Evaluation of a method for fitting a semi-Markov process model in the presence of left-censored spells using the Cardiovascular Health Study

Liming Cai, Nathaniel Schenker, James Lubitz, Paula Diehr, Alice Arnold, Linda P. Fried

Research output: Contribution to journalArticle

Abstract

We used a longitudinal data set covering 13 years from the Cardiovascular Health Study to evaluate the properties of a recently developed approach to deal with left censoring that fits a semi-Markov process (SMP) model by using an analog to the stochastic EM algorithm-the SMP-EM approach. It appears that the SMP-EM approach gives estimates of duration-dependent probabilities of health changes similar to those obtained by using SMP models that have the advantage of actual duration data. SMP-EM estimates of duration-dependent transition probabilities also appear more accurate and less variable than multi-state life table estimates. Published in 2008 by John Wiley & Sons, Ltd.

Original languageEnglish (US)
Pages (from-to)5509-5524
Number of pages16
JournalStatistics in Medicine
Volume27
Issue number26
DOIs
StatePublished - Nov 2008

Keywords

  • Event history analysis
  • Functional disability
  • Healthy aging
  • Left censoring
  • Multi-state life table
  • Semi-Markov process model

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability

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