B0310
Title: Methods for checking the Markov condition in multi-state survival data
Authors: Luis Machado - University of Minho (Portugal) [presenting]
Abstract: The inference in multi-state models is traditionally performed under a Markov assumption. This assumption claims that given the present state, the future evolution of the process is independent of the states previously visited and the transition times among them. Usually, this assumption is checked including covariates depending on the history. However, since previous landmark methods of the transition probabilities are free of the Markov assumption, they can also be used to introduce such tests (at least in the scope of the progressive multi-state models) by measuring their discrepancy to Markovian estimators. For each fixed value $s > 0$, local and graphical tests will be proposed in which we compare the estimated curves of the transition probabilities $p_{ij}(s,t)$, $t>s$, from the so-called Aalen-Johansen estimator (Markovian) and the landmark methods which are free of the Markov condition.
