Rinku Sutradhar and Richard J. Cook have a new
paper in JRSS C. This builds on previous work on random effects multi-state models by Cook, Yi, Lee and Gladman (Biometrics, 2004). Here rather than using a discrete random effects distribution and assuming time homogeneity, they use an MCEM algorithm to allow multivariate normal random effects. In addition, piecewise constant transition intensities allow the assumption of time homogeneity to be relaxed.
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