Multi-State Models for Panel Data: The msm Package for R
Panel data are observations of a continuous-time process at arbitrary times, for example, visits to a hospital to diagnose disease status. Multi-state models for such data are generally based on the Markov assumption. This article reviews the range of Markov models and their extensions which can be...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2011-01-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v38/i08/paper |
| _version_ | 1818021040526196736 |
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| author | Christopher H. Jackson |
| author_facet | Christopher H. Jackson |
| author_sort | Christopher H. Jackson |
| collection | DOAJ |
| description | Panel data are observations of a continuous-time process at arbitrary times, for example, visits to a hospital to diagnose disease status. Multi-state models for such data are generally based on the Markov assumption. This article reviews the range of Markov models and their extensions which can be fitted to panel-observed data, and their implementation in the msm package for R. Transition intensities may vary between individuals, or with piecewise-constant time-dependent covariates, giving an inhomogeneous Markov model. Hidden Markov models can be used for multi-state processes which are misclassified or observed only through a noisy marker. The package is intended to be straightforward to use, flexible and comprehensively documented. Worked examples are given of the use of msm to model chronic disease progression and screening. Assessment of model fit, and potential future developments of the software, are also discussed. |
| first_indexed | 2024-04-14T08:12:37Z |
| format | Article |
| id | doaj.art-2c3888d9832d4508bc97963fd31cedcd |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-04-14T08:12:37Z |
| publishDate | 2011-01-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-2c3888d9832d4508bc97963fd31cedcd2022-12-22T02:04:29ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602011-01-013808Multi-State Models for Panel Data: The msm Package for RChristopher H. JacksonPanel data are observations of a continuous-time process at arbitrary times, for example, visits to a hospital to diagnose disease status. Multi-state models for such data are generally based on the Markov assumption. This article reviews the range of Markov models and their extensions which can be fitted to panel-observed data, and their implementation in the msm package for R. Transition intensities may vary between individuals, or with piecewise-constant time-dependent covariates, giving an inhomogeneous Markov model. Hidden Markov models can be used for multi-state processes which are misclassified or observed only through a noisy marker. The package is intended to be straightforward to use, flexible and comprehensively documented. Worked examples are given of the use of msm to model chronic disease progression and screening. Assessment of model fit, and potential future developments of the software, are also discussed.http://www.jstatsoft.org/v38/i08/papermulti-state modelsMarkov modelspanel dataRmsm |
| spellingShingle | Christopher H. Jackson Multi-State Models for Panel Data: The msm Package for R Journal of Statistical Software multi-state models Markov models panel data R msm |
| title | Multi-State Models for Panel Data: The msm Package for R |
| title_full | Multi-State Models for Panel Data: The msm Package for R |
| title_fullStr | Multi-State Models for Panel Data: The msm Package for R |
| title_full_unstemmed | Multi-State Models for Panel Data: The msm Package for R |
| title_short | Multi-State Models for Panel Data: The msm Package for R |
| title_sort | multi state models for panel data the msm package for r |
| topic | multi-state models Markov models panel data R msm |
| url | http://www.jstatsoft.org/v38/i08/paper |
| work_keys_str_mv | AT christopherhjackson multistatemodelsforpaneldatathemsmpackageforr |