That sentence merely notes that since W1i(t) = U1i + U2i(t), then eqn 4 becomes
W2i(t) = gamma1 U1i + gamma2 U2i(t) + gamma3 W1i(t) + U3i.
The same U matrix is used for both W1 and W2. That's the whole point of the article. The columns of the U matrix are latent variables that correlate the longitudinal model and the survival model.
... View more
