Flexible nonhomogeneous markov models for panel observed data.

Abstract

Methods for fitting nonhomogeneous Markov models to panel-observed data using direct numerical solution to the Kolmogorov Forward equations are developed. Nonhomogeneous Markov models occur most commonly when baseline transition intensities depend on calendar time, but may also occur with deterministic time-dependent covariates such as age. We propose… (More)
DOI: 10.1111/j.1541-0420.2010.01550.x

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