Generalized linear mixed joint model for longitudinal and survival outcomes

Longitudinal studies often entail categorical outcomes as primary responses. When dropout occurs, non-ignorability is frequently accounted for through shared parameter models (SPMs). In this context, several extensions from Gaussian to non-Gaussian longitudinal processes have been proposed. In this paper, we formulate an approach for non-Gaussian longitudinal outcomes in the framework of joint models. As an extension of SPMs, based on shared latent effects, we assume that the history of the response up to current time may have an influence on the risk of dropout. This history is represented by the current, expected, value of the response. Since the time a subject spends in the study is continuous, we parametrize the dropout process through a proportional hazard model. The resulting model is referred to as Generalized Linear Mixed Joint Model (GLMJM). To estimate model parameters, we adopt a maximum likelihood approach via the EM algorithm. In this context, the maximization of the observed data log-likelihood requires numerical integration over the random effect posterior distribution, which is usually not straightforward; under the assumption of Gaussian random effects, we compare Gauss-Hermite and Pseudo-Adaptive Gaussian quadrature rules. We investigate in a simulation study the behaviour of parameter estimates in the case of Poisson and Binomial longitudinal responses, and apply the GLMJM to a benchmark dataset.     

Analysis of Bivariate Survival Data using Shared Inverse Gaussian Frailty Model

In this article, we consider shared frailty model with inverse Gaussian distribution as frailty distribution and log-logistic distribution (LLD) as baseline distribution for bivariate survival times. We fit this model to three real-life bivariate survival data sets. The problem of analyzing and estimating parameters of shared inverse Gaussian frailty is the interest of this article and then compare the results with shared gamma frailty model under the same baseline for considered three data sets. Data are analyzed using Bayesian approach to the analysis of clustered survival data in which there is a dependence of failure time observations within the same group. The variance component estimation provides the estimated dispersion of the random effects. We carried out a test for frailty (or heterogeneity) using Bayes factor. Model comparison is made using information criteria and Bayes factor. We observed that the shared inverse Gaussian frailty model with LLD as baseline is the better fit for all three bivariate data sets.     

Regression models for binary longitudinal responses

Some conditional models to deal with binary longitudinal responses are proposed, extending random effects models to include serial dependence of Markovian form, and hence allowing for quite general association structures between repeated observations recorded on the same individual. The presence of both these components implies a form of dependence between them, and so a complicated expression for the resulting likelihood. To handle this problem, we introduce, as a first instance, what Follmann and Wu (1995) called, in a different setting, an approximate conditional model, which represents an optimal choice for the general framework of categorical longitudinal responses. Then we define two more formally correct models for the binary case, with no assumption about the distribution of the random effect. All of the discussed models are estimated by means of an EM algorithm for nonparametric maximum likelihood. The algorithm, an adaptation of that used by Aitkin (1996) for the analysis of overdispersed generalized linear models, is initially derived as a form of Gaussian quadrature, and then extended to a completely unknown mixing distribution. A large scale simulation work is described to explore the behaviour of the proposed approaches in a number of different situations.     

Sampling from the posterior distribution in generalized linear mixed models

Generalized linear mixed models provide a unified framework for treatment of exponential family regression models, overdispersed data and longitudinal studies. These problems typically involve the presence of random effects and this paper presents a new methodology for making Bayesian inference about them. The approach is simulation-based and involves the use of Markov chain Monte Carlo techniques. The usual iterative weighted least squares algorithm is extended to include a sampling step based on the Metropolis–Hastings algorithm thus providing a unified iterative scheme. Non-normal prior distributions for the regression coefficients and for the random effects distribution are considered. Random effect structures with nesting required by longitudinal studies are also considered. Particular interests concern the significance of regression coefficients and assessment of the form of the random effects. Extensions to unknown scale parameters, unknown link functions, survival and frailty models are outlined.     

Identification of Longitudinal Biomarkers in Survival Analysis for Competing Risks Data

In recent years, joint analysis of longitudinal measurements and survival data has received much attention. However, previous work has primarily focused on a single failure type for the event time. In this article, we consider joint modeling of repeated measurements and competing risks failure time data to allow for more than one distinct failure type in the survival endpoint so we fit a cause-specific hazards sub-model to allow for competing risks, with a separate latent association between longitudinal measurements and each cause of failure. Besides, previous work does not focus on the hypothesis to test a separate latent association between longitudinal measurements and each cause of failure. In this article, we derive a score test to identify longitudinal biomarkers or surrogates for a time to event outcome in competing risks data. With a carefully chosen definition of complete data, the maximum likelihood estimation of the cause-specific hazard functions is performed via an EM algorithm. We extend this work and allow random effects to be present in both the longitudinal biomarker and underlying survival function. The random effects in the biomarker are introduced via an explicit term while the random effect in the underlying survival function is introduced by the inclusion of frailty into the model.

We use simulations to explore how the number of individuals, the number of time points per individual and the functional form of the random effects from the longitudinal biomarkers considering heterogeneous baseline hazards in individuals influence the power to detect the association of a longitudinal biomarker and the survival time.     

Shared frailty models based on reversed hazard rate for modified inverse Weibull distribution as baseline distribution

The unknown or unobservable risk factors in the survival analysis cause heterogeneity between individuals. Frailty models are used in the survival analysis to account for the unobserved heterogeneity in individual risks to disease and death. To analyze the bivariate data on related survival times, the shared frailty models were suggested. The most common shared frailty model is a model in which frailty act multiplicatively on the hazard function. In this paper, we introduce the shared gamma frailty model and the inverse Gaussian frailty model with the reversed hazard rate. We introduce the Bayesian estimation procedure using Markov chain Monte Carlo (MCMC) technique to estimate the parameters involved in the model. We present a simulation study to compare the true values of the parameters with the estimated values. We also apply the proposed models to the Australian twin data set and a better model is suggested.     

Bayesian quantile regression for longitudinal data models

In this paper, we discuss a fully Bayesian quantile inference using Markov Chain Monte Carlo (MCMC) method for longitudinal data models with random effects. Under the assumption of error term subject to asymmetric Laplace distribution, we establish a hierarchical Bayesian model and obtain the posterior distribution of unknown parameters at τ-th level. We overcome the current computational limitations using two approaches. One is the general MCMC technique with Metropolis–Hastings algorithm and another is the Gibbs sampling from the full conditional distribution. These two methods outperform the traditional frequentist methods under a wide array of simulated data models and are flexible enough to easily accommodate changes in the number of random effects and in their assumed distribution. We apply the Gibbs sampling method to analyse a mouse growth data and some different conclusions from those in the literatures are obtained.     

The Method to Identify a Biomarker and to Evaluate Its Efficiency for Survival by Using the Joint Model of the Accelerate Failure Time and Longitudinal Data

In this article, we discuss how to identify longitudinal biomarkers in survival analysis under the accelerated failure time model and also discuss the effectiveness of biomarkers under the accelerated failure time model. Two methods proposed by Shcemper et al. are deployed to measure the efficacy of biomarkers. We use simulations to explore how the factors can influence the power of a score test to detect the association of a longitudinal biomarker and the survival time. These factors include the functional form of the random effects from the longitudinal biomarkers, in the different number of individuals, and time points per individual. The simulations are used to explore how the number of individuals, the number of time points per individual influence the effectiveness of the biomarker to predict survival at the given endpoint under the accelerated failure time model. We illustrate our methods using a prothrombin index as a predictor of survival in liver cirrhosis patients.     

Bayesian Longitudinal Data Analysis with Mixed Models and Thick-tailed Distributions using MCMC

Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.     

Additive mixed models with approximate Dirichlet process mixtures: the EM approach

We consider additive mixed models for longitudinal data with a nonlinear time trend. As random effects distribution an approximate Dirichlet process mixture is proposed that is based on the truncated version of the stick breaking presentation of the Dirichlet process and provides a Gaussian mixture with a data driven choice of the number of mixture components. The main advantage of the specification is its ability to identify clusters of subjects with a similar random effects structure. For the estimation of the trend curve the mixed model representation of penalized splines is used. An Expectation-Maximization algorithm is given that solves the estimation problem and that exhibits advantages over Markov chain Monte Carlo approaches, which are typically used when modeling with Dirichlet processes. The method is evaluated in a simulation study and applied to theophylline data and to body mass index profiles of children.     

Modelling Survival Events with Longitudinal Covariates Measured with Error

In survival analysis, time-dependent covariates are usually present as longitudinal data collected periodically and measured with error. The longitudinal data can be assumed to follow a linear mixed effect model and Cox regression models may be used for modelling of survival events. The hazard rate of survival times depends on the underlying time-dependent covariate measured with error, which may be described by random effects. Most existing methods proposed for such models assume a parametric distribution assumption on the random effects and specify a normally distributed error term for the linear mixed effect model. These assumptions may not be always valid in practice. In this article, we propose a new likelihood method for Cox regression models with error-contaminated time-dependent covariates. The proposed method does not require any parametric distribution assumption on random effects and random errors. Asymptotic properties for parameter estimators are provided. Simulation results show that under certain situations the proposed methods are more efficient than the existing methods.     

Joint analysis of longitudinal measurements and survival times with a cure fraction based on partly linear mixed and semiparametric cure models

In a joint analysis of longitudinal quality of life (QoL) scores and relapse-free survival (RFS) times from a clinical trial on early breast cancer conducted by the Canadian Cancer Trials Group, we observed a complicated trajectory of QoL scores and existence of long-term survivors. Motivated by this observation, we proposed in this paper a flexible joint model for the longitudinal measurements and survival times. A partly linear mixed effect model is used to capture the complicated but smooth trajectory of longitudinal measurements and approximated by B-splines and a semiparametric mixture cure model with the B-spline baseline hazard to model survival times with a cure fraction. These two models are linked by shared random effects to explore the dependence between longitudinal measurements and survival times. A semiparametric inference procedure with an EM algorithm is proposed to estimate the parameters in the joint model. The performance of proposed procedures are evaluated by simulation studies and through the application to the analysis of data from the clinical trial which motivated this research.     

A Semiparametric Bayesian Approach to Multivariate Longitudinal Data

We extend the standard multivariate mixed model by incorporating a smooth time effect and relaxing distributional assumptions. We propose a semiparametric Bayesian approach to multivariate longitudinal data using a mixture of Polya trees prior distribution. Usually, the distribution of random effects in a longitudinal data model is assumed to be Gaussian. However, the normality assumption may be suspect, particularly if the estimated longitudinal trajectory parameters exhibit multimodality and skewness. In this paper we propose a mixture of Polya trees prior density to address the limitations of the parametric random effects distribution. We illustrate the methodology by analyzing data from a recent HIV-AIDS study.     

Skew-mixed effects model for multivariate longitudinal data with categorical outcomes and missingness

A longitudinal study commonly follows a set of variables, measured for each individual repeatedly over time, and usually suffers from incomplete data problem. A common approach for dealing with longitudinal categorical responses is to use the Generalized Linear Mixed Model (GLMM). This model induces the potential relation between response variables over time via a vector of random effects, assumed to be shared parameters in the non-ignorable missing mechanism. Most GLMMs assume that the random-effects parameters follow a normal or symmetric distribution and this leads to serious problems in real applications. In this paper, we propose GLMMs for the analysis of incomplete multivariate longitudinal categorical responses with a non-ignorable missing mechanism based on a shared parameter framework with the less restrictive assumption of skew-normality for the random effects. These models may contain incomplete data with monotone and non-monotone missing patterns. The performance of the model is evaluated using simulation studies and a well-known longitudinal data set extracted from a fluvoxamine trial is analyzed to determine the profile of fluvoxamine in ambulatory clinical psychiatric practice.     

A Joint Modeling Approach for Longitudinal Outcomes and Non-ignorable Dropout under Population Heterogeneity in Mental Health Studies

The paper proposes a joint mixture model to model non-ignorable drop-out in longitudinal cohort studies of mental health outcomes. The model combines a (non)-linear growth curve model for the time-dependent outcomes and a discrete-time survival model for the drop-out with random effects shared by the two sub-models. The mixture part of the model takes into account population heterogeneity by accounting for latent subgroups of the shared effects that may lead to different patterns for the growth and the drop-out tendency. A simulation study shows that the joint mixture model provides greater precision in estimating the average slope and covariance matrix of random effects. We illustrate its benefits with data from a longitudinal cohort study that characterizes depression symptoms over time yet is hindered by non-trivial participant drop-out.KEYWORDS: Latent growth curve, MNAR drop-out, survival analysis, finite mixture model, mental health     

A latent variable model for analyzing mixed longitudinal (k,l)-inflated count and ordinal responses

A random effects model for analyzing mixed longitudinal count and ordinal data is presented where the count response is inflated in two points (k and l) and an (k,l)-Inflated Power series distribution is used as its distribution. A full likelihood-based approach is used to obtain maximum likelihood estimates of parameters of the model. For data with non-ignorable missing values models with probit model for missing mechanism are used.The dependence between longitudinal sequences of responses and inflation parameters are investigated using a random effects approach. Also, to investigate the correlation between mixed ordinal and count responses of each individuals at each time, a shared random effect is used. In order to assess the performance of the model, a simulation study is performed for a case that the count response has (k,l)-Inflated Binomial distribution. Performance comparisons of count-ordinal random effect model, Zero-Inflated ordinal random effects model and (k,l)-Inflated ordinal random effects model are also given. The model is applied to a real social data set from the first two waves of the national longitudinal study of adolescent to adult health (Add Health study). In this data set, the joint responses are the number of days in a month that each individual smoked as the count response and the general health condition of each individual as the ordinal response. For the count response there is incidence of excess values of 0 and 30.     

Random coefficient models for binary longitudinal responses with attrition

We extend the approach introduced by Aitkin and Alfò (1998, Statistics and Computing, 4, pp. 289–307) to the general framework of random coefficient models and propose a class of conditional models to deal with binary longitudinal responses, including unknown sources of heterogeneity in the regression parameters as well as serial dependence of Markovian form.Furthermore, we discuss the extension of the proposed approach to the analysis of informative drop-outs, which represent a central problem in longitudinal studies, and define, as suggested by Follmann and Wu (1995, Biometrics, 51, pp. 151–168), a conditional specification of the full shared parameter model for the primary response and the missingness indicator. The model is applied to a dataset from a methadone maintenance treatment programme held in Sydney in 1986 and previously analysed by Chan et al. (1998, Australian & New Zealand Journal of Statistics, 40, pp. 1–10).All of the proposed models are estimated by means of an EM algorithm for nonparametric maximum likelihood, without assuming any specific parametric distribution for the random coefficients and for the drop-out process.A small scale simulation work is described to explore the behaviour of the extended approach in a number of different situations where informative drop-outs are present.     

Gamma shared frailty model based on reversed hazard rate

Abstract

Frailty models are used in survival analysis to account for unobserved heterogeneity in individual risks to disease and death. To analyze bivariate data on related survival times (e.g., matched pairs experiments, twin, or family data), shared frailty models were suggested. Shared frailty models are frequently used to model heterogeneity in survival analysis. The most common shared frailty model is a model in which hazard function is a product of random factor(frailty) and baseline hazard function which is common to all individuals. There are certain assumptions about the baseline distribution and distribution of frailty. In this paper, we introduce shared gamma frailty models with reversed hazard rate. We introduce Bayesian estimation procedure using Markov Chain Monte Carlo (MCMC) technique to estimate the parameters involved in the model. We present a simulation study to compare the true values of the parameters with the estimated values. Also, we apply the proposed model to the Australian twin data set.     

Comparison of Shared Frailty Models for Kidney Infection Data under Exponential Power Baseline Distribution

Shared frailty models are often used to model heterogeneity in survival analysis. There are certain assumptions about the baseline distribution and distribution of frailty. In this paper, four shared frailty models with frailty distribution gamma, inverse Gaussian, compound Poisson, and compound negative binomial with exponential power as baseline distribution are proposed. These models are fitted using Markov Chain Monte Carlo methods. These models are illustrated with a real life bivariate survival data set of McGilchrist and Aisbett (1991) related to kidney infection, and the best model is suggested for the data using different model comparison criteria.     

Nonlinear mixed‐effects models with misspecified random‐effects distribution

Nonlinear mixed‐effects models are being widely used for the analysis of longitudinal data, especially from pharmaceutical research. They use random effects which are latent and unobservable variables so the random‐effects distribution is subject to misspecification in practice. In this paper, we first study the consequences of misspecifying the random‐effects distribution in nonlinear mixed‐effects models. Our study is focused on Gauss‐Hermite quadrature, which is now the routine method for calculation of the marginal likelihood in mixed models. We then present a formal diagnostic test to check the appropriateness of the assumed random‐effects distribution in nonlinear mixed‐effects models, which is very useful for real data analysis. Our findings show that the estimates of fixed‐effects parameters in nonlinear mixed‐effects models are generally robust to deviations from normality of the random‐effects distribution, but the estimates of variance components are very sensitive to the distributional assumption of random effects. Furthermore, a misspecified random‐effects distribution will either overestimate or underestimate the predictions of random effects. We illustrate the results using a real data application from an intensive pharmacokinetic study.