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.

Longitudinal quantile regression in presence of informative drop-out through longitudinal-survival joint modeling / Farcomeni, Alessio; S., Viviani. - STAMPA. - 34:(2015), pp. 1199-1213. [10.1002/sim.6393]

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

FARCOMENI, Alessio;
2015

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
quantile regression; longitudinal regression; joint models; shared-parameter models
01 Pubblicazione su rivista::01a Articolo in rivista
Longitudinal quantile regression in presence of informative drop-out through longitudinal-survival joint modeling / Farcomeni, Alessio; S., Viviani. - STAMPA. - 34:(2015), pp. 1199-1213. [10.1002/sim.6393]
File allegati a questo prodotto
File Dimensione Formato  
Farcomeni_Longitudinal quantile_2015.pdf

solo gestori archivio

Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 344.27 kB
Formato Adobe PDF
344.27 kB Adobe PDF   Contatta l'autore

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/624626
Citazioni
  • ???jsp.display-item.citation.pmc??? 4
  • Scopus 28
  • ???jsp.display-item.citation.isi??? 24
social impact