[R] RE: New package: msm for multi-state models

Eduwin Pakpahan epakpahan at hki-indonesia.org
Tue Nov 12 06:26:06 CET 2002

Dear Chris,
I am afraid that Maximum Likelihood will fail for some condition
(inconsistencies of ML), e.g. with nuisance parameters, then, do you
have any other method(s) beside ML? 


 -----Original Message-----
From: 	owner-r-announce at stat.math.ethz.ch
[mailto:owner-r-announce at stat.math.ethz.ch]  On Behalf Of Chris Jackson
Sent:	Monday, November 11, 2002 7:08 PM
To:	R-Announce
Subject:	New package: msm for multi-state models

Dear R users,

A new package "msm", for multi-state modelling, is now available on
It can be used to fit continuous-time Markov models to
categorical processes.  These models are typically used for the 
progression of
chronic diseases, where a patient visits a doctor at irregular intervals

and is
diagnosed as being in one of a set of disease stages. The transition
of the Markov process can be modelled as a function of covariates, and 
the models
are estimated by maximum likelihood.

The software can also fit a form of hidden Markov model: a multi-state
model in which the stages are observed with misclassification.  These 
might be
used in cases where a disease screening test is subject to false 
positives or negatives.
The probabilities of misclassification and the Markov chain transition 
rates can then
be estimated simultaneously, by maximum likelihood.  Covariates can be 
fitted to
both the transition rates and the misclassification probabilities.

Bug reports, reports of successes or failures, and suggestions for 
improvement are
welcome. We would also be interested to hear what applications people 
might be
interested in using this package for.

Christopher Jackson <chris.jackson at ic.ac.uk>, Research Associate,
Department of Epidemiology and Public Health, Imperial College School of

Medicine, Norfolk Place, London W2 1PG

r-announce mailing list -- Read
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To:
r-announce-request at stat.math.ethz.ch

r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list