Skip to main content

Statistical Packages for Multistate Life History Analysis

  • Chapter
  • First Online:
Multistate Analysis of Life Histories with R

Part of the book series: Use R! ((USE R))

Abstract

The Comprehensive R Archive Network (CRAN) (http://cran.r-project.org/) has a number of statistical packages for multistate analysis of event histories (multistate survival analysis). These packages focus on statistical inference, i.e. the estimation of transition rates and transition probabilities from empirical data. In this Chapter, the following packages are covered: survival by Therneau and Lumley, eha by Broström, mvna and etm by Allignol et al., mstate by Putter et al. and msm by Jackson. For an up-to-date overview of packages for survival analysis, the reader is referred to the CRAN Task View on Survival Analysis, maintained by Allignol and Latouche. The Task View has a section on multistate models. For a review of methods for estimating multistate models, the reader is referred to Chap. 2 and, for a more extensive treatment, to Aalen et al. (2008), in particular Chap. 3), Beyersmann et al. (2012), and a special issue of the Journal of Statistical Software (January 2011), edited by Putter. For recent advances in demography, see Willekens and Putter (2014). In essence, the method consists of counting transitions (events) and numbers of persons at risk of a transition just before the transition occurs or in the observation interval. The chapter consists of five sections, in addition to the introduction. Section 6.1 describes the survival package, Sect. 6.2 the eha package, Sect. 6.3 the mvna and etm packages, Sect. 6.4 the mstate package and Sect. 6.5 the msm package.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    The variables NOJ and pres are taken from the original data file rrdat. Their values are suppressed in the wide data format.

  2. 2.

    Note that the variable sex may be denoted by 1 and 2. To convert the numeric value of the categories to labels, use

    figure t
  3. 3.

    The model is also discussed by Blossfeld and Rohwer (2002).

References

  • Aalen, O. O., Borgan, Ă˜., & Gjessing, H. K. (2008). Survival and event history analysis. A process point of view. New York: Springer.

    Book  MATH  Google Scholar 

  • Allignol, A. (2013). Package mvna. Nelson-Aalen estimator of the cumulative hazard in multistate models. Published on CRAN.

    Google Scholar 

  • Allignol, A. (2014). Package etm. Empirical transition matrix. Published on CRAN.

    Google Scholar 

  • Allignol, A., Beyersmann, J., & Schumacher, M. (2008). mvna: An R package for the Nelson-Aalen estimator in multistate models. R Newsletter, 8(2), 48–50.

    Google Scholar 

  • Allignol, A., Schumacher, M., & Beyersmann, J. (2011). Empirical transition matrix of multistate models: The etm package. Journal of Statistical Software, 38(4), 15.

    Google Scholar 

  • Andersen, P. K., & Keiding, N. (2002). Multi-state models for event history analysis. Statistical Methods in Medical Research, 11, 91–115.

    Article  MATH  Google Scholar 

  • Andersen, P. K., Borgan, O., Gill, R. D., & Keiding, N. (1993). Statistical models based on counting processes. New York: Springer.

    Book  MATH  Google Scholar 

  • Beyersmann, J., Schumacher, M., & Allignol, A. (2012). Competing risks and multistate models with R. New York: Springer.

    Book  MATH  Google Scholar 

  • Blossfeld, H. P., & Rohwer, G. (2002). Techniques of event history modeling. New approaches to causal analysis (2nd ed.). Mahwah: Lawrence Erlbaum Associates.

    MATH  Google Scholar 

  • Borgan, O. (1998). Three contributions to the Encyclopedia of Biostatistics: The Nelson-Aalen, Kaplan-Meier and Aalen-Johansen estimators. Encyclopedia of Biostatistics. Chichester: Wiley.

    Google Scholar 

  • Broström, G. (2003). http://tolstoy.newcastle.edu.au/R/announce/03/0029.html. Accessed 4 May 2014.

  • Broström, G. (2012). Event history analysis with R. Boca Raton: CRC Press.

    MATH  Google Scholar 

  • Broström, G. (2014). Package eha. Event history analysis. Published on CRAN.

    Google Scholar 

  • de Wreede, L. C., Fiocco, M., & Putter, H. (2010). The mstate package for estimation and prediction in non- and semi-parametric multi-state and competing risks models. Computer Methods and Programs in Biomedicine, 99, 261–274. doi:10.1016/j.cmpb.2010.01.001.

    Article  Google Scholar 

  • de Wreede, L. C., Fiocco, M., & Putter, H. (2011). mstate: An R package for the analysis of competing risks and multistate models. Journal of Statistical Software, 38(7), 1–30.

    Google Scholar 

  • Jackson, C. (2007). Multi-state modelling with R: The msm package.

    Google Scholar 

  • Jackson, C. (2011). Multi-state models for panel data: The msm package for R. Journal of Statistical Software, 38(8), 28.

    Google Scholar 

  • Jackson, C. (2014). Package msm. Multi-state Markov and hidden Markov models in continuous time. Published on CRAN.

    Google Scholar 

  • Kalbfleisch, J. D., & Lawless, J. F. (1985). The analysis of panel data under a Markov assumption. Journal of the American Statistical Association, 80(392), 863–871.

    Article  MathSciNet  MATH  Google Scholar 

  • Lumley, T. (2004). The survival package. The newsletter of the R project. 4/1, June 2004, pp. 26–28.

    Google Scholar 

  • Mills, M. (2011). Introducing survival and event history analysis. London: Sage.

    Google Scholar 

  • Putter, H. (2009). Tutorial in biostatistics: Competing risks and multi-state analysis using the mstate package. Manuscript.

    Google Scholar 

  • Putter, H., Fiocco, M., & Geskus, R. B. (2007). Tutorial in biostatistics: Competing risks and multi-state models. Statistics in Medicine, 26, 2389–2430.

    Article  MathSciNet  Google Scholar 

  • Putter, H., de Wreede, L., & Fiocco, M. (2011). Package mstate. Data preparation, estimation and prediction in multistate models. Published on CRAN.

    Google Scholar 

  • Therneau, T. M. (1999). A package for survival analysis in S. Published on http://www.mayo.edu/research/documents/tr53pdf/DOC-10027379. Accessed 4 May 2014.

  • Therneau, T. M. (2014). Package survival. Survival analysis. Published on CRAN.

    Google Scholar 

  • Therneau, T. M., & Grambsch, P. M. (2000). Modeling survival data: Extending the Cox model. New York: Springer.

    Book  Google Scholar 

  • Willekens, F., & Putter, H. (2014). Multistate event history analysis. Special collection of Demographic Research. www.demographic-research.org

  • Borgan, O., & Hoem, J. M. (1988). Demographic reproduction rates and the estimation of an expected total count per person in an open population. Journal of the American Statistical Association, 83(403), 886–891.

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Willekens, F. (2014). Statistical Packages for Multistate Life History Analysis. In: Multistate Analysis of Life Histories with R. Use R!. Springer, Cham. https://doi.org/10.1007/978-3-319-08383-4_6

Download citation

Publish with us

Policies and ethics