Abstract
We propose two types of joint two-state continuous time Markov models using shared random effect(s). A simulation study is conducted to evaluate the performance of the parameter estimations under various scenarios and to compare each type of joint model approach to the separate model approach. The proposed method is applied to the Mothers’ Stress and Children’s Morbidity study. The concept of the transition odds ratio is introduced to illustrate the association between two continuous time Markov chains over time. We find that the proposed method is more efficient in estimating parameters of interest.
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