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Joint modelling of longitudinal measurements and event time data. (English) Zbl 1089.62519

Summary: This paper formulates a class of models for the joint behaviour of a sequence of longitudinal measurements and an associated sequence of event times, including single-event survival data. This class includes and extends a number of specific models which have been proposed recently, and, in the absence of association, reduces to separate models for the measurements and events based, respectively, on a normal linear model with correlated errors and a semi-parametric proportional hazards or intensity model with frailty. Special cases of the model class are discussed in detail and an estimation procedure which allows the two components to be linked through a latent stochastic process is described. Methods are illustrated using results from a clinical trial into the treatment of schizophrenia.

MSC:

62N02 Estimation in survival analysis and censored data
62P10 Applications of statistics to biology and medical sciences; meta analysis
62G08 Nonparametric regression and quantile regression

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