Empirical Transition Matrix of Multi-State Models: The etm Package

Arthur Allignol, Martin Schumacher and Jan Beyersmann

Journal of Statistical Software, 2011, vol. 038, issue i04

Abstract: Multi-State models provide a relevant framework for modelling complex event histories. Quantities of interest are the transition probabilities that can be estimated by the empirical transition matrix, that is also referred to as the Aalen-Johansen estimator. In this paper, we present the R package etm that computes and displays the transition probabilities. etm also features a Greenwood-type estimator of the covariance matrix. The use of the package is illustrated through a prominent example in bone marrow transplant for leukaemia patients.

Date: 2011-01-04
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:038:i04

DOI: 10.18637/jss.v038.i04

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