Documente Academic
Documente Profesional
Documente Cultură
Geert Verbeke2
Geert Molenberghs2
d.rizopoulos@erasmusmc.nl
geert.verbeke@med.kuleuven.be
geert.molenberghs@uhasselt.be
Learning Objectives
Contents
Related References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
II
Sensitivity Happens . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
A Latent-variable Mixture Model as a Basis for Sensitivity Analysis in Incomplete Longitudinal Data . . . . . . . . . . . . . . . . 78
III
10
11
12
13
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
54
94
ii
IV
14
Case Study: A Joint Model for Multivariate Longitudinal Data and a Time to Event
15
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
143
164
iii
Chapter 0
Related References
Aerts, M., Geys, H., Molenberghs, G., and Ryan, L.M. (2002). Topics in
Modelling of Clustered Data. London: Chapman and Hall.
Brown, H. and Prescott, R. (1999). Applied Mixed Models in Medicine.
New-York: John Wiley & Sons.
Davidian, M. and Giltinan, D.M. (1995). Nonlinear Models For Repeated
Measurement Data. London: Chapman and Hall.
Diggle, P.J., Heagerty, P.J., Liang, K.Y. and Zeger, S.L. (2002). Analysis of
Longitudinal Data. (2nd edition). Oxford: Oxford University Press.
Fitzmaurice, G., Davidian, M., Verbeke, G. and Molenberghs, G. (2009).
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Part I
Motivation for Joint Modeling
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Chapter 1
Outcomes in Longitudinal Studies
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Explicit outcomes:
markers for renal graft functioning: glomerular ltration rate, haematocrit,
blood pressure, proteinuria
events of interest: transplantation & death
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Explicit outcomes
markers for the progression of the disease: CD4 cell count, anti-p24 antibody,
beta2-microglobulin
time-to-death
Implicit outcomes
patients die or leave the study dropout: planned measurements on the
markers are not taken
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
1.1
Focus of Inference
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Prediction: can we improve prediction for the time to death by considering all
markers simultaneously?
Handling implicit outcomes: focus on a single longitudinal but with dropout
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
10
1.2
Recent Developments
Main reasons
lack of appropriate statistical methodology
lack of ecient computational approaches & software
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
11
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
12
1.3
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
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Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
14
Agenda:
Part I: Approaches to analyze multiple outcomes simultaneously
Part II: Joint Models for the Longitudinal and Dropout Processes
Part III: Joint Models for Longitudinal and Time-to-event Data
Part IV: Joint Models for Multivariate Longitudinal Data
Part V: Connections & Extensions
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
15
Chapter 2
Approaches to Simultaneously Analyze Multiple Outcomes
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
16
2.1
Let Y1 and Y2 be two outcomes measured on a number of subjects for which joint
modeling is of scientic interest.
Both can be measured longitudinally
E.g., CD4 cell count and viral load in HIV patients
One longitudinal outcome with one survival outcome
E.g., Haematocrit and time to graft failure in renal transplant patients
We will discuss various approaches possible to construct a joint density f (y1, y2)
of (Y1, Y2)
Extensions to more than 2 outcomes are (relatively) straightforward
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
17
2.2
Multivariate Models
18
2.3
Conditional Models
19
[
E(Y1) = E[E(Y1|Y2)] =
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
20
Typical example:
Selection models for longitudinal data subject to informative dropout
Marginal model f (y1) for the longitudinal outcome Y1
Conditional model for dropout time Y2:
P [Y2 = t | Y1(t), Y1(t 1), . . .]
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
21
2.4
Shared-parameter Models
f (y1, y2) =
f (y1, y2|b) db =
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
22
Advantages:
Y1 and Y2 can be of dierent type
Parameters in joint model f (y1, y2) have the same interpretation as in the
univariate models f (y1) and f (y2)
Extension to higher dimensions very straightforward
Disadvantage:
Very strong assumptions about the association between Y1 and Y2
Assume random-intercepts models for Y1 and Y2:
Y1(t) = 1 + b + 2t + e1(t)
Y2(t) = 3 + b + 4t + e2(t)
with e1(t) N (0, 12), e2(t) N (0, 22), and b N (0, b2)
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
23
Corr{Y1(s), Y2(t)} = 2
2
b + 1 2b2 + 22
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
24
Typical example:
Longitudinal outcome Y1 and time-to-event Y2
Assume a mixed model for Y1:
Y1(t) = (1 + b1) + (2 + b2)t + e1(t)
with b = (b1, b2) N (0, D)
Assume proportional hazard model for Y2 with hazard depending on b:
lim Pr{t T < t + h|T t, b} = = 0(t) exp{g(b)}
h0
25
2.5
Random-eects Models
f (y1, y2) =
f (y1, y2|b) db =
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
26
Advantages:
Same as with shared-parameter models
Less strict assumtptions about the association between Y1 and Y2
Assume random-intercepts models for Y1 and Y2:
Y1(t) = 1 + b1 + 2t + e1(t)
Y2(t) = 3 + b2 + 4t + e2(t)
with e1(t) N (0, 12), e2(t) N (0, 22), and (b1, b2) N (0, D)
Similar expressions for Corr{Y1(s), Y1(t)} and Corr{Y2(s), Y2(t)} as before, but
27
Disadvantage:
Dimensionality of b increases with the number of outcomes modeled, hence
also the integration in
f (y1, . . . , yk ) =
=
...
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28
2.6
29
Chapter 3
Motivating Datasets and Key Models
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30
3.1
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31
Design:
2 189 patients randomized, 36 centers
48 weeks of total follow up (12 months)
12 weeks of treatment (3 months)
Complication: Dropout (24%)
Measurements at months 0, 1, 2, 3, 6, 9, 12
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33
3.2
Rij =
if Yij is observed,
otherwise.
Yo
contains Yij for which Rij = 1,
i
Y m contains Y for which R = 0.
ij
ij
i
Group Rij into a vector Ri = (Ri1, . . . , Rini )
i
Di: time of dropout: Di = 1 + nj=1
Rij
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34
3.3
Framework
f (Y i, Di|Xi, , )
Selection Models: f (Y i|Xi, ) f (Di|Xi, Y oi, Y m
i , )
MCAR
f (Di|Xi, )
MAR
f (Di|Xi, Y oi, )
MNAR
f (Di|Xi, Y oi, Y m
i , )
35
f (Y i, Di|Xi, , )
Selection Models: f (Y i|Xi, ) f (Di|Xi, Y oi, Y m
i , )
MCAR
MAR
MNAR
CC ?
direct likelihood !
joint model !?
LOCF ?
expectation-maximization (EM).
sensitivity analysis ?!
imputation ?
...
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36
3.4
Mechanism is MAR
and distinct
Interest in
Use observed information matrix
ignorability
Outcome type
Modeling strategy
Software
Gaussian
SAS: MIXED
37
3.5
yi1
yi = ...
yini
+ 2
2
...
...
...
N Xi,
2
2 + 2
yij = xij + bi + ij
bi N (0, 2)
ind.
ij N (0, 2)
Hierarchical:
{ 2
>0
2 0
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38
3.6
[
]
yi1
yi = ... N Xi , Vi = ZiDZi + i
yini
Marginal: Vi = ZiDZi + i PD
yi = Xi + Zibi + i
bi N (0, D)
ind.
i N (0, i)
Hierarchical:
{
i PD
D PD
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
39
3.7
group A
group B
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
group A
group B
40
f (yio)f (di)
under MCAR
f (yio)f (di|yio) under MAR,
di1
P
(D
=
d
|D
d
,
y
)
i
i
i
i
i
k=2 [1 P (Di = k|Di k, yi )] di ni
ni
f (di|yi) =
k=2
0.035
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
Sensitivity!
41
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
42
Chapter 4
Generalized Estimating Equations
Liang and Zeger (1986)
S() =
[Di]T [Vi()]1 (y i i) = 0
i=1
I0 =
i=1
) N (0, I 1I1I 1)
N (
0
0
DiT [Vi()]1Di
I1 =
i=1
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
43
4.1
ij
log
1 ij
Yij Bernoulli(ij ),
Eect
)
= 0 + 1Ti + 2tij + 3Titij
Par.
IND
EXCH
UN
Int.
-0.557(0.109;0.171)
-0.584(0.134;0.173)
-0.720(0.166;0.173)
Ti
0.024(0.157;0.251)
0.012(0.187;0.261)
0.072(0.235;0.246)
tij
-0.177(0.025;0.030)
-0.177(0.021;0.031)
-0.141(0.028;0.029)
Ti tij
-0.078(0.039;0.055)
-0.089(0.036;0.057)
-0.114(0.047;0.052)
0.1515
0.1208
0.0275
p-value for 3
44
Chapter 5
The Generalized Linear Mixed Model (GLMM)
{
}
f (yij |ij , ) = exp [yij ij (ij )] + c(yij , )
1
ij = xij + zij bi
bi N (0, D)
The likelihood function for , D, and :
L(, D, ) =
fi(yi|, D, ) =
i=1
ni
N
i=1
j=1
Integral:
Linear mixed model: closed form
In general: approximation of:
integrand
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
data
integral
45
5.1
log
ij
1 ij
)
= 0 + bi + 1Ti + 2tij + 3Titij
Notation:
Ti: treatment indicator for subject i
tij : time point at which jth measurement is taken for ith subject
Adaptive as well as non-adaptive Gaussian quadrature, for various Q.
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46
Results:
Quadrature (Num. Int.)
Parameter
AD Q = 50
NOAD Q = 3
PQL
MQL
GEE
Intercept A
1.63 (0.44)
1.52 (0.31)
0.72 (0.24)
0.56 (0.17)
0.72 (0.17)
Intercept B
1.75 (0.45)
1.91 (0.32)
0.72 (0.24)
0.53 (0.17)
0.65 (0.17)
Slope A
0.40 (0.05)
0.32 (0.03)
0.29 (0.03)
0.17 (0.02)
0.14 (0.03)
Slope B
0.57 (0.06)
0.41 (0.04)
0.40 (0.04)
0.26 (0.03)
0.25 (0.04)
Var. R.I.
15.99 (3.02)
5.11 (0.54)
4.71 (0.60)
2.49 (0.29)
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Chapter 6
Inverse Probability Weighting
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48
6.1
Weighted GEE
ni
i =
(1 pi)
=2
di 1
i = (1 pi) pidi
=2
pi = P (Di = |Di , Yi , Xi )
Ri = 1 if subject i is complete
Ri = 0 if subject i is incomplete
N
Ri i 1
S() =
Vi (y i i ) = 0
i
i=1
N
1 oi o 1 o
o
S() =
(Vi ) (y i i ) = 0.
i=1 i
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49
6.2
Marginal Pseudo-likelihood
Full likelihood
First pseudo-likelihood
Second pseudo-likelihood
ln f (yi1, . . . , yin)
Ri
U (yij , yik )
U naive, CC =
i=1
U IPWCC
U IPWCC,dr
j<k
Ri
=
U (yij , yik )
i
i=1
j<k
(
)
N
Ri
R
i
=
U (yij , yik )
U (yij , yik ) + 1
EY m|y o
i
i
i
i
i=1
j<k
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
j<k
50
U naive, AC =
i=1
U IPWAC =
U (yij , yik ) +
j=1
N [
Rij
Rik
U (yij ) +
U (yik |yij )
ij
ik
i=1
U IPW, exch
di 1
j<k<di
i=1 j<k
U IPWAC,dr =
di 1
U i(yij , yik ) +
(ni di + 1) U i(yij )
j=1
j<k<di
j<di k
di =j<k
di 1
N
U (yij , yik ) +
(ni di + 1)U (yij )
= U naive, AC =
i=1
j<k<di
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
j=1
51
6.3
Consider model:
Yij |bi N [bi + 0 I(Ti = 0) + 1 I(Ti = 1)2tj I(Ti = 0) + 3tj I(Ti = 1), 2]
bi N (0, 2)
Four forms of pseudo-likelihood:
full likelihood
complete cases
complete pairs
available cases
naive
singly robust
doubly robust
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Eect
Int.A
Int.B
Sl.A
Sl.B
R.I.v.
Res.v.
Par.
0
1
2
3
2
2
U full.lik.
2.52(0.247;0.228)
2.77(0.243;0.249)
0.56(0.023;0.045)
0.61(0.022;0.043)
6.49(0.628;0.633)
6.94(0.248;0.466)
U naive, CC
2.77(0.086;0.272)
2.82(0.083;0.271)
0.55(0.011;0.046)
0.60(0.011;0.044)
6.71(0.226;0.731)
7.31(0.150;0.520)
U naive, CP
2.70(0.081;0.248)
2.81(0.078;0.254)
0.56(0.011;0.045)
0.61(0.011;0.043)
6.67(0.213;0.680)
7.13(0.140;0.483)
U naive, AC
2.56(0.075;0.231)
2.77(0.073;0.250)
0.57(0.011;0.045)
0.61(0.010;0.043)
6.41(0.200;0.645)
7.05(0.137;0.472)
Eect
Int.A
Int.B
Sl.A
Sl.B
R.I.v.
Res.v.
Par.
0
1
2
3
2
2
U wt.lik.
1.85(0.092;0.303)
2.65(0.089;0.517)
0.68(0.014;0.068)
0.73(0.013;0.101)
6.21(0.235;1.032)
5.05(0.088;0.603)
U IPWCC
2.71(0.074;0.266)
2.78(0.073;0.265)
0.54(0.010;0.046)
0.60(0.010;0.044)
6.66(0.195;0.717)
7.29(0.130;0.513)
U IPWCP
2.77(0.079;0.270)
2.82(0.077;0.269)
0.53(0.010;0.044)
0.59(0.010;0.044)
6.72(0.209;0.753)
7.59(0.142;0.562)
U IPWAC
2.59(0.069;0.237)
2.77(0.069;0.249)
0.55(0.010;0.045)
0.60(0.010;0.043)
6.44(0.187;0.669)
7.35(0.130;0.514)
Eect
Int.A
Int.B
Sl.A
Sl.B
R.I.v.
Res.v.
Par.
0
1
2
3
2
2
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
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Part II
Joint Models for the Longitudinal and Dropout Processes
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54
Chapter 7
Sensitivity Happens
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7.1
56
Yes
Yes
Yes
1191
21
No
107
Yes
158
68
29
No
14
18
43
31
Yes
90
109
No
25
19
96
No
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
No
Secession
57
7.2
MAR in 3 Frameworks
Selection models
Pattern-mixture models
o
m o
f (y m
i |y i , r i , ) = f (y i |y i , )
Shared-parameter models
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58
7.3
MNAR
MAR
MCAR
59
7.4
o
m o
f (y m
i |y i , r i , ) = f (y i |y i , )
f (y , . . . , yi,s1)
ni d d i1
f (yit|yi1, , yi,t1, di = s) =
fd(ys|yi1, . . . , yi,s1)
d=s d fd (yi1 , . . . , yi,s1 )
d=s
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60
7.5
PMM: NFMV
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61
7.6
Conventional
Extended
MAR
o
f (y oi|g i, hi, j i, i)f (y m
i |y i , g i , hi , ki , mi ) f (r i |g i , j i , ki ni )
o
f (y oi|g i, hi)f (y m
i |y i , g i , hi )f (bi ) dbi
f (y oi)
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62
7.7
Extended
o
f (y oi|g i, hi, j i, i)f (y m
|y
i
i , g i , hi , ki , mi ) f (r i |g i , j i , ki ni )
=
o
|y
f (y oi|g i, hi)f (y m
i , g i , hi )f (bi ) dbi
i
f (y oi)
Sub-class MAR
o
f (y oi|j i, i)f (y m
i |y i , mi )f (r i |j i , ni )
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63
7.8
64
7.9
b )
b = f (y io|r i, )
b f (r i|)
b f (y im|y io, r i, )
b
f (y io, y im, r i|,
b )
b
b )
b = f (y io|r i, )
b f (r i|)
b f (y im|y io, ,
h(y io, y im, r i|,
Starting from PMM is natural: clear separation into:
fully observable components
entirely unobserved component
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7.10
b )
b = f (y io, y im|)
b f (r i|y io, y im, )
b
f (y io, y im, r i|,
b )
b
b )
b = f (y io|r i, ,
b )
b f (r i|,
b )
b f (y im|y io, r i, ,
f (y io, y im, r i|,
b )
b = f (y io|r i, ,
b )
b f (r i|,
b )
b f (y im|y io, ,
b )
b
h(y io, y im, r i|,
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66
7.11
o
f (y io, y im, r i|bi) = f (y oi|g i, hi, j i, i) f (y m
|y
i
i , g i , hi , ki , mi ) f (r i |g i , j i , ki ni )
o
h(y io, y im, r i|bi) = f (y oi|g i, hi, j i, i) h(y m
i |y i , mi ) f (r i |g i , j i , ki ni )
with
o
h(y m
i |y i , mi ) =
g i hi ki
o
f (y m
i |y i , g i , hi , ki , mi )dg i dhi dki
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7.12
Model
Structure
d.f.
loglik
C.I.
bMAR
BRD1
(, )
-2495.29
0.892
[0.878;0.906]
0.8920
BRD2
(, j )
-2467.43
0.884
[0.869;0.900]
0.8915
BRD3
(k , )
-2463.10
0.881
[0.866;0.897]
0.8915
BRD4
(, k )
-2467.43
0.765
[0.674;0.856]
0.8915
BRD5
(j , )
-2463.10
0.844
[0.806;0.882]
0.8915
BRD6
(j , j )
-2431.06
0.819
[0.788;0.849]
0.8919
BRD7
(k , k )
-2431.06
0.764
[0.697;0.832]
0.8919
BRD8
(j , k )
-2431.06
0.741
[0.657;0.826]
0.8919
BRD9
(k , j )
-2431.06
0.867
[0.851;0.884]
0.8919
Model 10
(k , jk )
-2431.06
[0.762;0.893]
[0.744;0.907]
0.8919
Model 11
(jk , j )
-2431.06
[0.766;0.883]
[0.715;0.920]
0.8919
Model 12
(jk , jk )
10
-2431.06
[0.694;0.904]
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
0.8919
68
7.13
Observed
BRD7 BRD7(MAR)
BRD9 BRD9(MAR):
BRD1 BRD1(MAR):
BRD2 BRD2(MAR):
1439
78
159
16
16
32
144
1381.6 101.7
8.1
1402.2 108.9
159.0
15.6
22.3
136
182.9
41.4
24.2
54
179.7 18.3
136.0
181.2 16.8
136.0
32.0
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69
7.14
BRD1 BRD1(MAR):
1381.6 101.7
24.2 41.4
170.4 12.5
3.0 5.1
176.6 13.0
3.1 5.3
121.3 9.0
2.1 3.6
BRD2:
1402.2 108.9
15.6 22.3
147.5 11.5
13.2 18.8
179.2 13.9
2.0 2.9
105.0 8.2
9.4 13.4
BRD2(MAR):
1402.2 108.9
15.6 22.3
147.7 11.3
13.3 18.7
177.9 12.5
3.3 4.3
121.2 9.3
2.3 3.2
BRD7:
1439
16
78
16
3.2 155.8
0.0 32.0
142.4 44.8
1.6 9.2
0.4 112.5
0.0 23.1
BRD9:
1439
16
78
16
150.8 8.2
16.0 16.0
142.4 44.8
1.6 9.2
66.8 21.0
7.1 41.1
BRD7(MAR) BRD9(MAR):
1439
16
78
18
148.1 10.9
11.8 20.2
141.5 38.4
2.5 15.6
121.3 9.0
2.1 3.6
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70
7.15
1849.9 136.2
32.4 55.4
b = 89.2%
BRD2:
1833.9 142.5
40.2 57.5
b = 88.4%
BRD2(MAR):
1849.0 142.0
34.5 48.5
b = 89.2%
BRD7:
1585.0 391.1
17.6 80.3
b = 76.4%
BRD9:
1799.7 152.0
40.7 82.3
b = 86.7%
BRD7(MAR) BRD9(MAR):
1849.9 136.3
30.4 57.4
b = 89.2%
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71
7.16
72
Eect
Dropout
2.510 (0.247)
-3.127 (0.282)
Treatment
0.255 (0.347)
-0.538 (0.436)
Time
0.558 (0.023)
0.035 (0.041)
Treatment-by-time
0.048 (0.031)
0.040 (0.061)
6.937(0.248)
Scale factor
Rand. int. variance
6.507 (0.630)
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
01
-0.076 (0.057)
2 2
01
0.038 (0.056)
73
o
2
MAR counterpart: Y m
i |y i N (Xi , dJi + Ii )
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
(dashed lines)
(solid lines)
74
7.17
Index
i1
non-severe
severe
i2
non-severe
severe
Dropout indicator
dropout
completer
Treatment arm
standard
experimental
Latent class
class 0
class 1
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75
7.18
eg
g =
1 + e
i1|g
Model
i2|i1gt
e(0+1g)i1
=
1 + e0+1g
r|g
e(0+1i1+2g+3i1g+4t)i2
=
1 + e0+1i1+2g+3i1g+4t
e(0+1g)r
=
1 + e0+1g
Restriction
Mechanism
Bin1
1 = 0
MNAR
Bin1
Bin1(MAR)
Bin2
2 = 3 = 0
MAR
Bin2
Bin2(MAR)
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Implication
76
Standard treatment
Completers
Experimental treatment
Dropouts
Completers
Dropouts
Observed data
77
10
79
11
42
42
5.66
9.04
0.34
9.38
81.21
2.43
9.36
0.15
9.51
40.60
7.99
4.62
0.90
5.52
45.62
3.63
5.19
0.41
5.60
5.39
8.77
0.61
9.38
81.32
2.32
9.24
0.26
9.51
40.61
7.98
4.62
0.91
5.52
45.63
3.63
5.18
0.41
5.59
5.58
9.72
0.72
10.44
80.16
2.40
10.27
0.31
10.58
41.50
8.15
3.74
0.73
4.47
46.61
3.72
4.20
0.34
4.53
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77
Chapter 8
A Latent-variable Mixture Model as a Basis for Sensitivity
Analysis in Incomplete Longitudinal Data
Depression trial
Model formulation
Parameter estimation
Analysis of the depression trial
Sensitivity analysis for the depression trial
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78
8.1
Depression Trial
20
5 post-baseline visits: 48
-4
-6
-8
-10
-20
-10
Change
10
-2
Standard Drug
Experimental Drug
6
=Visit
8
4
Visit
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79
8.2
k=1 k
=1
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
bi|qik = 1 N (k , Dk )
80
8.3
j=2
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81
8.4
k=1
Log-Likelihood function:
(|y, d)
=
i=1
ln
{ g
k=1
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82
8.5
Maximization of Log-Likelihood
k=1
Log-likelihood
(|y, d, q) =
g
N
i=1 k=1
Maximization: EM algorithm
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83
8.6
Measurement model:
(k)
Model
Dropout Model
# Par
AIC
BIC
0,k + 1,k tj
10
4676.07
4696.08
4727.44
0,k + 1,k tj
14
4662.37
4690.37
4734.27
0,k + 1,k tj
18
4662.03
4698.03
4754.48
0,k + 1,k tj + bi
11
4669.12
4691.12
4725.61
0,k + 1,k tj + bi
15
4662.02
4692.02
4739.06
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84
8.7
Model 2
Eect
Estimate
s.e.
p-value
Intercept : 0
23.17
3.75
< 0.0001
Treatment : 1
2.69
1.49
0.072
Time : 2
-6.18
1.18
< 0.0001
Time Treatment : 3
-0.52
0.24
0.028
Baseline : 4
-0.42
0.07
< 0.0001
Time Time : 5
0.41
0.10
< 0.0001
Measurement Error :
4.24
0.13
< 0.0001
Measurement Model
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85
8.8
Eect
Estimate
s.e.
p-value
-8.58
3.57
0.009
0.83
0.44
0.056
-1.35
1.28
0.292
-0.05
0.20
0.793
-3.64
0.43
< 0.0001
2.67
0.50
< 0.0001
0.48
0.10
< 0.0001
Dropout Model
Intercept Group 1 : 0,1
Time Group 1 : 1,1
Shared Eects
Mean Shared Intercept Group 1 : 1
Log-likelihood
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-2331.18
86
8.9
20
10
0
-20
-10
0
-10
-20
10
20
Visit
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Visit
87
8.10
Acute
Chronic
age
baseline value
treatment
Independence between latent groups and
gender
origin
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88
8.11
Classication
# patients
0.80 1.00
Clearly Group 1
61
0.60 0.80
Group 1
0.55 0.60
0.45 0.55
Uncertain
0.40 0.45
0.20 0.40
Group 2
19
0.00 0.20
Clearly Group 2
64
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89
8.12
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90
8.13
Treatment at Endpoint
Treatment Time
Model
Estimate
s.e.
p-value
Estimate
s.e.
p-value
LCMM
-1.44
0.91
0.114
-0.52
0.23
0.028
SPM
-1.69
0.93
0.069
-0.50
0.24
0.035
PMM
-2.01
1.20
0.096
-0.55
0.31
0.077
MAR SeM
-2.17
1.25
0.082
-0.58
0.32
0.068
MNAR SeM
-2.16
1.24
0.081
-0.57
0.31
0.068
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91
8.14
NFD
general MNAR
NFMV
general MNAR
=
interior
Subfamily 1 Subfamily 2
MAR
ACMV
SPM
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: MCAR
PMM : MCAR
SeM
92
8.15
MNAR model
MAR model:
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93
Part III
Joint Models for Longitudinal and Time-to-event Data
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94
Chapter 9
Longitudinal Studies with Time-to-event Primary Endpoints
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95
AIDS Data Set: longitudinal study on 467 HIV infected patients who had failed
or were intolerant of zidovudine therapy
Outcomes
randomized treatment: didanosine (ddI) and zalcitabine (ddC)
time to death
longitudinal measurements of CD4 cell counts (baseline, 2, 6, 12 & 18 months)
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96
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97
9.1
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98
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99
The baseline hazard h0(t) represents the hazard for an event when all the
covariates or all the s are 0
That is, h0(t) represents the instantaneous risk of experiencing the event at time
t, without the inuence of any covariate
Therefore,
if a covariate has a benecial eect, decreases h0(t)
if it has a harmful eect, increases h0(t)
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<0
>0
100
Cox Model:
Parameter estimates and standard errors are based on the log partial likelihood
function
n
[
{
]
}
exp( wi)
p() =
i ( wi) log
i=1
Tj Ti
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101
Chapter 10
Time-dependent Covariates
One of the basic assumptions of the Cox model is the Proportional Hazards
assumption
In practice, PH means that the eect of a covariate in the risk for an event is
constant over time
102
10
8
6
CD4
4
2
Time
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103
10
8
6
CD4
Time to
Death
Time
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103
10
6
CD4
Patient Died
Time
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103
In the AIDS data set we have repeated measurements of the CD4 cell count,
which is a marker for the condition of the immune system
As the CD4 cell count starts deteriorating there is a higher risk for event
104
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105
10.1
In practice, we can distinguish between the two types using the concept of
predictability
a predictable process is one whose value at any time t is known innitesimally
before t
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106
Examples
in the time-dependent treatment dose example
* the dose for time t is known (based on past values)
* the dose for time t is not related to the failure status
* knowing the dose at time t does not mean that the patient is still alive at t
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107
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108
10.2
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109
When we want to t the Cox model taking into account the eect of external
time-dependent covariates we need to use the counting process formulation
this is a rather technical subject which we will not describe in detail here
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110
10.3
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111
10
Values measured
with error
CD4
Event Time
Underlying
true evolution
Time
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112
Chapter 11
Joint Models for Longitudinal and Time-to-Event Data
To deal with these features of internal covariates a special class of models has
been developed
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113
11.1
Formulation
Step 1: lets assume that we know mi(t), i.e., the true & unobserved value of
CD4 cell count at any time t
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114
= x
i (t) + z i (t)bi + i (t),
i(t) N (0, 2)
where
xi(t) and : xed-eects part
z i(t) and bi: random-eects part
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115
Step 3: the two processes are associated dene a model for their
joint distribution
Joint models for such joint distributions are of the following form
f (y i, Ti, i) =
f (y i | bi)
f (bi) dbi
where
y i: longitudinal measurements;
Ti: time-to-event;
i: event indicator
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116
f {yi(tij ) | bi}
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
117
10
Patient i
Patient j
CD4
Time
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118
Time to
AIDS
CD4
10
Time to
AIDS
0
Time
Joint Modeling Approaches in Longitudinal Studies Using Random Eects: JSM 2010
118
Time to
=?
AIDS
CD4
10
Time to
= 2.9 months
AIDS
0
Time
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118
6
4
CD4
10
Time
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118
15
5
10
Time
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118
15
5
10
Random Effects
Time
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118
11.2
The survival function, which is a part of the likelihood of the model, depends on
the whole longitudinal history
( t
)
Si(t | bi) = exp
h0(s) exp{ wi + mi(s)} ds
0
Therefore, care in the denition of the design matrices of the mixed model:
capture possible nonlinearities
119
q I(vq1 < t vq )
q=1
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120
Dierent parameterizations
time-dependent:
hi(t | bi) = h0(t) exp{ wi + mi(t)}
| {z }
x
i (t) + z i (t)bi
easily interpretable in high-dimensional random-eects structures
can be extended to time-dependent derivative: mi(t) = mi(t)/t
random eects:
hi(t | bi) = h0(t) exp( wi + bi)
time-independent
not easily interpretable in high-dimensional random-eects structures
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121
11.3
Estimation
log
f (y i | bi; )
f (bi; ) dbi
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122
Numerical integration
Gaussian quadrature
Monte Carlo
Laplace (especially useful in high-dimensional settings)
Optimization
EM algorithm
Newton-Raphson or quasi-Newton algorithm
hybrid algorithms (combination of EM & quasi-Newton)
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123
11.4
ddC
12
18
ddI
2
1
0
2
12
18
ddC
ddI
0.2
0.4
0.6
0.8
Months
1.0
0.0
CD4
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10
Months
15
20
124
Longitudinal sub-model
xed eects: time eect + interaction of treatment with time
random eects: intercept + time eect
Survival sub-model
treatment eect + underlying CD4 cell count eect
piecewise-constant baseline hazard in 7 intervals
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125
Survival
Longitudinal
value (s.e.)
Random Eects
value (s.e)
value
Treat
0.35 (0.15)
Inter
2.56 (0.04)
Inter
0.87
CD4
1.10 (0.12)
Time
0.04 (0.005)
Time
0.04
Treat:Time
0.01 (0.01)
0.07
0.38
a very strong association between the underlying CD4 cell count at time t, and
the risk for death at t
analysis was done with the R package JM freely available from
http://cran.r-project.org more info available at:
http://rwiki.sciviews.org/doku.php?id=packages:cran:jm
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126
11.5
Joint Model
Naive TD Cox
value (s.e.)
value (s.e.)
Treat
0.35 (0.15)
0.33 (0.15)
CD4
1.10 (0.12)
0.72 (0.08)
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127
10
6
CD4
Event Time
Joint Model
timedependent Cox
Time
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128
Chapter 12
Connection with Missing Data
So far we have attacked the problem from the survival point of view
However, some times, we may also have interest on the longitudinal outcome
Issue: when patients experience the event, they dropout from the study
a direct connection with the missing data area
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129
12.1
ym
:
longitudinal
measurements
after
T
i
i
Important to realize that the model we postulate for the longitudinal responses
is for the complete vector {y oi, y m
i }
implicit assumptions about missingness
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130
still depends on y m
i , which corresponds to nonrandom dropout
Intuitive interpretation: patients who dropout show dierent longitudinal
evolutions than patients who do not
observed data do not constitute a random sample from the target population
this feature considerably complicates the validation of the joint models
assumptions using standard residual plots
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131
12.2
o
f (Ti | y oi, y m
)
=
f
(T
|
y
i
i
i)
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132
LMM (MAR)
JM (MNAR)
value (s.e.)
value (s.e)
Inter
2.55 (0.037)
2.51 (0.043)
Time
0.04 (0.005)
0.04 (0.004)
0.01 (0.007)
0.01 (0.006)
Treat:Time
Warning:
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133
12.3
ri = V i (y i X i),
+ 2I
V i = Z iDZ
i
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134
Residuals
1.8
2.0
2.2
Fitted Values
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2.4
135
Chapter 13
Further Topics
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136
13.1
Dynamic Predictions
Dynamic Prediction:
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137
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138
Pr Ti u | Ti > t, Yi(t), Dn =
Pr
Ti
u|
Ti
Ti
Ti
u|
{
}
Si u | Mi(u, bi, );
{
} f (bi | Ti > t, Yi(t); ) dbi
Si t | Mi(t, bi, );
> t, Yi(t); =
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139
0.8
0.6
0.4
0.0
0.2
0.4
0.2
0.0
Time
12
18
Time
12
18
0.8
0.6
0.2
0.0
0.0
0.2
0.4
0.6
0.8
1.0
Subject 7
1.0
Subject 7
0.4
Pr(Ti u | Ti > t, ~
y i(t), Dn)
0.6
0.8
1.0
Subject 7
1.0
Subject 7
Time
12
18
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Time
12
18
140
Patient 20
12
Patient 7
4.0
CD4
3.5
3.0
2.5
2.0
12
Months
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141
0.6
0.7
0.8
0.9
1.0
Patient 7
extra 2 months survival
Patient 7
extra 4 months survival
Patient 7
extra 6 months survival
Patient 20
extra 2 months survival
Patient 20
extra 4 months survival
Patient 20
extra 6 months survival
after 12 m
after 6 m
after 2 m
baseline
after 12 m
after 6 m
after 2 m
baseline
0.6
0.7
0.8
0.9
1.0
0.6
0.7
0.8
0.9
1.0
Survival Probability
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142
Part IV
Joint Models for Multivariate Longitudinal Data
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143
Chapter 14
Random-eects Models for High-dimensional Multivariate
Longitudinal Data
Examples
A random-eects model
A pairwise model tting approach
Applications
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144
14.1
603
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145
Research questions:
Is the relation between hearing loss and age the same for all frequencies?
How are subject-specic evolutions for the dierent frequencies related?
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146
14.2
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147
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148
Research questions:
Is there an overall treatment eect?
How are the various components of psycho-cognitive functioning associated?
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149
14.3
A Random-eects Model
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150
Our requirements:
Inferences for original outcomes
Direct marginal inferences
Separate univariate models are
implied by multivariate model
Dierent types of outcomes possible
= Random-eects approach
}
No restriction on dimensionality
= Computational problem !
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151
..
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152
Distributional assumptions:
(a1i, a2i, . . . , a22i, b1i, b2i, . . . , b22i) N (0, D4444)
(1i(t), 2i(t), . . . , 22i(t)) N (0, 2222) , for all t
= Computational problems!
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153
..
logit{P (Y = 1)} = + DC + b
ij7
7
7
i
i7
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Distributional assumptions:
(bi1, bi2, . . . , bi7) N (0, D77)
= Computational problems!
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14.4
General idea:
Estimation of all parameters does not require tting the full multivariate model
It is sucient to t the implied model for all pairs, i.e., all bivariate models
Fit all bivariate models:
(Y1, Y2), (Y1, Y3), . . . , (Y1, Ym), (Y2, Y3), . . . , (Y2, Ym), . . . , (Ym1, Ym)
Straightforward using standard software (e.g., SAS)
Equivalent to maximizing pseudo (log-)likelihood:
p() = (Y1, Y2|1,2) + (Y1, Y3|1,3) + . . . + (Ym1, Ym|m1,m)
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b ) M V N (0, J 1KJ 1)
N (
J and K consist of rst and second-order derivatives of p.
Some of the p,q contain the same parameters.
Estimates for these parameters are obtained by averaging pair-specic estimates
Inference is based on:
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14.5
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14.6
Physical well-being
Psychological well-being
Self-esteem
Physical self-perception
Degree of opposition
Self-ecacy
Motivation
p < 0.05
Univariate
Models
0.13 (0.37)
1.22 (0.61)
0.43 (0.42)
0.58 (0.24)
0.06 (0.24)
0.24 (0.33)
0.35 (0.16)
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Model
0.12 (0.37)
1.00 (0.68)
0.49 (0.39)
0.52 (0.25)
0.07 (0.24)
0.22 (0.33)
0.34 (0.16)
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2.55
4.41
Self-esteem:
0.55
0.76
3.43
0.46
0.53
1.83
Degree of opposition:
0.19
0.12
0.23
0.38
1.16
Self-ecacy:
0.29
0.24
0.25
0.36
0.23
1.33
Motivation:
0.42
0.31
0.28
0.40
0.47
0.30
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logit{P (Y = 1)} = + DC + b
ij7
7
7
i
i7
logit{P (Y = 1)} = + DC + b
ij2
2
2
i
2 i
(dev. = 533.7)
Special case 1:
logit{P (Y = 1)} = + DC + b
ij7
7
7
i
i
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(dev. = 758.4)
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Part V
Case Study: A Joint Model for Multivariate Longitudinal
Data and a Time to Event
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Chapter 15
Renal Transplant Data
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15.1
Conditional on:
not losing graft during rst year
not dying in the rst 10 years for reasons not related to transplantation.
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Haematocrit level:
Non-failures
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Failures
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Non-failures
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Failures
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Presence of proteinuria:
Non-failures
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Failures
170
Non-failures
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Failures
171
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15.2
fi (y t
i
fi (y t
i | t Fi 120)P (Fi 120|Fi t)
| t Fi 120)P (Fi 120|Fi t) + fi (y t
i | Fi > 120)P (Fi > 120|Fi t)
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Components to be specied:
fi(y t
i
fi(y t
i | t Fi 120)P (Fi 120|Fi t)
| t Fi 120)P (Fi 120|Fi t) + fi(y t
i | Fi > 120)P (Fi > 120|Fi t)
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t
For the longitudinal models fi(y t
i | Fi > 120) and fi (y i | t Fi 120), a
random-eects approach is followed, allowing separate model building for each
outcome.
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119
fi(y t
i | k Fi k + 1)P (k Fi k + 1)/P (t Fi 120)
k=t
119
k=t
1
fi(y t
|
F
=
k
+
) P (k Fi k + 1)/P (t Fi 120)
i
i
{z
}
2 |
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Haematocrit:
Y1i(t) = 01 + 01Fi + b01i + (11 + 11Fi + b11i)t + 1i(t)
GFR:
+ b + [t ] + (t) if t
0
02i
12
2
2i
2
Y2i(t) =
+ b + [t ] + (t) if t >
0
02i
32
2
2i
2
with 0 = 02 + 02Fi and 2 = 22 + 22Fi
Proteinuria:
logit{P (Y3i(t))} = 03 + 03Fi + b03i + (13 + 13Fi)t
Mean Blood Pressure:
Y4i(t) = 04 + 04Fi + b04i + (14 + 14Fi + b14i)t + 4i(t)
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Non-Failures
Failures
Haematocrit:
LMM (2)
LMM (2)
GFR:
LMM (2)
NLMM (1)
GLMM (1)
GLMM (1)
LMM (2)
LMM (2)
Proteinuria:
Mean Blood Pressure:
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15.3
Non-failures
dev. #
p
82.8
4
< 0.0001
18
2
0.0001
6.4
4
0.17
22.4
2
< 0.0001
8.1
4
0.09
7.4
2
0.025
Failures
dev. #
p
18.9
2
< 0.0001
7.2
2
0.027
2.6
4
0.63
0.3
1
0.58
0.1
2
0.95
6.1
2
0.047
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In order to validate the classication, the dataset is split in a training dataset and
a validation dataset (50% of patients)
Models tted based on training dataset
Posterior probabilities calculated for all patients in the validation dataset
Each time new information on the outcomes of a patient becomes available, the
posterior probability Hi(t) = Pi(t Fi 120 | y t
i ) for that patient to fail can
be updated.
We rst consider prediction based on GFR only
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This can be repeated for all failures in the validation dataset, and the median
posterior probability, based on GFR can be calculated:
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Failure is not detected until very close to the actual failure time.
If failure is to be predicted based on all 4 markers, various strategies could be used:
Decision based on highest posterior probability
Joint model assuming uncorrelated markers
Joint model allowing markers to be correlated
Lets evaluate them all, for failures as well as non-failures separately.
We rst consider the failures:
46 patients in validation set who fail
Median posterior probabilities to fail within the remaining period
As a function of time: years before failure
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Median posterior probability for failures, based on Mean Blood Pressure only:
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Median posterior probability for failures, based on model with correlated markers:
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The full multivariate model allowing for correlation between the markers
considerably improves early detection of failure.
This should not be at the expense of many false positives.
We therefore perform the same validation exercise for the non-failures:
171 patients in validation set who do not fail
Median posterior probabilities to fail within the remaining period
As a function of time: years since transplantation
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Median posterior probability for non-failures, based on Mean Blood Pressure only:
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15.4
Conclusions
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