Multistate Model Bias-Corrected Robust Variance

Computes robust and bias-corrected sandwich variance estimators for multi-state Cox models with clustered time-to-event data. Also provides Wald tests for heterogeneity, generalized least-squares linear trends, and order-restricted trends among transition-specific coefficients. The methodology extends the marginal Cox model bias-correction framework of Wang et al. (2023) to the multi-state setting.