2006
DOI: 10.1111/j.1541-0420.2006.00570.x
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Joint Modeling of Survival and Longitudinal Data: Likelihood Approach Revisited

Abstract: Summary. The maximum likelihood approach to jointly model the survival time and its longitudinal covariates has been successful to model both processes in longitudinal studies. Random effects in the longitudinal process are often used to model the survival times through a proportional hazards model, and this invokes an EM algorithm to search for the maximum likelihood estimates (MLEs). Several intriguing issues are examined here, including the robustness of the MLEs against departure from the normal random eff… Show more

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Cited by 176 publications
(189 citation statements)
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“…Another issue is about the robustness to the normality assumption of the random effects. It has been noted by Song et al [19] and Hsieh et al [36] that the estimation procedure is robust to the normality assumption in some joint models of longitudinal and survival data with a single failure type. We have not investigated this issue in this paper although we expect similar conclusions.…”
Section: Discussionmentioning
confidence: 99%
“…Another issue is about the robustness to the normality assumption of the random effects. It has been noted by Song et al [19] and Hsieh et al [36] that the estimation procedure is robust to the normality assumption in some joint models of longitudinal and survival data with a single failure type. We have not investigated this issue in this paper although we expect similar conclusions.…”
Section: Discussionmentioning
confidence: 99%
“…For comparison with the analysis by Tseng et al (2005), we use the same longitudinal model they did (also used in Hsieh et al 2006), and we also consider more flexible alternatives. They noted that scatterplots of temporal profiles of egg production suggested the nonlinear form that corresponds to a gamma kernel, namely t b 1 e b 2 (t−1) , with different b 1 and b 2 for each medfly.…”
Section: Longevity Of Medfliesmentioning
confidence: 99%
“…However, this is a huge matrix in the joint modeling setting, due to the high dimensionality of the baseline hazard function. There is no shortcut to invert it in any joint modeling approach as explained in Hsieh et al (2006). We thus revert to the bootstrap procedure to estimate the variance (or covariance) of θ.…”
Section: Variance Estimationmentioning
confidence: 99%