Hi all,

I’m trying to specify a standard joint model in stan. Specifically, a shared parameter model whereby a longitudinal biomarker (longitudinal mixed effect submodel) is associated with a time to event (survival submodel). This takes the general form below:

\begin{cases} Y_i(t) = \beta x_i^\top (t) + b_i z_i^\top (t) + \epsilon_i(t) \\ h_{event}(t) = h_{0}(t) \exp \{ \gamma^\top \omega + \alpha [Y_i(t)] \} \end{cases}

I can see that there are implementations in rstanarm but ultimately my motivation is to specify a custom association structure (\alpha), and so I would like to specify the model myself directly in stan.

I’m coming from a frequentist background and I’m extremely novice with bayesian methods, so apologies if this isn’t the right forum for the question. Any educational pointers for stan in general would also be really appreciated!

Thank you in advance.