Estimation of Markov Chain Transition Probabilities and Rates from Fully and Partially Observed Data: Uncertainty Propagation, Evidence Synthesis, and Model Calibration
Author
Abstract
Suggested Citation
DOI: 10.1177/0272989X05282637
Download full text from publisher
References listed on IDEAS
- Kevin P. Brand & Mitchell J. Small, 1995. "Updating Uncertainty in an Integrated Risk Assessment: Conceptual Framework and Methods," Risk Analysis, John Wiley & Sons, vol. 15(6), pages 719-729, December.
- Anand Patwardhan & Mitchell J. Small, 1992. "Bayesian Methods for Model Uncertainty Analysis with Application to Future Sea Level Rise," Risk Analysis, John Wiley & Sons, vol. 12(4), pages 513-523, December.
- Gordon B. Hazen & James M. Pellissier, 1996. "Recursive Utility for Stochastic Trees," Operations Research, INFORMS, vol. 44(5), pages 788-809, October.
- Gordon B. Hazen & James M. Pellissier & Jayavel Sounderpandian, 1998. "Stochastic-Tree Models in Medical Decision Making," Interfaces, INFORMS, vol. 28(4), pages 64-80, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Tazio Vanni & Jonathan Karnon & Jason Madan & Richard White & W. Edmunds & Anna Foss & Rosa Legood, 2011. "Calibrating Models in Economic Evaluation," PharmacoEconomics, Springer, vol. 29(1), pages 35-49, January.
- Rachael Fleurence & Christopher Hollenbeak, 2007. "Rates and Probabilities in Economic Modelling," PharmacoEconomics, Springer, vol. 25(1), pages 3-6, January.
- Zixian, Liu & Xin, Ni & Yiliu, Liu & Qinglu, Song & Yukun, Wang, 2011. "Gastric esophageal surgery risk analysis with a fault tree and Markov integrated model," Reliability Engineering and System Safety, Elsevier, vol. 96(12), pages 1591-1600.
- Marta O. Soares & Luísa Canto e Castro, 2012. "Continuous Time Simulation and Discretized Models for Cost-Effectiveness Analysis," PharmacoEconomics, Springer, vol. 30(12), pages 1101-1117, December.
- Visalakshi Jeyaseelan & Tunny Sebastian & Jeyaseelan Lakshmanan & Shrikant I Bangdiwala, 2016. "Longitudinal data analysis of mean passage time among malnutrition states: an application of Markov chains," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2729-2739, November.
- Saleh Alkafri, 2011. "Transition from High Education to the Labour Market: Unemployment within Graduates from the Gender Prospective In the Palestinian Territory," Working Papers 30, AlmaLaurea Inter-University Consortium.
- repec:jss:jstsof:38:i08 is not listed on IDEAS
- Tushar Srivastava & Nicholas R. Latimer & Paul Tappenden, 2021. "Estimation of Transition Probabilities for State-Transition Models: A Review of NICE Appraisals," PharmacoEconomics, Springer, vol. 39(8), pages 869-878, August.
- Kucukyazici, Beste & Verter, Vedat & Nadeau, Lyne & Mayo, Nancy E., 2009. "Improving post-stroke health outcomes: Can facilitated care help?," Health Policy, Elsevier, vol. 93(2-3), pages 180-187, December.
- Villacorta, Pablo J. & Verdegay, José L., 2016. "FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i08).
- C. Armero & G. García‐Donato & A. López‐Quílez, 2010. "Bayesian methods in cost–effectiveness studies: objectivity, computation and other relevant aspects," Health Economics, John Wiley & Sons, Ltd., vol. 19(6), pages 629-643, June.
- Fernando Alarid-Escudero & Eline Krijkamp & Eva A. Enns & Alan Yang & M. G. Myriam Hunink & Petros Pechlivanoglou & Hawre Jalal, 2023. "A Tutorial on Time-Dependent Cohort State-Transition Models in R Using a Cost-Effectiveness Analysis Example," Medical Decision Making, , vol. 43(1), pages 21-41, January.
- Lartey, Stella T. & Si, Lei & Otahal, Petr & de Graaff, Barbara & Boateng, Godfred O. & Biritwum, Richard Berko & Minicuci, Nadia & Kowal, Paul & Magnussen, Costan G. & Palmer, Andrew J., 2020. "Annual transition probabilities of overweight and obesity in older adults: Evidence from World Health Organization Study on global AGEing and adult health," Social Science & Medicine, Elsevier, vol. 247(C).
- Steven M. Shechter & Matthew D. Bailey & Andrew J. Schaefer & Mark S. Roberts, 2008. "The Optimal Time to Initiate HIV Therapy Under Ordered Health States," Operations Research, INFORMS, vol. 56(1), pages 20-33, February.
- 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.
- Marta Soares & Luísa Canto e Castro, 2012. "Continuous Time Simulation and Discretized Models for Cost-Effectiveness Analysis," PharmacoEconomics, Springer, vol. 30(12), pages 1101-1117, December.
- Anna Divoli & Eneida A Mendonça & James A Evans & Andrey Rzhetsky, 2011. "Conflicting Biomedical Assumptions for Mathematical Modeling: The Case of Cancer Metastasis," PLOS Computational Biology, Public Library of Science, vol. 7(10), pages 1-15, October.
- Sixten Borg & Ulf Persson & Tine Jess & Ole Østergaard Thomsen & Tryggve Ljung & Lene Riis & Pia Munkholm, 2010. "A Maximum Likelihood Estimator of a Markov Model for Disease Activity in Crohn’s Disease and Ulcerative Colitis for Annually Aggregated Partial Observations," Medical Decision Making, , vol. 30(1), pages 132-142, January.
- Edmund Jones & David Epstein & Leticia GarcÃa-Mochón, 2017. "A Procedure for Deriving Formulas to Convert Transition Rates to Probabilities for Multistate Markov Models," Medical Decision Making, , vol. 37(7), pages 779-789, October.
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.- A. E. Ades & G. Lu & K. Claxton, 2004. "Expected Value of Sample Information Calculations in Medical Decision Modeling," Medical Decision Making, , vol. 24(2), pages 207-227, March.
- A. E. Ades & Karl Claxton & Mark Sculpher, 2006. "Evidence synthesis, parameter correlation and probabilistic sensitivity analysis," Health Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 373-381, April.
- Gordon Hazen, 2000. "Preference Factoring for Stochastic Trees," Management Science, INFORMS, vol. 46(3), pages 389-403, March.
- Isabelle Albert & Emmanuel Grenier & Jean‐Baptiste Denis & Judith Rousseau, 2008. "Quantitative Risk Assessment from Farm to Fork and Beyond: A Global Bayesian Approach Concerning Food‐Borne Diseases," Risk Analysis, John Wiley & Sons, vol. 28(2), pages 557-571, April.
- Sofia Dias & Alex J. Sutton & Nicky J. Welton & A. E. Ades, 2013. "Evidence Synthesis for Decision Making 6," Medical Decision Making, , vol. 33(5), pages 671-678, July.
- Alexander Begun & Andrea Icks & Regina Waldeyer & Sandra Landwehr & Michael Koch & Guido Giani, 2013. "Identification of a Multistate Continuous-Time Nonhomogeneous Markov Chain Model for Patients with Decreased Renal Function," Medical Decision Making, , vol. 33(2), pages 298-306, February.
- Tschang, F. Ted & Dowlatabadi, Hadi, 1995. "A Bayesian technique for refining the uncertainty in global energy model forecasts," International Journal of Forecasting, Elsevier, vol. 11(1), pages 43-61, March.
- Panos G. Georgopoulos & Christopher J. Brinkerhoff & Sastry Isukapalli & Michael Dellarco & Philip J. Landrigan & Paul J. Lioy, 2014. "A Tiered Framework for Risk‐Relevant Characterization and Ranking of Chemical Exposures: Applications to the National Children's Study (NCS)," Risk Analysis, John Wiley & Sons, vol. 34(7), pages 1299-1316, July.
- Keller, Klaus & Miltich, Louise I. & Robinson, Alexander & Tol, Richard S.J., 2007.
"How Overconfident are Current Projections of Anthropogenic Carbon Dioxide Emissions?,"
Climate Change Modelling and Policy Working Papers
9321, Fondazione Eni Enrico Mattei (FEEM).
- Klaus Keller & Louise I. Miltich & Alexander Robinson & Richard S.J. Tol, 2007. "How Overconfident are Current Projections of Anthropogenic Carbon Dioxide Emissions?," Working Papers 2007.39, Fondazione Eni Enrico Mattei.
- Klaus Keller & Louise I. Miltich & Alexander Robinson & Richard S.J. Tol, 2007. "How overconfident are current projections of anthropogenic carbon dioxide emissions?," Working Papers FNU-124, Research unit Sustainability and Global Change, Hamburg University, revised Jan 2007.
- A. E. Ades & S. Cliffe, 2002. "Markov Chain Monte Carlo Estimation of a Multiparameter Decision Model: Consistency of Evidence and the Accurate Assessment of Uncertainty," Medical Decision Making, , vol. 22(4), pages 359-371, August.
- C. Armero & G. García‐Donato & A. López‐Quílez, 2010. "Bayesian methods in cost–effectiveness studies: objectivity, computation and other relevant aspects," Health Economics, John Wiley & Sons, Ltd., vol. 19(6), pages 629-643, June.
- A. E. Ades & G. Lu, 2003. "Correlations Between Parameters in Risk Models: Estimation and Propagation of Uncertainty by Markov Chain Monte Carlo," Risk Analysis, John Wiley & Sons, vol. 23(6), pages 1165-1172, December.
- Marta O Soares & L Canto e Castro, 2010. "Simulation or cohort models? Continuous time simulation and discretized Markov models to estimate cost-effectiveness," Working Papers 056cherp, Centre for Health Economics, University of York.
- Gordon Hazen, 2004. "Multiattribute Structure for QALYs," Decision Analysis, INFORMS, vol. 1(4), pages 205-216, December.
- A. Goubar & A. E. Ades & D. De Angelis & C. A. McGarrigle & C. H. Mercer & P. A. Tookey & K. Fenton & O. N. Gill, 2008. "Estimates of human immunodeficiency virus prevalence and proportion diagnosed based on Bayesian multiparameter synthesis of surveillance data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 541-580, June.
- Donald L. Keefer & Craig W. Kirkwood & James L. Corner, 2004. "Perspective on Decision Analysis Applications, 1990–2001," Decision Analysis, INFORMS, vol. 1(1), pages 4-22, March.
- Ali E. Abbas, 2011. "The Multiattribute Utility Tree," Decision Analysis, INFORMS, vol. 8(3), pages 180-205, September.
- Fumie Yokota & Kimberly M. Thompson, 2004. "Value of Information Analysis in Environmental Health Risk Management Decisions: Past, Present, and Future," Risk Analysis, John Wiley & Sons, vol. 24(3), pages 635-650, June.
- Fumie Yokota & Kimberly M. Thompson, 2004. "Value of Information Literature Analysis: A Review of Applications in Health Risk Management," Medical Decision Making, , vol. 24(3), pages 287-298, June.
- Natalie Commeau & Marie Cornu & Isabelle Albert & Jean‐Baptiste Denis & Eric Parent, 2012. "Hierarchical Bayesian Models to Assess Between‐ and Within‐Batch Variability of Pathogen Contamination in Food," Risk Analysis, John Wiley & Sons, vol. 32(3), pages 395-415, March.
More about this item
Keywords
rate; risk; probability; transitions; Markov models; uncertainty propagation; Bayesian MCMC; evidence synthesis; calibration;All these keywords.
Statistics
Access and download statisticsCorrections
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:sae:medema:v:25:y:2005:i:6:p:633-645. 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: SAGE Publications (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.