Regression analysis of a future state entry time distribution conditional on a past state occupation in a progressive multistate model.

We present a nonparametric method for estimating the conditional future state entry probabilities and distributions of state entry time conditional on a past state visit when data are subject to dependent censorings in a progressive multistate model where Markovianity of the system is not assumed. These estimators are constructed using the competing risk techniques with risk sets consisting of fractional observations and inverse probability of censoring weights. The fractional observations correspond to estimates of the number of persons who ultimately enter a state from which the future state in question can be reached in one step. We then address the corresponding regression problem by combining these marginal estimators with the pseudo-value approach. The performance of our regression scheme is studied using a comprehensive simulation study. An analysis of existing data on graft-versus-host disease for bone marrow transplant individuals is presented using our novel methodology. A second analysis of another well-known data set on burn patients is also included.