A Bayesian semiparametric joint hierarchical model for longitudinal and survival data

This article proposes a new semiparametric Bayesian hierarchical model for the joint modeling of longitudinal and survival data. We relax the distributional assumptions for the longitudinal model using Dirichlet process priors on the parameters defining the longitudinal model. The resulting posterior distribution of the longitudinal parameters is free of parametric constraints, resulting in more robust estimates. This type of approach is becoming increasingly essential in many applications, such as HIV and cancer vaccine trials, where patients' responses are highly diverse and may not be easily modeled with known distributions. An example will be presented from a clinical trial of a cancer vaccine where the survival outcome is time to recurrence of a tumor. Immunologic measures believed to be predictive of tumor recurrence were taken repeatedly during follow-up. We will present an analysis of this data using our new semiparametric Bayesian hierarchical joint modeling methodology to determine the association of these longitudinal immunologic measures with time to tumor recurrence.     

Mapping quantitative trait loci for longitudinal traits in line crosses

Quantitative traits whose phenotypic values change over time are called longitudinal traits. Genetic analyses of longitudinal traits can be conducted using any of the following approaches: (1) treating the phenotypic values at different time points as repeated measurements of the same trait and analyzing the trait under the repeated measurements framework, (2) treating the phenotypes measured from different time points as different traits and analyzing the traits jointly on the basis of the theory of multivariate analysis, and (3) fitting a growth curve to the phenotypic values across time points and analyzing the fitted parameters of the growth trajectory under the theory of multivariate analysis. The third approach has been used in QTL mapping for longitudinal traits by fitting the data to a logistic growth trajectory. This approach applies only to the particular S-shaped growth process. In practice, a longitudinal trait may show a trajectory of any shape. We demonstrate that one can describe a longitudinal trait with orthogonal polynomials, which are sufficiently general for fitting any shaped curve. We develop a mixed-model methodology for QTL mapping of longitudinal traits and a maximum-likelihood method for parameter estimation and statistical tests. The expectation-maximization (EM) algorithm is applied to search for the maximum-likelihood estimates of parameters. The method is verified with simulated data and demonstrated with experimental data from a pseudobackcross family of Populus (poplar) trees.     

Likelihood methods for incomplete longitudinal binary responses with incomplete categorical covariates

We consider longitudinal studies in which the outcome observed over time is binary and the covariates of interest are categorical. With no missing responses or covariates, one specifies a multinomial model for the responses given the covariates and uses maximum likelihood to estimate the parameters. Unfortunately, incomplete data in the responses and covariates are a common occurrence in longitudinal studies. Here we assume the missing data are missing at random (Rubin, 1976, Biometrika 63, 581-592). Since all of the missing data (responses and covariates) are categorical, a useful technique for obtaining maximum likelihood parameter estimates is the EM algorithm by the method of weights proposed in Ibrahim (1990, Journal of the American Statistical Association 85, 765-769). In using the EM algorithm with missing responses and covariates, one specifies the joint distribution of the responses and covariates. Here we consider the parameters of the covariate distribution as a nuisance. In data sets where the percentage of missing data is high, the estimates of the nuisance parameters can lead to highly unstable estimates of the parameters of interest. We propose a conditional model for the covariate distribution that has several modeling advantages for the EM algorithm and provides a reduction in the number of nuisance parameters, thus providing more stable estimates in finite samples.     

Robust Joint Modeling of Longitudinal Measurements and Competing Risks Failure Time Data

Existing methods for joint modeling of longitudinal measurements and survival data can be highly influenced by outliers in the longitudinal outcome. We propose a joint model for analysis of longitudinal measurements and competing risks failure time data which is robust in the presence of outlying longitudinal observations during follow‐up. Our model consists of a linear mixed effects sub‐model for the longitudinal outcome and a proportional cause‐specific hazards frailty sub‐model for the competing risks data, linked together by latent random effects. Instead of the usual normality assumption for measurement errors in the linear mixed effects sub‐model, we adopt a t ‐distribution which has a longer tail and thus is more robust to outliers. We derive an EM algorithm for the maximum likelihood estimates of the parameters and estimate their standard errors using a profile likelihood method. The proposed method is evaluated by simulation studies and is applied to a scleroderma lung study (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Transformations of covariates for longitudinal data

This paper develops a general approach for dealing with parametric transformations of covariates for longitudinal data, where the responses are modeled marginally and generalized estimating equations (GEEs) are used for estimation of regression parameters. We propose an iterative algorithm for obtaining regression and transformation parameters from estimating equations, utilizing existing software for GEE problems. The algorithmic technique is closely related to that used in the Box-Tidwell transformation in classical linear regression, but we develop it under the GEE setting and for more general transformation functions. We provide supporting theorems for consistency and asymptotic Normality of the estimates. Inference between two nested models is also considered. This methodology is applied to two data sets. One consists of pill dissolution data, the other is taken from the Pittsburgh Youth Study (PYS). The PYS is a prospective longitudinal study of the development of delinquency, substance use, and mental health in male youth. We use the model-based parametric approach to examine the association between alcohol use at an early stage of adolescent development and delinquency over the course of adolescence.     

Combining specimen-specific finite-element models and optimization in cortical-bone material characterization improves prediction accuracy in three-point bending tests

Although the beam theory is widely used for calculating material parameters in three-point bending test, it cannot accurately describe the biomechanical properties of specimens after the yield. Hence, we propose a finite element (FE) based optimization method to obtain accurate bone material parameters from three-point bending test. We tested 80 machined bovine cortical bone specimens at both longitudinal and transverse directions using three-point bending. We then adopted the beam theory and the FE-based optimization method combined with specimen-specific FE models to derive the material parameters of cortical bone. We compared data obtained using these two methods and further evaluated two groups of parameters with three-point bending simulations. Our data indicated that the FE models with material properties from the FE-based optimization method showed best agreements with experimental data for the entire force-displacement responses, including the post-yield region. Using the beam theory, the yield stresses derived from 0.0058% strain offset for the longitudinal specimen and 0.0052% strain offset for the transverse specimen are closer to those derived from the FE-based optimization method, compared to yield stresses calculated without strain offset. In brief, we conclude that the optimization FE method is more appropriate than the traditional beam theory in identifying the material parameters of cortical bone for improving prediction accuracy in three-point bending mode. Given that the beam theory remains as a popular method because of its efficiency, we further provided correction functions to adjust parameters calculated from the beam theory for accurate FE simulation.     

A modified pseudolikelihood approach for analysis of longitudinal data

We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the "working" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different "working" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated "working" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration.     

Marginal analysis of longitudinal ordinal data with misclassification in both response and covariates

Marginal methods have been widely used for the analysis of longitudinal ordinal and categorical data. These models do not require full parametric assumptions on the joint distribution of repeated response measurements but only specify the marginal or even association structures. However, inference results obtained from these methods often incur serious bias when variables are subject to error. In this paper, we tackle the problem that misclassification exists in both response and categorical covariate variables. We develop a marginal method for misclassification adjustment, which utilizes second‐order estimating functions and a functional modeling approach, and can yield consistent estimates and valid inference for mean and association parameters. We propose a two‐stage estimation approach for cases in which validation data are available. Our simulation studies show good performance of the proposed method under a variety of settings. Although the proposed method is phrased to data with a longitudinal design, it also applies to correlated data arising from clustered and family studies, in which association parameters may be of scientific interest. The proposed method is applied to analyze a dataset from the Framingham Heart Study as an illustration.     

Competing regression models for longitudinal data

The choice of an appropriate family of linear models for the analysis of longitudinal data is often a matter of concern for practitioners. To attenuate such difficulties, we discuss some issues that emerge when analyzing this type of data via a practical example involving pretest–posttest longitudinal data. In particular, we consider log‐normal linear mixed models (LNLMM), generalized linear mixed models (GLMM), and models based on generalized estimating equations (GEE). We show how some special features of the data, like a nonconstant coefficient of variation, may be handled in the three approaches and evaluate their performance with respect to the magnitude of standard errors of interpretable and comparable parameters. We also show how different diagnostic tools may be employed to identify outliers and comment on available software. We conclude by noting that the results are similar, but that GEE‐based models may be preferable when the goal is to compare the marginal expected responses.     

Semiparametric regression for periodic longitudinal hormone data from multiple menstrual cycles

We consider semiparametric regression for periodic longitudinal data. Parametric fixed effects are used to model the covariate effects and a periodic nonparametric smooth function is used to model the time effect. The within-subject correlation is modeled using subject-specific random effects and a random stochastic process with a periodic variance function. We use maximum penalized likelihood to estimate the regression coefficients and the periodic nonparametric time function, whose estimator is shown to be a periodic cubic smoothing spline. We use restricted maximum likelihood to simultaneously estimate the smoothing parameter and the variance components. We show that all model parameters can be easily obtained by fitting a linear mixed model. A common problem in the analysis of longitudinal data is to compare the time profiles of two groups, e.g., between treatment and placebo. We develop a scaled chi-squared test for the equality of two nonparametric time functions. The proposed model and the test are illustrated by analyzing hormone data collected during two consecutive menstrual cycles and their performance is evaluated through simulations.     

Dynamic conditionally linear mixed models for longitudinal data

We develop a new class of models, dynamic conditionally linear mixed models, for longitudinal data by decomposing the within-subject covariance matrix using a special Cholesky decomposition. Here 'dynamic' means using past responses as covariates and 'conditional linearity' means that parameters entering the model linearly may be random, but nonlinear parameters are nonrandom. This setup offers several advantages and is surprisingly similar to models obtained from the first-order linearization method applied to nonlinear mixed models. First, it allows for flexible and computationally tractable models that include a wide array of covariance structures; these structures may depend on covariates and hence may differ across subjects. This class of models includes, e.g., all standard linear mixed models, antedependence models, and Vonesh-Carter models. Second, it guarantees the fitted marginal covariance matrix of the data is positive definite. We develop methods for Bayesian inference and motivate the usefulness of these models using a series of longitudinal depression studies for which the features of these new models are well suited.     

Models for longitudinal data: a generalized estimating equation approach

This article discusses extensions of generalized linear models for the analysis of longitudinal data. Two approaches are considered: subject-specific (SS) models in which heterogeneity in regression parameters is explicitly modelled; and population-averaged (PA) models in which the aggregate response for the population is the focus. We use a generalized estimating equation approach to fit both classes of models for discrete and continuous outcomes. When the subject-specific parameters are assumed to follow a Gaussian distribution, simple relationships between the PA and SS parameters are available. The methods are illustrated with an analysis of data on mother's smoking and children's respiratory disease.     

A joint model for longitudinal measurements and survival data in the presence of multiple failure types

Summary .   In this article we study a joint model for longitudinal measurements and competing risks survival data. Our joint model provides a flexible approach to handle possible nonignorable missing data in the longitudinal measurements due to dropout. It is also an extension of previous joint models with a single failure type, offering a possible way to model informatively censored events as a competing risk. Our model consists of a linear mixed effects submodel for the longitudinal outcome and a proportional cause-specific hazards frailty submodel ( Prentice et al., 1978 , Biometrics 34, 541–554) for the competing risks survival data, linked together by some latent random effects. We propose to obtain the maximum likelihood estimates of the parameters by an expectation maximization (EM) algorithm and estimate their standard errors using a profile likelihood method. The developed method works well in our simulation studies and is applied to a clinical trial for the scleroderma lung disease.     

A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study

Longitudinal studies, in which individuals are measured repeatedly in time, are often incomplete. We model continuous-time longitudinal data from the Multicenter AIDS Cohort Study using a diffusion model in which the diffusion parameters are functions of the covariates. These data are jointly modeled with the process of time-to-death due to AIDS. We show that, even for large data sets with a large number of missing variables, a Bayesian analysis is feasible using Gibbs sampling and compare a complete case analysis with a Bayesian treatment of missing values.     

Modeling longitudinal data with nonparametric multiplicative random effects jointly with survival data

Summary .   In clinical studies, longitudinal biomarkers are often used to monitor disease progression and failure time. Joint modeling of longitudinal and survival data has certain advantages and has emerged as an effective way to mutually enhance information. Typically, a parametric longitudinal model is assumed to facilitate the likelihood approach. However, the choice of a proper parametric model turns out to be more elusive than models for standard longitudinal studies in which no survival endpoint occurs. In this article, we propose a nonparametric multiplicative random effects model for the longitudinal process, which has many applications and leads to a flexible yet parsimonious nonparametric random effects model. A proportional hazards model is then used to link the biomarkers and event time. We use B-splines to represent the nonparametric longitudinal process, and select the number of knots and degrees based on a version of the Akaike information criterion (AIC). Unknown model parameters are estimated through maximizing the observed joint likelihood, which is iteratively maximized by the Monte Carlo Expectation Maximization (MCEM) algorithm. Due to the simplicity of the model structure, the proposed approach has good numerical stability and compares well with the competing parametric longitudinal approaches. The new approach is illustrated with primary biliary cirrhosis (PBC) data, aiming to capture nonlinear patterns of serum bilirubin time courses and their relationship with survival time of PBC patients.     

A Global Sensitivity Test for Evaluating Statistical Hypotheses with Nonidentifiable Models

Summary We consider the problem of evaluating a statistical hypothesis when some model characteristics are nonidentifiable from observed data. Such a scenario is common in meta‐analysis for assessing publication bias and in longitudinal studies for evaluating a covariate effect when dropouts are likely to be nonignorable. One possible approach to this problem is to fix a minimal set of sensitivity parameters conditional upon which hypothesized parameters are identifiable. Here, we extend this idea and show how to evaluate the hypothesis of interest using an infimum statistic over the whole support of the sensitivity parameter. We characterize the limiting distribution of the statistic as a process in the sensitivity parameter, which involves a careful theoretical analysis of its behavior under model misspecification. In practice, we suggest a nonparametric bootstrap procedure to implement this infimum test as well as to construct confidence bands for simultaneous pointwise tests across all values of the sensitivity parameter, adjusting for multiple testing. The methodology's practical utility is illustrated in an analysis of a longitudinal psychiatric study.     

A flexible B-spline model for multiple longitudinal biomarkers and survival

Often when jointly modeling longitudinal and survival data, we are interested in a multivariate longitudinal measure that may not fit well by linear models. To overcome this problem, we propose a joint longitudinal and survival model that has a nonparametric model for the longitudinal markers. We use cubic B-splines to specify the longitudinal model and a proportional hazards model to link the longitudinal measures to the hazard. To fit the model, we use a Markov chain Monte Carlo algorithm. We select the number of knots for the cubic B-spline model using the Conditional Predictive Ordinate (CPO) and the Deviance Information Criterion (DIC). The method and model selection approach are validated in a simulation. We apply this method to examine the link between viral load, CD4 count, and time to event in data from an AIDS clinical trial. The cubic B-spline model provides a good fit to the longitudinal data that could not be obtained with simple parametric models.     

Analysis of longitudinal data with unmeasured confounders.

Confounding in longitudinal or clustered data creates special problems and opportunities because the relationship between the confounder and covariate of interest may differ across and within individuals or clusters. A well-known example of such confounding in longitudinal data is the presence of cohort and period effects in models of aging in epidemiologic research. We first formulate a data-generating model with confounding and derive the distribution of the response variable unconditional on the confounder. We then examine the properties of the regression coefficient for some analytic approaches when the confounder is omitted from the fitted model. The expected value of the regression coefficient differs in across- and within-individual regression. In the multivariate case, within- and between-individual information is combined and weighted according to the assumed covariance structure. We assume compound symmetry in the fitted covariance matrix and derive the variance, bias, and mean squared error of the slope estimate as a function of the fitted within-individual correlation. We find that even in this simplest multivariate case, the trade-off between bias and variance depends on a large number of parameters. It is generally preferable to fit correlations somewhat above the true correlation to minimize the effect of between-individual confounders or cohort effects. Period effects can lead to situations where it is advantageous to fit correlations that are below the true correlation. The results highlight the trade-offs inherent in the choice of method for analysis of longitudinal data, and show that an appropriate choice can be made only after determining whether within- or between-individual confounding is the major concern.     

Joint Analysis of Survival Time and Longitudinal Categorical Outcomes

In biomedical or public health research, it is common for both survival time and longitudinal categorical outcomes to be collected for a subject, along with the subject’s characteristics or risk factors. Investigators are often interested in finding important variables for predicting both survival time and longitudinal outcomes which could be correlated within the same subject. Existing approaches for such joint analyses deal with continuous longitudinal outcomes. New statistical methods need to be developed for categorical longitudinal outcomes. We propose to simultaneously model the survival time with a stratified Cox proportional hazards model and the longitudinal categorical outcomes with a generalized linear mixed model. Random effects are introduced to account for the dependence between survival time and longitudinal outcomes due to unobserved factors. The Expectation–Maximization (EM) algorithm is used to derive the point estimates for the model parameters, and the observed information matrix is adopted to estimate their asymptotic variances. Asymptotic properties for our proposed maximum likelihood estimators are established using the theory of empirical processes. The method is demonstrated to perform well in finite samples via simulation studies. We illustrate our approach with data from the Carolina Head and Neck Cancer Study (CHANCE) and compare the results based on our simultaneous analysis and the separately conducted analyses using the generalized linear mixed model and the Cox proportional hazards model. Our proposed method identifies more predictors than by separate analyses.     

Multiple imputation methods for handling incomplete longitudinal and clustered data where the target analysis is a linear mixed effects model

Multiple imputation (MI) is increasingly popular for handling multivariate missing data. Two general approaches are available in standard computer packages: MI based on the posterior distribution of incomplete variables under a multivariate (joint) model, and fully conditional specification (FCS), which imputes missing values using univariate conditional distributions for each incomplete variable given all the others, cycling iteratively through the univariate imputation models. In the context of longitudinal or clustered data, it is not clear whether these approaches result in consistent estimates of regression coefficient and variance component parameters when the analysis model of interest is a linear mixed effects model (LMM) that includes both random intercepts and slopes with either covariates or both covariates and outcome contain missing information. In the current paper, we compared the performance of seven different MI methods for handling missing values in longitudinal and clustered data in the context of fitting LMMs with both random intercepts and slopes. We study the theoretical compatibility between specific imputation models fitted under each of these approaches and the LMM, and also conduct simulation studies in both the longitudinal and clustered data settings. Simulations were motivated by analyses of the association between body mass index (BMI) and quality of life (QoL) in the Longitudinal Study of Australian Children (LSAC). Our findings showed that the relative performance of MI methods vary according to whether the incomplete covariate has fixed or random effects and whether there is missingnesss in the outcome variable. We showed that compatible imputation and analysis models resulted in consistent estimation of both regression parameters and variance components via simulation. We illustrate our findings with the analysis of LSAC data.