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Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
Author(s) -
Li Erning,
Wang Naisyin,
Wang NaeYuh
Publication year - 2007
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.1541-0420.2007.00822.x
Subject(s) - covariate , estimator , random effects model , statistics , econometrics , covariance , computer science , independence (probability theory) , mathematics , spurious relationship , mixed model , multivariate statistics , medicine , meta analysis
Summary Joint models are formulated to investigate the association between a primary endpoint and features of multiple longitudinal processes. In particular, the subject‐specific random effects in a multivariate linear random‐effects model for multiple longitudinal processes are predictors in a generalized linear model for primary endpoints. Li, Zhang, and Davidian (2004, Biometrics 60 , 1–7) proposed an estimation procedure that makes no distributional assumption on the random effects but assumes independent within‐subject measurement errors in the longitudinal covariate process. Based on an asymptotic bias analysis, we found that their estimators can be biased when random effects do not fully explain the within‐subject correlations among longitudinal covariate measurements. Specifically, the existing procedure is fairly sensitive to the independent measurement error assumption. To overcome this limitation, we propose new estimation procedures that require neither a distributional or covariance structural assumption on covariate random effects nor an independence assumption on within‐subject measurement errors. These new procedures are more flexible, readily cover scenarios that have multivariate longitudinal covariate processes, and can be implemented using available software. Through simulations and an analysis of data from a hypertension study, we evaluate and illustrate the numerical performances of the new estimators.