Preface |
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xv | |
Acknowledgments |
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xvii | |
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1 | (16) |
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1.1 Multi-state survival models |
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1 | (2) |
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3 | (2) |
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5 | (7) |
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1.3.1 Cardiac allograft vasculopathy (CAV) study |
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5 | (3) |
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1.3.2 A four-state progressive model |
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8 | (4) |
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1.4 Overview of methods and literature |
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12 | (2) |
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1.5 Data used in this book |
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14 | (3) |
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2 Modelling Survival Data |
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17 | (16) |
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2.1 Features of survival data and basic terminology |
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17 | (1) |
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2.2 Hazard, density, and survivor function |
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18 | (2) |
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2.3 Parametric distributions for time to event |
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20 | (4) |
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2.3.1 Exponential distribution |
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20 | (1) |
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2.3.2 Weibull distribution |
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21 | (1) |
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2.3.3 Gompertz distribution |
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21 | (1) |
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2.3.4 Comparing exponential, Weibull and Gompertz |
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22 | (2) |
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2.4 Regression models for the hazard |
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24 | (1) |
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2.5 Piecewise-constant hazard |
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24 | (1) |
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2.6 Maximum likelihood estimation |
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25 | (1) |
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2.7 Example: survival in the CAV study |
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26 | (7) |
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3 Progressive Three-State Survival Model |
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33 | (22) |
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3.1 Features of multi-state data and basic terminology |
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33 | (2) |
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35 | (3) |
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35 | (1) |
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36 | (1) |
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37 | (1) |
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37 | (1) |
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3.3 Regression models for the hazards |
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38 | (1) |
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3.4 Piecewise-Constant hazards |
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38 | (1) |
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3.5 Maximum likelihood estimation |
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39 | (2) |
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41 | (3) |
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44 | (11) |
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3.7.1 Parkinson's disease study |
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44 | (2) |
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3.7.2 Baseline hazard models |
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46 | (5) |
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51 | (4) |
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4 General Multi-State Survival Model |
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55 | (40) |
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4.1 Discrete-time Markov process |
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55 | (1) |
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4.2 Continuous-time Markov processes |
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56 | (4) |
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4.3 Hazard regression models for transition intensities |
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60 | (1) |
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4.4 Piecewise-constant hazards |
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61 | (2) |
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4.5 Maximum likelihood estimation |
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63 | (3) |
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66 | (3) |
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69 | (1) |
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70 | (11) |
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4.8.1 English Longitudinal Study of Ageing (ELSA) |
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70 | (2) |
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4.8.2 A five-state model for remembering words |
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72 | (9) |
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81 | (3) |
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84 | (11) |
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4.10.1 Cognitive Function and Ageing Study (CFAS) |
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84 | (2) |
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4.10.2 A five-state model for cognitive impairment |
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86 | (9) |
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95 | (24) |
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5.1 Mixed-effects models and frailty terms |
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95 | (2) |
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5.2 Parametric frailty distributions |
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97 | (1) |
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5.3 Marginal likelihood estimation |
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98 | (3) |
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5.4 Monte-Carlo Expectation-Maximisation algorithm |
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101 | (3) |
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5.5 Example: frailty in ELSA |
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104 | (4) |
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5.6 Non-parametric frailty distribution |
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108 | (3) |
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5.7 Example: frailty in ELSA (continued) |
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111 | (8) |
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6 Bayesian Inference for Multi-State Survival Models |
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119 | (22) |
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119 | (2) |
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121 | (5) |
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6.3 Deviance information criterion (DIC) |
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126 | (2) |
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6.4 Example: frailty in ELSA (continued) |
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128 | (1) |
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6.5 Inference using the BUGS software |
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129 | (12) |
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6.5.1 Adapted likelihood function |
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132 | (1) |
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6.5.2 Multinomial distribution |
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133 | (1) |
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134 | (1) |
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6.5.4 Example: frailty in the Parkinson's disease study |
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135 | (6) |
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7 Residual State-Specific Life Expectancy |
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141 | (18) |
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141 | (1) |
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7.2 Definitions and data considerations |
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142 | (4) |
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7.3 Computation: integration |
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146 | (1) |
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7.4 Example: a three-state survival process |
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147 | (3) |
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7.5 Computation: Micro-simulation |
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150 | (3) |
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7.6 Example: life expectancies in CFAS |
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153 | (6) |
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159 | (40) |
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8.1 Discrete-time model for continuous-time process |
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159 | (6) |
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162 | (1) |
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8.1.2 Example: Parkinson's disease study revisited |
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163 | (2) |
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8.2 Using cross-sectional data |
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165 | (11) |
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8.2.1 Three-state model, no death |
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166 | (5) |
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8.2.2 Three-state survival model |
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171 | (5) |
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176 | (4) |
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8.4 Modelling the first observed state |
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180 | (2) |
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8.5 Misclassification of states |
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182 | (6) |
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8.5.1 Example: CAV study revisited |
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185 | (3) |
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8.5.2 Extending the misclassification model |
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188 | (1) |
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8.6 Smoothing splines and scoring |
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188 | (4) |
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8.6.1 Example: ELSA study revisited |
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191 | (1) |
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8.6.2 More on the use of splines |
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192 | (1) |
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192 | (7) |
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A Matrix P(t) When Matrix Q Is Constant |
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199 | (8) |
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201 | (1) |
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202 | (3) |
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A.3 Models with more than three states |
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205 | (2) |
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B Scoring for the Progressive Three-State Model |
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207 | (4) |
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C Some Code for the R and BUGS Software |
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211 | (11) |
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C.1 General-purpose optimiser |
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211 | (1) |
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212 | (2) |
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214 | (2) |
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216 | (1) |
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C.5 Code for numerical integration |
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217 | (1) |
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218 | (4) |
Bibliography |
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222 | (13) |
Index |
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235 | |