A general multilevel multistate competing risks model for event history data,with an application to a study of contraceptive use dynamics

Abstract

We propose a general discrete time model for multilevel event history data. The model is developed for the analysis of longitudinal repeated episodes within individuals where there are multiple states and multiple types of event (competing risks) which may vary across states. The different transitions are modelled jointly to allow for correlation across transitions in unobserved individual risk factors. Implementation of the methodology using existing multilevel models for discrete response data is described. The model is applied in an analysis of contraceptive use dynamics in Indonesia where transitions from two states, contraceptive use and nonuse, are of interest. A distinction is made between two ways in which an episode of contraceptive use may end: a transition to nonuse or a switch to another method. Before adjusting for covariate effects, there is a strong negative residual correlation between the hazards of a transition from use to nonuse and from nonuse to use; this correlation is due to a tendency for short periods of nonuse after a birth to be followed by long periods of using the same contraceptive method.

Keywords

competing risks contraceptive use event history analysis multilevel model multistate model

Get full access to this article

View all access options for this article.

References

Browne WJ and Draper D (2000) Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models . Computational Statistics 15, 391-420 .

Browne WJ (2002) MCMC estimation in MLwiN. London, Institute of Education .

Central Bureau of Statistics (CBS) [Indonesia], State Ministry of Population / National Family Planning Coordination Board (NFPCB) , Ministry of Health (MOH) and Macro International Inc. (MI) (1998) Indonesia Demographic and Health Survey 1997. Calverton, MD: CBS and MI .

Clayton DG and Cuzick J (1985) Multivariate generalizations of the proportional hazards model (with discussion) . Journal of the Royal Statistical Society, Series A 148, 82-117 .

Curtis SL and Blanc A (1997) Determinants of contraceptive failure, switching, and discontinuation: an analysis of DHS contraceptive histories. Demographic and Health Surveys (DHS) Analytical Reports No. 6, Calverton, MD: Macro International Inc.

Davies RB , Elias P and Penn R (1992) The relationship between a husband’s unemployment and his wife’s participation in the labour-force . Oxford Bulletin of Economics and Statistics 54, 145-171 .

Enberg J , Gottschalk P and Wolf D (1990) A random-effects logit model of work-welfare transitions . Journal of Econometrics 43, 63-75 .

Goldstein H (2003) Multilevel statistical models, 3rd edition. London: Arnold .

Goldstein H , Pan H and Bynner J (2004) A flexible procedure for analysing longitudinal event histories using a multilevel model . Understanding Statistics 3, 85-99 .

10.

Guo G and Rodríguez G (1992) Estimating a multivariate proportional hazards model for clustered data using the EM algorithm, with an application to child survival in Guatemala . Journal of the American Statistical Association 87, 969-976 .

11.

Hill DH , Axinn WG and Thornton A (1993) Competing hazards with shared unmeasured risk factors . Sociological Methodology 23, 245-277 .

12.

Langford IH and Lewis T (1998) Outliers in multilevel data (with discussion) . Journal of the Royal Statistical Society, Series A 161, 121-160 .

13.

Lindeboom M and Kerkhofs M (2000) Multistate models for clustered duration data - an application to workplace effects on individual sickness absenteeism . The Review of Economics and Statistics 82, 668-684 .

14.

Rasbash J , Steele F and Browne WJ (2003) A user’s guide to MLwiN, version 2.0. London: Institute of Education .

15.

SAS Institute Inc. (1999) SAS/STAT® User’s guide, version 8. Cary, NC: SAS Institute Inc.

16.

Sastry N (1997) A nested frailty model for survival data, with an application to the study of child survival in Northeast Brazil . Journal of the American Statistical Association 92, 426-435 .

17.

Spiegelhalter DJ , Thomas A and Best NG (2000) WinBUGS version 1.3 user manual. Cambridge: Medical Research Council Biostatistics Unit .

18.

Steele F and Curtis SL (2003) Appropriate methods for analysing the effect of method choice on contraceptive discontinuation . Demography 40, 1-22 .

19.

Steele F , Diamond I and Amin S (1996a) Immunization uptake in rural Bangladesh: a multilevel analysis . Journal of the Royal Statistical Society, Series A 159, 289-299 .

20.

Steele F , Diamond I and Wang D (1996b) The determinants of the duration of contraceptive use in China: a multilevel multinomial discrete hazards modelling approach . Demography 33, 12-33 .