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A Copula Approach to Joint Modeling of Longitudinal Measurements and Survival Times Using Monte Carlo
1a Department of Statistics , Shahid Beheshti University , Tehran , Iran.
Abstract:
Joint modeling of longitudinal measurements and time to event data is often performed by fitting a shared parameter model. Another method for joint modeling that may be used is a marginal model. As a marginal model, we use a Gaussian model for joint modeling of longitudinal measurements and time to event data. We consider a regression model for longitudinal data modeling and a Weibull proportional hazard model for event time data modeling. A Gaussian copula is used to consider the association between these two models. A Monte Carlo expectation-maximization approach is used for parameter estimation. Some simulation studies are conducted in order to illustrate the proposed method. Also, the proposed method is used for analyzing a clinical trial dataset.
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