Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 207 1 b ii Solution Created 2026-10-03 Updated 2026-10-05
The four-parameter panel-observed multi-state likelihood requires the following additional assumptions.
- Irreversibility: the chronic disease can progress but cannot improve, so and state 3 is absorbing. Merely permitting transitions between adjacent states does not impose this; allowing regression would require additional transition intensities.
- Piecewise-constant age: the current age is held at 50 and 55 over the respective observation intervals. Actual age changes continuously, and a five-year interval can be too long for this approximation when the age effect is substantial.
- Log-linear age effects and common rates: the specified age functions apply to the patient, without unmodelled heterogeneity or other changing covariates.
- Observation mechanism: disease states are recorded without misclassification, and examination times or dropout carry no additional information about the underlying process once the modelled history is given. A new visit only one year after a five-year gap might have been prompted by worsening symptoms, making the observation schedule informative.
If age is instead updated continuously, the model is time-inhomogeneous and the displayed homogeneous transition formula is not exact. For example, setThen the exact irreversible likelihood contribution isThus the simple closed form uses an explicit frozen-age approximation; adjacency alone and continuously evolving age do not determine that form.