A computer program for an illness-death process with time-dependent covariates.

Abstract

This paper presents a computer program for estimating transition probabilities between states in a stochastic model for an illness-death process which incorporates time-dependent covariates. Parameters are estimated by the method of maximum likelihood using the Newton-Raphson iterative procedure. The program provides the standard normal deviate statistics as well as the value of the maximum of the likelihood function which can be used on repeated applications to test hypotheses concerning coefficients associated with covariates. Although this program is demonstrated by using a model with two 'illness' states and two 'death' states, it is also suitable for analyzing data with models involving fewer states, such as the analysis of survival time with covariates assuming a proportional hazard model.