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STJM11: Stata module to fit shared parameter joint models of longitudinal and survival data

Author

Listed:
  • Michael J. Crowther

    (Karolinska Institutet)

Programming Language

Stata

Abstract

stjm11 fits shared parameter joint models for longitudinal and survival data. 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. Four choices are currently available for the survival submodel; the first being the flexible parametric survival model (see stpm2 available on SSC), modelled on the log cumulative hazard scale. The remaining choices include the exponential, Weibull and Gompertz proportional hazard models. The association between the two processes can be induced via the default current value parameterisation, the first derivative of the longitudinal submodel, 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 an expoenential/Weibull/Gompertz survival submodel, 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 12.1 should use stjm.

Suggested Citation

  • Michael J. Crowther, 2011. "STJM11: Stata module to fit shared parameter joint models of longitudinal and survival data," Statistical Software Components S457342, Boston College Department of Economics, revised 20 Aug 2012.
    • Handle: RePEc:boc:bocode:s457342
    Note: This module should be installed from within Stata by typing "ssc install stjm11". 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

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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_pred.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_postestimation.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_e.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_e_na.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_fpm.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_fpm_na.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_g.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_g_na.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_w.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm11_d0_w_na.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stjm_example.dta
    File Function: sample data file
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