Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
From MaRDI portal
Abstract: We consider first the mixed discrete-continuous scheme of observation in multistate models; this is a classical pattern in epidemiology because very often clinical status is assessed at discrete visit times while times of death or other events are observed exactly. A heuristic likelihood can be written for such models, at least for Markov models; however, a formal proof is not easy and has not been given yet. We present a general class of possibly non-Markov multistate models which can be represented naturally as multivariate counting processes. We give a rigorous derivation of the likelihood based on applying Jacod's formula for the full likelihood and taking conditional expectation for the observed likelihood. A local description of the likelihood allows us to extend the result to a more general coarsening observation scheme proposed by Commenges & G'egout-Petit. The approach is illustrated by considering models for dementia, institutionalization and death.
Recommendations
- scientific article; zbMATH DE number 2097827
- Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
- Multi-state models in epidemiology
- scientific article; zbMATH DE number 3870393
- Cox's factoring of regression model likelihoods for continuous-time processes
Cites work
- A Multistate Approach for Estimating the Incidence of Human Immunodeficiency Virus by Using Data from a Prevalent Cohort Study
- A Penalized Likelihood Approach for a Progressive Three‐State Model with Censored and Truncated Data: Application to AIDS
- A penalized likelihood approach for an illness-death model with interval-censored data: application to age-specific incidence of dementia
- Age-Specific Incidence and Prevalence: A Statistical Perspective
- Analysis of multivariate survival data
- Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
- Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
- Composable Markov processes
- Dynamic Analysis of Multivariate Failure Time Data
- Generalized MLE of a joint distribution function with multivariate interval-censored data
- Inference for multi-state models from interval-censored data
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Semiparametric Estimation in a Three-State Duration-Dependent Markov Model from Interval-Censored Observations with Application to AIDS Data
- Statistical models based on counting processes
Cited in
(8)- Dealing with death when studying disease or physiological marker: the stochastic system approach to causality
- A general dynamical statistical model with causal interpretation
- Multiple imputation for estimating the risk of developing dementia and its impact on survival
- scientific article; zbMATH DE number 2097827 (Why is no real title available?)
- Estimating life expectancy of demented and institutionalized subjects from interval-censored observations of a multi-state model
- Measuring mortality heterogeneity with multi-state models and interval-censored data
- Quantifying the association between progression-free survival and overall survival in oncology trials using Kendall's
- Statistical models: conventional, penalized and hierarchical likelihood
This page was built for publication: Likelihood for Generally Coarsened Observations from Multistate or Counting Process Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5430591)
