English

Flexible multi-state models for interval-censored data: specification, estimation, and an application to ageing research

Methodology 2017-03-24 v1

Abstract

Continuous-time multi-state 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 semi-parametric shapes for the hazards. Semi-parametric hazards can be fitted using PP-splines and penalised maximum likelihood estimation. This paper presents a method to estimate flexible multi-state models which allows for parametric and semi-parametric hazard specifications. The estimation is based on a scoring algorithm. The method is illustrated with data from the English Longitudinal Study of Ageing.

Keywords

Cite

@article{arxiv.1703.08090,
  title  = {Flexible multi-state models for interval-censored data: specification, estimation, and an application to ageing research},
  author = {Robson J. M. Machado and Ardo van den Hout},
  journal= {arXiv preprint arXiv:1703.08090},
  year   = {2017}
}
R2 v1 2026-06-22T18:54:56.759Z