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) doi:10.1002/bimj.202200113 to the multi-state setting.