A cohort of 300 women with breast cancer who were submitted for surgery is
analysed by using a non-homogeneous Markov process. Three states are consid
ered: no relapse, relapse and death. As relapse times change over time. we
have extended previous approaches for a time homogeneous model to a non-hom
ogeneous multistate process. The trends of the hazard rate functions of tra
nsitions between states increase and then decrease. showing that a changepo
int can be considered. Piecewise Weibull distributions are introduced as tr
ansition intensity functions. Covariates corresponding to treatments are in
corporated in the model multiplicatively via these functions. The likelihoo
d function is built for a general model with k changepoints and applied to
the data set. the parameters are estimated and life-table and transition pr
obabilities for treatments in different periods of time are given. The surv
ival probability functions for different treatments are plotted and compare
d with the corresponding function for the homogeneous model. The survival f
unctions for the various cohorts submitted for treatment are fitted to the
empirical survival functions.