Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Flexible joint modelling of longitudinal and

survival data: Implementation in Stata
Statistical Analysis of Multi-Outcome Data
University of Cambridge
30th June - 1st July 2014

Michael J. Crowther
Department of Health Sciences
University of Leicester, UK
michael.crowther@le.ac.uk
Michael J. Crowther

Joint Modelling

30th June 2014

1 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Outline
Background
stjm
Estimation
SBP and risk of stroke
Discussion

Michael J. Crowther

Joint Modelling

30th June 2014

2 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Outline
Background
stjm
Estimation
SBP and risk of stroke
Discussion

Michael J. Crowther

Joint Modelling

30th June 2014

3 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Background
I

Biomarkers, such as blood pressure, are often collected

repeatedly over time, in parallel to the time to an event of
interest, such as death from any cause

Michael J. Crowther

Joint Modelling

30th June 2014

4 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Background
I

Biomarkers, such as blood pressure, are often collected

repeatedly over time, in parallel to the time to an event of
interest, such as death from any cause
These biomarkers are often measured with error

Michael J. Crowther

Joint Modelling

30th June 2014

4 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Background
I

I
I

Biomarkers, such as blood pressure, are often collected

repeatedly over time, in parallel to the time to an event of
interest, such as death from any cause
These biomarkers are often measured with error
Issues:
I

Michael J. Crowther

Longitudinal studies are often affected by (informative)

drop-out, e.g. due to death
Can we account for measurement error when looking at
how a time-varying biomarker is associated with an
event of interest?

Joint Modelling

30th June 2014

4 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

Michael J. Crowther

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

Michael J. Crowther

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

I

Michael J. Crowther

Were ignoring all the repeated measures and

measurement error

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

I

Were ignoring all the repeated measures and

measurement error

Use the repeated measures as a time-varying covariate

Michael J. Crowther

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

I

Were ignoring all the repeated measures and

measurement error

Use the repeated measures as a time-varying covariate

I

Michael J. Crowther

Were still ignoring the measurement error

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

I

Use the repeated measures as a time-varying covariate

I

Were ignoring all the repeated measures and

measurement error
Were still ignoring the measurement error

Model the longitudinal outcome, and use predictions as a

time-varying covariate

Michael J. Crowther

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

I

Use the repeated measures as a time-varying covariate

I

Were ignoring all the repeated measures and

measurement error
Were still ignoring the measurement error

Model the longitudinal outcome, and use predictions as a

time-varying covariate
I

Michael J. Crowther

Uncertainty in the longitudinal outcome is not carried

through

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

How can we link longitudinal and survival data?

I

Use the observed baseline biomarker values

I

Use the repeated measures as a time-varying covariate

I

Were still ignoring the measurement error

Model the longitudinal outcome, and use predictions as a

time-varying covariate
I

Were ignoring all the repeated measures and

measurement error

Uncertainty in the longitudinal outcome is not carried

through

Model both processes simultaneously in a joint model

I

Michael J. Crowther

Reduce bias and maximise efficiency

Joint Modelling

30th June 2014

5 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Joint modelling of longitudinal and survival data

I

Arose primarily in the field of AIDS, relating CD4

trajectories to progression to AIDS in HIV positive
patients (Faucett and Thomas, 1996)
Further developed in cancer, particularly modelling PSA
levels and their association with prostate cancer
recurrence (Proust-Lima and Taylor, 2009)

Michael J. Crowther

Joint Modelling

30th June 2014

6 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Joint modelling of longitudinal and survival data

I

Arose primarily in the field of AIDS, relating CD4

trajectories to progression to AIDS in HIV positive
patients (Faucett and Thomas, 1996)
Further developed in cancer, particularly modelling PSA
levels and their association with prostate cancer
recurrence (Proust-Lima and Taylor, 2009)

Two core methodological approaches have arisen

I Latent class approach (Proust-Lima et al., 2012)
I Shared parameter models - dependence through shared
random effects (Wulfsohn and Tsiatis, 1997; Henderson
et al., 2000; Rizopoulos, 2012)
Michael J. Crowther

Joint Modelling

30th June 2014

6 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Joint modelling of longitudinal and survival data

I

Arose primarily in the field of AIDS, relating CD4

trajectories to progression to AIDS in HIV positive
patients (Faucett and Thomas, 1996)
Further developed in cancer, particularly modelling PSA
levels and their association with prostate cancer
recurrence (Proust-Lima and Taylor, 2009)

Two core methodological approaches have arisen

I Latent class approach (Proust-Lima et al., 2012)
I Shared parameter models - dependence through shared
random effects (Wulfsohn and Tsiatis, 1997; Henderson
et al., 2000; Rizopoulos, 2012)
Michael J. Crowther

Joint Modelling

30th June 2014

6 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

The basic framework

Longitudinal submodel
Assume we observe continuous longitudinal marker:
ei (t) N(0, 2 )

yi (t) = mi (t) + ei (t),

where

mi (t) = Xi T (t) + Z Ti (t)b i + u Ti

and
bi N(0, )
Flexibility can be incorporated through fractional polynomials
or splines in Xi and Zi .
Michael J. Crowther

Joint Modelling

30th June 2014

7 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

The basic framework

Survival submodel
We assume a proportional hazards survival submodel


hi (t) = h0 (t) exp T v i + mi (t)
where h0 (t) is the baseline hazard function, and v i U i a set
of baseline time-independent covariates with associated vector
of log hazard ratios, .

Michael J. Crowther

Joint Modelling

30th June 2014

8 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

The basic framework

Survival submodel
We assume a proportional hazards survival submodel


hi (t) = h0 (t) exp T v i + mi (t)
where h0 (t) is the baseline hazard function, and v i U i a set
of baseline time-independent covariates with associated vector
of log hazard ratios, .

Michael J. Crowther

Joint Modelling

30th June 2014

8 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Linking the component models

Our key question here is how are changes in the biomarker
trajectory associated with survival?


hi (t) = h0 (t) exp T v i + mi (t)
where for example
mi (t) = (0 + b0i ) + (1 + b1i )t + u Ti
mi (t) is termed the current value parameterisation

Michael J. Crowther

Joint Modelling

30th June 2014

9 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Linking the component models

Our key question here is how are changes in the biomarker
trajectory associated with survival?


hi (t) = h0 (t) exp T v i + mi (t)
where for example
mi (t) = (0 + b0i ) + (1 + b1i )t + u Ti
mi (t) is termed the current value parameterisation

Michael J. Crowther

Joint Modelling

30th June 2014

9 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Alternative association structures

Interaction effects


hi (t) = h0 (t) exp T vi1 + T {vi2 mi (t)}
where vi1 , vi2 Ui . We now have vector of association
parameters , providing different associations for different
covariate patterns.

Michael J. Crowther

Joint Modelling

30th June 2014

10 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Alternative association structures

Time-dependent slope
We may be interested in how the slope or rate of change of
the biomarker is associated with survival:


(1)
hi (t) = h0 (t) exp T vi + 1 mi (t) + 2 mi0 (t)
with

dmi (t)
d{X Ti (t) + Z Ti (t)bi }
=
(2)
dt
dt
The added benefit of including the rate of change of CD4
trajectories within a joint model framework to model the risk
of progression to AIDS or death in HIV-positive patients was
conducted by Wolbers et al. (2010).
mi0 (t) =

Michael J. Crowther

Joint Modelling

30th June 2014

11 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Alternative association structures

Random effects parameterisation
Finally, I define a time-independent association structure


hi (t) = h0 (t) exp T v i + T ( + b i )

(3)

Equation (3) includes both the population level mean of the

random effect, plus the subject specific deviation, for example


hi (t) = h0 (t) exp T v i + 1 (0 + b0i )
(4)
where exp(1 ) is the hazard ratio for a one unit increase in the
baseline value of the longitudinal outcome i.e. the intercept.
Michael J. Crowther

Joint Modelling

30th June 2014

12 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Outline
Background
stjm
Estimation
SBP and risk of stroke
Discussion

Michael J. Crowther

Joint Modelling

30th June 2014

13 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Prednisone treatment for liver cirrhosis - RCT

I
I
I
I

488 patients with liver cirrhosis

251 randomised to receive prednisone and 237 to placebo
Outcome is all-cause death
2968 measurements of prothrombin index (Anderson
et al., 1993; Henderson et al., 2002)
Interested in the association between prothrombin index
over time and survival

Michael J. Crowther

Joint Modelling

30th June 2014

14 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Data structure - survival data in Stata

.

stset stop, enter(start) failure(died=1) id(id)

id

pro

trt

_t0

_t

_d

1
1
1

38
31
27

placebo
placebo
placebo

0.000
0.244
0.381

0.244
0.381
0.413

0
0
1

518
518
518
518
518

95
110
82
88
74

prednisone
prednisone
prednisone
prednisone
prednisone

0.000
0.268
0.517
0.999
2.053

0.268
0.517
0.999
2.053
2.055

0
0
0
0
0

Michael J. Crowther

Joint Modelling

30th June 2014

15 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Exploratory trajectory plots

200
Longitudinal response
100

150

50

Longitudinal response
100
50
0
0

Event

150

200

Censored

5
Measurement time

10

5
Measurement time

10

stjmgraph prothrombin, panel(id)

Michael J. Crowther

Joint Modelling

30th June 2014

16 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Exploratory trajectory plots

200
Longitudinal response
100

150

50

Longitudinal response
100
50
0
0

Event

150

200

Censored

5
Measurement time

10

5
Measurement time

10

stjmgraph prothrombin, panel(id) lowess

Michael J. Crowther

Joint Modelling

30th June 2014

17 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Longitudinal response
100
0

50

Longitudinal response
100
50
0
15

Event

150

200

Censored

150

200

Exploratory trajectory plots

10
5
Time before censoring

15

10
5
Time before event

stjmgraph prothrombin, panel(id) lowess adjust

Michael J. Crowther

Joint Modelling

30th June 2014

18 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Syntax
.
>
>
>

stjm longdepvar [varlist ],

Michael J. Crowther

panel(varname )
survmodel(model )
[options ]

Joint Modelling

30th June 2014

19 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Syntax
.
>
>
>

stjm longdepvar [varlist ],

panel(varname )
survmodel(model )
[options ]
I

Longitudinal submodel:
I
I
I
I
I
I

Michael J. Crowther

[varlist ] - Baseline covariates

ffp(numlist ) - Fixed FPs of time
rfp(numlist ) - Random FPs of time
frcs(#) - Fixed RCS of time
rrcs(#) - Random RCS of time
timeinteraction(varlist ) - covariates to interact
with fixed time variables
covariance(vartype ) - variance-covariance structure
of random effects
Joint Modelling

30th June 2014

20 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Syntax
.
>
>
>

stjm longdepvar [varlist ],

panel(varname )
survmodel(model )
[options ]
I

Survival submodel:
I

I
I
I
I

Michael J. Crowther

survmodel(model ) - Survival model including

exponential, Weibull, Gompertz, splines on the log
hazard scale, Royston-Parmar, 2-component mixtures
survcov(varlist ) - Baseline covariates
df(#) - degrees of freedom for baseline hazard function
knots(numlist ) - internal knot locations
noorthog - suppress default orthogonalisation

Joint Modelling

30th June 2014

21 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Syntax
.
>
>
>

stjm longdepvar [varlist ],

panel(varname )
survmodel(model )
[options ]
I

Association:
I
I
I

Michael J. Crowther

nocurrent - Current value is the default

derivassoc - 1st derivative (slope)
intassoc/assoc(numlist) - Random coefficient, e.g.
random intercept
nocoefficient - do not include fixed coefficient in
time-independent associations
assoccov(varlist ) adjust the association
parameter(s) by covariates
Joint Modelling

30th June 2014

22 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Syntax
.
>
>
>

stjm longdepvar [varlist ],

panel(varname )
survmodel(model )
[options ]
I

Maximisation:
I
I
I

I
I

Michael J. Crowther

gh(#) - number of Gauss-Hermite quadrature nodes

gk(#) - number of Gauss-Kronrod quadrature nodes
adaptit(#) - number of adaptive quadrature iterations;
default is 5
nonadapt - use non-adaptive Gauss-Hermite quadrature
showadapt - display iteration log for adaptive
sub-routine

Joint Modelling

30th June 2014

23 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Predictions
predict newvarname, option
I Longitudinal:
I
I
I
I

xb/fitted - Fitted values

residuals - Subject level residuals
rstandard - Standardised residuals
reffects/reses - Empirical Bayes predictions of
random effects

Predictions can be evaluated at measurement/survival times,

or user specified times (timevar(varname )), and at specific
covariate patterns using at(varname # ...).

Michael J. Crowther

Joint Modelling

30th June 2014

24 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Predictions
predict newvarname, option
I Survival:
I
I
I
I
I

hazard - Hazard function

survival - Survival function
cumhazard - Cumulative hazard function
martingale - Martingale residuals
stjmcondsurv - Conditional survival

Predictions can be evaluated at measurement/survival times,

or user specified times (timevar(varname )), and at specific
covariate patterns using at(varname # ...).

Michael J. Crowther

Joint Modelling

30th June 2014

25 / 56

Background

. stjm
-> gen
-> gen
(where

stjm

Estimation

SBP and risk of stroke

Discussion

References

pro, panel(id) survmodel(weib) rfp(1) timeinterac(trt) survcov(trt) showadapt

double _time_1 = X^(1)
double _time_1_trt = trt * _time_1
X = _t0)

Obtaining initial values:

Fitting full model:
-> Conducting adaptive Gauss-Hermite quadrature
-- Iteration 0:
Adapted log
-- Iteration 1:
Adapted log
-- Iteration 2:
Adapted log
-- Iteration 3:
Adapted log
Iteration 0:
log likelihood
(output omitted )
Iteration 3:
log likelihood
-- Iteration 0:
Adapted log
-- Iteration 1:
Adapted log
-- Iteration 2:
Adapted log
Iteration 4:
log likelihood

Michael J. Crowther

likelihood = -14026.287
likelihood = -14026.87
likelihood = -14026.87
likelihood = -14026.87
= -14026.87
= -14023.698
likelihood = -14023.698
likelihood = -14023.698
likelihood = -14023.698
= -14023.698

Joint Modelling

30th June 2014

26 / 56

Background

Estimation

stjm

SBP and risk of stroke

Joint model estimates

Panel variable: id

Discussion

Number of obs.
=
Number of panels
=
Number of failures =

References

2968
488
292

Log-likelihood = -14023.698
Coef.
Longitudinal
_time_1
_time_1_trt
_cons
Survival
assoc:value
_cons
ln_lambda
trt
_cons
ln_gamma
_cons

Std. Err.

.4213469
.1185318
73.34061

.4670811
.6411165
.9924867

0.90
0.18
73.90

-.038828

.0036241

.1695929
1.12911

.1236181
.2421363

-.052448

.0489213

Random effects Parameters

P>|z|

[95% Conf. Interval]

0.367
0.853
0.000

-.4941152
-1.138034
71.39537

1.336809
1.375097
75.28585

-10.71

0.000

-.0459312

-.0317248

1.37
4.66

0.170
0.000

-.0726941
.6545319

.4118799
1.603689

-1.07

0.284

-.148332

.043436

Estimate

Std. Err.

[95% Conf. Interval]

sd(_time_1)
sd(_cons)
corr(_time_1,_cons)

3.934646
19.30179
.0076874

.3532822
.7980948
.1040056

3.29973
17.79926
-.1936933

4.691729
20.93116
.2084466

sd(Residual)

17.22068

.2603811

16.71783

17.73865

id: Unstructured

Michael J. Crowther

Joint Modelling

30th June 2014

27 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

stjmcondsurv, panel(id) id(98)

Patient 98

200

1.0

Patient 253

200

1.0

0.8

0.8

0.4

50

0.6
100
0.4

50
0.2

0.0
0

Michael J. Crowther

Survival probability

0.6
100

Biomarker

150
Survival probability

Biomarker

150

10

12

14

0.2

0.0
0

10

12

14

Follow-up time

Follow-up time

Longitudinal response
Predicted conditional survival

Longitudinal fitted values

95% Confidence interval

Joint Modelling

30th June 2014

28 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Outline
Background
stjm
Estimation
SBP and risk of stroke
Discussion

Michael J. Crowther

Joint Modelling

30th June 2014

29 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Joint likelihood
The full joint likelihood is
"Z
!
#
ni
N

Y
Y
p(yi (tij )|bi , ) p(bi |)p(Ti , di |bi , ) dbi
i=1

Michael J. Crowther

j=1

Joint Modelling

30th June 2014

30 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Joint likelihood
The full joint likelihood is
"Z
!
#
ni
N

Y
Y
p(yi (tij )|bi , ) p(bi |)p(Ti , di |bi , ) dbi
i=1

j=1

where
(

[yi (tij ) mi (tij )]2

p(yi (tij )|bi , ) = (2e2 )1/2 exp
2e2

Michael J. Crowther

Joint Modelling

30th June 2014

30 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Joint likelihood
The full joint likelihood is
"Z
!
#
ni
N

Y
Y
p(yi (tij )|bi , ) p(bi |)p(Ti , di |bi , ) dbi
i=1

j=1

where
q/2

p(bi |) = (2|V |)

Michael J. Crowther

Joint Modelling

b 0 V 1 bi
exp i
2


30th June 2014

31 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Joint likelihood
The full joint likelihood is
"Z
!
#
ni
N

Y
Y
p(yi (tij )|bi , ) p(bi |)p(Ti , di |bi , ) dbi
i=1

j=1

where
p(Ti , di |bi , ) = [h0 (Ti ) exp(mi (t) + vi )]di
 Z Ti

exp
h0 (u) exp(mi (u) + vi )du
0

Michael J. Crowther

Joint Modelling

30th June 2014

32 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Joint likelihood
The full joint likelihood is
"Z
!
#
ni
N

Y
Y
p(yi (tij )|bi , ) p(bi |)p(Ti , di |bi , ) dbi
i=1

j=1

where
p(Ti , di |bi , ) = [h0 (Ti ) exp(mi (t) + vi )]di
 Z Ti

exp
h0 (u) exp(mi (u) + vi )du
0

Michael J. Crowther

Joint Modelling

30th June 2014

32 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Gauss-Hermite quadrature

Numerical method to approximate analytically intractable

integrals (Pinheiro and Bates, 1995)
Z

x 2

f (x)dx

m
X

wq f (xq )

q=1

Can be extended to multivariate integrals i.e. multiple

random effects

Michael J. Crowther

Joint Modelling

30th June 2014

33 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

u ~ N(0,1)

-6

Michael J. Crowther

-4

-2

Joint Modelling

0
u

30th June 2014

34 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

u ~ N(0,1)

-6

Michael J. Crowther

-4

-2

Joint Modelling

0
u

30th June 2014

34 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

u ~ N(0,s )

-6

Michael J. Crowther

-4

-2

Joint Modelling

0
u

30th June 2014

34 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

u ~ N(0,s )

-6

Michael J. Crowther

-4

-2

Joint Modelling

0
u

30th June 2014

34 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

u2
u1

-6

Michael J. Crowther

-4

-2

Joint Modelling

0
u

30th June 2014

34 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

u1

-6

Michael J. Crowther

-4

-2

Joint Modelling

0
u

30th June 2014

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Background

Estimation

stjm

-6

Michael J. Crowther

-4

-2

Joint Modelling

SBP and risk of stroke

0
u

30th June 2014

Discussion

References

34 / 56

Background

Estimation

stjm

-6

Michael J. Crowther

-4

-2

Joint Modelling

SBP and risk of stroke

0
u

30th June 2014

Discussion

References

34 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Computation time

Dataset of 488 patients with 2968 observations, random

intercept and slope model with current value
parameterisation computation time is 21 seconds
Registry based data example of 5,000 patients with
100,000 measurements takes 10 minutes

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation study 1 - Estimation performance

(briefly)
In Crowther et al. (2012) we compared non-adaptive and
adaptive Gauss-Hermite quadrature in evaluating the joint
likelihood

NAQ 5 nodes
Bias 95% CP

NAQ 15 nodes
Bias 95% CP

AQ 5 nodes
Bias 95% CP

Parameter

True value

Model

FPM (df=5)

-0.004

64.8

0.003

80.9

0.002

94.7

0.25

FPM (df=5)

-0.002

93.0

-0.002

91.7

-0.005

95.2

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation study 1 - Estimation performance

(briefly)
In Crowther et al. (2012) we compared non-adaptive and
adaptive Gauss-Hermite quadrature in evaluating the joint
likelihood

NAQ 5 nodes
Bias 95% CP

NAQ 15 nodes
Bias 95% CP

AQ 5 nodes
Bias 95% CP

Parameter

True value

Model

FPM (df=5)

-0.004

64.8

0.003

80.9

0.002

94.7

0.25

FPM (df=5)

-0.002

93.0

-0.002

91.7

-0.005

95.2

Michael J. Crowther

Joint Modelling

30th June 2014

36 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation study 1 - Estimation performance

(briefly)
In Crowther et al. (2012) we compared non-adaptive and
adaptive Gauss-Hermite quadrature in evaluating the joint
likelihood

NAQ 5 nodes
Bias 95% CP

NAQ 15 nodes
Bias 95% CP

AQ 5 nodes
Bias 95% CP

Parameter

True value

Model

FPM (df=5)

-0.004

64.8

0.003

80.9

0.002

94.7

0.25

FPM (df=5)

-0.002

93.0

-0.002

91.7

-0.005

95.2

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation study 2 - Capturing the baseline

1
0

10

10

1 = 1.4, 1 = 1.3, 2 = 0.1,2 = 0.5, p = 0.9

1 = 1.5, 1 = 0.2, 2 = 0.5,2 = 0.1, p = 0.1

1
.5
0

.5

Hazard function

1.5

Followup time

1.5

Followup time

Hazard function

.5

Hazard function

1
.5
0

Hazard function

1.5

1 = 0.1, 1 = 3, 2 = 0.1,2 = 1.6, p = 0.8

1.5

1 = 1, 1 = 1.5, 2 = 1,2 = 0.5, p = 0.5

Followup time

Michael J. Crowther

Joint Modelling

10

10

Followup time

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Longitudinal process
mij = 0i + 1i tij + ui
where
0i N(0, 1) 1i N(0, 0.252 ) and corr(0i , 1i ) = 0.25
with ui Bin(1, 0.5) and = 0.25. Measurements are taken
at tij = {0, 1, 2, 3, 4}. Measurements are then generated from:
yij N(mij , 0.52 )

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Survival process
Survival times are then generated from a 2-component mixture
Weibull baseline hazard (Crowther and Lambert, 2013)
S0 (t) = p exp(1 t 1 ) + (1 p)exp(2 t 2 )
and
log(h(t|bi )) = log(h0 (t)) + mi (t) + ui
with = 0.25 and = {0.25, 0.25}.
Joint models applied
I Weibull survival submodel
I 2-component mixture Weibull joint model

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation results
Table : Bias and coverage in the association and treatment effects
Scenario Parameter

True
value
0.25
0.25
0.25

Weibull
Bias Coverage

Mixture Weibull
Bias Coverage

-0.067
-0.008
0.060

43.7 0.003
96.4 -0.007
85.6 0.009

96.6
96.4
95.6

-0.25 -0.103
0.25 -0.006
0.25 0.059

29.1 -0.007
96.0 -0.007
86.4 0.008

96.4
96.0
94.2

0.033
-0.008
0.059

72.4 0.003
95.8 -0.006
83.0 0.007

95.2
95.8
93.8

-0.25 -0.063
0.25 -0.006
0.25 0.050

44.4 0.019
96.2 -0.007
85.6 0.002

89.2
96.0
94.0

0.25
0.25
0.25

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation results
Table : Bias and coverage in the association and treatment effects
Scenario Parameter

True
value
0.25
0.25
0.25

Weibull
Bias Coverage

Mixture Weibull
Bias Coverage

-0.067
-0.008
0.060

43.7 0.003
96.4 -0.007
85.6 0.009

96.6
96.4
95.6

-0.25 -0.103
0.25 -0.006
0.25 0.059

29.1 -0.007
96.0 -0.007
86.4 0.008

96.4
96.0
94.2

0.033
-0.008
0.059

72.4 0.003
95.8 -0.006
83.0 0.007

95.2
95.8
93.8

-0.25 -0.063
0.25 -0.006
0.25 0.050

44.4 0.019
96.2 -0.007
85.6 0.002

89.2
96.0
94.0

0.25
0.25
0.25

Michael J. Crowther

Joint Modelling

30th June 2014

40 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation results
Table : Bias and coverage in the association and treatment effects
Scenario Parameter

True
value
0.25
0.25
0.25

Weibull
Bias Coverage

Mixture Weibull
Bias Coverage

-0.067
-0.008
0.060

43.7 0.003
96.4 -0.007
85.6 0.009

96.6
96.4
95.6

-0.25 -0.103
0.25 -0.006
0.25 0.059

29.1 -0.007
96.0 -0.007
86.4 0.008

96.4
96.0
94.2

0.033
-0.008
0.059

72.4 0.003
95.8 -0.006
83.0 0.007

95.2
95.8
93.8

-0.25 -0.063
0.25 -0.006
0.25 0.050

44.4 0.019
96.2 -0.007
85.6 0.002

89.2
96.0
94.0

0.25
0.25
0.25

Michael J. Crowther

Joint Modelling

30th June 2014

40 / 56

Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Simulation results
Table : Bias and coverage in the association and treatment effects
Scenario Parameter

True
value
0.25
0.25
0.25

Weibull
Bias Coverage

Mixture Weibull
Bias Coverage

-0.067
-0.008
0.060

43.7 0.003
96.4 -0.007
85.6 0.009

96.6
96.4
95.6

-0.25 -0.103
0.25 -0.006
0.25 0.059

29.1 -0.007
96.0 -0.007
86.4 0.008

96.4
96.0
94.2

0.033
-0.008
0.059

72.4 0.003
95.8 -0.006
83.0 0.007

95.2
95.8
93.8

-0.25 -0.063
0.25 -0.006
0.25 0.050

44.4 0.019
96.2 -0.007
85.6 0.002

89.2
96.0
94.0

0.25
0.25
0.25

Michael J. Crowther

Joint Modelling

30th June 2014

40 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Outline
Background
stjm
Estimation
SBP and risk of stroke
Discussion

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Systolic blood pressure and risk of stroke

I

Cohort of 4,850 obese patients with type 2 diabetes

mellitus from the General Practice Research Database
(GPRD) (Ara et al., 2012)

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Systolic blood pressure and risk of stroke

I

Cohort of 4,850 obese patients with type 2 diabetes

mellitus from the General Practice Research Database
(GPRD) (Ara et al., 2012)
Covariates of interest include gender and age (in years) at
baseline, and repeated measures of Systolic Blood
Pressure (SBP), of which we have 107,347 measurements

Michael J. Crowther

Joint Modelling

30th June 2014

42 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Systolic blood pressure and risk of stroke

I

Cohort of 4,850 obese patients with type 2 diabetes

mellitus from the General Practice Research Database
(GPRD) (Ara et al., 2012)
Covariates of interest include gender and age (in years) at
baseline, and repeated measures of Systolic Blood
Pressure (SBP), of which we have 107,347 measurements
The event of interest in this case is non-fatal stroke, of
which 278 were observed, with maximum follow-up of 22
years

Michael J. Crowther

Joint Modelling

30th June 2014

42 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Systolic blood pressure and risk of stroke

I

Cohort of 4,850 obese patients with type 2 diabetes

mellitus from the General Practice Research Database
(GPRD) (Ara et al., 2012)
Covariates of interest include gender and age (in years) at
baseline, and repeated measures of Systolic Blood
Pressure (SBP), of which we have 107,347 measurements
The event of interest in this case is non-fatal stroke, of
which 278 were observed, with maximum follow-up of 22
years
Patients enter the cohort at the time of first SBP
measurement

Michael J. Crowther

Joint Modelling

30th June 2014

42 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Systolic blood pressure and risk of stroke

I

Cohort of 4,850 obese patients with type 2 diabetes

mellitus from the General Practice Research Database
(GPRD) (Ara et al., 2012)
Covariates of interest include gender and age (in years) at
baseline, and repeated measures of Systolic Blood
Pressure (SBP), of which we have 107,347 measurements
The event of interest in this case is non-fatal stroke, of
which 278 were observed, with maximum follow-up of 22
years
Patients enter the cohort at the time of first SBP
measurement
Research aim is to investigate the association between
baseline SBP and the risk of stroke, utilising the repeated
measures (Crowther et al., 2013b)

Michael J. Crowther

Joint Modelling

30th June 2014

42 / 56

Background

stjm

Estimation

Discussion

References

Stroke

50

100

150

Systolic Blood Pressure

200

250

Censored

SBP and risk of stroke

Graphs by Stroke

Figure : GPRD cohort of obese patients with type 2 diabetes

mellitus. Box plots of baseline SBP for patients who were censored
or who suffered a stroke.
Michael J. Crowther

Joint Modelling

30th June 2014

43 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Preliminary analyses
We can build our longitudinal and survival submodels
separately initially, to investigate the trajectory over time, and
the shape of the baseline hazard function
I We use restricted cubic splines to model the profile of
SBP over time (Durrleman and Simon, 1989)
I We use the Royston-Parmar survival model to model the
risk of stroke (Royston and Parmar, 2002)
I Model selection criteria can be used to guide the selection
of number of spline parameters (Rutherford et al., 2014)

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Patient 2

5
10
15
Follow-up time (years)

5
10
15
Follow-up time (years)

Patient 6
SBP

Patient 7

200
175
150
125
100

5
10
15
Follow-up time (years)

5
10
15
Follow-up time (years)

Patient 8

Patient 9

200
175
150
125
100

5
10
15
Follow-up time (years)

SBP

SBP

SBP

5
10
15
Follow-up time (years)

200
175
150
125
100

5
10
15
Follow-up time (years)

200
175
150
125
100
0

200
175
150
125
100

Patient 5
SBP

SBP

Patient 4
200
175
150
125
100

Observed SBP

References

Patient 3

200
175
150
125
100

SBP

200
175
150
125
100

SBP

SBP

Patient 1

Discussion

200
175
150
125
100

5
10
15
Follow-up time (years)

5
10
15
Follow-up time (years)

Predicted SBP

Figure : SBP measurements for 9 randomly selected patients who

had at least 10 measurements. The dashed line represents the
fitted longitudinal trajectories based on the joint model.
Michael J. Crowther

Joint Modelling

30th June 2014

45 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

The longitudinal submodel is

mi (tij ) = (0 + b0i ) + 1 agei + 2 sexi + 3 BMIi
+ F sF (tij ; kF ) + bR sR (tij ; kR )

(5)

where sF (tij ; kF ) is the restricted cubic spline basis of

measurement time with corresponding fixed effects, F , with
knot locations kF , and sR (tij ; kR ) is the restricted cubic spline
basis of measurement time with corresponding random effects,
bR , and knot locations kR . AIC/BIC selected 5 degrees of
freedom for sF (tij ; kF ), and 1 degree of freedom for sR (tij ; kR ).

Michael J. Crowther

Joint Modelling

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

The survival submodel can be written as

log Hi (t) = log H0 (t) + 1 agei + 2 sexi
+ 3 BMIi + 2 (0 + b0i )

(6)

log H0 (t) = s(log(t); , k S )

(7)

where
AIC/BIC selected 2 degrees of freedom for s(log(t); , k S ).

Michael J. Crowther

Joint Modelling

30th June 2014

47 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Table : Results comparing standard survival and joint models.

Standard RP model
Coefficient
95% CI
Survival model:
Baseline SBP/10 (2 )
Age (years)
Sex (male)
BMI (kg/m2 )

0.105 0.050 0.159

0.048 0.036 0.060
0.011 -0.233 0.254
0.011 -0.015 0.037

Longitudinal model:
Intercept
Age (years)
Sex (male)
BMI (kg/m2 )
RCS1
RCS2
RCS3
RCS4
RCS5
e
RCS - Restricted Cubic Spline
Michael J. Crowther

Joint model
Coefficient
95% CI

Joint Modelling

0.181
0.050
-0.010
0.013

0.102
0.038
-0.254
-0.012

0.261
0.062
0.234
0.039

13.006 12.629 13.382

0.025 0.022 0.029
-0.252 -0.332 -0.171
0.003 -0.005 0.011
-0.080 -0.121 -0.039
-0.006 -0.019 0.006
-0.001 -0.010 0.007
0.003 0.000 0.006
0.000 -0.001 0.001
1.522 1.515 1.528

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Table : Results comparing standard survival and joint models.

Standard RP model
Coefficient
95% CI
Survival model:
Baseline SBP/10 (2 )
Age (years)
Sex (male)
BMI (kg/m2 )

0.105 0.050 0.159

0.048 0.036 0.060
0.011 -0.233 0.254
0.011 -0.015 0.037

Longitudinal model:
Intercept
Age (years)
Sex (male)
BMI (kg/m2 )
RCS1
RCS2
RCS3
RCS4
RCS5
e
RCS - Restricted Cubic Spline
Michael J. Crowther

Joint model
Coefficient
95% CI

Joint Modelling

0.181
0.050
-0.010
0.013

0.102
0.038
-0.254
-0.012

0.261
0.062
0.234
0.039

13.006 12.629 13.382

0.025 0.022 0.029
-0.252 -0.332 -0.171
0.003 -0.005 0.011
-0.080 -0.121 -0.039
-0.006 -0.019 0.006
-0.001 -0.010 0.007
0.003 0.000 0.006
0.000 -0.001 0.001
1.522 1.515 1.528

30th June 2014

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Background

Estimation

stjm

SBP and risk of stroke

Discussion

References

Survival probability

1.0

0.9

0.8

0.7

0.6
0

10
Follow-up time (years)

FPM model: SBP = 90

FPM model: SBP = 130
FPM model: SBP = 200

15

20

Joint model: SBP = 90

Joint model: SBP = 130
Joint model: SBP = 200

Figure : Predicted survival from the Royston-Parmar survival and

joint models, for a female, aged 60 years, BMI of 30, with SBP of
90, 130 or 200.
Michael J. Crowther

Joint Modelling

30th June 2014

49 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Robustness to model specification

Table : Results of sensitivity analysis.
Splines of time
Coefficient
95% CI
Survival model:
Baseline SBP/10 (2 )
Age (years)
Sex
BMI (kg/m2 )

0.181
0.050
-0.010
0.013

Longitudinal model:
Age (years)
Sex
BMI (kg/m2 )
Intercept

0.025 0.022 0.029

-0.252 -0.332 -0.171
0.003 -0.005 0.011
13.006 12.629 13.382

Michael J. Crowther

Joint Modelling

0.102
0.038
-0.254
-0.012

Linear time
Coefficient
95% CI

0.261
0.062
0.234
0.039

0.145
0.051
-0.010
0.014

0.066
0.038
-0.253
-0.012

0.224
0.063
0.233
0.039

0.024 0.021 0.028

-0.259 -0.340 -0.179
0.000 -0.007 0.008
13.218 12.843 13.593

30th June 2014

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Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Robustness to model specification

Table : Results of sensitivity analysis.
Splines of time
Coefficient
95% CI
Survival model:
Baseline SBP/10 (2 )
Age (years)
Sex
BMI (kg/m2 )

0.181
0.050
-0.010
0.013

Longitudinal model:
Age (years)
Sex
BMI (kg/m2 )
Intercept

0.025 0.022 0.029

-0.252 -0.332 -0.171
0.003 -0.005 0.011
13.006 12.629 13.382

Michael J. Crowther

Joint Modelling

0.102
0.038
-0.254
-0.012

Linear time
Coefficient
95% CI

0.261
0.062
0.234
0.039

0.145
0.051
-0.010
0.014

0.066
0.038
-0.253
-0.012

0.224
0.063
0.233
0.039

0.024 0.021 0.028

-0.259 -0.340 -0.179
0.000 -0.007 0.008
13.218 12.843 13.593

30th June 2014

50 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Outline
Background
stjm
Estimation
SBP and risk of stroke
Discussion

Michael J. Crowther

Joint Modelling

30th June 2014

51 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

A wealth of patient data is becoming available in registry

sources, as electronic healthcare record linkage moves to
the forefront of life science strategy (Jutte et al., 2011)

Michael J. Crowther

Joint Modelling

30th June 2014

52 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

A wealth of patient data is becoming available in registry

sources, as electronic healthcare record linkage moves to
the forefront of life science strategy (Jutte et al., 2011)
Current cardiovascular risk scores use observed baseline
biomarkers

Michael J. Crowther

Joint Modelling

30th June 2014

52 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

A wealth of patient data is becoming available in registry

sources, as electronic healthcare record linkage moves to
the forefront of life science strategy (Jutte et al., 2011)
Current cardiovascular risk scores use observed baseline
biomarkers
Opportunities to utilise the joint model framework in
prognostic modelling are great
I

I
I

Michael J. Crowther

Applications so far have been to datasets < 2000

patients
Computation time is now viable
Gould et al. (2014)

Joint Modelling

30th June 2014

52 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

Sensitivity analysis for both processes should be

conducted

Michael J. Crowther

Joint Modelling

30th June 2014

53 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

Sensitivity analysis for both processes should be

conducted
Extensions
I

Michael J. Crowther

Multivariate generalised linear mixed joint

longitudinal-survival model
Delayed entry

Joint Modelling

30th June 2014

53 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

Sensitivity analysis for both processes should be

conducted
Extensions
I

Multivariate generalised linear mixed joint

longitudinal-survival model
Delayed entry

ssc install stjm (Crowther et al., 2013a)

Michael J. Crowther

Joint Modelling

30th June 2014

53 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

Discussion
I

Sensitivity analysis for both processes should be

conducted
Extensions
I

I
I

Multivariate generalised linear mixed joint

longitudinal-survival model
Delayed entry

ssc install stjm (Crowther et al., 2013a)

We will be running a course on joint modelling in Stata
next year at the University of Leicester

Michael J. Crowther

Joint Modelling

30th June 2014

53 / 56

Background

stjm

Estimation

SBP and risk of stroke

Discussion

References

References I
Anderson, P. K., Borgan, ., Gill, R. D., and Keiding, N. Statistical Models Based on
Counting Processes. New York, Springer, 1993.
Ara, R., Blake, L., Gray, L., Hernandez, M., Crowther, M., Dunkley, A., Warren, F.,
Jackson, R., Rees, A., Stevenson, M., Abrams, K., Cooper, N., Davies, M., Khunti,
K., and Sutton, A. What is the clinical effectiveness and cost-effectiveness of using
drugs in treating obese patients in primary care? A systematic review. Health
Technol Assess, 16(5):1202, Feb 2012.
Crowther, M. J. and Lambert, P. C. Simulating biologically plausible complex survival
data. Stat Med, 32(23):41184134, 2013.
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