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Statistical Methods in Medical Research
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What's this?

A piecewise-constant Markov model and the effects of study design on the estimation of life expectancies in health and ill health

Ardo van den Hout

MRC Biostatistics Unit, Institute of Public Health Cambridge, UK, ardo.vandenhout{at}mrc-bsu.cam.ac.uk

Fiona E Matthews

MRC Biostatistics Unit, Institute of Public Health Cambridge, UK

Multi-state models are frequently applied to describe transitions over time between three states: healthy, not healthy and death. The three-state model can be used to estimate life expectancies in health and ill health. In this article, continuous-time Markov models are specified for the transitions between the three states. Transition intensities are regressed on age as a time-dependent covariate. The covariate is handled in a piecewise-constant fashion where the time interval between two consecutive observations is divided into subintervals of fixed and equal lengths. Study design choices such as sample size, length of follow-up, and time intervals between observations are investigated in a simulation study. The effects on parameter estimation are discussed as well as the effects on the estimation of life expectancies. In addition, data taken from the UK Cognitive Functioning and Ageing Study are analysed.

This version was published on April 1, 2009

Statistical Methods in Medical Research, Vol. 18, No. 2, 145-162 (2009)
DOI: 10.1177/0962280208089090
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