Likelihood for generally coarsened observations from multi-state or counting process models.
| hal.structure.identifier | Biostatistique | |
| hal.structure.identifier | Institut de Santé Publique, d'Epidémiologie et de Développement [ISPED] | |
| dc.contributor.author | COMMENGES, Daniel | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | GÉGOUT-PETIT, Anne | |
| dc.date.created | 2005 | |
| dc.date.issued | 2007-06 | |
| dc.identifier.issn | 0303-6898 | |
| dc.description.abstractEn | 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 & Gégout-Petit. The approach is illustrated by considering models for dementia, institutionalization and death. | |
| dc.language.iso | en | |
| dc.publisher | Wiley | |
| dc.subject.en | coarsening | |
| dc.subject.en | counting processes | |
| dc.subject.en | dementia | |
| dc.subject.en | interval-censoring | |
| dc.subject.en | likelihood | |
| dc.subject.en | Markov models | |
| dc.subject.en | multistate models | |
| dc.title.en | Likelihood for generally coarsened observations from multi-state or counting process models. | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1111/j.1467-9469.2006.00518.x | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.identifier.arxiv | 0805.3658 | |
| bordeaux.journal | Scandinavian Journal of Statistics | |
| bordeaux.page | 432-450 | |
| bordeaux.volume | 34 | |
| bordeaux.issue | 2 | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00194266 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00194266v1 | |
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