Nonparametric estimation of a path-dependent health-related quality of life index

Article type: Research Article

Authors: D'Amico, Guglielmo

Affiliations: Dipartimento di Scienze del Farmaco, Facoltá di Farmacia Universitá "G. D'Annunzio", Chieti, Italy. Tel.: +39 08713554609; Fax: +39 08713554622; E-mail: g.damico@unich.it

Abstract: In this paper we assume that the patient's health evolves according to a Markov chain with finite state space. To each state of illness is assigned a score through a state function. We consider the possibility to have different state functions at some fixed times to express the quality of life score. We propose a new index, corresponding estimator and we determine its asymptotic properties. The technology of multidimensional matrices is used to manage in an effective way the complex correlation structure induced by the path dependence of the index.

Keywords: Health-related quality of life, multidimensional matrices, covariance structure

DOI: 10.3233/MAS-2011-0178

Journal: Model Assisted Statistics and Applications, vol. 6, no. 2, pp. 99-110, 2011