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Abstract
Many studies have compared individual measures of health expectancy across older populations by time-invariant characteristics. However, very few have included time-varying variables when calculating health expectancy. Even among older adults, socioeconomic and demographic characteristics are likely to change over the life course, and these changes may have substantial implications for health outcomes. This paper proposes a multiple multistate method (MMM) that situates the multistate model within the broader family of vector autoregressive models. Our approach allows the incorporation of the coevolution of multiple life course factors and provides a flexible yet simple way to model two or more time-varying variables with the multistate model. We demonstrate the MMM in two empirical applications, showing the flexibility of the approach to explore health expectancies with complex state spaces.
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