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SEMINAR IN LEICESTER There will be a seminar in Leicester at 4.30 pm on Thursday, 13th May 1999 in Room G20, Department of Epidemiology and Public Health, 22-28 Princess Rd West, Leicester. Professor CR Heathcote, Centre for Mathematics and its Applications, Australian National University, Canberra will speak on: 'REGRESSION MODELS FOR MODELLING NON-HOMOGENEOUS MARKOV CHAINS, WITH APPLICATIONS TO COMPETING RISK AND PANEL DATA' All are welcome to attend. This seminar is part of the Nottingham and Leicester Universities Statistical Seminars series. If you are travelling from outside Leicester, please contact me (details below) or call Jo Barker on 0116-252-3276 for directions. Abstract: Life histories can be thought of as realisations of a stochastic process that evolves with time through various states of health or economic status before terminating in one of several competing causes of death (or exit). A discrete time non-homogeneous Markov chain can be used to describe such processes and the problem arises of modelling and estimating the transition probabilities from data (that may be incomplete or cross-sectional) on the numbers of transitions between states. A two step procedure is proposed: first, model the log(odds at time t and age x of state i with respect to a reference state j) and establish a multivariate Normal approximation to their joint distribution; secondly, estimate a parametrised version of the expected log(odds) by vector weighted least squares. It will be shown how this leads to estimates of the transition probabilities and hence to estimates of health expectancies and other quantities of interest. Data from Australian health surveys will be used to illustrate the results. Nick Taub Lecturer in Medical Statistics Department of Epidemiology and Public Health University of Leicester 22-28 Princess Rd West Leicester LE1 6TP Tel: 0116-252-5416 Fax: 0116-252-3272 Email: [log in to unmask] %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%