English

A tractable Bayesian joint model for longitudinal and survival data

Methodology 2021-04-23 v1 Applications Computation

Abstract

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a parametric general hazard structure. The two processes are linked by sharing fixed and random effects, separating the effects that play a role at the time scale from those that affect the hazard scale. This strategy allows for the inclusion of non-linear and time-dependent effects while avoiding the need for numerical integration, which facilitates the implementation of the proposed joint model. We explore the use of flexible parametric distributions for modelling the baseline hazard function which can capture the basic shapes of interest in practice. We discuss prior elicitation based on the interpretation of the parameters. We present an extensive simulation study, where we analyse the inferential properties of the proposed models, and illustrate the trade-off between flexibility, sample size, and censoring. We also apply our proposal to two real data applications in order to demonstrate the adaptability of our formulation both in univariate time-to-event data and in a competing risks framework. The methodology is implemented in rstan.

Keywords

Cite

@article{arxiv.2104.10906,
  title  = {A tractable Bayesian joint model for longitudinal and survival data},
  author = {Danilo Alvares and Francisco Javier Rubio},
  journal= {arXiv preprint arXiv:2104.10906},
  year   = {2021}
}

Comments

To appear in Statistics in Medicine. Software available at https://github.com/daniloalvares/Tractable-BJM

R2 v1 2026-06-24T01:25:21.450Z