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HERO ID
1420693
Reference Type
Journal Article
Title
Covariate adjustment of event histories estimated from Markov chains: the additive approach
Author(s)
Aalen, OO; Borgan, O; Fekjaer, H
Year
2001
Is Peer Reviewed?
Yes
Journal
Biometrics
ISSN:
0006-341X
EISSN:
1541-0420
Volume
57
Issue
4
Page Numbers
993-1001
Language
English
PMID
11764270
DOI
10.1111/j.0006-341x.2001.00993.x
Web of Science Id
WOS:000174956800001
Abstract
Markov chain models are frequently used for studying event histories that include transitions between several states. An empirical transition matrix for nonhomogeneous Markov chains has previously been developed, including a detailed statistical theory based on counting processes and martingales. In this article, we show how to estimate transition probabilities dependent on covariates. This technique may, e.g., be used for making estimates of individual prognosis in epidemiological or clinical studies. The covariates are included through nonparametric additive models on the transition intensities of the Markov chain. The additive model allows for estimation of covariate-dependent transition intensities, and again a detailed theory exists based on counting processes. The martingale setting now allows for a very natural combination of the empirical transition matrix and the additive model, resulting in estimates that can be expressed as stochastic integrals, and hence their properties are easily evaluated. Two medical examples will be given. In the first example, we study how the lung cancer mortality of uranium miners depends on smoking and radon exposure. In the second example, we study how the probability of being in response depends on patient group and prophylactic treatment for leukemia patients who have had a bone marrow transplantation. A program in R and S-PLUS that can carry out the analyses described here has been developed and is freely available on the Internet.
Keywords
Aalen-Johansen estimator; additive regression model; competing risks; counting process; Markov chain
Tags
IRIS
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Uranium
Pubmed
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Secondary Refinement
Retained for manual screening
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Uranium Literature Search Update 3/2017
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Toxnet
Uranium Literature Search Update 7/2018
PubMed
Uranium Literature Search Update 4/2020
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