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Mixed panel and exact-death likelihood (grD​(t)=∑s living​prs​(t)qsD​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Survival analysis Continuous-time multi-state model Panel-observed multi-state likelihood
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A clinic-observed interval ending in a recorded state contributes a transition probability. If the next observation is exact entry into an absorbing state but the preceding state is unobserved, its statistical probability density is ∑s living​prs​(t)qsD​, not prD​(t). Multiplying these conditional contributions yields a likelihood for mixed panel and exact-event observations.

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  1. Panel-observed multi-state likelihood
  2. Continuous-time multi-state model
  3. Survival analysis
  4. Probability and statistics
  5. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 32 / 2 / c / Solution

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