Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule

Dimitris Rizopoulos

Computational Statistics & Data Analysis, 2012, vol. 56, issue 3, 491-501

Abstract: Joint models for longitudinal and time-to-event data have recently attracted a lot of attention in statistics and biostatistics. Even though these models enjoy a wide range of applications in many different statistical fields, they have not yet found their rightful place in the toolbox of modern applied statisticians mainly due to the fact that they are rather computationally intensive to fit. The main difficulty arises from the requirement for numerical integration with respect to the random effects. This integration is typically performed using Gaussian quadrature rules whose computational complexity increases exponentially with the dimension of the random-effects vector. A solution to overcome this problem is proposed using a pseudo-adaptive Gauss–Hermite quadrature rule. The idea behind this rule is to use information for the shape of the integrand by separately fitting a mixed model for the longitudinal outcome. Simulation studies show that the pseudo-adaptive rule performs excellently in practice, and is considerably faster than the standard Gauss–Hermite rule.

Keywords: Gauss–Hermite rule; Numerical integration; Random effects; Time-dependent covariates; Survival analysis (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (14)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:3:p:491-501

DOI: 10.1016/j.csda.2011.09.007

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