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A hybrid landmark Aalen-Johansen estimator for transition probabilities in partially non-Markov multi-state models. (English) Zbl 07469155

Summary: Multi-state models are increasingly being used to model complex epidemiological and clinical outcomes over time. It is common to assume that the models are Markov, but the assumption can often be unrealistic. The Markov assumption is seldomly checked and violations can lead to biased estimation of many parameters of interest. This is a well known problem for the standard Aalen-Johansen estimator of transition probabilities and several alternative estimators, not relying on the Markov assumption, have been suggested. A particularly simple approach known as landmarking have resulted in the Landmark-Aalen-Johansen estimator. Since landmarking is a stratification method a disadvantage of landmarking is data reduction, leading to a loss of power. This is problematic for “less traveled” transitions, and undesirable when such transitions indeed exhibit Markov behaviour. Introducing the concept of partially non-Markov multi-state models, we suggest a hybrid landmark Aalen-Johansen estimator for transition probabilities. We also show how non-Markov transitions can be identified using a testing procedure. The proposed estimator is a compromise between regular Aalen-Johansen and landmark estimation, using transition specific landmarking, and can drastically improve statistical power. We show that the proposed estimator is consistent, but that the traditional variance estimator can underestimate the variance of both the hybrid and landmark estimator. Bootstrapping is therefore recommended. The methods are compared in a simulation study and in a real data application using registry data to model individual transitions for a birth cohort of 184 951 Norwegian men between states of sick leave, disability, education, work and unemployment.

MSC:

62Nxx Survival analysis and censored data
62P10 Applications of statistics to biology and medical sciences; meta analysis

Software:

mstate; invGauss
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References:

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