Likelihood for interval-censored observations from multi-state models
We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. Howe...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2003 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3735 |
| Acceso en línea: | https://hdl.handle.net/2099/3735 |
| Access Level: | acceso abierto |
| Palabra clave: | Inference Survival Analysis Statistics Mathematical Bioscience Institute Inferència Processos estocàstics Estadística Aplicacions (Matemàtica) Biologia -- Matemàtica Classificació AMS::62 Statistics::62M Inference from stochastic processes Classificació AMS::62 Statistics::62N Survival analysis and censored data Classificació AMS::62 Statistics::62P Applications Classificació AMS::92 Biology and other natural sciences::92B Mathematical biology in general |
| Sumario: | We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation of the likelihood for the illness-death model based on applying Jacod’s formula to an observed bivariate counting process. |
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