Open Conference Systems, 50th Scientific meeting of the Italian Statistical Society

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A multivariate extension of the joint models
Marcella Mazzoleni, Mariangela Zenga

Last modified: 2018-05-10

Abstract


The joint models analyse the effect of longitudinal covariates onto the risk of an event. They are composed of two sub-models, the longitudinal and the survival sub-model. For the longitudinal sub-model a multivariate mixed model can be proposed. Whereas for the survival sub-model, a Cox proportional hazards model is proposed, considering jointly the influence of more than one longitudinal covariate onto the risk of the event. The purpose of the work is to extend an estimation method based on a joint likelihood formulation to the case in which the longitudinal submodel is multivariate through the implementation of an Expectation-Maximisation (EM) algorithm.


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