Survival analysis with multiple outcome

General
#1

Hi,

I have a dataset with two duration outcome variables and many explanatory variables. The outcome variables can be censored and uncensored. So, I am using parametric survival analysis to model them.

Example:
outcome variable 1: duration of keeping a phone
outcome variable 2: duration of keeping a laptop

I know how I can model each of them separately with parametric survival analysis. But, I would like to model their joint distribution (considering the correlation between the two).

I could not find any related resources on this topic. I was wondering if any resource (web page, article, etc) is available for modelling such a problem?

Thank you,
Mary

#2

Hi!

Is this something similar to structural equation modeling? Both Stan and brms (by extension) support this. Here is a walkthrough RPubs - BRMS and Bayesian SEM and Gelman talks a bit about it here Structural equation modeling and Stan « Statistical Modeling, Causal Inference, and Social Science . A longer paper here https://arxiv.org/pdf/2008.07733.pdf

#3

Hi!

Thank you for your reply and for the material.
I do not think SEM can help in this situation as I have censored outcome variables. Survival analysis can handle censored outcome variables. That is why I am looking for an approach based on survival analysis.

Thank you anyway!

#4

If you’re writing your own Stan code, you can code each one as a standard survival analysis and model their intercepts as a multivariate normal.

1 Like
#5

If you’re not writing your own code any multi state model package could work (eg- R’s msm package)… but I don’t recall if there’s a Stan-based msm package…

#6

@sakrejda
Thank you for the suggestion. It was informative. However, as I need to customize my likelihood function, I need to write my own stan code.

And regarding modeling intercepts as a multivariate normal, would you know of any article on that so that I can read more about it?

Thank you