Examining the identifiability and estimability of the phase-type ageing model.

In this paper, the identifiability and the estimability of a particular phase-type ageing model (PTAM) are investigated. We consider a PTAM that is shown to be identifiable, although it has poor estimability when the only observation is the time until absorption. We use a data-cloning method to assess model estimability, which is also analysed visually via contour plots and marginal likelihood functions. The PTAM's estimability under different scenarios is compared, from the best scenario of a fully observable Markov process for each individual to the worst scenario wherein the only observation is the time until absorption for each individual. Some in-between scenarios are also studied and include the situations where the state could be observed every several years and the state could be measured with some error. Certain conditions are provided regarding the state of the Markov chain that improves the PTAM's estimability. [ABSTRACT FROM AUTHOR]