I used stan_jm with different option for assoc like etavalue, etaauc etc. How can I compare these models, any fitness information I can get from these model?

This is a general question, I cannot find how to evaluate models with different option for parameters.



  • loo for model comparison (for e.g. comparing models with different association structures).

  • posterior uncertainty intervals for assessing the magnitude of parameters.

  • ps_check for a rough and ready plot to assess calibration of the survival curve.

  • I once started work on measures of prediction error (e.g. Brier score) and discrimination (time-dependent AUC) – see this branch – but I never finished it for the official rstanarm release.

@jackinovik might also have some suggestions or code base that I haven’t mentioned here.

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