2010
DOI: 10.1007/s10985-010-9169-6
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A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects

Abstract: This article studies a general joint model for longitudinal measurements and competing risks survival data. The model consists of a linear mixed effects sub-model for the longitudinal outcome, a proportional cause-specific hazards frailty sub-model for the competing risks survival data, and a regression sub-model for the variance–covariance matrix of the multivariate latent random effects based on a modified Cholesky decomposition. The model provides a useful approach to adjust for non-ignorable missing data d… Show more

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Cited by 47 publications
(47 citation statements)
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“…In this case, generalized autoregressive parameters and innovative variance parametrization methods would be required to model the random covariance matrix. In the longitudinal and joint modeling framework, such methods have shown the advantage of computational attractiveness with a logical interpretation of parameters 13,14,26 .…”
Section: Discussionmentioning
confidence: 99%
“…In this case, generalized autoregressive parameters and innovative variance parametrization methods would be required to model the random covariance matrix. In the longitudinal and joint modeling framework, such methods have shown the advantage of computational attractiveness with a logical interpretation of parameters 13,14,26 .…”
Section: Discussionmentioning
confidence: 99%
“…The standard maximum likelihood method involves integrating out latent variables from the log likelihood function, which is difficult when dealing with highdimensional variables [9]. As a result, the proposed joint models are estimated under a Bayesian framework using Markov chain Monte Carlo (MCMC) methods with Gibbs sampling using Win BUGS software.…”
Section: Bayesian Joint Model Parameter Estimationmentioning
confidence: 99%
“…Table 1 compares results from a normal joint model with and without the outliers together with a model with a t-distributed error ( k = 3) using all data points. The estimation procedure for the normal joint model is the same except that there is no need to estimate parameter τ ij (Huang, 2008). First, the outliers are observed to be influential to the parameter estimates for the longitudinal endpoint.…”
Section: An Examplementioning
confidence: 99%