Multi-state models are stochastic processes that represent transitions of an individual between discrete states. In statistical modelling, they are used for two general kinds of data. Firstly, data where the state is known at any time during an individual's follow-up. Secondly, data where the state is only known at a finite series of times. In literature on multi-state models, it is not always instantly clear which of the two situations we are in, but the first case has perhaps been treated more extensively in textbooks (e.g. Beyersmann et al. 2011, Andersen et al. 1993).