Comparison of Estimators for Multi-State Models in Potentially Non-Markov Processes

TL;DR

This paper compares different estimators for multi-state models, introducing a new hybrid estimator using a Cox model, and evaluates their performance across various non-Markov settings through extensive simulations.

Contribution

It proposes a new hybrid Aalen-Johansen estimator using a Cox model and provides a comprehensive comparison of four estimators in diverse multi-state scenarios.

Findings

Hybrid estimators perform well across various settings

The new Cox-based hybrid estimator shows favorable bias and variance

Estimator performance depends on non-Markov behavior and transition types

Abstract

Various estimators for modelling the transition probabilities in multi-state models have been proposed, e.g., the Aalen-Johansen estimator, the landmark Aalen-Johansen estimator, and a hybrid Aalen-Johansen estimator. While the Aalen-Johansen estimator is generally only consistent under the rather restrictive Markov assumption, the landmark Aalen-Johansen estimator can handle non-Markov multi-state models. However, the landmark Aalen-Johansen estimator leads to a strict data reduction and, thus, to an increased variance. The hybrid Aalen-Johansen estimator serves as a compromise by, firstly, checking with a log-rank-based test whether the Markov assumption is satisfied. Secondly, landmarking is only applied if the Markov assumption is rejected. In this work, we propose a new hybrid Aalen-Johansen estimator which uses a Cox model instead of the log-rank-based test to check the Markov assumption in the first step. Furthermore, we compare the four estimators in an extensive simulation study across Markov, semi-Markov, and distinct non-Markov settings. In order to get deep insights into the performance of the estimators, we consider four different measures: bias, variance, root mean squared error, and coverage rate. Additionally, further influential factors on the estimators such as the form and degree of non-Markov behaviour, the different transitions, and the starting time are analysed. The main result of the simulation study is that the hybrid Aalen-Johansen estimators yield favourable results across various measures and settings.