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

We present a computer program for fitting Markov models with piecewise cons tant intensities and for estimating the effect of covariates on transition intensities. The basic idea of the proposed approach is to introduce artifi cial time-dependent covariates in the data to represent the time dependence of the transition intensities, and to nse a modified time-homogeneous Mark ov 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 testi ng various statistical hypotheses. To illustrate the use of the program, we present a three-stale model for analyzing the smoking habits of school chi ldren. (C) 2001 Elsevier Science Ireland Ltd. All rights reserved.