Regarding your transition structure, while it doesn't solve your primary issue, your data seems intermittent so transition states should be adjacent. E.g., NGT does switch directly to diabetes in any cycle, as the transition from NGT to iiFG occurred prior and was simply not observed. There is also no transition within its own state. I think it would be: matrix(c(0, 1, 0, (1, 0, 1, (0, 0, 0) A similar question was asked here (https://stats.stackexchange.com/questions/233851/multi-state-numerical-overflow-using-msm-package-in-r) that might be helpful. I encountered this same problem with msm in the past and found that I had a few observations in which the transition times were revered, likely due to data entry errors. Upon correction the function worked.