SciELO - Scientific Electronic Library Online

 
vol.30 número2A Jackknife Variance Estimator under Two-Fases Sampling with Unequal ProbabilityCombination of Factorial Methods and Cluster Analysis in R: The Package FactoClass índice de autoresíndice de assuntospesquisa de artigos
Home Pagelista alfabética de periódicos  

Serviços Personalizados

Journal

Artigo

Indicadores

Links relacionados

  • Em processo de indexaçãoCitado por Google
  • Não possue artigos similaresSimilares em SciELO
  • Em processo de indexaçãoSimilares em Google

Compartilhar


Revista Colombiana de Estadística

versão impressa ISSN 0120-1751

Resumo

SALAZAR, JUAN CARLOS et al. Three state Markov model: comparing three parameterizations of the transition intensity rate. Application to rheumatoid arthritis data. Rev.Colomb.Estad. [online]. 2007, vol.30, n.2, pp.213-229. ISSN 0120-1751.

We consider a three state model with an absorbing state assuming an underlying Markov process to explain the dependence among observations within subjects. We compare, using a simulation study, three different parameterizations of the transition intensity rate: the first one is based on the Andersen-Gills multiplicative hazard model (Andersen et al. 1993), the second one is based on the logistic model, and the third one depends on the complementary log-log model. The method to estimate the effect of the parameters is based on the likelihood function which can be optimized using the exact solutions of a Kolmogorov forward differential equations system in conjunction with the Newton-Raphson algorithm (Abramowitz & Stegun 1972). We use the relative bias to select the best estimation estrategy. The methodology is ilustrated using longitudinal data about rheumatoid arthritis (RA) from the Corporación para Investigaciones Biológicas, CIB.

Palavras-chave : Stochastic processes; Intensity rates; Longitudinal data; Rheumatoid Arthritis.

        · resumo em Espanhol     · texto em Espanhol     · Espanhol ( pdf )

 

Creative Commons License Todo o conteúdo deste periódico, exceto onde está identificado, está licenciado sob uma Licença Creative Commons