British Journal of Cancer www.nature.

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ARTICLE
Epidemiology

Multistate models for the natural history of cancer progression

1✉
Li C. Cheung , Paul S. Albert1, Shrutikona Das1 and Richard J. Cook2

This is a U.S. Government work and not under copyright protection in the US; foreign copyright protection may apply 2022

BACKGROUND: Multistate models can be effectively used to characterise the natural history of cancer. Inference from such models
has previously been useful for setting screening policies.
METHODS: We introduce the basic elements of multistate models and the challenges of applying these models to cancer data.
Through simulation studies, we examine (1) the impact of assuming time-homogeneous Markov transition intensities when the
intensities depend on the time since entry to the current state (i.e., the process is time-inhomogenous semi-Markov) and (2) the
effect on precancer risk estimation when observation times depend on an unmodelled intermediate disease state.
RESULTS: In the settings we examined, we found that misspecifying a time-inhomogenous semi-Markov process as a time-
homogeneous Markov process resulted in biased estimates of the mean sojourn times. When screen-detection of the intermediate
disease leads to more frequent future screening assessments, there was minimal bias induced compared to when screen-detection
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of the intermediate disease leads to less frequent screening.

CONCLUSIONS: Multistate models are useful for estimating parameters governing the process dynamics in cancer such as
transition rates, sojourn time distributions, and absolute and relative risks. As with most statistical models, to avoid incorrect
inference, care should be given to use the appropriate specifications and assumptions.
British Journal of Cancer (2022) 127:1279–1288; https://doi.org/10.1038/s41416-022-01904-5

BACKGROUND
Multistate models characterise the movement of individuals
through successive states in a disease process. These are often
used to describe the occurrence of complications and mortality in
patients receiving treatment for cancer [1–3] and other diseases
[4, 5]. They have also proven useful in describing the natural
history of diseases, including, for example, the progression
through different risk strata for cardiovascular disease [6], the
impact of alcohol consumption on dementia and the mediating
role of cardiometabolic disease [7], and the transition of
individuals through progressively advanced states of retinopathy
among diabetics [8].
The notion of cancer as a multistate process originated in
Armitage and Doll’s theory of carcinogenesis [9], which concep-
tualises the cancer process as a series of mutational events leading
to malignancy. Since then, the clonal evolution of cancer has been
demonstrated repeatedly [10, 11], and several clinically identifiable
cancer precursor states have been discovered [12]. Multistate
models characterising the transitions across healthy, preclinical,
and clinical cancer states have been used in breast [13–22],
colorectal [23–26], cervical [27–30], liver [31], lung [32], prostate
[33–35] and gastric [36] cancers. In cancers caused by viruses such
as cervical (human papillomavirus (HPV)) and nasopharyngeal
(Epstein–Barr) cancers, it has been useful to include an infection
state in the multistate process [28, 30, 37]. The availability of large-
scale cohorts featuring longitudinal multi-omics data [38] mean
that even richer classes of models for the natural history of cancer
can be developed.
In this paper, we introduce the basic elements of multistate
models and how they can be used, describe some of the
methodological challenges unique to studies involving cancer and
through simulation studies, we examine two modelling challenges
that can impact inferences aiming to inform cancer screening
practice. In the first simulation study, we investigate the impact of
misspecifying transition intensities on inferences about sojourn
times in disease states. In the second simulation study, we target
the absolute risk of disease based on a two-state survival model
but examine the impact of an intermittent observation process
that depends on an intermediate disease state.
METHODS
Introduction to multistate models
Figure 1a displays a general K-state model in which arrows depict
transitions that can be made directly; here they can be made from each
state to any other state, but many models feature restrictions. The two-
state survival model (Fig. 1b), competing risk model (Fig. 1c) and illness-
death model (Fig. 1d) are examples of useful multistate models that have
been widely studied and applied in cancer research. We let X(t) denote the
state occupied by an individual at age t taking on one of the values 1,2,…,K
and let Hðt Þ ¼ fX ðsÞ; 0  s  tg be the history of state occupancy up to
age t, t > 0. We consider a set of fixed attributes recorded in a covariate
vector z. The risk of movement between states i and j may be characterised

1
Biostatistics Branch, Division of Cancer Epidemiology and Genetics, National Cancer Institute, National Institutes of Health, Rockville, MD, USA. 2Department of Statistics and
Actuarial Science, University of Waterloo, Waterloo, ON, Canada. ✉email: li.cheung@nih.gov

Received: 10 March 2022 Revised: 21 June 2022 Accepted: 28 June 2022

Published online: 11 July 2022

Published on Behalf of CRUK

 L.C. Cheung et al.
1280
by transition intensities timescale. Models wherein covariates affect transition intensities
in a
multiplicative way (i.e., λij ðtjHðt Þ; zÞ ¼ λij0 ðtjHðt ÞÞ exp z0 βij ) are most
λij ðtjHðt Þ; zÞ ¼ lim PðX ðt þ ΔtÞ ¼ jjX ðt Þ ¼ i; Hðt Þ; zÞ=Δt;
Δt!0 common but additive models with λij ðtjHðt  Þ; zÞ ¼ λij0 ðtjHðtÞÞ þ z0 βij are
also possible [39], with λij0 ðtjHðt ÞÞ a baseline intensity characterising the
for j not equal to i, i, j = 1,…,K. For Markov models, transition intensities risk of transition for an individual with covariates equal to the reference
depend only on the state currently occupied (i.e., λij ðtjHðt Þ; zÞ ¼ λij ðtjzÞ), level. The transition intensities can be arranged in the form of a K x K
while for semi-Markov models, transition intensities depend on s, the time matrix Q where entries in each row of the matrix must sum to zero; we
since entry to the current state (i.e., λij ðtjHðt Þ; zÞ ¼ λij ðs; zÞ). For both show in the Web Appendix how this can be used to calculate transition
Markov and semi-Markov models, there can be trends in the transition probabilities [40].
intensities whereby the risk of transition changes as a function of the basic Misclassification of states may arise from imperfect laboratory, screening
or diagnostic tests. In such cases (for example, see Fig. 1e), the underlying
multistate process is often assumed to be governed by a set of transition
a intensities, but given this latent process, the observed state is governed by
a matrix of misclassification probabilities E. A hidden multistate model is
fitted by finding the values of unknown parameters in Q and E that
… maximise the likelihood defined as proportional to the probability of the
State 1 State 2 State 3 State K
observed path; hidden Markov models are the most commonly adopted in
this setting.
For multistate models geared toward modelling of natural history, the
likelihood construction may be further complicated due to intermittent
observation of individuals and the consequence that the exact transition
b times between healthy and preclinical states are unknown. Moreover,
individuals who die or are censored “cancer-free” could have been in any
Event-free Event healthy/preclinical state prior to death or censoring. It is computationally
convenient to adopt time-homogenous Markov models (i.e.,
λij ðtjzÞ ¼ λij ðzÞ) due to these complications, but this assumption may not
always be appropriate for cancer.
c In Fig. 2a, we illustrate a multistate model with four states: healthy,
Event 1 precursor to clinical cancer (i.e., a definable pathologic state that
progresses to clinical cancer, such as precancer or preclinical cancer,
Event 2
etc.), clinical cancer, and death. In the Web Appendix, we give examples of
Event-free
how to construct the likelihood for a time-homogenous Markov model and
a semi-Markov model in which the transition from the cancer precursor to
…

the clinical cancer states follows a gamma distribution. The gamma

Event K-1 distribution is attractive for modelling time-inhomogenous cancer transi-
tions as it is relatively tractable but allows for the risk of a transition to
d depend on the length of time in the present state. The gamma distribution
is a natural choice since the occurrence of a transition to a cancer state
Disease-
Disease may arise from several sequential mutation events with independent and
free
identically distributed exponential waiting times between them [41, 42].

Use of multistate models to describe the natural history of

Death cancer
Multistate models have been extensively applied to cancer cohorts, and in
e particular, breast cancer screening cohorts, to describe the natural history
"
Event-free Event and inform screening practice. A three-state model (healthy, preclinical
Underlying states
cancer and clinical cancer; such as Fig. 2a without the death state) was
initially proposed to jointly estimate the average time spent in the screen-
detectable preclinical breast cancer state and the sensitivity of mammo-
Event-free Event Observed states graphy [13, 14]. Later models assessed overdiagnosis from breast cancer
screening by expanding the state space to include non-progressive
preclinical cancer states [15–18] or a competing mortality state [19],
Fig. 1 Examples of multistate models. a General K-state process considered the effects of covariates on the sojourn times [19, 20] and
where each state can transition to the other K-1 states. b Two-state estimated the mortality reduction from screening [21, 22]. Estimates of the
survival process. c K-1 competing risk. d Reversible illness-death mean sojourn time in the screen-detectable preclinical breast cancer state
process. e Two-state survival process with misclassification of states.

a
2 = Cancer 2 = Clinical
1 = Healthy
precursor cancer

4 = Death

b
Acquisition Progression
2 = HPV-positive, 3 = HPV-positive,
1 = HPV-negative cervical precancer
precancer-free
Clearance

Fig. 2 Examples of multistate cancer processes. a Progressive cancer process with four states: healthy, preclinical cancer, clinical cancer, and
death. b Cancer process with three states: HPV-negative, HPV-positive without precancer, and HPV-positive with precancer. Acquired HPV
infections can either clear or progress.

British Journal of Cancer (2022) 127:1279 – 1288


have ranged from 2 to 4 years with shorter sojourn times and poorer
screening sensitivity found in younger women; this indicates that shorter
screening intervals would be needed to achieve the same breast cancer
mortality reduction [19, 22]. This evidence influenced the American Cancer
Society’s recommendations that high-risk women aged 40–54 be screened
annually before transitioning to biennially screening at age 55 [43].
Application of multistate models to describe the natural history of
cancer largely assume a time-homogeneous Markov process; however, this
assumption may not be reasonable. Several prior works have modelled the
sojourn time distribution under semi-Markov assumptions via piecewise
exponential [44, 45], Weibull [45] or Gompertz [34] intensities. Etzioni and
Shen [46] proposed a non-parametric semi-Markov method based on a
computationally intensive EM algorithm [47] to estimate the sojourn time
distribution for breast cancer. Kang and Lagakos [30] proposed a non-
parametric semi-Markov approach for reversable processes to estimate
time-dependent transition intensities for HPV type 16 clearance and
progression to cervical precancer. In the next section, we describe a
simulation study to examine the bias that can result when a time-
inhomogenous semi-Markov process is modelled as a time-homogenous
Markov process.
Impact of misspecifying a time-inhomogenous semi-Markov
process as time-homogenous Markov
Specifying the form of transition intensities can be challenging, particularly
when disease processes are under intermittent observation, so we
investigate the impact of model misspecification via simulation. Specifi-
cally, we study the inferences based on a time-homogeneous Markov
assumption when the true intensity for the transition from the cancer
precursor to clinical cancer state is semi-Markov and of a gamma form. We
considered a four-state progressive disease process with healthy, cancer
precursor, clinical cancer, and death states (Fig. 2a). The goal of the
multistate analysis is to characterise natural history, and in particular, the
mean sojourn time in the cancer precursor state to guide the specification
of screening intervals. In the first set of simulations, all transition intensities
were specified to be time-homogeneous. In the second set of simulations,
the transition intensity for cancer precursor to clinically detectable cancer
had a gamma form with shape parameter equal to two (see Web
Appendix). In these simulations, we allow transition intensities to differ by
individual covariates and examined the effect of misspecification on binary
(following a Bernoulli distribution with a success probability of 0.5) and
continuous (following a standard normal distribution) covariates.
We assumed a 15-year cohort study in which 10,000 individuals, initially
cancer-free, provided biospecimens at annual study visits. At the end of
the study, the biospecimens from each visit were assessed for the presence
of a cancer precursor. We assumed that dates of cancer diagnosis and
death are available for all participants from registries, with individuals who
are cancer-free or alive right-censored at the end of the study. We
considered two simulated visit processes: (1) all individuals attend visits
until the end of the study, (2) individuals attended between 1 and 15 visits
with a 6.7% annual drop-out (i.e., the number of visits follow a discrete
uniform distribution). The time between visits follows a normal distribution
with mean of 1 year and standard deviation of a quarter of a year.
We fitted time-homogenous Markov models and the correctly specified
semi-Markov models to each of the 500 simulated datasets and examined
bias (reported as the mean and Monte Carlo standard errors) and 95%
coverage probabilities for parameters of the transition intensities and for
the mean sojourn time in each state. We chose 500 iterations to precisely
estimate all mean relative bias with Monte Carlo standard errors of <1%. A
summary of the simulations and the location of the results are given in
Table 1a. Further details on the simulation parameters and estimation
approaches are in the Web Appendix.
Performance of survival models when screening intervals
depend on intermediate disease states
The use of cancer risk models to determine who to screen has been
proposed for breast [48], colorectal [49], lung [50–54] and oral cavity [55]
cancer. Lung cancer risk models have also been proposed for managing
individuals with lung nodules once screening is underway [56, 57]. In
screening to prevent cervical cancer, which has a clinically identifiable
precancer, current US consensus management guidelines [58] use
precancer risk estimates [59–61] to determine whether women with
abnormal screening results should undergo immediate treatment, colpo-
scopy, or return for retesting in 1, 3, or 5 years. Precancer/cancer risk
estimates used in screening are largely based on two-state (healthy,
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L.C. Cheung et al.
1281
precancer/cancer) survival models or competing risk (healthy, precancer/
cancer, and competing mortality) models that assume disease-
independent visit times and censoring. However, in populations under-
going screening, the frequency of visits can depend on the observation of
intermediate disease states, violating this statistical assumption. In
addition, the observation scheme in the data used to estimate risks may
not match the observation scheme used in clinical practice (e.g., 3-year
retesting intervals following a negative HPV result in the well-studied
Kaiser Permanente Northern California cervical cancer screening cohort
[60] vs. 5-year retesting intervals under current US guidelines [58]).
Through simulation studies, we examined whether dependent visit times
bias inferences using two-state survival models, whether these inferences
are portable to settings with a different observation scheme, and whether
multistate models that include the intermediate disease states can reduce
bias and enhance portability.
Our simulation study mirrored the cervical precancer screening process,
with 10,000 individuals acquiring human papillomavirus (HPV) infections
that can either clear or progress to cervical precancer (Fig. 2b). We allowed
individuals to begin in one of 3 states (HPV-negative, HPV-positive and
cervical precancer) following distributions observed at enrolment in the
Kaiser Permanente Northern California cohort [60]. The time to acquisition
of HPV was assumed to follow an exponential distribution, compatible with
the notion that sexual behaviour does not change over the course of the
study. Time to HPV clearance and progression to precancer were governed
by time-homogenous transition intensities. Individuals who cleared an HPV
infection may reacquire HPV infection up to three times.
We compared risks of cervical precancer estimated from data using four
different observation schemes:
1) Fixed intervals—observation at 6-month intervals over 10 years,
mirroring the fixed observation scheme used in trials [62–65];
2) Random intervals—mixed case interval-censoring scheme where
observation times can vary but have a mean of 1 year, mirroring the
annual cytology observation scheme often used before the advent
of HPV testing [66];
3) Doctor’s care—testing-dependent follow-up where observation
intervals can vary but have a mean of 1 or 3 years, depending if
individuals test HPV-positive or HPV-negative, which mirrors the
observation scheme used in the Kaiser Permanente Northern
California cohort [59, 67]; and
4) Follow-up avoidance—individuals testing HPV-negative have mean
observation intervals of 3 years, but individuals testing HPV-positive
avoid screening with a mean observation interval of 5 years. Such
observation patterns might arise from fear or embarrassment over
the HPV-positive result.
In clinical practice, the need for colposcopy of HPV-positive individuals is
determined by an additional triage test (e.g., cervical cytology, HPV
genotyping [61] or p16/Ki-67 dual-stain [68]), but for the purpose of
evaluating estimation bias due to observation schemes, we assumed all
HPV-positive individuals are sent to colposcopy. Thirty percent of
participants were simulated to complete the 10-year follow-up, with a
drop-off rate of 6.7% per year in all observation schemes except for the
fixed intervals scheme.
For each dataset (500 for each observation scheme), we estimated
prevalent (immediately detectable by colposcopy/biopsy) and cumulative
risk of cervical precancer for three common clinical scenarios: HPV-
negative at the first observation, HPV-positive at the first observation
(prevalent HPV infections), and newly detected with HPV in follow-up
observation (incident HPV infections). We also examined whether
precancer risk estimates for incident HPV infections using data from the
four observation schemes reflect the precancer risk under the observation
scheme currently recommended for primary HPV screening in the US: test-
dependent assessment intervals where HPV-positive individuals are
retested in 1-year and HPV-negative individuals are retested in 5 years
[58]. To estimate precancer risk, we compared two approaches: (1)
obtaining the non-parametric maximum likelihood estimates (NPMLE) of
the survival distribution for a two-state (healthy and precancer) model
using the expectation-maximisation-iterative convex minorant (EM-ICM)
algorithm for interval-censored event times [69], and (2) fitting a multistate
model via the msm package in R[70], which can handle intermittent
observation of time-homogenous Markov processes while modelling HPV
as an intermediate state in the healthy to precancer process. Precancer
risks are then estimated using the probability transition matrix. A summary
of the simulations and location of the results are given in Table 1b. Further
 L.C. Cheung et al.
1282
Table 1. Summary of simulations.

(a) Performance of Multistate Models under different model specifications

Simulated transition intensities Modelled transition intensities Visit process Covariates Location of
resultsa
Exponential Exponential 15 annual visits Continuousb T2
Binaryc TS2
1–15 annual visitsd Continuousb TS3
Binaryc TS4
Exponential except cancer Exponential 15 annual visits Continuousb T2
precursor to cancer transition, Binaryc TS2
which is gamma
1–15 annual visitsd Continuousb TS3
Binaryc TS4
Exponential except cancer Exponential except cancer precursor to 15 annual visits Continuousb T2
precursor to cancer transition, cancer transition, which is gamma Binaryc TS2
which is gamma
1–15 annual visitsd Continuousb TS3
Binaryc TS4
(b) Cumulative risk of precancer under different observation schemes
Simulated transition intensities Estimation approach Visit process Clinical scenario Location of
resultsa
Exponential Two-state (HPV−, cervical precancer) Fixed intervals (every HPV− at initial visit F3a, TS5
non-parametric survival approache 6 months) HPV+ at initial visit F3a, TS6
HPV+ at follow- F3b
up visit
Random intervalsf HPV− at initial visit F3a, TS5
HPV+ at initial visit F3a, TS6
HPV+ at follow- F3b
up visit
Test-dependent, doctor’s HPV− at initial visit F3a, TS5
careg HPV+ at initial visit F3a, TS6
HPV+ at follow- F3b
up visit
Test-dependent, follow- HPV− at initial visit F3a, TS5
up avoidanceh HPV+ at initial visit F3a, TS6
HPV+ at follow- F3b
up visit
Three-state (HPV−HPV+, cervical Fixed intervals (every HPV− at initial visit F3a, TS5, TS7
precancer) time-homogeneous Markov 6 months) HPV+ at initial visit F3a, TS6, TS7
modeli
HPV+ at follow- F3b, TS7
up visit
Random intervalsf HPV− at initial visit F3a, TS5, TS7
HPV+ at initial visit F3a, TS6, TS7
HPV+ at follow- F3b, TS7
up visit
Test-dependent, doctor’s HPV− at initial visit F3a, TS5, TS7
careg HPV+ at initial visit F3a, TS6, TS7
HPV+ at follow- F3b, TS7
up visit
Test-dependent, follow- HPV− at initial visit F3a, TS5, TS7
up avoidanceh HPV+ at initial visit F3a, TS6, TS7
HPV+ at follow- F3b, TS7
up visit
HPV−/+ human papillomavirus negative/positive.
a
Additional abbreviations for location of results: T = table, F = figure, S = supplement.
b
Covariates simulated according to a standard normal distribution.
c
Covariates simulated according to a Bernoulli distribution with success probability = 0.5.
d
Number of visits attended simulated according to a discrete uniform (1,15) distribution.
e
Estimated using EM-ICM algorithm.
f
Observation process simulated according to mixed-cases interval-censoring scheme
g
Test-dependent visit intervals with mean of 3 years for HPV- and 1 year for HPV+.
h
Test-dependent visit intervals with mean of 3 years for HPV- and 5 years for HPV+.
i
Estimated using msm package.

British Journal of Cancer (2022) 127:1279 – 1288


details on the simulation of the latent disease process, the observation
schemes, and the estimation approaches can be found in the Web
Appendix.
RESULTS
Impact of misspecifying a time-inhomogenous semi-Markov
process as time-homogenous Markov
The simulated datasets each consisted of 10,000 individuals in
which clinical cancer rarely occurred (a mean of 2% for simulations
with continuous covariate; 7–7.5% for simulations with binary
covariate). In simulations without individual drop-out, 5% and 11%
of individuals were observed with the cancer precursor in
simulations with continuous and binary covariates, respectively.
In simulations with 6.7% annual individual drop-out, these
proportions were approximately halved. Across simulation set-
tings, 24–29% of the individuals died without progressing to
clinical cancer; for most of these individuals, it was unknown
whether they reached the cancer precursor state prior to death.
The proportions with cancers and deaths approximate the
projected proportions with lung cancers and deaths over a 15-
year period in the general (simulations with continuous covariate)
and high-risk (simulations with binary covariate) population of US
ever-smokers, aged 40–84 years [71].
In simulations with no drop-out, estimates of transition intensity
parameters and sojourn times from the correctly specified models
were unbiased, but when the semi-Markov process was mis-
specified as a time-homogeneous Markov process, the mean
sojourn time for the reference covariate level was overestimated
by as much as 28% (Table 2 and Supplemental Table S2).
Compared to simulations with no drop-out, 6.7% annual drop-out
resulted in greater absolute bias (1.5–2.9% vs. 0–0.6%) and poorer
95% coverage probabilities (20–95% vs. 94–96%) for intensity
parameters governing transitions from the healthy or cancer
precursor states to the death state in the correctly specified
models (Supplemental Tables S3 and S4). This is because the time
from the last healthy assessment to death or censoring is longer,
leading to greater uncertainty on whether individuals remained
healthy or reached the cancer precursor state.
Performance of survival models when screening intervals
depend on intermediate disease states
Performance of the two-state survival approach varied by observa-
tion scheme (Fig. 3a and Supplemental Tables S5 and S6). When the
assessment times are independent of the modelled disease process
or when individuals were more intensely observed following the
detection of HPV (e.g., doctor’s care), the estimated risks of
precancer following initial HPV results were unbiased. However,
when individuals were less intensely observed following the
detection of HPV (e.g., follow-up avoidance), the survival approach
underestimated the precancer risk until the time that most women
previously detected with HPV had returned for screening. By
contrast, precancer risks following initial HPV results estimated
using multistate models were similar to the true underlying
precancer risk for all four observation schemes (Fig. 3a and
Supplemental Tables S5 and S6). Because the multistate models
include the intermediate HPV state in the model, the observation
schemes are non-informative of the disease process.
Among individuals detected with new HPV infections in follow-
up, the precancer risk differed according to the observation
scheme used in the data, with observation schemes that have
longer assessment intervals following an HPV-negative test result
having greater prevalent (i.e., immediately detectable by colpo-
scopy/biopsy at the time of new HPV detection) precancer risk
(Fig. 3b). Because the assessment intervals used in the fitted data
are shorter than that currently recommended in the US [58], the
prevalent precancer risks estimated using a two-state survival
approach, while unbiased for the observation scheme used in the
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L.C. Cheung et al.
1283
fitted data, cannot be used to correctly infer the prevalent
precancer risk that would occur in US clinical practice. In addition,
under a follow-up avoidant observation scheme, the two-state
survival approach would underestimate the precancer risk among
individuals detected with new HPV infections but without
prevalent precancers. In contrast, the three-state Markov model
can use data from any observation scheme to recover the
underlying transition rates (Supplemental Table S7) and estimate
precancer risk that is close to the precancer risk simulated
according to the US-recommended observation scheme (Fig. 3b).
DISCUSSION
Multistate models can be used to better understand the natural
history of cancer, including the time spent in different preclinical
and clinical cancer states and the effect of covariates on
transitions. In this article, we examined two challenges that might
affect estimates used to inform cancer screening practice. First,
the use of a time-homogenous Markov process when state
transitions follow a time-inhomogenous semi-Markov process will
result in substantially biased estimates of mean sojourn times.
Second, we found that precancer/cancer risks estimated using
two-state survival approaches can be robust to observation
schemes in which the intensity of assessments increases upon
detecting an unmodelled intermediate disease state (e.g., doctor’s
care) but the bias increases when the intensity of assessments
decreases upon detection of intermediate disease (e.g., follow-up
avoidance). When the intermediate disease state is included in a
multistate model, then such observation schemes are condition-
ally independent and consistent risk estimates can be obtained
without also modelling the visit process [40, 72, 73].
In our simulations evaluating model misspecification, we
considered a scenario in which all state transitions followed an
exponential distribution except the cancer precursor to clinical
cancer transition, which followed a gamma transition. Piecewise-
constant baseline intensities [42, 43] offer a flexible approach to
modelling time-inhomogeous intensities, and along with these,
intensities with Weibull [43] or Gompertz [34] form can be used for
semi-Markov transitions. Non-parametric methods can be used to
estimate marginal features in some settings [46, 74] which can be
useful for checking parametric assumptions. Our simulation
focused on illustrating the potential bias from model misspecifica-
tion on estimation of mean sojourn time, given its importance in
determining cancer screening intervals[19, 22]. Of course, the
impact of model misspecification will depend on the target of
inference and intended use.
In our study of risk estimation under dependent observation
intervals, we modelled our simulation after the HPV and cervical
precancer process. We used observation schemes found in
previously conducted trials/cohorts [59, 62–67], as well as a
hypothetical observation scheme in which patients avoid follow-
up screening after detection of HPV. In our simulation study, we
found that the precancer risks for newly detected HPV infections
differed by observation schemes due to different lag times
between HPV acquisition and detection. This finding is relevant to
US risk-based guidelines for cervical precancer [58] as the data
used to estimate risks come from different observation schemes
[59], most of which differ from current recommendations of 1-year
retesting for HPV-positive, cytology-negative individuals and
5-year retesting for HPV-negative individuals [58].
A prior study focusing on prostate cancer similarly concluded
that estimated cancer risk may differ by observation scheme, and
that the multistate modelling framework is more suitable for
compare risks across studies [35]. Because multistate models can
recover the underlying transition intensities, they can also be used
to estimate precancer/cancer risks following the detection of an
intermediate disease state under a counterfactual observation
scheme, either as a closed-form equation or as the basis of
 1284
Table 2. Performance of a multistate model under correctly specified vs. misspecified transition intensities—continuous covariate, no dropouts.
Simulated transition Exponential Exponential for all except 2−>3 transition, which Exponential for all except 2−>3 transition, which
intensities is gamma is gamma

Modelled transition Exponential Exponential Exponential for all except 2−>3 transition, which
intensities is gamma

Parametera Relative bias, mean (SE), ASE/ 95% CP, Relative Bias, mean (SE), ASE/ 95% CP, Relative bias, mean (SE), ASE/ 95% CP,
%b ESDb %b %b ESDb %b %b ESDb %b
b121 0.0 (0.0) 0.99 94.6 −0.4 (0.0) 1.01 95.0 0.0 (0.0) 1.00 96.0
b122 = b232c,d −0.1 (0.3) 0.98 94.2 8.1 (0.3) 1.04 83.2 0.1 (0.3) 1.02 95.4
e
b141 = b241 0.0 (0.0) 0.98 95.4 0.0 (0.0) 0.95 94.6 0.0 (0.0) 0.95 94.6
b142 = b242e −0.3 (0.5) 0.98 94.8 −0.0 (0.5) 0.97 95.6 0.0 (0.5) 0.97 95.6
b231d −0.1 (0.1) 0.97 95.2 −50 (0.15) 1.12 0.0 −0.1 (0.1) 0.99 95.4
exp(b34)f 0.3 (0.3) 1.07 97.0 1.0 (0.4) 1.02 96.0 1.0 (0.4) 1.02 96.0
MST in state 1g 0.0 (0.1) 1.01 95.6 0.3 (0.1) 0.97 95.0 0.0 (0.1) 0.97 95.2
MST in state 2g 0.3 (0.3) 0.97 94.8 28 (0.3) 1.12 0.8 0.2 (0.2) 0.99 95.8
MST in state 3g −0.2 (0.3) 1.08 96.0 −0.2 (0.4) 1.03 95.4 −0.3 (0.4) 1.03 95.4
MST Sojourn time, SE standard error, ASE asymptotic standard error, ESD empirical standard deviation, CP coverage probability.
a
States are 1 = healthy, 2 = cancer precursor state, 3 = clinical cancer state, 4 = death. Transitions from state i to j have rate parameter qij = exp(bij1+bij2z) where covariate z follows a standard normal
distribution. True parameter values are b121 = −5.5, b122 = b232 = 0.5, b141 = b241 = −4, b142 = b242 = 0.2, exp(b34)=1, b231 = −3 (when an exponential rate parameter), and b231 = −3+log(2) (when a gamma
rate parameter).
b
L.C. Cheung et al.

Presented results are based on 500 simulation runs. Relative bias is the average difference in estimated versus true parameter, standardised by dividing by the true parameter value and reported on the
percentage scale. Positive bias indicates overestimation and negative indicates underestimation.
c
Covariate effect for the transition from healthy to cancer precursor state is the same as for the transition from cancer precursor to clinical cancer state. This constraint is used in both data simulation and model
estimation.
d
Transition intensities in which the rate parameter q23 = exp(b231+b232z) is for an exponential vs. gamma distribution under the different simulation or model settings.
e
Transition intensity for death does not change among cancer-free individuals when reaching the cancer precursor state. This constraint is applied to both data simulation and model estimation.
f
Because, the relative bias of b34 = 0 is not well-defined, we assessed relative bias against exp(b34) = 1.
g
Mean sojourn time is for the reference covariate level (z = 0) with values of 44.6 (state 1), 14.7 (state 2— exponential 2−>3 transition), 15.6 (state 2—gamma 2−>3 transition) and 1 (state 3).

British Journal of Cancer (2022) 127:1279 – 1288


a b
True, HPV+
Surv., fixed visits, HPV+
Surv., random visits, HPV+
Surv., DC, HPV+
Surv., FA, HPV+
Markov, fixed visits, HPV+
15 Markov, random visits, HPV+
Markov, DC, HPV+
Markov, FA, HPV+
L.C. Cheung et al.
1285
True, HPV-
15
True, new HPV+
Surv., fixed visits, HPV-
Markov, fixed visits, new HPV+
Surv., random visits, HPV-
Surv., DC, HPV- Markov, random visits, new HPV+
Surv., FA, HPV- Markov, DC, new HPV+
Markov, fixed visits, HPV- Markov, FA, new HPV+
Markov, random visits, HPV- Surv., fixed visits, new HPV+
Markov, DC, HPV- Surv., random visits, new HPV+
Markov, FA, HPV- Surv., DC, new HPV+
Surv., FA, new HPV+

10
Cumulative risk

Cumulative risk
10

5
5

0 0

0 2 4 6 8 10 0 2 4 6 8 10
Time (years) Time (years)

Fig. 3 Comparison of risk estimation approaches in data generated under various observation schemes. Risk estimation approaches
compared are for a two-state survival [Surv.] approach vs. a time-homogeneous Markov [Markov] model. Observation schemes considered are:
[fixed visits] in which visits occur every 6 months; [random visits] in which visits are generated using a mixed-cases interval-censoring scheme
with intervals between visits normally distributed with a mean of 1 year; doctor’s care [DC] in which intervals between visits are normally
distributed with means of 1 and 3 years following positive and negative HPV results, respectively; and follow-up avoidance [FA] in which
intervals between visits are normally distributed with means of 5 and 3 years following positive and negative HPV results, respectively.
a Precancer risk stratified by HPV status at study start (denoted as time 0). For precancer risks following HPV+ at the study start, the true risk
for the simulated data (red curve), all Markov-estimated risk (orange curves), and survival-estimated risks under fixed visits (blue curve, solid
lines) overlap; survival-estimated risks under random visits and doctor’s care overlap (blue curve, uniformed dashed lines) with one another
for t < 1 year and overlap with the true risk for t > =1 year. For precancer risks following HPV- at the study start, the true risk for the simulated
data (black curve), all Markov-estimated risks (purple curves), and all survival-estimated risks (dark green curves) overlap. b Precancer risk
following the detection of incident HPV infections (time of detection denoted as time 0). Markov-estimated risks are for the observation
scheme currently recommended for primary HPV screening in the US: 1-year and 5-year retesting intervals following HPV-positive and HPV-
negative results, respectively. All Markov-estimated risk (orange curves) overlap. All presented risk curves are averages of 500 simulation runs.

microsimulation models [75]. These risk estimates can be used to
determine whether more invasive procedures are required [59].
However, the assumptions of the multistate model should be
assessed. In simulations examining the effect of informative
observation times, we assumed that the competing transitions of
HPV clearance and progression follow exponential distributions;
however, current evidence indicates that these transition inten-
sities vary with time [76, 77]. Our first set of simulations show that
treating a semi-Markov process as Markov can result in consider-
able bias and can misinform screening recommendations.
Modelling a reversible semi-Markov process with panel data is
particularly difficult with methods available only when individuals
are observed at prespecified fixed times [30, 78].
We examined the scenario in which the observation process
depends on an unmodelled intermediate disease state and
showed that we can reduce bias in inference by expanding the
model to include that state. Other interrelationships between the
disease process and the observation scheme can occur and are
not as easily resolved, particularly when it depends on unknown
characteristics such as shared random effects [72, 73].
In our simulation scenario, we considered HPV-positive as an
intermediate disease state in the cervical precancer process; in
practice, the clinician may also have HPV genotyping, cytology,
and colposcopy/biopsy results. While these can be included as
additional states in a multistate model [28], as the number of
states in the model increases, the complexity can quickly grow. An
alternative to multistate models is to use biologically inspired
tumour growth models that relate the unobserved natural history
of the tumour to patient outcomes [79, 80]. Such models are
relatively new but have advantages in representing tumour
growth as a continuous process.
For both the multistate model and the two-state survival
approaches, we used methods that accounted for intermittent
observations, which results in interval-censored transition times
[81, 82]. Our findings on the robustness of risk estimation for two-
state survival approaches only apply to approaches that properly
account for interval-censoring. Prior articles have shown that
ignoring interval-censoring can lead to invalid inferences [83, 84].
In addition, risk analyses in cancer data often exclude individuals
with clinical cancer at enrolment and assume individuals are in a
healthy state. Without assessment for preclinical states, this
assumption can lead to the biased inference, especially when
compounded by ignoring interval censoring [76]. In hidden
Markov models [28] and two-state survival models [76], missing
assessments or partial non-assessment, which arises when the
disease state is defined by multiple tests, can be handled using a
missing at random (missingness depends on covariates) assump-
tion. In semi-Markov models, occupancy of states other than the
healthy state at enrollment can be challenging for estimation due
to left truncation [85] and requires assuming a time prior to
enrollment in which all individuals are in the healthy state.
Standard multistate models typically assume population homo-
geneity in transition rates given observed covariates, but in cancer
a substantial portion of the “at-risk” population never progresses
beyond the normal healthy state. Mover–stayer models have been
proposed to account for this latent population heterogeneity, with
the model considered as a mixture of two independent Markov
chains, one in which individuals remain in the normal healthy
state and the other with an unknown transition matrix to be
estimated [28, 86]. Mover–stayer models have also been used to
characterise heterogeneity in polyp progression to colorectal
cancer [87] and change in breast cancer tumour malignancy [88].

British Journal of Cancer (2022) 127:1279 – 1288

 L.C. Cheung et al.
1286
Alternatively, population heterogeneity can be modelled using a
frailty term representing unobserved covariates [87], provided that
this frailty term does not also influence the observation process.
Given the low incidence of cancer and a long course of time in
which it develops, it may not be feasible to measure biomarkers or
assess potential cancer precursors in prospective cohorts. Two-
phase studies, in which individuals who reached higher disease
states are oversampled are increasingly common (e.g., omics
testing using stored specimens). Such data requires accounting for
the observed process and covariates used for sample selection in
the multistate model likelihood or by weighted likelihood
estimation functions [40, 89].
Multistate models can be a useful tool for improved under-
standing of the cancer process which can inform cancer screening
and prevention strategies. As with all statistical models, correct
inference depends on proper specification and assumptions. Our
article examined two aspects of this using simulation studies and
highlighted some of the methodological challenges specific to
cancer.
CODE AVAILABILITY
All codes used for data simulation and analysis are available on Github (https://
github.com/liccheung/multistate.model.simulations).
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ACKNOWLEDGEMENTS
This work utilised the computational resources of the NIH HPC Biowulf cluster (http://
hpc.nih.gov).
AUTHOR CONTRIBUTIONS
LCC had full access to the data in the study and take final responsibility for the
decision to submit it for publication. LCC, PSA, and RJC conceived and designed the
work. LCC drafted the manuscript. LCC and SD created the figures. All authors
 L.C. Cheung et al.
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participated in statistical analysis and interpretation and in critical revision of the CONSENT TO PUBLISH
manuscript. None.

FUNDING ADDITIONAL INFORMATION

This work was funded in part by the Intramural Research Program of the US National Supplementary information The online version contains supplementary material
Institutes of Health (NIH)/National Cancer Institute. available at https://doi.org/10.1038/s41416-022-01904-5.

Correspondence and requests for materials should be addressed to Li C. Cheung.

COMPETING INTERESTS
The authors declare no competing interests. Reprints and permission information is available at http://www.nature.com/
reprints

Publisher’s note Springer Nature remains neutral with regard to jurisdictional claims
ETHICS APPROVAL AND CONSENT TO PARTICIPATE in published maps and institutional affiliations.
The research was carried out on simulated data. No ethics approval was necessary.

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