Further topics in multistate modelling

In Section 5.2 on proportional cause-specific hazards models, we illustrated that one typically has to investigate the effect of a covariate on all transition hazards. We also outlined that some covariates may have a common effect on some of the cause-specific hazards, but this is rarely used in practical applications. In more complex multistate models, however, sample size restrictions may motivate more parsimonious models. In practice, this is typically achieved by analysing an extended data frame as in Section 5.2.2 (see the data frame xl) with one row for each individual and each transition. Such an extended data frame for multistate data has been discussed in Section 10.2. As illustrated in Section 5.2.2, transition-specific covariates are used which allow single covariates to have a common effect on some transition hazards and different effects on other hazards. One may also impose that a covariate has no effect on a certain hazard by setting the corresponding entry of the transition-specific covariate to zero.