Illness-death model 2026-10-06
An irreversible three-state illness-death model allows progression and death or , with state 3 absorbing. A constant-rate transition intensity matrix uses three free rates and rows , and . The labels can represent disease severity rather than literal health versus illness.
There are three free transition intensities: progression, death from the initial state, and death from the advanced state. In the three-state illness-death model, state 3 is an absorbing state, and there is no recovery transition.
Figure 1.
Irreversible three-state progression model with mild, severe and absorbing death states
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Writing , and , with all three nonnegative, the transition intensity matrix is
Each diagonal entry is minus the sum of the row's outgoing transition intensities, rather than an additional unknown parameter. A continuous-time multi-state model with these rates describes the severity labels in the observations; an explicit cured state would require a richer state space.