Joint longitudinal and competing risks models: Simulation, estimation and prediction

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, where and is our normally distributed residual variability. We call our trajectory function, representing the true underlying value of the continuousContinue reading “Joint longitudinal and competing risks models: Simulation, estimation and prediction”

Simulating survival data with a continuous time-varying covariate…the right way

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’sContinue reading “Simulating survival data with a continuous time-varying covariate…the right way”