[Forum SIS] Annuncio Seminario - Alessio Farcomeni

[Statlab DiSES]

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Annuncio Seminario di Statistica

Dipartimento di Scienze Economiche e Statistiche - DiSES

Università degli Studi di Salerno

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Data evento: 2 marzo 2014



 Mercoledì 2 aprile 2014, h. 15.30 (Sala del Consiglio)

Alessio Farcomeni (Università di Roma "Sapienza")

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

 ABSTRACT
We propose a joint model for a time-to-event outcome and any quantile of a
continuous response repeatedly measured over time. The quantile and survival
processes are associated via shared latent and manifest variables. From the
longitudinal quantile regression standpoint, our joint model provides a
flexible approach to handle informative drop-out. Conversely, skewed error
terms in the measurement error of time-dependent covariates are directly
handled in survival models. We relax the commonly used assumptions of low
dimensionality and joint normality of random effects and response error
terms, by proposing an original Monte Carlo Expectation Maximization
strategy based on importance sampling. This approach is directly applicable
under any distributional assumption for the longitudinal outcome and random
effects, and parametric and non-parametric assumptions for the baseline
hazard. The algorithm is computationally efficient even with moderate
dimensional random effects. We illustrate through a simulation study and an
application to an original data set about the left ventricular ejection
fraction of patients with dilated cardiomyopathies. 
  

Tutti gli interessati sono cordialmente invitati a partecipare.

 

 

Laboratorio di Ricerca e Formazione avanzata in Statistica (STATLAB)

Dipartimento di Scienze Economiche e Statistiche - DiSES 

Università degli Studi di Salerno 

Via Giovanni Paolo II, 132

84084 Fisciano SA

Tel. +39 089 96 3132

 



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