Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations

Detalhes bibliográficos
Autor(a) principal: Soutinho, G
Data de Publicação: 2020
Outros Autores: Meira-Machado, L
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: https://hdl.handle.net/10216/143583
Resumo: Multi-state models can be successfully used for describing complicated event history data, for example, describing stages in the disease progression of a patient. In these models one important goal is the estimation of the transition probabilities since they allow for long term prediction of the process. Traditionally these quantities have been estimated by the Aalen-Johansen estimator which is consistent if the process is Markovian. Recently, estimators have been proposed that outperform the Aalen-Johansen estimators in non-Markov situations. This paper considers a new proposal for the estimation of the transition probabilities in a multi-state system that is not ecessarily Markovian. The proposed product-limit nonparametric estimator is defined in the form of a counting process, counting the number of transitions between states and the risk sets for leaving each state with an inverse probability of censoring weighted form. Advantages and limitations of the different methods and some practical recommendations are presented. We also introduce a graphical local test for the Markov assumption. Several simulation studies were conducted under different data scenarios. The proposed methods are illustrated with a real data set on colon cancer.
id RCAP_49db47bc3e9fc0dafd624df8061e64bf
oai_identifier_str oai:repositorio-aberto.up.pt:10216/143583
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendationsMarkov assumptionMulti-state modelsNonparametric estimationTransition probabilitiesSurvival AnalysisMulti-state models can be successfully used for describing complicated event history data, for example, describing stages in the disease progression of a patient. In these models one important goal is the estimation of the transition probabilities since they allow for long term prediction of the process. Traditionally these quantities have been estimated by the Aalen-Johansen estimator which is consistent if the process is Markovian. Recently, estimators have been proposed that outperform the Aalen-Johansen estimators in non-Markov situations. This paper considers a new proposal for the estimation of the transition probabilities in a multi-state system that is not ecessarily Markovian. The proposed product-limit nonparametric estimator is defined in the form of a counting process, counting the number of transitions between states and the risk sets for leaving each state with an inverse probability of censoring weighted form. Advantages and limitations of the different methods and some practical recommendations are presented. We also introduce a graphical local test for the Markov assumption. Several simulation studies were conducted under different data scenarios. The proposed methods are illustrated with a real data set on colon cancer.World Scientific and Engineering Academy and Society20202020-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/10216/143583eng1109-27692224-288010.37394/23206.2020.19.36Soutinho, GMeira-Machado, Linfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-29T15:15:47Zoai:repositorio-aberto.up.pt:10216/143583Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T00:19:17.659753Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
title Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
spellingShingle Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
Soutinho, G
Markov assumption
Multi-state models
Nonparametric estimation
Transition probabilities
Survival Analysis
title_short Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
title_full Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
title_fullStr Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
title_full_unstemmed Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
title_sort Estimation of the transition probabilities in multi-state survival data: New developments and practical recommendations
author Soutinho, G
author_facet Soutinho, G
Meira-Machado, L
author_role author
author2 Meira-Machado, L
author2_role author
dc.contributor.author.fl_str_mv Soutinho, G
Meira-Machado, L
dc.subject.por.fl_str_mv Markov assumption
Multi-state models
Nonparametric estimation
Transition probabilities
Survival Analysis
topic Markov assumption
Multi-state models
Nonparametric estimation
Transition probabilities
Survival Analysis
description Multi-state models can be successfully used for describing complicated event history data, for example, describing stages in the disease progression of a patient. In these models one important goal is the estimation of the transition probabilities since they allow for long term prediction of the process. Traditionally these quantities have been estimated by the Aalen-Johansen estimator which is consistent if the process is Markovian. Recently, estimators have been proposed that outperform the Aalen-Johansen estimators in non-Markov situations. This paper considers a new proposal for the estimation of the transition probabilities in a multi-state system that is not ecessarily Markovian. The proposed product-limit nonparametric estimator is defined in the form of a counting process, counting the number of transitions between states and the risk sets for leaving each state with an inverse probability of censoring weighted form. Advantages and limitations of the different methods and some practical recommendations are presented. We also introduce a graphical local test for the Markov assumption. Several simulation studies were conducted under different data scenarios. The proposed methods are illustrated with a real data set on colon cancer.
publishDate 2020
dc.date.none.fl_str_mv 2020
2020-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10216/143583
url https://hdl.handle.net/10216/143583
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1109-2769
2224-2880
10.37394/23206.2020.19.36
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv World Scientific and Engineering Academy and Society
publisher.none.fl_str_mv World Scientific and Engineering Academy and Society
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
_version_ 1799136110800011264