A flexible semi-Markov model for interval-censored data and goodness-of-fit testing

Yohann Foucher, M. Giral, J.P. Soulillou, and J.P. Daures have a paper to appear in Statistical Methods in Medical Research. They fit a semi-Markov model to a progressive multi-state model with two possible absorbing states. The data are interval censored and the likelihood is calculated through Gauss-Legendre quadrature. A goodness-of-fit procedure, based on comparing observed and expected transitions into the absorbing state is also proposed.