Description Usage Arguments Details Value Convergence criteria Standard error estimation Author(s) References See Also Examples
This function fits the joint model proposed by Henderson et al. (2000), but extended to the case of multiple continuous longitudinal measures. The timetoevent data is modelled using a Cox proportional hazards regression model with timevarying covariates. The multiple longitudinal outcomes are modelled using a multivariate version of the Laird and Ware linear mixed model. The association is captured by a multivariate latent Gaussian process. The model is estimated using a (quasi) Monte Carlo Expectation Maximization (MCEM) algorithm.
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formLongFixed 
a list of formulae for the fixed effects component of each longitudinal outcome. The left handhand side defines the response, and the righthand side specifies the fixed effect terms. If a single formula is given (either as a list of length 1 or a formula), then it is assumed that a standard univariate joint model is being fitted. 
formLongRandom 
a list of onesided formulae specifying the model for
the random effects effects of each longitudinal outcome. The length of the
list must be equal to 
formSurv 
a formula specifying the proportional hazards regression
model (not including the latent association structure). See

data 
a list of 
survData 
a 
timeVar 
a character string indicating the time variable in the linear mixed effects model. If there are multiple longitudinal outcomes and the time variable is labelled differently in each model, then a character string vector can be given instead. 
inits 
a list of initial values for some or all of the parameters
estimated in the model. Default is 
verbose 
logical: if 
pfs 
logical: if 
control 
a list of control values with components:

... 
options passed to the 
Function mjoint
fits joint models for timetoevent and
multivariate longitudinal data. A review of relevant statistical
methodology for joint models of multivariate data is given in Hickey et al.
(2016). This is a direct extension of the models developed in the seminal
works of Wulfsohn and Tsiatis (1997) and Henderson et al. (2000), with the
calculations based largely on Lin et al. (2002) who also extended the model
to multivariate joint data. A more detailed explanation of the model
formulation is given in the technical vignette. Each longitudinal outcome
is modelled according to a linear mixed model (LMM), akin to the models fit
by lme
, with independent and identically distributed
Gaussian errors. The latent term in each model (specified by
formLongRandom
) is a linear combination of subjectspecific
zeromean Gaussian random effects with outcomespecific variance
components. We denote these as W_{i1}(t, b_{i1}), W_{i2}(t,
b_{i2}), …, W_{iK}(t, b_{iK}), for the Koutcomes.
Usually, W(t, b) will be specified as either b_0 (a
randomintercepts model) or b_0 + b_1t (a randomintercepts and
randomslopes model); however, more general structures are allowed The
timetoevent model is modelled as per the usual Cox model formulation,
with an additional (possibly) timevarying term given by
γ_{y1} W_{i1}(t, b_{i1}) + γ_{y2} W_{i2}(t, b_{i2}) + … + γ_{yK} W_{iK}(t, b_{iK}),
where γ_y is a parameter vector of proportional latent association parameters of length K for estimation.
The optimization routine is based on a Monte Carlo Expectation Maximization algorithm (MCEM) algorithm, as described by Wei and Tanner (1990). With options for using antithetic simulation for variance reduction in the Monte Carlo integration, or quasiMonte Carlo based on low order deterministic sequences.
An object of class mjoint
. See mjoint.object
for
details.
The routine internally scales and centers data to avoid overflow in the argument to the exponential function. These actions do not change the result, but lead to more numerical stability. Several convergence criteria are available:
abs
the maximum absolute parameter change is
<tol0
. The baseline hazard parameters are not included in this
convergence statistic.
rel
the maximum (absolute) relative parameter change is
<tol2
. A small value (tol1
) is added to the denominator
of the relative change statistic to avoid numerical problems when the
parameters are close to zero.
either
either the abs
or rel
criteria
are satisfied.
sas
if  θ_p  < rav
, then the abs
criteria is applied for the lth parameter; otherwise, rel
is
applied. This is the approach used in the SAS EM algorithm program for
missing data.
Due to the Monte Caro error, the algorithm could spuriously declare convergence. Therefore, we require convergence to be satisfied for 3 consecutive iterations. The algorithm starts with a low number of Monte Carlo samples in the 'burnin' phase, as it would be computationally inefficient to use a large sample whilst far away from the true maximizer. After the algorithm moves out of this adaptive phase, it uses an automated criterion based on the coefficient of variation of the relative parameter change of the last 3 iterations to decide whether to increase the Monte Carlo sample size. See the technical vignette and Ripatti et al. (2002) for further details.
Approximate standard errors (SEs) are calculated (if pfs=TRUE
).
These are based on the empirical observed information function (McLachlan &
Krishnan, 2008). Through simulation studies, we have found that this
approximation does not work particularly well for n < 100 (where
n is the number of subjects). In these cases, one would need to
appeal to the bootstrap SE estimation approach. However, in practice, the
reliability of the approximate SEs will depend of a multitude of factors,
including but not limited to, the average number of repeated measurements
per subject, the total number of events, and the convergence of the MCEM
algorithm.
Bootstrap SEs are also available, however they are not calculated using the
mjoint
function due to the intense computational time. Instead, a
separate function is available: bootSE
, which takes the fitted joint
model as its main argument. Given a fitted joint model (of class
mjoint
) and a bootstrap fit object (of class bootSE
), the SEs
reported in the model can be updated by running
summary(fit_obj,boot_obj)
. For details, consult the
bootSE
documentation.
Graeme L. Hickey (graemeleehickey@gmail.com)
Henderson R, Diggle PJ, Dobson A. Joint modelling of longitudinal measurements and event time data. Biostatistics. 2000; 1(4): 465480.
Hickey GL, Philipson P, Jorgensen A, KolamunnageDona R. Joint modelling of timetoevent and multivariate longitudinal outcomes: recent developments and issues. BMC Med Res Methodol. 2016; 16(1): 117.
Lin H, McCulloch CE, Mayne ST. Maximum likelihood estimation in the joint analysis of timetoevent and multiple longitudinal variables. Stat Med. 2002; 21: 23692382.
McLachlan GJ, Krishnan T. The EM Algorithm and Extensions. Second Edition. WileyInterscience; 2008.
Ripatti S, Larsen K, Palmgren J. Maximum likelihood inference for multivariate frailty models using an automated Monte Carlo EM algorithm. Lifetime Data Anal. 2002; 8: 349360.
Wei GC, Tanner MA. A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms. J Am Stat Assoc. 1990; 85(411): 699704.
Wulfsohn MS, Tsiatis AA. A joint model for survival and longitudinal data measured with error. Biometrics. 1997; 53(1): 330339.
mjoint.object
, bootSE
,
plot.mjoint
, summary.mjoint
,
getVarCov.mjoint
, simData
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64  # Fit a classical univariate joint model with a single longitudinal outcome
# and a single timetoevent outcome
data(heart.valve)
hvd < heart.valve[!is.na(heart.valve$log.grad) & !is.na(heart.valve$log.lvmi), ]
set.seed(1)
fit1 < mjoint(formLongFixed = log.lvmi ~ time + age,
formLongRandom = ~ time  num,
formSurv = Surv(fuyrs, status) ~ age,
data = hvd,
timeVar = "time",
control = list(nMCscale = 2, burnin = 5)) # controls for illustration only
summary(fit1)
## Not run:
# Fit a joint model with bivariate longitudinal outcomes
data(heart.valve)
hvd < heart.valve[!is.na(heart.valve$log.grad) & !is.na(heart.valve$log.lvmi), ]
fit2 < mjoint(
formLongFixed = list("grad" = log.grad ~ time + sex + hs,
"lvmi" = log.lvmi ~ time + sex),
formLongRandom = list("grad" = ~ 1  num,
"lvmi" = ~ time  num),
formSurv = Surv(fuyrs, status) ~ age,
data = list(hvd, hvd),
inits = list("gamma" = c(0.11, 1.51, 0.80)),
timeVar = "time",
verbose = TRUE)
summary(fit2)
## End(Not run)
## Not run:
# Fit a univariate joint model and compare to the joineR package
data(pbc2)
pbc2$log.b < log(pbc2$serBilir)
# joineRML package
fit.joineRML < mjoint(
formLongFixed = list("log.bil" = log.b ~ year),
formLongRandom = list("log.bil" = ~ 1  id),
formSurv = Surv(years, status2) ~ age,
data = pbc2,
timeVar = "year")
summary(fit.joineRML)
# joineR package
pbc.surv < UniqueVariables(pbc2, var.col = c("years", "status2"),
id.col = "id")
pbc.long < pbc2[, c("id", "year", "log.b")]
pbc.cov < UniqueVariables(pbc2, "age", id.col = "id")
pbc.jd < jointdata(longitudinal = pbc.long, baseline = pbc.cov,
survival = pbc.surv, id.col = "id", time.col = "year")
fit.joineR < joint(data = pbc.jd,
long.formula = log.b ~ 1 + year,
surv.formula = Surv(years, status2) ~ age,
model = "int")
summary(fit.joineR)
## End(Not run)

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