MKVPCI: a computer program for Markov models with piecewise constant intensities and covariates

We present a computer program for fitting Markov models with piecewise constant intensities and for estimating the effect of covariates on transition intensities. The basic idea of the proposed approach is to introduce artificial time-dependent covariates in the data to represent the time dependence of the transition intensities, and to nse a modified time-homogeneous Markov model to estimate the baseline transition intensities and the regression coefficients. The program provides the maximum likelihood estimates of the parameters together with their estimated standard errors, and allows testing various statistical hypotheses. To illustrate the use of the program, we present a three-stale model for analyzing the smoking habits of school children. (C) 2001 Elsevier Science Ireland Ltd. All rights reserved.