University of Haifa - Statistics Seminar

Estimating Hitting Times from Panel Data

Micha Mandel, Hebrew University of Jerusalem

June 25, 2008

I consider data on independent Markov processes which are not followed continuously, but are only observed at several time points and their states then are recorded. The aim is to estimate time-to-event probabilities which are defined on the processes' paths. A simple example of such an event is the first visit to a set of states. However, more interesting events are defined by several time points. An example is the first time the process stays in state j at least \Delta time units. Such events are very important in studying diseases such as multiple sclerosis, where the focus is on sustained progression defined by a worsening that lasts six months or more. In this talk, I discuss modeling and estimation of panel data in both the continuous and the discrete time cases, and present new methods for prediction. I demonstrate the methodology using data from a phase III clinical trial of relapsing remitting multiple sclerosis.

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