Dipartimento di Scienze Statistiche

We propose a joint model for a time-to-event outcome and the quantiles of a continuous response repeatedly measured over time. The quantile and survival processes are associated via shared latent and manifest variables. From the longitudinal quantile regression standpoint, our joint model provides a exible approach to handle informative drop-out. From the survival standpoint, the measurement error in time dependent covariates is avoided by considering the predicted quantile and residual unobserved heterogeneity, rather than the actual covariate values.