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Multistate survival models as transient electrical networks. (English) Zbl 1349.62543

Summary: In multistate survival analysis, the sojourn of a patient through various clinical states is shown to correspond to the diffusion of 1C of electrical charge through an electrical network. The essential comparison has differentials of probability for the patient to correspond to differentials of charge, and it equates clinical states to electrical nodes. Indeed, if the death state of the patient corresponds to the sink node of the circuit, then the transient current that would be seen on an oscilloscope as the sink output is a plot of the probability density for the survival time of the patient. This electrical circuit analogy is further explored by considering the simplest possible survival model with two clinical states, alive and dead (sink), that incorporates censoring and truncation. The sink output seen on an oscilloscope is a plot of the Kaplan-Meier mass function. Thus, the Kaplan-Meier estimator finds motivation from the dynamics of current flow, as a fundamental physical law, rather than as a nonparametric maximum likelihood estimate (MLE). Generalization to competing risks settings with multiple death states (sinks) leads to cause-specific Kaplan-Meier submass functions as outputs at sink nodes. With covariates present, the electrical analogy provides for an intuitive understanding of partial likelihood and various baseline hazard estimates often used with the proportional hazards model.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
62N05 Reliability and life testing
62N01 Censored data models
62M05 Markov processes: estimation; hidden Markov models

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References:

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