Abstract
In studies of serial cancer markers or disease states and their relation to survival, data on the marker or state are usually obtained at infrequent time points during follow-up. A Markov model is developed to assess the dependence of risk of death on marker level or disease state and inferences within this model are based directly on data collected in this haphazard way. An application relating changing levels of serum alpha-fetoprotein to death in hepatocellular carcinoma is discussed in detail.