The fitted progressive illness-death model has three allowed arrows: with estimated transition intensity , with , and with , all in years. State 3 is an absorbing state, and state 2 has no return arrow.
Figure 1.
Progressive three-state model with estimated annual transition intensities
.
Once in state 2, the holding time has an exponential distribution with rate , so the mean holding time from a transition intensity matrix is
Apply a confidence interval for an inverse rate to the printed rate interval : since inversion reverses order, the approximate 95% interval for the mean is
The time-homogeneous Markov property makes the future depend only on the current state; the exponential distribution also has the memoryless property. For a person currently in state 2,
Equivalently, . Thus the fitted two-year death probability is approximately 11.6%.