The joint modeling of longitudinal and survival data has received remarkable attention in the methodological literature over the past decade; however, the availability of software to implement the methods lags behind. The most common form of joint model assumes that the association between the survival and the longitudinal processes is underlined by shared random effects. As a result, computationally intensive numerical integration techniques such as adaptive Gauss–Hermite quadrature are required to evaluate the likelihood. We describe a new user-written command, stjm, that allows the user to jointly model a continuous longitudinal response and the time to an event of interest. We assume a linear mixed-effects model for the longitudinal submodel, allowing flexibility through the use of fixed or random fractional polynomials of time. Four choices are available for the survival submodel: the exponential, Weibull or Gompertz proportional hazard models, and the flexible parametric model (stpm2). Flexible parametric models are fit on the log cumulative-hazard scale, which has direct computational benefits because it avoids the use of numerical integration to evaluate the cumulative hazard. We describe the features of stjm through application to a dataset investigating the effect of serum bilirubin level on time to death from any cause in 312 patients with primary biliary cirrhosis. Copyright 2013 by StataCorp LP.
