Send to

Choose Destination
See comment in PubMed Commons below
Stat Methods Med Res. 2009 Apr;18(2):145-62. doi: 10.1177/0962280208089090. Epub 2008 Apr 29.

A piecewise-constant Markov model and the effects of study design on the estimation of life expectancies in health and ill health.

Author information

MRC Biostatistics Unit, Institute of Public Health Cambridge, UK.


Multi-state models are frequently applied to describe transitions over time between three states: healthy, not healthy and death. The three-state model can be used to estimate life expectancies in health and ill health. In this article, continuous-time Markov models are specified for the transitions between the three states. Transition intensities are regressed on age as a time-dependent covariate. The covariate is handled in a piecewise-constant fashion where the time interval between two consecutive observations is divided into subintervals of fixed and equal lengths. Study design choices such as sample size, length of follow-up, and time intervals between observations are investigated in a simulation study. The effects on parameter estimation are discussed as well as the effects on the estimation of life expectancies. In addition, data taken from the UK Cognitive Functioning and Ageing Study are analysed.

[Indexed for MEDLINE]
PubMed Commons home

PubMed Commons

How to join PubMed Commons

    Supplemental Content

    Full text links

    Icon for Atypon
    Loading ...
    Support Center