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Likelihood for interval-censored observations from multi-state models

Daniel Commenges 1, * 
* Corresponding author
Abstract : We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation of the likelihood for the illness-death model based on applying Jacod's formula to an observed bivariate counting process.
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Submitted on : Tuesday, November 10, 2009 - 3:47:04 PM
Last modification on : Wednesday, November 29, 2017 - 2:54:13 PM
Long-term archiving on: : Friday, May 21, 2010 - 12:08:23 AM


  • HAL Id : inserm-00262048, version 1



Daniel Commenges. Likelihood for interval-censored observations from multi-state models. Sort: Statistics and Operations Research Transactions, 2003, 27 (1), pp.1-12. ⟨inserm-00262048⟩



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