Statistical Packages for Multistate Life History Analysis

Abstract

The Comprehensive R Archive Network (CRAN) (http://cran.r-project.org/) has a number of statistical packages for multistate analysis of event histories (multistate survival analysis). These packages focus on statistical inference, i.e. the estimation of transition rates and transition probabilities from empirical data. In this Chapter, the following packages are covered: survival by Therneau and Lumley, eha by Broström, mvna and etm by Allignol et al., mstate by Putter et al. and msm by Jackson. For an up-to-date overview of packages for survival analysis, the reader is referred to the CRAN Task View on Survival Analysis, maintained by Allignol and Latouche. The Task View has a section on multistate models. For a review of methods for estimating multistate models, the reader is referred to Chap. 2 and, for a more extensive treatment, to Aalen et al. (2008), in particular Chap. 3), Beyersmann et al. (2012), and a special issue of the Journal of Statistical Software (January 2011), edited by Putter. For recent advances in demography, see Willekens and Putter (2014). In essence, the method consists of counting transitions (events) and numbers of persons at risk of a transition just before the transition occurs or in the observation interval. The chapter consists of five sections, in addition to the introduction. Section 6.1 describes the survival package, Sect. 6.2 the eha package, Sect. 6.3 the mvna and etm packages, Sect. 6.4 the mstate package and Sect. 6.5 the msm package.