The Annals of Applied Statistics

An approach for jointly modeling multivariate longitudinal measurements and discrete time-to-event data

Paul S. Albert and Joanna H. Shih

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In many medical studies, patients are followed longitudinally and interest is on assessing the relationship between longitudinal measurements and time to an event. Recently, various authors have proposed joint modeling approaches for longitudinal and time-to-event data for a single longitudinal variable. These joint modeling approaches become intractable with even a few longitudinal variables. In this paper we propose a regression calibration approach for jointly modeling multiple longitudinal measurements and discrete time-to-event data. Ideally, a two-stage modeling approach could be applied in which the multiple longitudinal measurements are modeled in the first stage and the longitudinal model is related to the time-to-event data in the second stage. Biased parameter estimation due to informative dropout makes this direct two-stage modeling approach problematic. We propose a regression calibration approach which appropriately accounts for informative dropout. We approximate the conditional distribution of the multiple longitudinal measurements given the event time by modeling all pairwise combinations of the longitudinal measurements using a bivariate linear mixed model which conditions on the event time. Complete data are then simulated based on estimates from these pairwise conditional models, and regression calibration is used to estimate the relationship between longitudinal data and time-to-event data using the complete data. We show that this approach performs well in estimating the relationship between multivariate longitudinal measurements and the time-to-event data and in estimating the parameters of the multiple longitudinal process subject to informative dropout. We illustrate this methodology with simulations and with an analysis of primary biliary cirrhosis (PBC) data.

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Ann. Appl. Stat., Volume 4, Number 3 (2010), 1517-1532.

First available in Project Euclid: 18 October 2010

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Joint models shared random parameter models informative dropout regression calibration


Albert, Paul S.; Shih, Joanna H. An approach for jointly modeling multivariate longitudinal measurements and discrete time-to-event data. Ann. Appl. Stat. 4 (2010), no. 3, 1517--1532. doi:10.1214/10-AOAS339.

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