Abstract
Analysis of categorical outcomes in a longitudinal study has been an important statistical issue. Continuous outcome in a similar study design is commonly handled by the mixed effects model. The longitudinal binary or Poissonβlike outcome analysis is often handled by the generalized estimation equation (GEE) method. Neither method is appropriate for analyzing a multinomial outcome in a longitudinal study, although the crossβsectional multinomial outcome is often analyzed by generalized linear models. One reason that these methods are not used is that the correlation structure of two multinomial variables can not be easily specified. In addition, methods that rely upon GEE or mixed effects models are unsuitable in instances when the focus of a longitudinal study is on the rate of moving from one category to another. In this research, a longitudinal model that has three categories in the outcome variable will be examined. A continuousβtime Markov chain model will be used to examine the transition from one category to another. This model permits an unbalanced number of measurements collected on individuals and an uneven duration between pairs of consecutive measurements. In this study, the explicit expression for the transition probability is derived that provides an algebraic form of the likelihood function and hence allows the implementation of the maximum likelihood method. Using this approach, the instantaneous transition rate that is assumed to be a function of the linear combination of independent variables can be estimated. For a comparison between two groups, the odds ratios of occurrence at a particular category and their confidence intervals can be calculated. Empirical studies will be performed to compare the goodness of fit of the proposed method with other available methods. An example will also be used to demonstrate the application of this method. (Β© 2006 WILEYβVCH Verlag GmbH & Co. KGaA, Weinheim)