Training courses

This example takes a look at incorporating a frailty, or random intercept, into a flexible parametric survival model, and how to fit them in Stata. First we’ll use merlin to estimate our model, and then the more user-friendly wrapper function stmixed. More details on these models can be found in the following papers: Crowther MJ, Look MP, Riley […]

This tutorial will illustrate some of the more advanced capabilities of merlin when modelling survival data, but with the aim of using an accessible example. During my PhD, Paul Lambert and I developed stgenreg in Stata for modelling survival data with a general user-specified hazard function, with the generality achieved by using numerical integration to calculate the cumulative hazard […]

This post takes a look at an extension of the standard joint longitudinal-survival model, which is to incorporate competing risks. Let’s start by formally defining the model. We will assume a continuous longitudinal outcome, $$y_{i}(t) = m_{i}(t) \epsilon_{i}(t)$$ where $$m_{i}(t) = X_{1i}(t)\beta_{1} + Z_{i}(t)b_{i}$$ and \(\epsilon_{i}(t)\) is our normally distributed residual variability. We call \(m_{i}(t)\) our […]

This post gives a gentle introduction to the joint longitudinal-survival model framework, and covers how to estimate them using our merlin command in Stata. A joint model consists of a continuous, repeatedly measured (longitudinal) outcome, and a time-to-event, with the two models linked by random effects, or functions of them. Let’s formally define everything we need. For […]

In this post we’re going to take a look at joint frailty models, and how to fit them with our merlin command. Importantly, we’ll also discuss how to interpret the results. Joint frailty models An area of intense research in recent years is in the field of joint frailty models, which has become the commonly used name for […]

Let’s begin. There will be a single continuous covariate, representing age, with a non-linear effect influencing survival. We’ll simulate survival times under a data-generating model that incorporates a non-linear effect of age. We’ll then fit some models accounting for the non-linear effect of age, and finally make predictions for specified values of age. Sounds simple, […]

In this post we’ll take a look at how to define a custom transition matrix for use with our multistate package in Stata. The transition matrix A transition matrix governs the movement of a process between possible states. Within multi-state survival analysis, and particularly, the implementation of multi-state models in Stata, the transition matrix contains the most […]

The headlines: predictms now supports the Cox model as a transition model, estimated using merlin or stmerlin Predictions from a multi-state Cox model are implemented using a simulation approach Supported predictions from a multi-state Cox model include transition probabilities, probability, and length of stay, los Let’s take a look at what we can now do with multistate and in particular, the predictms command. We’ll […]

In this post we’ll take a look at how to simulate survival data with a continuous, time-varying covariate. The aim is to simulate from a data-generating mechanism appropriate for evaluating a joint longitudinal-survival model. We’ll use the survsim command to simulate the survival times, and the merlin command to fit the corresponding true model. Let’s assume a proportional hazards […]