In this work, we present direct regression analysis for the transition probabilities in the possibly non-Markov progressive illness–death model. The method is based on binomial regression, where the response is the indicator of the occupancy for the given state along time. Randomly weighted score equations that are able to remove the bias due to censoring are introduced. By solving these equations, one can estimate the possibly time-varying regression coefficients, which have an immediate interpretation as covariate effects on the transition probabilities. The performance of the proposed estimator is investigated through simulations. We apply the method to data from the Registry of Systematic Lupus Erythematosus RELESSER, a multicenter registry created by the Spanish Society of Rheumatology. Specifically, we investigate the effect of age at Lupus diagnosis, sex, and ethnicity on the probability of damage and death along time.
This work was supported by funding from the European Community's Seventh Framework ProgrammeFP7/2011: Marie Curie Initial Training Network MEDIASRES (“Novel Statistical Methodology for Diagnostic/Prognostic and Therapeutic Studies and Systematic Reviews”; www.mediasres‐itn.eu) with the Grant Agreement Number 290025. Third author was supported by the Grant MTM2014‐55966‐P of the Spanish Ministerio de Economía y Competitividad and by CINBIO ‐ Centro Singular de Investigación de Galicia 2016–2019, Consellería de Cultura, Educación e Ordenación Universitaria (FEDER support included).