual weighted residuals obtained with the MAP estimates
icwres
a vector giving the individual weighted residuals obtained with the conditional estimates
wres
a vector giving the population weighted residuals
npde
a vector giving the normalised prediction distribution errors
pd
a vector giving the prediction discrepancies
An object of the SaemixData class can be created by using the function saemixData
and contain the following slots:
signature(x = "SaemixRes")
: replace elements of object
signature(x = "SaemixRes")
: access elements of object
signature(.Object = "SaemixRes")
: internal function to initialise object, not to be used
signature(x = "SaemixRes")
: prints details about the object (more extensive than show)
signature(object = "SaemixRes")
: internal function, not to be used
signature(object = "SaemixRes")
: shows all the elements in the object
signature(object = "SaemixRes")
: prints details about the object
signature(object = "SaemixRes")
: summary of the results. Returns a list with a number of elements extracted from the results ().
Emmanuelle Comets emmanuelle.comets@inserm.fr
Audrey Lavenu
Marc Lavielle.
E Comets, A Lavenu, M Lavielle M (2017). Parameter estimation in nonlinear mixed effect models using saemix, an R implementation of the SAEM algorithm. Journal of Statistical Software, 80(3):1-41.
E Kuhn, M Lavielle (2005). Maximum likelihood estimation in nonlinear mixed effects models. Computational Statistics and Data Analysis, 49(4):1020-1038.
E Comets, A Lavenu, M Lavielle (2011). SAEMIX, an R version of the SAEM algorithm. 20th meeting of the Population Approach Group in Europe, Athens, Greece, Abstr 2173.
saemixData
SaemixModel
saemixControl
saemix
methods(class="SaemixRes")
showClass("SaemixRes")
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