[Forum SIS] Annuncio Seminario: Marcella Mazzoleni "Joint models for time-to-event and multivariate longitudinal data: a likelihood approach"

[Statlab]

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Seminario di Statistica

Dipartimento di Scienze Economiche e Statistiche - DiSES
<http://www.dises.unisa.it/>  

Università degli Studi di Salerno

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Marcella Mazzoleni - Università di Milano Bicocca

"Joint models for time-to-event and multivariate longitudinal data: a
likelihood approach"

15 Maggio 2018, h. 15.00 - Sala dei Consigli DISES

Abstract

The joint models analyse the effect of longitudinal covariates onto the risk
of one or more events. They are composed of two sub-models, the longitudinal
and the survival sub-model. For the longitudinal sub-model a multivariate
mixed model is used, considering fixed and random effects. 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 presentation is to show the
extension of a univariate estimation method based on a joint likelihood
formulation to the case in which the longitudinal sub-model is multivariate.
The estimation method is based on the maximisation of the likelihood
function achieved through the implementation of an Expectation-Maximisation
(EM) algorithm. In the M-step a one-step Newton-Raphson update is used, as
for some parameters estimators, it is not possible to obtain closed-form
expression. In addition, a Gauss-Hermite approximation is applied for some
of the integrals involved. Some simulation results and an application to a
well-known dataset are shown.

This is a joint work with: Mariangela Zenga.

 

Laboratorio di Ricerca e Formazione avanzata in Statistica STATLAB
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Università degli Studi di Salerno

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