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Multi-state Markov models can be useful in analysing disease history data. We apply the general estimation methods of Kalbfleisch and Lawless to panel data in which individuals are viewed over only a portion of their life history and complete information about transition times between states is unavailable. Methods to assess goodness-of-fit are proposed. To illustrate the methods, we consider models of HIV disease relating important immunological marker measurements to the onset of AIDS.
Gentleman et al. (Sat,) studied this question.