Mplus VERSION 7.3
MUTHEN & MUTHEN
09/22/2014   5:21 PM

INPUT INSTRUCTIONS

  title:	this is an example of a continous-time
      survival analysis using the Cox regression model
  montecarlo:
  	names = t x w;
  	generate = t(s 20*1);
  	hazardc = t (.5);
      ncsizes = 3;
      csizes = 40 (5) 50 (10) 20 (15);
      within = x;
      between = w;
      survival = t(all);
  	nobs = 1000;
  	nreps = 1;
  	save = ex9.18.dat;

  model population:
      %within%
      x@1;
      t on x*.5;

      %between%
      w@1;
      [t#1-t#21*1];
      t on w*.2;
      t*.5;


  analysis:
      type = twolevel;
      basehazard = off;

  model:
      %within%

      t on x*.5;

      %between%

      t on w*.2;
      t*.5;

  output:
  	tech8 tech9;




INPUT READING TERMINATED NORMALLY



this is an example of a continous-time
survival analysis using the Cox regression model

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                        1000

Number of replications
    Requested                                                    1
    Completed                                                    1
Value of seed                                                    0

Number of dependent variables                                    1
Number of independent variables                                  2
Number of continuous latent variables                            0

Observed dependent variables

  Time-to-event (survival)

    Non-parametric
     T

Observed independent variables
   X           W

Variables with special functions

  Within variables
   X

  Between variables
   W


Estimator                                                      MLR
Information matrix                                        OBSERVED
Optimization Specifications for the Quasi-Newton Algorithm for
Continuous Outcomes
  Maximum number of iterations                                 100
  Convergence criterion                                  0.100D-05
Optimization Specifications for the EM Algorithm
  Maximum number of iterations                                 500
  Convergence criteria
    Loglikelihood change                                 0.100D-02
    Relative loglikelihood change                        0.100D-05
    Derivative                                           0.100D-02
Optimization Specifications for the M step of the EM Algorithm for
Categorical Latent variables
  Number of M step iterations                                    1
  M step convergence criterion                           0.100D-02
  Basis for M step termination                           ITERATION
Optimization Specifications for the M step of the EM Algorithm for
Censored, Binary or Ordered Categorical (Ordinal), Unordered
Categorical (Nominal) and Count Outcomes
  Number of M step iterations                                    1
  M step convergence criterion                           0.100D-02
  Basis for M step termination                           ITERATION
  Maximum value for logit thresholds                            15
  Minimum value for logit thresholds                           -15
  Minimum expected cell size for chi-square              0.100D-01
Optimization algorithm                                         EMA
Integration Specifications
  Type                                                    STANDARD
  Number of integration points                                  15
  Dimensions of numerical integration                            1
  Adaptive quadrature                                           ON
Base Hazard                                                    OFF
Cholesky                                                        ON


SUMMARY OF DATA FOR THE FIRST REPLICATION

     Cluster information

       Size (s)    Number of clusters of Size s

          5            40
         10            50
         15            20


SAMPLE STATISTICS FOR THE FIRST REPLICATION


     SAMPLE STATISTICS


           Means
              X             W
              ________      ________
 1              0.008        -0.092


           Covariances
              X             W
              ________      ________
 X              1.022
 W              0.009         1.166


           Correlations
              X             W
              ________      ________
 X              1.000
 W              0.008         1.000




MODEL FIT INFORMATION

Number of Free Parameters                        3

Loglikelihood

    H0 Value

        Mean                               116.834
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000          116.834        116.834
           0.980       0.000          116.834        116.834
           0.950       0.000          116.834        116.834
           0.900       0.000          116.834        116.834
           0.800       0.000          116.834        116.834
           0.700       0.000          116.834        116.834
           0.500       0.000          116.834        116.834
           0.300       0.000          116.834        116.834
           0.200       0.000          116.834        116.834
           0.100       0.000          116.834        116.834
           0.050       0.000          116.834        116.834
           0.020       0.000          116.834        116.834
           0.010       0.000          116.834        116.834

Information Criteria

    Akaike (AIC)

        Mean                              -227.668
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000         -227.668       -227.668
           0.980       0.000         -227.668       -227.668
           0.950       0.000         -227.668       -227.668
           0.900       0.000         -227.668       -227.668
           0.800       0.000         -227.668       -227.668
           0.700       0.000         -227.668       -227.668
           0.500       0.000         -227.668       -227.668
           0.300       0.000         -227.668       -227.668
           0.200       0.000         -227.668       -227.668
           0.100       0.000         -227.668       -227.668
           0.050       0.000         -227.668       -227.668
           0.020       0.000         -227.668       -227.668
           0.010       0.000         -227.668       -227.668

    Bayesian (BIC)

        Mean                              -212.945
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000         -212.945       -212.945
           0.980       0.000         -212.945       -212.945
           0.950       0.000         -212.945       -212.945
           0.900       0.000         -212.945       -212.945
           0.800       0.000         -212.945       -212.945
           0.700       0.000         -212.945       -212.945
           0.500       0.000         -212.945       -212.945
           0.300       0.000         -212.945       -212.945
           0.200       0.000         -212.945       -212.945
           0.100       0.000         -212.945       -212.945
           0.050       0.000         -212.945       -212.945
           0.020       0.000         -212.945       -212.945
           0.010       0.000         -212.945       -212.945

    Sample-Size Adjusted BIC (n* = (n + 2) / 24)

        Mean                              -222.473
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000         -222.473       -222.473
           0.980       0.000         -222.473       -222.473
           0.950       0.000         -222.473       -222.473
           0.900       0.000         -222.473       -222.473
           0.800       0.000         -222.473       -222.473
           0.700       0.000         -222.473       -222.473
           0.500       0.000         -222.473       -222.473
           0.300       0.000         -222.473       -222.473
           0.200       0.000         -222.473       -222.473
           0.100       0.000         -222.473       -222.473
           0.050       0.000         -222.473       -222.473
           0.020       0.000         -222.473       -222.473
           0.010       0.000         -222.473       -222.473



MODEL RESULTS

                              ESTIMATES              S. E.     M. S. E.  95%  % Sig
                 Population   Average   Std. Dev.   Average             Cover Coeff
Within Level

 T          ON
  X                   0.500     0.4221     0.0000     0.0430     0.0061 1.000 1.000

Between Level

 T          ON
  W                   0.200     0.2027     0.0000     0.0779     0.0000 1.000 1.000

 Residual Variances
  T                   0.500     0.4965     0.0000     0.1034     0.0000 1.000 1.000


QUALITY OF NUMERICAL RESULTS

     Average Condition Number for the Information Matrix      0.310E+00
       (ratio of smallest to largest eigenvalue)


TECHNICAL 1 OUTPUT


     PARAMETER SPECIFICATION FOR WITHIN


           NU
              T#1           T             X             W
              ________      ________      ________      ________
 1                  0             0             0             0


           LAMBDA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0             0             0             0
 T                  0             0             0             0
 X                  0             0             0             0
 W                  0             0             0             0


           THETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0
 T                  0             0
 X                  0             0             0
 W                  0             0             0             0


           ALPHA
              T#1           T             X             W
              ________      ________      ________      ________
 1                  0             0             0             0


           BETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0             0             0             0
 T                  0             0             1             0
 X                  0             0             0             0
 W                  0             0             0             0


           PSI
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0
 T                  0             0
 X                  0             0             0
 W                  0             0             0             0


     PARAMETER SPECIFICATION FOR BETWEEN


           NU
              T#1           T             X             W
              ________      ________      ________      ________
 1                  0             0             0             0


           LAMBDA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0             0             0             0
 T                  0             0             0             0
 X                  0             0             0             0
 W                  0             0             0             0


           THETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0
 T                  0             0
 X                  0             0             0
 W                  0             0             0             0


           ALPHA
              T#1           T             X             W
              ________      ________      ________      ________
 1                  0             0             0             0


           BETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0             0             0             0
 T                  0             0             0             2
 X                  0             0             0             0
 W                  0             0             0             0


           PSI
              T#1           T             X             W
              ________      ________      ________      ________
 T#1                0
 T                  0             3
 X                  0             0             0
 W                  0             0             0             0


     STARTING VALUES FOR WITHIN


           NU
              T#1           T             X             W
              ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000


           LAMBDA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            1.000         0.000         0.000         0.000
 T              0.000         1.000         0.000         0.000
 X              0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         1.000


           THETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.000
 X              0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           ALPHA
              T#1           T             X             W
              ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000


           BETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000         0.000         0.000         0.000
 T              0.000         0.000         0.500         0.000
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           PSI
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.000
 X              0.000         0.000         0.500
 W              0.000         0.000         0.000         0.000


     STARTING VALUES FOR BETWEEN


           NU
              T#1           T             X             W
              ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000


           LAMBDA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            1.000         0.000         0.000         0.000
 T              0.000         1.000         0.000         0.000
 X              0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         1.000


           THETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.000
 X              0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           ALPHA
              T#1           T             X             W
              ________      ________      ________      ________
 1            -20.000         0.000         0.000         0.000


           BETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000         0.000         0.000         0.000
 T              0.000         0.000         0.000         0.200
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           PSI
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.500
 X              0.000         0.000         0.000
 W              0.000         0.000         0.000         0.500


     POPULATION VALUES FOR WITHIN


           NU
              T#1           T             X             W
              ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000


           LAMBDA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            1.000         0.000         0.000         0.000
 T              0.000         1.000         0.000         0.000
 X              0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         1.000


           THETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.000
 X              0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           ALPHA
              T#1           T             X             W
              ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000


           BETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000         0.000         0.000         0.000
 T              0.000         0.000         0.500         0.000
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           PSI
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.000
 X              0.000         0.000         1.000
 W              0.000         0.000         0.000         0.000


     POPULATION VALUES FOR BETWEEN


           NU
              T#1           T             X             W
              ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000


           LAMBDA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            1.000         0.000         0.000         0.000
 T              0.000         1.000         0.000         0.000
 X              0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         1.000


           THETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.000
 X              0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           ALPHA
              T#1           T             X             W
              ________      ________      ________      ________
 1            -20.000         0.000         0.000         0.000


           BETA
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000         0.000         0.000         0.000
 T              0.000         0.000         0.000         0.200
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000


           PSI
              T#1           T             X             W
              ________      ________      ________      ________
 T#1            0.000
 T              0.000         0.500
 X              0.000         0.000         0.000
 W              0.000         0.000         0.000         1.000


     POPULATION VALUES FOR THE BASE HAZARD PARAMETERS FOR WITHIN


           BASE HAZARD PARAMETERS
              T#1           T#2           T#3           T#4           T#5
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BASE HAZARD PARAMETERS
              T#6           T#7           T#8           T#9           T#10
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BASE HAZARD PARAMETERS
              T#11          T#12          T#13          T#14          T#15
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BASE HAZARD PARAMETERS
              T#16          T#17          T#18          T#19          T#20
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BASE HAZARD PARAMETERS
              T#21
              ________
 1              0.000


     POPULATION VALUES FOR THE BASE HAZARD PARAMETERS FOR BETWEEN


           BASE HAZARD PARAMETERS
              T#1           T#2           T#3           T#4           T#5
              ________      ________      ________      ________      ________
 1              1.000         1.000         1.000         1.000         1.000


           BASE HAZARD PARAMETERS
              T#6           T#7           T#8           T#9           T#10
              ________      ________      ________      ________      ________
 1              1.000         1.000         1.000         1.000         1.000


           BASE HAZARD PARAMETERS
              T#11          T#12          T#13          T#14          T#15
              ________      ________      ________      ________      ________
 1              1.000         1.000         1.000         1.000         1.000


           BASE HAZARD PARAMETERS
              T#16          T#17          T#18          T#19          T#20
              ________      ________      ________      ________      ________
 1              1.000         1.000         1.000         1.000         1.000


           BASE HAZARD PARAMETERS
              T#21
              ________
 1              1.000


TECHNICAL 8 OUTPUT


  TECHNICAL 8 OUTPUT FOR REPLICATION 1


   E STEP  ITER  LOGLIKELIHOOD    ABS CHANGE   REL CHANGE  ALGORITHM
              1  0.96348540D+02    0.0000000    0.0000000  EM
              2  0.11187399D+03   15.5254470    0.1611384  FS
              3  0.11446681D+03    2.5928256    0.0231763  FS
              4  0.11553482D+03    1.0680084    0.0093303  FS
              5  0.11608339D+03    0.5485722    0.0047481  FS
              6  0.11639698D+03    0.3135859    0.0027014  FS
              7  0.11657831D+03    0.1813301    0.0015579  FS
              8  0.11668393D+03    0.1056238    0.0009060  FS
              9  0.11674575D+03    0.0618129    0.0005297  FS
             10  0.11678206D+03    0.0363095    0.0003110  FS
             11  0.11680344D+03    0.0213894    0.0001832  FS
             12  0.11681607D+03    0.0126280    0.0001081  FS
             13  0.11682354D+03    0.0074681    0.0000639  FS
             14  0.11682796D+03    0.0044224    0.0000379  FS
             15  0.11683058D+03    0.0026215    0.0000224  FS
             16  0.11683214D+03    0.0015552    0.0000133  FS
             17  0.11683306D+03    0.0009232    0.0000079  FS
             18  0.11683361D+03    0.0005484    0.0000047  FS
             19  0.11683394D+03    0.0003258    0.0000028  FS
             20  0.11683413D+03    0.0001937    0.0000017  FS
             21  0.11683425D+03    0.0001152    0.0000010  FS


TECHNICAL 9 OUTPUT

  Error messages for each replication (if any)



SAVEDATA INFORMATION

  Order of variables

    T
    X
    W
    _TCENT
    CLUSTER

  Save file
    ex9.18.dat

  Save file format           Free
  Save file record length    10000


     Beginning Time:  17:21:10
        Ending Time:  17:21:10
       Elapsed Time:  00:00:00



MUTHEN & MUTHEN
3463 Stoner Ave.
Los Angeles, CA  90066

Tel: (310) 391-9971
Fax: (310) 391-8971
Web: www.StatModel.com
Support: Support@StatModel.com

Copyright (c) 1998-2014 Muthen & Muthen

Back to examples