title: A nonparametric test for Markovianity in the illness-death model.
abstract: Multistate models are useful tools for modeling disease progression when survival is the main outcome, but several intermediate events of interest are observed during the follow-up time. The illness-death model is a special multistate model with important applications in the biomedical literature. It provides a suitable representation of the individual's history when a unique intermediate event can be experienced before the main event of interest. Nonparametric estimation of transition probabilities in this and other multistate models is usually performed through the Aalen-Johansen estimator under a Markov assumption. The Markov assumption claims that given the present state, the future evolution of the illness is independent of the states previously visited and the transition times among them. However, this assumption fails in some applications, leading to inconsistent estimates. In this paper, we provide a new approach for testing Markovianity in the illness-death model. The new method is based on measuring the future-past association along time. This results in a detailed inspection of the process, which often reveals a non-Markovian behavior with different trends in the association measure. A test of significance for zero future-past association at each time point is introduced, and a significance trace is proposed accordingly. Besides, we propose a global test for Markovianity based on a supremum-type test statistic. The finite sample performance of the test is investigated through simulations. We illustrate the new method through the analysis of two biomedical data analysis.
authors.affiliation: SiDOR Research Group, University of Vigo, Facultade de CC Económicas e Empresariais, Campus Lagoas-Marcosende, 36310 Vigo, Spain. margirondo@uvigo.es
authors.forename: Mar
authors.initials: M
authors.lastname: Rodríguez-Girondo
authors.forename: Jacobo
authors.initials: J
authors.lastname: de Uña-Álvarez
mesh_terms: D001699:Biometry / Q000379:methods*; D016026:Bone Marrow Transplantation; D003198:Computer Simulation; D018450:Disease Progression; D006801:Humans; D015470:Leukemia, Myeloid, Acute / Q000401:mortality / Q000628:therapy; D008390:Markov Chains; D008954:Models, Biological; D009010:Monte Carlo Method; D015337:Multicenter Studies as Topic / Q000706:statistics & numerical data; D018709:Statistics, Nonparametric; D016019:Survival Analysis; D016896:Treatment Outcome