2014
DOI: 10.18637/jss.v062.i04
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TPmsm: Estimation of the Transition Probabilities in 3-State Models

Abstract: One major goal in clinical applications of multi-state models is the estimation of transition probabilities. The usual nonparametric estimator of the transition matrix for nonhomogeneous Markov processes is the Aalen-Johansen estimator (Aalen and Johansen 1978). However, two problems may arise from using this estimator: first, its standard error may be large in heavy censored scenarios; second, the estimator may be inconsistent if the process is non-Markovian. The development of the R package TPmsm has been mo… Show more

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Cited by 13 publications
(8 citation statements)
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“…In addition, the number of R packages focused on the estimation of statistical models using the Markov Chain Monte Carlo simulation approach is sensibly bigger. Finally, the msm (Jackson, 2011), heemod (Antoine Filipovi et al, 2017) and the TPmsm packages (Artur Araújo et al, 2014) focus on health applications of multi -state analysis using different kinds of models, including Markov-related ones among them.…”
Section: Analysis Of Existing Dtmc-related Softwarementioning
confidence: 99%
“…In addition, the number of R packages focused on the estimation of statistical models using the Markov Chain Monte Carlo simulation approach is sensibly bigger. Finally, the msm (Jackson, 2011), heemod (Antoine Filipovi et al, 2017) and the TPmsm packages (Artur Araújo et al, 2014) focus on health applications of multi -state analysis using different kinds of models, including Markov-related ones among them.…”
Section: Analysis Of Existing Dtmc-related Softwarementioning
confidence: 99%
“…The parameters of interest in the multistate model for this study are: (i) the relationship between covariates and time to event; (ii) the transition intensities (hazard rates) ( 31 , 32 ).…”
Section: Methodsmentioning
confidence: 99%
“…For small sample sizes, the presmoothed Aalen-Johansen estimator (Moreira et al, 2013) might be preferred. We will use the Aalen-Johansen estimator implemented in the R package TPmsm (Araújo et al, 2014) to carry out our estimation and therefore concentrate on evaluation of the loss function and optimization of the surveillance time points.…”
Section: The Loss Function Under the Nonhomogeneous Markov Modelmentioning
confidence: 99%