Zero time spent in initial state in multi-state model? I'm modelling an illness-death multi-state model (see image, taken from the {survival} vignette, https://cran.r-project.org/web/packages/survival/vignettes/compete.pdf), and have a basic question: in my data, some individuals start in the 'Health' state, whilst some start in the 'Illness' state. I believe the initial state has to be the same for everyone, so should I implement those starting in 'Illness' as having spent zero time in the initial state, 'Health', does this violate model assumptions?

Thanks!

Although simple examples might have all individuals starting in the same state, that's not a requirement of multi-state models. The models are for each of the allowed transitions, so software should allow for specification of initial states for all individuals.
In the R survival package, you can specify an istate argument to coxph() that points to "the current state at the start each interval," according to the software help page. The vignette you cite mentions that in Section 2.2, on page 8.
I suspect that other multi-state modeling software provides the same possibility.
