Evaluation of a method for fitting a semi‐Markov process model in the presence of left‐censored spells using the Cardiovascular Health Study

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Abstract
We used a longitudinal data set covering 13 years from the Cardiovascular Health Study to evaluate the properties of a recently developed approach to deal with left censoring that fits a semi‐Markov process (SMP) model by using an analog to the stochastic EM algorithm—the SMP‐EM approach. It appears that the SMP‐EM approach gives estimates of duration‐dependent probabilities of health changes similar to those obtained by using SMP models that have the advantage of actual duration data. SMP‐EM estimates of duration‐dependent transition probabilities also appear more accurate and less variable than multi‐state life table estimates. Published in 2008 by John Wiley & Sons, Ltd.