Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models.

@article{Titman2009ComputationOT,
  title={Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models.},
  author={Andrew C. Titman},
  journal={Lifetime data analysis},
  year={2009},
  volume={15 4},
  pages={519-33}
}
We develop an improved approximation to the asymptotic null distribution of the goodness-of-fit tests for panel observed multi-state Markov models (Aguirre-Hernandez and Farewell, Stat Med 21:1899-1911, 2002) and hidden Markov models (Titman and Sharples, Stat Med 27:2177-2195, 2008). By considering the joint distribution of the grouped observed transition… CONTINUE READING