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STJM: Stata module to fit shared parameter joint models of longitudinal and survival data

Author

Listed:
  • Michael J. Crowther

    (Karolinska Institutet)

Programming Language

Stata

Abstract

stjm fits shared parameter joint models for longitudinal and survival data using maximum likelihood. A single continuous longitudinal response and a single survival outcome are allowed. A linear mixed effects model is used for the longitudinal submodel, which lets time be modelled using fixed and/or random fractional polynomials or resticted cubic splines. Six choices are currently available for the survival submodel, including the exponential, Weibull, Gompertz, 2-component mixture Weibull-Weibull and 2-component mixture Weibull-exponential proportional hazards models. Furthermore, the flexible parametric survival model (see stpm2), modelled on the log cumulative hazard scale is also available. The association between the two processes can be induced via the default current value parameterisation, the first derivative of the longitudinal submodel (slope), and/or a random coefficient such as the intercept. Adaptive or non-adaptive Gauss-Hermite quadrature, coded in Mata, can be used to evaluate the joint likelihood. Under all survival submodels except the flexible parametric model, Gauss-Kronrod quadrature is used to evaluate the cumulative hazard. The dataset must be stset correctly into enter and exit times, using the enter option. stjm uses _t0 to denote measurement times. Delayed entry models are allowed. Users of Stata 11 should use stjm11.

Suggested Citation

  • Michael J. Crowther, 2012. "STJM: Stata module to fit shared parameter joint models of longitudinal and survival data," Statistical Software Components S457502, Boston College Department of Economics, revised 22 Oct 2013.
    • Handle: RePEc:boc:bocode:s457502
    Note: This module should be installed from within Stata by typing "ssc install stjm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_gaussquad.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_pred.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_postestimation.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lstjm.mlib
    File Function: Mata object library
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_example.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_pbc_example_data.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_prothro.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. Method of the month: Shared parameter models
      by Sam Watson in The Academic Health Economists' Blog on 2018-07-26 06:00:40

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