I am trying to perform a meta-analysis of time-to-event outcomes. I’ve obtained individual patient data from 8 studies. I have 67,801 censored observations. I have 5481 events. I have one binary covariate.

I found that a gompertz model fit the pooled data well. I would like to conduct a random-effects meta-analysis in STAN.

My code runs… very slowly… and it does not mix well.

My priors are

sdalpha=10,

sdbeta0=log(10),

sdbeta=log(10),

sdtau=log(2)

I was hoping to get some suggestions on how to improve this model.

My Data is at

```
functions {
real gompertz_surv_prob (real t, real a, real b){
real S;
S = exp(-b/a*(exp(a*t) - 1));
return(S);
}
real gompertz_lpdf (vector t, real a, vector b){
vector[num_elements(t)] tmp;
for (i in 1:num_elements(t)) {
tmp[i] = log(b[i])+a*t[i]-b[i]/a*(exp(a*t[i])-1);
}
return(sum(tmp));
}
real gompertz_lccdf (vector t, real a, vector b){
vector[num_elements(t)] tmp;
for (i in 1:num_elements(t)) {
tmp[i] = -b[i]/a*(exp(a*t[i]) - 1);
}
return(sum(tmp));
}
}
data {
int<lower=0> Nobs;
int<lower=0> Ncen;
vector[Nobs] yobs;
vector[Ncen] ycen;
int <lower=0> stud_obs [Nobs];
int <lower=0> stud_cen [Ncen];
int Nstudy;
int H; // number of covariates
matrix[Nobs,H] Xobs; // matrix of covariates (with n rows and H columns)
matrix[Ncen,H] Xcen; // matrix of covariates (with n rows and H columns)
real <lower=0> sdbeta0;
real <lower=0> sdbeta;
real <lower=0> sdalpha;
real <lower=0> sdtau;
}
parameters {
real alpha; // shape parameter
real beta0;
vector [H] beta;
vector [Nstudy] re;
real <lower=0> tau;
}
model {
tau ~ normal(0,sdtau);
beta0 ~ normal(0,sdbeta0);
beta ~ normal(0,sdbeta);
re ~ normal(0,tau);
alpha ~ normal(0,sdalpha);
target += gompertz_lpdf(yobs | alpha, exp(beta0+Xobs*beta+re[stud_obs]));
target += gompertz_lccdf(ycen | alpha, exp(beta0+Xcen*beta+re[stud_cen]));
}
```