IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v050i14.html
   My bibliography  Save this article

msSurv: An R Package for Nonparametric Estimation of Multistate Models

Author

Listed:
  • Ferguson, Nicole
  • Datta, Somnath
  • Brock, Guy

Abstract

We present an R package, msSurv, to calculate the marginal (that is, not conditional on any covariates) state occupation probabilities, the state entry and exit time distributions, and the marginal integrated transition hazard for a general, possibly non-Markov, multistate system under left-truncation and right censoring. For a Markov model, msSurv also calculates and returns the transition probability matrix between any two states. Dependent censoring is handled via modeling the censoring hazard through observable covariates. Pointwise confidence intervals for the above mentioned quantities are obtained and returned for independent censoring from closed-form variance estimators and for dependent censoring using the bootstrap.

Suggested Citation

  • Ferguson, Nicole & Datta, Somnath & Brock, Guy, 2012. "msSurv: An R Package for Nonparametric Estimation of Multistate Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(i14).
    • Handle: RePEc:jss:jstsof:v:050:i14
    DOI: http://hdl.handle.net/10.18637/jss.v050.i14
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v050i14/v50i14.pdf
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v050i14/msSurv_1.1-2.tar.gz
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v050i14/v50i14.R
    Download Restriction: no
    File URL: https://libkey.io/http://hdl.handle.net/10.18637/jss.v050.i14?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Somnath Datta & Glen A. Satten, 2002. "Estimation of Integrated Transition Hazards and Stage Occupation Probabilities for Non-Markov Systems Under Dependent Censoring," Biometrics, The International Biometric Society, vol. 58(4), pages 792-802, December.
    2. Jackson, Christopher, 2011. "Multi-State Models for Panel Data: The msm Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 38(i08).
    3. Somnath Datta & Rajeshwari Sundaram, 2006. "Nonparametric Estimation of Stage Occupation Probabilities in a Multistage Model with Current Status Data," Biometrics, The International Biometric Society, vol. 62(3), pages 829-837, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mário de Castro & Ming‐Hui Chen & Yuanye Zhang, 2015. "Bayesian path specific frailty models for multi‐state survival data with applications," Biometrics, The International Biometric Society, vol. 71(3), pages 760-771, September.
    2. Frans Willekens & Hein Putter, 2014. "Software for multistate analysis," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 31(14), pages 381-420.
    3. Guglielmo D'Amico & Stefania Scocchera & Loriano Storchi, 2021. "Randentropy: a software to measure inequality in random systems," Papers 2103.09107, arXiv.org.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ling Lan & Dipankar Bandyopadhyay & Somnath Datta, 2017. "Non-parametric regression in clustered multistate current status data with informative cluster size," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(1), pages 31-57, January.
    2. Qiu, Qinjing & Kawai, Reiichiro, 2022. "A decoupling principle for Markov-modulated chains," Statistics & Probability Letters, Elsevier, vol. 182(C).
    3. Jackson, Christopher, 2016. "flexsurv: A Platform for Parametric Survival Modeling in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 70(i08).
    4. Vernon T. Farewell & Li Su & Christopher Jackson, 2019. "Partially hidden multi-state modelling of a prolonged disease state defined by a composite outcome," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(4), pages 696-711, October.
    5. Xiaofeng Lv & Gupeng Zhang & Guangyu Ren, 2017. "Gini index estimation for lifetime data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(2), pages 275-304, April.
    6. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
    7. Biagini, Francesca & Groll, Andreas & Widenmann, Jan, 2013. "Intensity-based premium evaluation for unemployment insurance products," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 302-316.
    8. Touraine, Célia & Gerds, Thomas A. & Joly, Pierre, 2017. "SmoothHazard: An R Package for Fitting Regression Models to Interval-Censored Observations of Illness-Death Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i07).
    9. Sharples, Linda D., 2018. "The role of statistics in the era of big data: Electronic health records for healthcare research," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 105-110.
    10. Alex Bottle & Chiara Maria Ventura & Kumar Dharmarajan & Paul Aylin & Francesca Ieva & Anna Maria Paganoni, 2018. "Regional variation in hospitalisation and mortality in heart failure: comparison of England and Lombardy using multistate modelling," Health Care Management Science, Springer, vol. 21(2), pages 292-304, June.
    11. Wildhaber, Mark L. & Albers, Janice L. & Green, Nicholas S. & Moran, Edward H., 2017. "A fully-stochasticized, age-structured population model for population viability analysis of fish: Lower Missouri River endangered pallid sturgeon example," Ecological Modelling, Elsevier, vol. 359(C), pages 434-448.
    12. Alexandra Grand & Regina Dittrich & Brian Francis, 2015. "Markov models of dependence in longitudinal paired comparisons: an application to course design," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 237-257, April.
    13. Budhi Surya, 2021. "A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation," Papers 2107.07026, arXiv.org.
    14. Linda Möstel & Marius Pfeuffer & Matthias Fischer, 2020. "Statistical inference for Markov chains with applications to credit risk," Computational Statistics, Springer, vol. 35(4), pages 1659-1684, December.
    15. Giorgos Bakoyannis & Dipankar Bandyopadhyay, 2022. "Nonparametric tests for multistate processes with clustered data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(5), pages 837-867, October.
    16. Alejandra Marroig, 2023. "Transitions across states with and without difficulties in performing activities of daily living and death: a longitudinal comparison of ten European countries," European Journal of Ageing, Springer, vol. 20(1), pages 1-12, December.
    17. Emily B Dennis & Byron J T Morgan & Stephen N Freeman & Martin S Ridout & Tom M Brereton & Richard Fox & Gary D Powney & David B Roy, 2017. "Efficient occupancy model-fitting for extensive citizen-science data," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-17, March.
    18. Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 02-18, Central Bank of Ireland.
    19. João Costa Freitas & Alberto Adrego Pinto & Óscar Felgueiras, 2024. "Game Theory for Predicting Stocks’ Closing Prices," Mathematics, MDPI, vol. 12(17), pages 1-49, August.
    20. Sarrias, Mauricio, 2021. "A two recursive equation model to correct for endogeneity in latent class binary probit models," Journal of choice modelling, Elsevier, vol. 40(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:050:i14. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.jstatsoft.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.