We propose a joint model for a time-to-event outcome and a quantile of a continuous response repeatedly mea- sured over time. The quantile and survival processes are associated via shared latent and manifest variables. Our joint model provides a flexible approach to handle informative dropout in quantile regression. A Monte Carlo expectation maximization strategy based on importance sampling is proposed, which is directly applicable under any distributional assumption for the longitudinal outcome and random effects. We consider both parametric and nonparametric assumptions for the baseline hazard. We illustrate through a simulation study and an application to an original data set about dilated cardiomyopathies.

Farcomeni, A., S., V. (2015). Longitudinal quantile regression in presence of informative drop-out through longitudinal-survival joint modeling. STATISTICS IN MEDICINE, 34, 1199-1213 [10.1002/sim.6393].

Longitudinal quantile regression in presence of informative drop-out through longitudinal-survival joint modeling

FARCOMENI, Alessio;
2015-01-01

Abstract

We propose a joint model for a time-to-event outcome and a quantile of a continuous response repeatedly mea- sured over time. The quantile and survival processes are associated via shared latent and manifest variables. Our joint model provides a flexible approach to handle informative dropout in quantile regression. A Monte Carlo expectation maximization strategy based on importance sampling is proposed, which is directly applicable under any distributional assumption for the longitudinal outcome and random effects. We consider both parametric and nonparametric assumptions for the baseline hazard. We illustrate through a simulation study and an application to an original data set about dilated cardiomyopathies.
2015
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore SECS-S/01 - STATISTICA
English
quantile regression; longitudinal regression; joint models; shared-parameter models
Farcomeni, A., S., V. (2015). Longitudinal quantile regression in presence of informative drop-out through longitudinal-survival joint modeling. STATISTICS IN MEDICINE, 34, 1199-1213 [10.1002/sim.6393].
Farcomeni, A; S., V
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/223741
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