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Testing Departures from Time Homogeneity in Multistate Markov Processes

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  • Bianca L. De Stavola

Abstract

Many investigations are concerned with phenomena which evolve in continuous time but are observed only at some discrete points in time. Time homogeneous Markov models are often chosen to represent the processes underlying such observations. We propose two test statistics for examining the adequacy of such models. The first test assesses the overall goodness of fit while the second examines local departures in the direction of time inhomogeneity. Data on transitions between two states of disease before death are analysed. They concern breast cancer patients affected by spinal metastases.

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  • Bianca L. De Stavola, 1988. "Testing Departures from Time Homogeneity in Multistate Markov Processes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(2), pages 242-250, June.
    • Handle: RePEc:bla:jorssc:v:37:y:1988:i:2:p:242-250
    DOI: 10.2307/2347343
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    Cited by:

    1. Pai-Lien Chen & Estrada Bernard & Pranab Sen, 1999. "A Markov chain model used in analyzing disease history applied to a stroke study," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 413-422.

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