Simulation study of joint transition and Weibull survival model with shared parameters

Rui Xia, The University of Texas School of Public Health


This study investigates a theoretical model where a longitudinal process, that is a stationary Markov-Chain, and a Weibull survival process share a bivariate random effect. Furthermore, a Quality-of-Life adjusted survival is calculated as the weighted sum of survival time. Theoretical values of population mean adjusted survival of the described model are computed numerically. The parameters of the bivariate random effect do significantly affect theoretical values of population mean. Maximum-Likelihood and Bayesian methods are applied on simulated data to estimate the model parameters. Based on the parameter estimates, predicated population mean adjusted survival can then be calculated numerically and compared with the theoretical values. Bayesian method and Maximum-Likelihood method provide parameter estimations and population mean prediction with comparable accuracy; however Bayesian method suffers from poor convergence due to autocorrelation and inter-variable correlation.

Subject Area


Recommended Citation

Xia, Rui, "Simulation study of joint transition and Weibull survival model with shared parameters" (2007). Texas Medical Center Dissertations (via ProQuest). AAI1445487.