Abstract
We consider graphs, confidence procedures and tests that can be used to compare transition probabilities in a Markov chain model with intensities specified by a Cox proportional hazard model. Under assumptions of this model, the regression coefficients provide information about the relative risks of covariates in one–step transitions, however, they cannot in general be used to to assess whether or not the covariates have a beneficial or detrimental effect on the endpoint events. To alleviate this problem, we consider graphical tests based on confidence procedures for a generalized Q–Q plot and for the difference between transition probabilities. The procedures are illustrated using data of the International Bone Marrow Transplant Registry.
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Dabrowska, D.M., Ho, Wt. Confidence Bands for Comparison of Transition Probabilities in a Markov Chain Model. Lifetime Data Anal 6, 5–21 (2000). https://doi.org/10.1023/A:1009681332533
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DOI: https://doi.org/10.1023/A:1009681332533