Multi-state models and missing covariate data: expectation–maximization algorithm for likelihood estimation
Abstract
Multi-state models have been widely used to analyse longitudinal event history data obtained in medical and epidemiological studies. The tools and methods developed recently in this area require completely observed data. However, missing data within variables of interest are very common in practice, and they have been an issue in applications. We propose a type of expectation–maximization (EM) algorithm, which handles missingness within multiple binary covariates efficiently, for...