Zeitschriftenartikel

Estimating the number and length of episodes in disability using a Markov chain approach

Population Health Metrics, 18:15, 1–9 (2020)
Open Access
Reproduzierbar

Abstract

Background: Markov models are a key tool for calculating expected time spent in a state, such as active life expectancy and disabled life expectancy. In reality, individuals often enter and exit states recurrently, but standard analytical approaches are not able to describe this dynamic. We develop an analytical matrix approach to calculating the expected number and length of episodes spent in a state.
Methods: The approach we propose is based on Markov chains with rewards. It allows us to identify the number of entries into a state and to calculate the average length of episodes as total time in a state divided by the number of entries. For sampling variance estimation, we employ the block bootstrap. Two case studies that are based on published literature illustrate how our methods can provide new insights into disability dynamics.
Results:The first application uses a classic textbook example on prednisone treatment and liver functioning among liver cirrhosis patients. We replicate well-known results of no association between treatment and survival or recovery. Our analysis of the episodes of normal liver functioning delivers the new insight that the treatment reduced the likelihood of relapse and extended episodes of normal liver functioning. The second application assesses frailty and disability among elderly people. We replicate the prior finding that frail individuals have longer life expectancy in disability. As a novel finding, we document that frail individuals experience three times as many episodes of disability that were on average twice as long as the episodes of nonfrail individuals.
Conclusions: We provide a simple analytical approach for calculating the number and length of episodes in Markov chain models. The results allow a description of the transition dynamics that goes beyond the results that can be obtained using standard tools for Markov chains. Empirical applications using published data illustrate how the new method is helpful in unraveling the dynamics of the modeled process.

Das Max-Planck-Institut für demografische Forschung (MPIDR) in Rostock ist eines der international führenden Zentren für Bevölkerungswissenschaft. Es gehört zur Max-Planck-Gesellschaft, einer der weltweit renommiertesten Forschungsgemeinschaften.