EconPapers    
Economics at your fingertips  
 

Joint models for a GLM-type longitudinal response and a time-to-event with smooth random effects

S. Viviani

Journal of Applied Statistics, 2019, vol. 46, issue 15, 2804-2818

Abstract: Longitudinal studies often entail non-Gaussian primary responses. When dropout occurs, potential non-ignorability of the missingness process may occur, and a joint model for the primary response and a time-to-event may represent an appealing tool to account for dependence between the two processes. As an extension to the GLMJM, recently proposed, and based on Gaussian latent effects, we assume that the random effects follow a smooth, P-spline based density. To estimate model parameters, we adopt a two-step conditional Newton–Raphson algorithm. Since the maximization of the penalized log-likelihood requires numerical integration over the random effect, which is often cumbersome, we opt for a pseudo-adaptive Gaussian quadrature rule to approximate the model likelihood. We discuss the proposed model by analyzing an original dataset on dilated cardiomyopathies and through a simulation study.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2019.1617253 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:46:y:2019:i:15:p:2804-2818

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664763.2019.1617253

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:japsta:v:46:y:2019:i:15:p:2804-2818