Confidence bands for comparison of transition probabilities in a Markov chain model.

Confidence bands for comparison of transition probabilities in a Markov chain model.
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用于比较马尔可夫链模型中的转移概率的置信带。

DOI:
10.1023/a:1009681332533
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发表时间:
2000
影响因子:
1.3
通讯作者:
Ho,WT
Ho,WT
中科院分区:
数学3区
文献类型:
--
作者:
Dabrowska,DM;Ho,WT

文献摘要

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我们考虑可用于将马尔可夫链模型中的转移概率与 Cox 比例风险模型指定的强度进行比较的图表、置信过程和测试。在该模型的假设下,回归系数提供了有关一步转换中协变量的相对风险的信息,但是,它们通常不能用于评估协变量对终点事件是否具有有益或有害的影响。为了缓解这个问题,我们考虑基于广义 Q-Q 图和转移概率之间差异的置信程序进行图形测试。该程序使用国际骨髓移植登记处的数据进行说明。
We consider graphs, confidence procedures and tests that can be used to compare transition probabilities in a Markov chain model with intensities specified by a Cox proportional hazard model. Under assumptions of this model, the regression coefficients provide information about the relative risks of covariates in one–step transitions, however, they cannot in general be used to to assess whether or not the covariates have a beneficial or detrimental effect on the endpoint events. To alleviate this problem, we consider graphical tests based on confidence procedures for a generalized Q–Q plot and for the difference between transition probabilities. The procedures are illustrated using data of the International Bone Marrow Transplant Registry.