Journal of Guangxi Normal University(Natural Science Edition) ›› 2025, Vol. 43 ›› Issue (5): 175-184.doi: 10.16088/j.issn.1001-6600.2024090302

• Mathematics and Statistics • Previous Articles     Next Articles

Bayesian Joint Modeling of Skewed-Longitudinal and Survival Data

WANG Yundi, DAI Jiajia*, MAO Wei   

  1. School of Mathematics and Statistics, Guizhou University, Guizhou Guiyang 550000, China
  • Received:2024-09-03 Revised:2024-12-24 Online:2025-09-05 Published:2025-08-05

Abstract: In longitudinal data analysis, the normality of model errors is a common assumption; however, this assumption may contradict the true characteristics of the data. Additionally, overlooking the correlation between longitudinal data and survival data can lead to biased analytical results. To address these issues, this paper proposes a Bayesian joint model: the longitudinal process is modeled using a linear mixed-effects model with error terms following a Skew-t distribution, while the survival process employs a Cox proportional hazards model. Bayesian estimation of the unknown parameters in the joint model is conducted using the Metropolis-Hastings (MH) algorithm and Gibbs sampling. Numerical simulation results indicate that the Skew-t method demonstrates superior performance in data fitting compared with the traditional estimation methods. Finally, this methodology is applied to the analysis of AIDS data, and validation confirms that it provides good fitting results and accurate parameter estimates.

Key words: longitudinal data, survival data, Skew-t distribution, Bayesian estimation, AIDS data

CLC Number:  O212.8
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