Joint modeling of survival time and longitudinal data with subject-specific changepoints in the covariates
Joint models are frequently used in survival analysis to assess the relationship between time‐to‐event data and time‐dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed‐effects model is used to describe the longitudinal data process, while the sur...
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Published in | Statistics in medicine Vol. 30; no. 3; pp. 232 - 249 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Chichester, UK
John Wiley & Sons, Ltd
10.02.2011
Wiley Subscription Services, Inc |
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Online Access | Get full text |
ISSN | 0277-6715 1097-0258 1097-0258 |
DOI | 10.1002/sim.4107 |
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Abstract | Joint models are frequently used in survival analysis to assess the relationship between time‐to‐event data and time‐dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed‐effects model is used to describe the longitudinal data process, while the survival times are assumed to follow the proportional hazards model. However, in some practical situations, individual covariate profiles may contain changepoints. In this article, we assume a two‐phase polynomial random effects with subject‐specific changepoint model for the longitudinal data process and the proportional hazards model for the survival times. Our main interest is in the estimation of the parameter in the hazards model. We incorporate a smooth transition function into the changepoint model for the longitudinal data and develop the corrected score and conditional score estimators, which do not require any assumption regarding the underlying distribution of the random effects or that of the changepoints. The estimators are shown to be asymptotically equivalent and their finite‐sample performance is examined via simulations. The methods are applied to AIDS clinical trial data. Copyright © 2010 John Wiley & Sons, Ltd. |
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AbstractList | Joint models are frequently used in survival analysis to assess the relationship between time-to-event data and time-dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed-effects model is used to describe the longitudinal data process, while the survival times are assumed to follow the proportional hazards model. However, in some practical situations, individual covariate profiles may contain changepoints. In this article, we assume a two-phase polynomial random effects with subject-specific changepoint model for the longitudinal data process and the proportional hazards model for the survival times. Our main interest is in the estimation of the parameter in the hazards model. We incorporate a smooth transition function into the changepoint model for the longitudinal data and develop the corrected score and conditional score estimators, which do not require any assumption regarding the underlying distribution of the random effects or that of the changepoints. The estimators are shown to be asymptotically equivalent and their finite-sample performance is examined via simulations. The methods are applied to AIDS clinical trial data. [PUBLICATION ABSTRACT] Joint models are frequently used in survival analysis to assess the relationship between time‐to‐event data and time‐dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed‐effects model is used to describe the longitudinal data process, while the survival times are assumed to follow the proportional hazards model. However, in some practical situations, individual covariate profiles may contain changepoints. In this article, we assume a two‐phase polynomial random effects with subject‐specific changepoint model for the longitudinal data process and the proportional hazards model for the survival times. Our main interest is in the estimation of the parameter in the hazards model. We incorporate a smooth transition function into the changepoint model for the longitudinal data and develop the corrected score and conditional score estimators, which do not require any assumption regarding the underlying distribution of the random effects or that of the changepoints. The estimators are shown to be asymptotically equivalent and their finite‐sample performance is examined via simulations. The methods are applied to AIDS clinical trial data. Copyright © 2010 John Wiley & Sons, Ltd. Joint models are frequently used in survival analysis to assess the relationship between time-to-event data and time-dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed-effects model is used to describe the longitudinal data process, while the survival times are assumed to follow the proportional hazards model. However, in some practical situations, individual covariate profiles may contain changepoints. In this article, we assume a two-phase polynomial random effects with subject-specific changepoint model for the longitudinal data process and the proportional hazards model for the survival times. Our main interest is in the estimation of the parameter in the hazards model. We incorporate a smooth transition function into the changepoint model for the longitudinal data and develop the corrected score and conditional score estimators, which do not require any assumption regarding the underlying distribution of the random effects or that of the changepoints. The estimators are shown to be asymptotically equivalent and their finite-sample performance is examined via simulations. The methods are applied to AIDS clinical trial data.Joint models are frequently used in survival analysis to assess the relationship between time-to-event data and time-dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed-effects model is used to describe the longitudinal data process, while the survival times are assumed to follow the proportional hazards model. However, in some practical situations, individual covariate profiles may contain changepoints. In this article, we assume a two-phase polynomial random effects with subject-specific changepoint model for the longitudinal data process and the proportional hazards model for the survival times. Our main interest is in the estimation of the parameter in the hazards model. We incorporate a smooth transition function into the changepoint model for the longitudinal data and develop the corrected score and conditional score estimators, which do not require any assumption regarding the underlying distribution of the random effects or that of the changepoints. The estimators are shown to be asymptotically equivalent and their finite-sample performance is examined via simulations. The methods are applied to AIDS clinical trial data. Joint models are frequently used in survival analysis to assess the relationship between time-to-event data and time-dependent covariates, which are measured longitudinally but often with errors. Routinely, a linear mixed-effects model is used to describe the longitudinal data process, while the survival times are assumed to follow the proportional hazards model. However, in some practical situations, individual covariate profiles may contain changepoints. In this article, we assume a two-phase polynomial random effects with subject-specific changepoint model for the longitudinal data process and the proportional hazards model for the survival times. Our main interest is in the estimation of the parameter in the hazards model. We incorporate a smooth transition function into the changepoint model for the longitudinal data and develop the corrected score and conditional score estimators, which do not require any assumption regarding the underlying distribution of the random effects or that of the changepoints. The estimators are shown to be asymptotically equivalent and their finite-sample performance is examined via simulations. The methods are applied to AIDS clinical trial data. |
Author | Tapsoba, Jean de Dieu Wang, C. Y. Lee, Shen-Ming |
AuthorAffiliation | 2 Division of Public Health, Fred Hutchinson Cancer Research Center, Seattle, Washington 98109, U.S.A 1 Department of Statistics, Feng Chia University, Taichung, Taiwan 40724, R.O.C |
AuthorAffiliation_xml | – name: 2 Division of Public Health, Fred Hutchinson Cancer Research Center, Seattle, Washington 98109, U.S.A – name: 1 Department of Statistics, Feng Chia University, Taichung, Taiwan 40724, R.O.C |
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References | Wang Y, Taylor JMG. Inference for smooth curves in longitudinal data with application to AIDS clinical trial. Statistics in Medicine 1995; 14:1205-1218. DOI: 10.1002/sim.4780141106. Anderson PK, Gill RD. Cox's regression model for counting process: a large sample study. Annals of Statistics 1982; 10:1100-1120. Faucett CL, Schenker N, Taylor JM. Survival analysis using auxiliary variables via multiple imputations with application to AIDS clinical trial data. Biometrics 2002; 58:37-47. Nakamura T. Proportional hazards model with covariates subject to measurement error. Biometrics 1992; 48:829-838. Hammer SM, Katzenstein DA, Huges MD, Gundacker H, Schooley RT, Haubrich MR, Henry WK, Lederman MM, Phair JP, Niu M, Hirch MS, Merigan TC. A trial comparing nucleoside monotherapy with combination therapy in HIV-infected adults with CD4 cell counts from 200 to 500 per cubic millimeter. The New England Journal of Medicine 1996; 335:1081-1090. Diggle PJ, Sousa I, Chetwynd AG. Joint modelling of repeated measurements and time-to-event outcomes: the fourth Armitage lecture. Statistics in Medicine 2008; 27:2981-2998. DOI: 10.1002/sim.3131. Song X, Huang Y. On corrected score approach for proportional hazards model with covariate measurement error. Biometrics 2005; 61:702-714. Kiuchi AS, Hartigan JA, Holford TR, Rubinstein P, Stevens CE. Change points in the series of T4 counts prior to AIDS. Biometrics 1995; 51:236-248. Durbán M, Harezlak J, Wand MP, Carroll RJ. Simple fitting of subject-specific curves for longitudinal data. Statistics in Medicine 2005; 24:1153-1167. DOI: 10.1002/sim.1991. Ding J, Wang JL. Modeling longitudinal data with nonparametric multiplicative random effects jointly with survival data. Biometrics 2008; 64:546-556. Cox DR. Regression models and life tables (with Discussion). Journal of the Royal Statistical Society, Series B 1972; 34:187-220. Kong F, Gu M. Consistent estimation in Cox proportional hazards model with covariate measurement errors. Statistica Sinica 1999; 9:953-969. Bacon DW, Watts DG. Estimating the transition between two intersecting straight lines. Biometrika 1971; 58:525-534. Song X, Davidian M, Tsiatis AA. An estimator for the proportional hazards model with multiple longitudinal covariates measured with error. Biostatistics 2002; 3:511-528. Rudin W. Principle of Mathematical Analysis. McGraw-Hill: New York, 1964. Seber GAF, Wild CJ. Nonlinear Regression. Wiley: New York, 2003; 433-489. Rice J, Wu C. Nonparametric mixed effects models for unequally sampled noisy curves. Biometrics 2001; 57:253-259. Tsiatis AA, Davidian M. A semiparametric estimator for the proportional hazards model with longitudinal covariates measured with error. Biometrika 2001; 88:447-458. Stefanski LA, Carroll RJ. Conditional scores and optimal scores in generalized linear measurement error models. Biometrika 1987; 74:703-716. Prentice R. Covariate measurement errors and parameter estimates in failure time regression. Biometrika 1982; 69:331-342. Song X, Wang CY. Semiparametric approaches for joint modeling of survival time and longitudinal data with time-varying coefficients. Biometrics 2008; 64:557-566. Jacqmin-Gadda H, Commenges D, Dartigues JF. Random changepoint model for joint modeling of cognitive decline and dementia. Biometrics 2006; 62:254-260. Wang CY, Wang N, Wang S. Regression analysis when covariates are regression parameters of a random effect model for observed longitudinal measurements. Biometrics 2000; 56:487-495. Anderson S, Jones H. Smoothing splines for longitudinal data. Statistics in Medicine 1995; 14:1235-1248. DOI: 10.1002/sim.4780141108. Wulfsohn M, Tsiatis AA. A joint model for survival and longitudinal data measured with error. Biometrics 1997; 53:330-339. Wu L, Liu W, Hu XJ. Joint inference on HIV viral dynamics and immune suppression in presence of measurement errors. Biometrics 2009; DOI: 10.1111/j.1541-0420.2009.01308.x. Wang CY. Corrected score estimator for joint modeling of longitudinal and failure time data. Statistica Sinica 2006; 16:235-253. 1995; 51 2002; 58 1987; 74 1995; 14 2006; 16 1982; 10 2009 2002; 3 2003 2005; 61 2001; 88 2005; 24 1999; 9 1982; 69 2006; 62 1997; 53 2000; 56 2008; 27 1971; 58 1964 1992; 48 2008; 64 1996; 335 1972; 34 2001; 57 e_1_2_10_22_2 e_1_2_10_23_2 e_1_2_10_20_2 e_1_2_10_21_2 Seber GAF (e_1_2_10_15_2) 2003 Rudin W (e_1_2_10_27_2) 1964 e_1_2_10_3_2 e_1_2_10_17_2 Kong F (e_1_2_10_19_2) 1999; 9 e_1_2_10_4_2 e_1_2_10_16_2 e_1_2_10_7_2 e_1_2_10_13_2 e_1_2_10_6_2 e_1_2_10_14_2 e_1_2_10_9_2 e_1_2_10_11_2 e_1_2_10_8_2 e_1_2_10_12_2 e_1_2_10_10_2 Stefanski LA (e_1_2_10_18_2) 1987; 74 Cox DR (e_1_2_10_2_2) 1972; 34 e_1_2_10_28_2 e_1_2_10_26_2 Wang CY (e_1_2_10_5_2) 2006; 16 e_1_2_10_24_2 e_1_2_10_25_2 |
References_xml | – reference: Song X, Wang CY. Semiparametric approaches for joint modeling of survival time and longitudinal data with time-varying coefficients. Biometrics 2008; 64:557-566. – reference: Wang Y, Taylor JMG. Inference for smooth curves in longitudinal data with application to AIDS clinical trial. Statistics in Medicine 1995; 14:1205-1218. DOI: 10.1002/sim.4780141106. – reference: Seber GAF, Wild CJ. Nonlinear Regression. Wiley: New York, 2003; 433-489. – reference: Hammer SM, Katzenstein DA, Huges MD, Gundacker H, Schooley RT, Haubrich MR, Henry WK, Lederman MM, Phair JP, Niu M, Hirch MS, Merigan TC. A trial comparing nucleoside monotherapy with combination therapy in HIV-infected adults with CD4 cell counts from 200 to 500 per cubic millimeter. The New England Journal of Medicine 1996; 335:1081-1090. – reference: Stefanski LA, Carroll RJ. Conditional scores and optimal scores in generalized linear measurement error models. Biometrika 1987; 74:703-716. – reference: Jacqmin-Gadda H, Commenges D, Dartigues JF. Random changepoint model for joint modeling of cognitive decline and dementia. Biometrics 2006; 62:254-260. – reference: Song X, Huang Y. On corrected score approach for proportional hazards model with covariate measurement error. Biometrics 2005; 61:702-714. – reference: Faucett CL, Schenker N, Taylor JM. Survival analysis using auxiliary variables via multiple imputations with application to AIDS clinical trial data. Biometrics 2002; 58:37-47. – reference: Ding J, Wang JL. Modeling longitudinal data with nonparametric multiplicative random effects jointly with survival data. Biometrics 2008; 64:546-556. – reference: Nakamura T. Proportional hazards model with covariates subject to measurement error. Biometrics 1992; 48:829-838. – reference: Tsiatis AA, Davidian M. A semiparametric estimator for the proportional hazards model with longitudinal covariates measured with error. Biometrika 2001; 88:447-458. – reference: Rice J, Wu C. Nonparametric mixed effects models for unequally sampled noisy curves. Biometrics 2001; 57:253-259. – reference: Kong F, Gu M. Consistent estimation in Cox proportional hazards model with covariate measurement errors. Statistica Sinica 1999; 9:953-969. – reference: Prentice R. Covariate measurement errors and parameter estimates in failure time regression. Biometrika 1982; 69:331-342. – reference: Anderson PK, Gill RD. Cox's regression model for counting process: a large sample study. Annals of Statistics 1982; 10:1100-1120. – reference: Wulfsohn M, Tsiatis AA. A joint model for survival and longitudinal data measured with error. Biometrics 1997; 53:330-339. – reference: Bacon DW, Watts DG. Estimating the transition between two intersecting straight lines. Biometrika 1971; 58:525-534. – reference: Anderson S, Jones H. Smoothing splines for longitudinal data. Statistics in Medicine 1995; 14:1235-1248. DOI: 10.1002/sim.4780141108. – reference: Wu L, Liu W, Hu XJ. Joint inference on HIV viral dynamics and immune suppression in presence of measurement errors. Biometrics 2009; DOI: 10.1111/j.1541-0420.2009.01308.x. – reference: Wang CY. Corrected score estimator for joint modeling of longitudinal and failure time data. Statistica Sinica 2006; 16:235-253. – reference: Durbán M, Harezlak J, Wand MP, Carroll RJ. Simple fitting of subject-specific curves for longitudinal data. Statistics in Medicine 2005; 24:1153-1167. DOI: 10.1002/sim.1991. – reference: Rudin W. Principle of Mathematical Analysis. McGraw-Hill: New York, 1964. – reference: Cox DR. Regression models and life tables (with Discussion). Journal of the Royal Statistical Society, Series B 1972; 34:187-220. – reference: Song X, Davidian M, Tsiatis AA. An estimator for the proportional hazards model with multiple longitudinal covariates measured with error. Biostatistics 2002; 3:511-528. – reference: Kiuchi AS, Hartigan JA, Holford TR, Rubinstein P, Stevens CE. Change points in the series of T4 counts prior to AIDS. Biometrics 1995; 51:236-248. – reference: Wang CY, Wang N, Wang S. Regression analysis when covariates are regression parameters of a random effect model for observed longitudinal measurements. Biometrics 2000; 56:487-495. – reference: Diggle PJ, Sousa I, Chetwynd AG. Joint modelling of repeated measurements and time-to-event outcomes: the fourth Armitage lecture. Statistics in Medicine 2008; 27:2981-2998. 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SubjectTerms | Acquired Immunodeficiency Syndrome - blood Acquired Immunodeficiency Syndrome - diagnosis Acquired Immunodeficiency Syndrome - mortality Acquired Immunodeficiency Syndrome - prevention & control Algorithms Bias CD4 Lymphocyte Count changepoint Computer Simulation conditional score corrected score Double-Blind Method Hazards HIV Infections - blood HIV Infections - drug therapy HIV Infections - mortality Humans Linear Models Longitudinal Studies - methods measurement error Medical statistics Models, Statistical Monte Carlo Method Parameter estimation proportional hazards Proportional Hazards Models random effects Randomized Controlled Trials as Topic Simulation Statistical Distributions Statistical methods Survival Analysis |
Title | Joint modeling of survival time and longitudinal data with subject-specific changepoints in the covariates |
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