Direct Modelling of Regression Effects for Transition Probabilities in Multistate Models

Thomas H. Scheike and Mei‐jie Zhang

Scandinavian Journal of Statistics, 2007, vol. 34, issue 1, 17-32

Abstract: Abstract. A simple and standard approach for analysing multistate model data is to model all transition intensities and then compute a summary measure such as the transition probabilities based on this. This approach is relatively simple to implement but it is difficult to see what the covariate effects are on the scale of interest. In this paper, we consider an alternative approach that directly models the covariate effects on transition probabilities in multistate models. Our new approach is based on binomial modelling and inverse probability of censoring weighting techniques and is very simple to implement by standard software. We show how to do flexible regression models with possibly time‐varying covariate effects.

Date: 2007
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https://doi.org/10.1111/j.1467-9469.2006.00544.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:34:y:2007:i:1:p:17-32

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