Competing-Risks Duration Models with Correlated Random Effects: An Application to Dementia Patients’ Transition Histories
AbstractMulti-state transition models are widely applied tools to analyze individual event histories in the medical or social sciences. In this paper we propose the use of (discrete-time) competing-risks duration models to analyze multi-transition data. Unlike conventional Markov transition models, these models allow the estimated transition probabilities to depend on the time spent in the current state. Moreover, the models can be readily extended to allow for correlated transition probabilities. A further virtue of these models is that they can be estimated using conventional regression tools for discrete-response data, such as the multinomial logit model. The latter is implemented in many statistical software packages, and can be readily applied by empirical researchers. Moreover, model estimation is feasible, even when dealing with very large data sets, and simultaneously allowing for a flexible form of duration dependence and correlation between transition probabilities. We derive the likelihood function for a model with three competing target states, and discuss a feasible and readily applicable estimation method. We also present results from a simulation study, which indicate adequate performance of the proposed approach. In an empirical application we analyze dementia patients’ transition probabilities from the domestic setting, taking into account several, partly duration-dependent covariates.
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Bibliographic InfoPaper provided by Lund University, Department of Economics in its series Working Papers with number 2013:28.
Length: 15 pages
Date of creation: 09 Sep 2013
Date of revision:
Publication status: Forthcoming as Hess, Wolfgang, Larissa Schwarzkopf, Matthias Hunger and Rolf Holle, 'Competing-Risks Duration Models with Correlated Random Effects: An Application to Dementia Patients’ Transition Histories' in Statistics in Medicine .
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Postal: Department of Economics, School of Economics and Management, Lund University, Box 7082, S-220 07 Lund,Sweden
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More information through EDIRC
Competing risks; Dementia; Discrete-time duration model; Multinomial logit; Random effects; Transition;
Find related papers by JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- I10 - Health, Education, and Welfare - - Health - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-25 (All new papers)
- NEP-ECM-2013-09-25 (Econometrics)
- NEP-HEA-2013-09-25 (Health Economics)
- NEP-LAM-2013-09-25 (Central & South America)
- NEP-LTV-2013-09-25 (Unemployment, Inequality & Poverty)
- NEP-NEU-2013-09-25 (Neuroeconomics)
- NEP-ORE-2013-09-25 (Operations Research)
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