Flexible multistate models for interval‐censored data: Specification,estimation, and an application to ageing research |
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| Authors: | Robson J. M. Machado Ardo van den Hout |
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| Affiliation: | Department of Statistical Science, University College, London WC1E 6BT, UK |
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| Abstract: | Continuous‐time multistate survival models can be used to describe health‐related processes over time. In the presence of interval‐censored times for transitions between the living states, the likelihood is constructed using transition probabilities. Models can be specified using parametric or semiparametric shapes for the hazards. Semiparametric hazards can be fitted using P‐splines and penalised maximum likelihood estimation. This paper presents a method to estimate flexible multistate models that allow for parametric and semiparametric hazard specifications. The estimation is based on a scoring algorithm. The method is illustrated with data from the English Longitudinal Study of Ageing. |
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| Keywords: | cognitive function Gompertz distribution multistate models P‐splines scoring Weilbull distribution |
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