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RaphaelS1 committed Nov 18, 2024
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Expand Up @@ -105,15 +105,15 @@ Once all hazards are estimated, the all-cause survival probability and CIFs can
Multi-state models can be considered the most general type of survival data, as other types (single-event, competing risks, recurrent events) can be viewed as special cases.

A common multi-state model, the illness-death model, is illustrated in @fig-multi-state, left panel.
Here healthy subjects can either transition to the terminal evant death (state 2) either directly (transition $0\rightarrow 1$) or after previous illness (transitions $0\rightarrow 1 \rightarrow 2$), without the possibility of back-transitions.
This is for example appropriate for chronic diseases or terminal illnesses.
The states are 'healthy' (State 0), with illness (State 1), or death (State 2).
Healthy subjects can transition directly to death ($0\rightarrow 1$) or after previous illness ($0\rightarrow 1 \rightarrow 2$), without the possibility of back-transitions.
Similar to competing risks, individual transitions are characterised by transition-specific hazards, denoted by $h_{\ell\rightarrow e}(\tau)$ or short $h_{\ell e}(\tau)$, where $\ell$ is the starting state and $e$ the end state for a transition, $\ell, e \in \{0,\ldots,k\}$.
Remaining in the same state (transition into the same sate $h_{\ell\ell}(\tau)$) is equivalent to being censored for any transition possible from that state.

![Left: The illness-death model where subjects can transition from state healthy (0) to state diseased (1) and terminal state death (2) without back-transitions. Right: Illustration of a general multi-state model with back-transitions. Here subjects can transition from state healthy (0) to different disease progressions with (partial) recovery and terminal state death.](Figures/survival/multi-state-examples-w-transitions.png){#fig-multi-state fig-alt="Schematic illustration of different multi-state models."}
![Left: The illness-death model where subjects can transition from states: healthy (0), with illness (1), and terminal state death (2) without back-transitions. Right: Illustration of a general multi-state model with back-transitions. Here subjects can transition from state healthy (0) to different disease progressions (1, 2) with (partial) recovery (0, 1) and terminal state death (3).](Figures/survival/multi-state-examples-w-transitions.png){#fig-multi-state fig-alt="Schematic illustration of different multi-state models."}

The right panel of @fig-multi-state depicts a more general multi-state setting with back-transitions.
One can think of transitions between a healthy state (0) to different disease progressions (1, 2) with possibilty of improvement and recovery, with possible transition to a terminal state (3).
One can think of transitions between a healthy state (0) to different disease progressions (1, 2) with possibilty of improvement and recovery, and possible transition to a terminal state (3).

When modeling such data, interest often lies in estimation of the transition hazards, but also in transition probabilities $P_{\ell e}(\zeta, \tau)$, that is the probability to transition from state $\ell$ to $e$ between time points $\zeta$ and $\tau$ or state occupation probabilities $P_e(\tau)$, the probability to occupy state $e$ at time $\tau$.
Transition probabilities are often summarized in a matrix of transtion probabilities $\mathbf{P}(\zeta, \tau)$, where rows indicate starting states and columns indicate end states.
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