Evaluation of a method for fitting a semi‐Markov process model in the presence of left‐censored spells using the Cardiovascular Health Study

We used a longitudinal data set covering 13 years from the Cardiovascular Health Study to evaluate the properties of a recently developed approach to deal with left censoring that fits a semi-Markov process (SMP) model by using an analog to the stochastic EM algorithm--the SMP-EM approach. It appears that the SMP-EM approach gives estimates of duration-dependent probabilities of health changes similar to those obtained by using SMP models that have the advantage of actual duration data. SMP-EM estimates of duration-dependent transition probabilities also appear more accurate and less variable than multi-state life table estimates.