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Biometrika 1986 73(2):379-386; doi:10.1093/biomet/73.2.379
© 1986 by Biometrika Trust
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A note on semi-Markov models for partially censored data

GREGG E. DINSE and MARTIN G. LARSON

Biometry and Risk Assessment Program, National Institute of Environmental Health Sciences Research Triangle Park, North Carolina 27709, U.S.A.
Department of Biostatistics, Harvard School of Public Health Boston, Massachusetts 02115, U.S.A.

A recharacterization of the semi-Markov model described by Lagakos, Sommer & Zelen (1978) permits the nonparametric maximum likelihood estimators to be expressed in terms of familiar and easily computable quantities, such as event-specific hazard estimators and Kaplan & Meier (1958) survival estimators. In addition to simplifying the calculation and clarifying the interpretation of the previously derived estimators, this reformulation also facilitates the estimation of covariance terms and suggests a simple test of equality among the outcome-specific distributions of sojourn times in a particular state.

Key Words: Event-specific hazard function • Kaplan-Meier survival estimator • Multistate stochastic process • Nonparametric maximum likelihood estimation


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