Modelo de markov de tres estados: Comparación de parametrizaciones de la tasa de intensidad de transición. Aplicación a datos de artritis reumatoidea

Translated title of the contribution: Three state markov model: Comparing three parameterizations of the transition intensity rate. Application to rheumatoid arthritis data

Juan Carlos Salazar, René Iral Palomino, Enrique Calvo, Adriana Rojas, María Eugenia Hincapié, Juan Manuel Anaya, Francisco Javier Díaz

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a three state model with an absorbing state assuming an underlying Markov process to explain the dependence among observations within subjects. We compare, using a simulation study, three different parameterizations of the transition intensity rate: the first one is based on the Andersen-Gills multiplicative hazard model (Andersen et al. 1993), the second one is based on the logistic model, and the third one depends on the complementary log-log model. The method to estimate the effect of the parameters is based on the likelihood function which can be optimized using the exact solutions of a Kolmogorov forward differential equations system in conjunction with the Newton-Raphson algorithm (Abramowitz & Stegun 1972). We use the relative bias to select the best estimation estrategy. The methodology is ilustrated using longitudinal data about rheumatoid arthritis (RA) from the Corporación para Investigaciones Biológicas, CIB.
Translated title of the contributionThree state markov model: Comparing three parameterizations of the transition intensity rate. Application to rheumatoid arthritis data
Original languageSpanish
Pages (from-to)213-229
Number of pages17
JournalRevista Colombiana de Estadistica
Volume30
Issue number2
StatePublished - Dec 15 2007

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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