Inference for Non-Markov Multi-State Models
An Overview
DOI:
https://doi.org/10.57805/revstat.v9i1.99Keywords:
bivariate censoring, Markov property, multi-state models, Kaplan–Meier, presmoothing, transition probabilitiesAbstract
In longitudinal studies of disease, patients can experience several events across a follow-up period. Analysis of such studies can be successfully performed by multistate models. This paper considers nonparametric and semiparametric estimation of important targets in multi-state modeling, such as the transition probabilities and bivariate distribution function (for sequentially ordered events). These estimators are shown to be consistent even for data which is non-Markov. We illustrate the methods on two data sets.
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Copyright (c) 2011 REVSTAT-Statistical Journal
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