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Log-linear transition intensity model (qrs​(t∣z)=eθ0​+θTz(t))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Survival analysis Continuous-time multi-state model Transition intensity
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A positive transition intensity can be modeled as qrs​(t∣z)=exp(θ0​+θTz(t)). A unit increase in a fixed covariate multiplies the intensity by eθj​. A changing covariate generally gives a time-dependent generator matrix.

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  1. Transition intensity
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  3. Survival analysis
  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 32 / 2 / e / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 207 / 2 / d / Solution

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