Pseudo-observations in a multistate setting

Abstract

Regression analyses of how state occupation probabilities or expected lengths of stay depend on covariates in multistate settings can be performed using the pseudo-observation method, which involves calculating jackknife pseudo-observations based on some estimator of the expected value of the outcome. In this article, we present a new command, stpmstate, that calculates such pseudo-observations based on the Aalen–Johansen estimator. We give examples of use of the command, and we conduct a small simulation study to offer insights into the pseudo-observation regression approach.