Write for the transition probabilities generated by the constant intensity matrix. The panel-observed multi-state likelihood contributions are:
  • Patient 2 may have entered the stroke state either without or with unobserved dementia. The exactly timed stroke contributes
    (2)
    With no information after admission, the later contribution is one.
  • For patient 3, sum over the two possible states immediately after the stroke, propagate to observed state 4 over the following years, and then require death directly from state 4:
    (3)

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