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Communication Dans Un Congrès Année : 2005

Likelihood Formulae for generally coarsened observations from Multistate models

Résumé

We consider first the mixed discrete-continuous scheme of observation in multistate models; this is a classical pattern in epidemiology because very often clinical status is assessed at discrete visit times while times of death or other events are observed exactly. A heuristic likelihood can be written for such models, at least for Markov models; however, a formal proof is not easy and has not been given yet. We present a general class of possibly non-Markov multistate models which can be represented naturally as multivariate counting processes.We give a rigorous derivation of the likelihood based on applying Jacod's formula for the full likelihood and taking conditional expectation for the observed likelihood. A local description of the likelihood allows us to extend the result to a more general coarsening observation scheme proposed by Commenges & G´egout-Petit. The approach is illustrated by considering models for dementia, institutionalization and death
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Dates et versions

hal-00325886 , version 1 (30-09-2008)

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  • HAL Id : hal-00325886 , version 1

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Anne Gégout-Petit, Daniel Commenges. Likelihood Formulae for generally coarsened observations from Multistate models. Statistical Modelling and Inference in Life Sciences, Sep 2005, Potsdam, Germany. ⟨hal-00325886⟩

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