Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data

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Abstract

A common objective in longitudinal studies is the joint modelling of a longitudinal response with a time-to-event outcome. Random effects are typically used in the joint modelling framework to explain the interrelationships between these two processes. However, estimation in the presence of random effects involves intractable integrals requiring numerical integration. We propose a new computational approach for fitting such models that is based on the Laplace method for integrals that makes the consideration of high dimensional random-effects structures feasible. Contrary to the standard Laplace approximation, our method requires much fewer repeated measurements per individual to produce reliable results.
Original languageUndefined/Unknown
Pages (from-to)637-654
Number of pages18
JournalJournal of the Royal Statistical Society. Series B. Statistical Methodology
Volume71
DOIs
Publication statusPublished - 2009

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