R

R package updates

Competing risks in joineR

Description As of version 1.2.0, joineR fits the joint model proposed by Williamson et al. (2008) for joint models of longitudinal data and competing risks. Here, the longitudinal data submodel remains as per that analyzed in Henderson et al. (2000), namely [Y_i(t) = X_i(t)^\top \beta + Z_i(t)^\top U_i + \epsilon_i(t),] where (Y_i(t)) is a repeated measurement on subject (i) at time (t), (U_i) is a latent vector that follows a zero-mean multivariate normal distribution, (X_i(t)) and (Z_i(t)) are vectors of explanatory variables that may be time-constant or time-varying, and the (\epsilon_i(t)) are mutually independent errors, (\epsilon_i(t) \sim N(0, \tau^2)).

Using joineRML v0.1.1

The joineRML package implements methods for analyzing data from multiple longitudinal studies in which the responses from each subject consists of time-sequences of repeated measurements and a possibly censored time-to-event outcome. The modelling framework for the repeated measurements is the multivariate linear mixed effects model. The model for the time-to-event outcome is a Cox proportional hazards model with log-Gaussian frailty. Stochastic dependence is captured by allowing the Gaussian random effects of the linear model to be correlated with the frailty term of the Cox proportional hazards model.