Mstatecox: A Package for Simulating Transition Probabilities from Semiparametric Multistate Survival Models

Abstract

Multistate duration models are a valuable tool used in multiple fields to examine how subjects move through a series of discrete phases and stages. The models themselves may be fit using common statistical software, but their broader adoption has been limited because of a lack of software to substantively interpret their results. Transition probabilities are the common postestimation quantity for interpreting multistate duration model results. De Wreede, Fiocco, and Putter's (2011, Journal of Statistical Software 38(7): 1–30) mstate package provides R with the functionality to estimate these quantities from semiparametric multistate models, yet no Stata equivalent exists for semiparametric models. We introduce a new set of Stata commands to meet this need. Our mstatecox suite calculates transition probabilities from semiparametric multistate duration models with simulation. It can accommodate any configuration of stages and also has the ability to accommodate time-interacted covariates. We demonstrate our package's functionality using de Wreede, Fiocco, and Putter‘s European Registry of Blood and Marrow Transplantation example dataset.