Communications in Statistics - Theory and Methods

ISSN: 0361-0926 (Print) 1532-415X (Online) Journal homepage: https://www.tandfonline.com/loi/lsta20

A novel method for joint modeling of survival data

and count data for both simple randomized and
cluster randomized data

A. A. Sunethra & M. R. Sooriyarachchi

To cite this article: A. A. Sunethra & M. R. Sooriyarachchi (2020): A novel method for joint
modeling of survival data and count data for both simple randomized and cluster randomized data,
Communications in Statistics - Theory and Methods, DOI: 10.1080/03610926.2020.1713366

To link to this article: https://doi.org/10.1080/03610926.2020.1713366

Published online: 22 Jan 2020.

Submit your article to this journal

View related articles

View Crossmark data

Full Terms & Conditions of access and use can be found at

https://www.tandfonline.com/action/journalInformation?journalCode=lsta20
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS
https://doi.org/10.1080/03610926.2020.1713366

A novel method for joint modeling of survival data and

count data for both simple randomized and cluster
randomized data
A. A. Sunethra and M. R. Sooriyarachchi
Department of Statistics, University of Colombo, Colombo, Sri Lanka

ABSTRACT ARTICLE HISTORY

The objective of this study was to develop an improved analytical Received 29 April 2019
solution for analyzing data with correlated survival and count Accepted 31 December 2019
responses for two common designs of simple randomized and clus-
KEYWORDS
ter randomized data. The proposed joint model was used for analyz-
Bivariate models; random
ing data from a randomized control trial on Epilepsy where the two effects; shared parameter
responses were the timing of seizures and count of seizures. It was models; joint parameter
identified that the use of the proposed joint model provides better models; correl-
analysis of the data in terms of identifying and quantifying the risk ation; epilepsy
factors for each response variable and predicting the length time
without seizures for the Epilepsy patients.

1. Introduction
1.1. Response variables found in medical data
In medical data, health status of a patient can be measured with respect to various
measurements such as time to survival from the disease, stage/severity of the disease,
count of the disease recurrences occurred etc. For example, recurrences of tumors
among cancer patients, recurrences of seizures among epileptic patients, recurrences of
Myocardial infarctions among cardiovascular patients illustrate some probable disease
recurrences of disease progression. In diseases with such recurrent episodes of the dis-
ease progression, it is of paramount importance that the treatment/medication given to
patients should have an impact on both the number of disease recurrences occurred
and on the time to survival from the disease and hence identification of risk factors can
be considered with respect to both of these variables. Such analysis would reveal
whether the treatment had reduced the number of disease recurrences and increased the
survival time. When considering suitable statistical models for these response variables,
a Poisson/Negative Binomial regression model would be suitable for the response vari-
able of number of disease recurrences which falls into the category of generalized liner
models and survival regression models which is a specialized form of regression used
especially on medical data.

CONTACT M. R. Sooriyarachchi roshinis@hotmail.com Department of Statistics, University of Colombo, 35, Reid

Avenue, Colombo, Sri Lanka.
Color versions of one or more of the figures in the article can be found online at www.tandfonline.com/lsta.
ß 2020 Taylor & Francis Group, LLC
2 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

Often these responses are correlated with each other such that patients with higher
number of recurrences would have a shorter survival time or vice versa. When two or
more response variables are found to be correlated with each other, fitting a bivariate
model is preferable to fitting separate univariate models to each response variable
because a bivariate/joint model will capture the dependency between the responses.
Alternative approaches found in the literature in the analysis of this kind of data
includes only analysis where the survival variable was taken as a response variable and
other correlated variables such as stage of the disease, number of disease recurrences
etc. were taken as the predictor variable of the survival models (Verity, Hosking, and
Easter 2008; Kwong and Hutton 2003). This approach is criticized by the authors since
it treats the variables of disease progression such as number of disease recurrences, stage
of the disease as constant/fixed for a given patient as explanatory/predictor variables in
a statistical model. However, literature suggests it is better to specify these variables as
response variables mainly because such variables resemble a random component within
a given patient (Cowling 2003; Cowling, Hutton, and Shaw 2006). This background
manifested the requirement of bivariate statistical models for the case of two correlated
responses found in medical data. A joint model (bivariate model) simultaneously mod-
els the two responses.

1.2. Data designs in medical data

The design of the data is another important factor on the choice of the methods of ana-
lyzing the data statistically. Among the many available types of designs, simple random-
ized designs are popular due to the simplicity of design and analysis where patients in
the data can be considered as independent of each other. But, many medical studies are
designed as cluster randomized studies where cluster randomized data violate the inde-
pendence assumption which is a key assumption in majority of the statistical methods.
Data of this kind are frequently found in medical data where patients are correlated
within clinics, hospitals, geographical area, to name a few, such that the survival pat-
terns and disease progression of the patients within a cluster would be more similar
than patients across clusters. These two main counterparts found in medical data,
namely the presence of correlated responses and the presence of correlated patients
within clusters, directed this research for analyzing correlated responses for
these designs.
Multivariate statistical models for responses in the same class of statistical models are
more established such as multivariate linear models, multivariate generalized linear
models and multivariate survival models. Therefore, this research isolated the multivari-
ate models/bivariate models which consists responses from different classes of statistical
models, particularly a response falling into the class of survival models and generalized
linear models. From the pool of response variables found in medical data, this research
considers modeling correlated responses of survival and count found in each type of
sample design namely, simple randomized data and cluster randomized data. When
comparing the responses of stage of the disease and the count of disease recurrences,
the count of disease recurrences can be considered as a random component for many
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3

diseases whereas the stage of the disease/type of the disease can be a fixed component
for certain diseases.
The dearth of studies which have considered bivariate modeling of survival and count
responses also further strengthen the choice of the response variables in this study.
However, it is noteworthy that the methodology behind the development of the joint
model/bivariate model for the responses of this study can be applied to other choices of
responses as well.

1.3. Objectives
The prime objective of this study is to propose an efficient methodology for analyzing cor-
related survival and count responses for both simple randomized and cluster randomized
data designs. To meet the intended objective, four variants of joint models were considered
which consisted of two types of joint models and two types of data designs.
The literature of joint models in survival data is dominated by joint modeling of survival
and longitudinal data. In contrast, this study considers the joint modeling of a survival
response and another count response variable which is observed only once i.e., a non-lon-
gitudinal response variable. Therefore, this study addresses a rather neglected area in joint
modeling of survival data (Wang 2013; Lai, Lavori, and Shih 2012). However, the methods
used in the development of joint models for survival and longitudinal data was studied for
acquiring insights into theory of joint model development. Therefore, Section 2 includes
the literature of joint models available for survival and longitudinal data followed by the
literature of joint model for survival and non-longitudinal data.

2. Literature review
2.1. Joint modeling of survival and longitudinal data
In the recent past, a large literature has been found in this area of joint modeling of
survival and longitudinal data (Wu et al. 2012). Such joint models of survival and longi-
tudinal data have been developed by specifying two sub models for the survival
response and the longitudinal responses with a two-stage modeling approach
(Rizopoulos 2012). Even though, this approach has been shown to be suitable for the
case of joint modeling of survival and longitudinal biomarker data, it is not suitable for
the joint modeling scenario considered in this study because the count response variable
considered in this study is not a longitudinally measured biomarker.
About the methodologies considered in these joint models, survival data has usually
been modeled by using semi-parametric models popularly known as Cox models while
longitudinal responses are assumed to follow the Normal distribution which is suitable
only for continuous biomarkers. For example, the joint model developed by Rizopoulos
(2012) which considers the CD4 cell count as the longitudinal responses uses square
root of the CD4 cell counts and assume Normal distribution. In contrary, this research
extends the normal response to a count response from the Exponential family and
extends the semi-parametric Cox model for the survival response to consider parametric
survival models and falls into the category of joint modeling of survival data and non-
longitudinal data.
4 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

2.1.1. Joint modeling of survival and count responses

In the presence of correlated response variables of survival and count, in studies of Verity,
Hosking, and Easter (2008) and Kwong and Hutton (2003) the survival varaible was taken
as the response variable and the count varaible was introduced to the survival model as a
fixed effect covariate. But, treating the count variable as a covariate ignores the variation in
the count within a patient because a count varible which denotes, for example the number
of seizures/tumors experienced is a random component associated with the patients’s risk
factors (Cowling, Hutton, and Shaw 2006). As an alternative, treating the count varaible as
a covaraite measured with some error is more preferable than treating it as a fixed effect
covariate (Carroll et al. 2006). Surpassing these irregularities in modeling correlated sur-
vival and count data, Cowling (2003) presented an extensive simulation study to compare
the performance of joint models and standard survival models and indicated that a joint
model provides better estimates than standard survival models which treats the count vari-
able as a covariate. Subsequently, Cowling, Hutton, and Shaw (2006) proposed a joint
model for survival and event counts based on a Poisson process where they consider a situ-
ation of jointly modeling a pre-randomization event count of Epileptic seizures and the
time to first seizure after randomization to a treatment as the survival response. They
assume the pre-randomization seizure count as a Poisson random variable while the time
to the first seizure after randomization was assumed to follow an Exponential distribution.
Using the connection between Poisson and Exponential distributions and using the mem-
ory-less property of Poisson processes, they assume that the rate of the Exponential distri-
bution assumed for the time to the first seizure after randomization is the same as the rate
of the Poisson distribution assumed for pre-randomization event count. Then, assuming
the treatment had affected the time to the first seizures after randomization multiplica-
tively, the rate parameter of the Exponential distribution was multiplied by a treatment fac-
tor. Their model is adjusted for possible dispersion associated with the count variable and
for heterogeneity that may be associated with the timing of the first seizure after treatment
(Cowling, Hutton, and Shaw 2006). They have demonstrated the suggested methodology
for Epilepsy data of five randomized clinical trials of two common treatments for epilepsy.
Then, assuming the treatment had affected the time to the first seizures after randomiza-
tion multiplicatively, the rate parameter of the Exponential distribution was multiplied by a
treatment factor. Moreover, the above joint model proposed by Cowling (2003) considered
the case of non-clustered data where the patients in the data are independent whereas the
joint model developed in this study is extended for clustered data as well.

2.1.2. Joint modeling of survival and binary data

Another comparative study was done by Wang (2013) for joint modeling of survival
and Binary responses which was motivated by the dearth of joint models suitable for
survival and a single Binary response variable. The joint model proposed by Wang
(2013) consisted of a Binary logistic model and a Cox proportional hazard model where
these marginal models were joined by including random effects defined at a cluster level
to build up the joint model. The use of cluster specific random effects are applicable
only when the dataset contains such clusters of correlated observations. But, even in the
presence of clustered data, it should be noted that the responses are measured at patient
level such as giving the survival time and the number of disease recurrences occuured
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 5

for each patient. Therefore, it can be suspected that the use of patient specific random
effects to join the two responses are more sensible than cluster specific random
effects.Therefore, the joint model proposed by them postulates an association at an
upper level of the data heirachy. In contrast, the joint model developed in this study
uses patient level random effects for joining the responses and hence is applicable for
non-clustered data as well whereas for the case of non-indepent data, the model will be
developed with two levels of random effects seperately for joining the two responses of
the same patient and for joining the patients in the same cluster.
In summary, the joint model developemnt in this study adress a gap in the literaure with
respect to the three aspects of types of response variables considered, the structure of data
considered and with respect to the methodology/theory used for model developemnt. The
methodology used in this research for joint model development falls into the class of ran-
dom effects models which were originally developed for modeling correlated data.

2.2. Use of random effects models for joint model development

Although random effects models were originally developed for modeling data with cor-
related observations, these have been used for joint modeling of correlated responses as
well (Tang 2010). In par with the use of random effects to induce the dependence
among the observations in the data where random effects models were originally devel-
oped for, the joint models between correlated responses can also be developed by using
random effects to induce dependences among the correlated responses.
This approach has been very popular for developing joint models for various types of
correlated responses. For example, the use of random effect models for joint modeling
survival responses is popularly known as frailty survival models (Hougaard 2000) while
joint modeling of responses in the Exponential family is known as multivariate general-
ized linear mixed models (Gueorguieva 2001). In contrast, the joint model of interest in
this study considers simultaneously a survival response and a count response from the
exponential family. The joint models which consider different types of responses are
found in the joint model of survival and longitudinal data which can be considered as
the most addressed type of joint model in the literature (Rizopoulos 2012; Wu et al.
2012; Henderson, Diggle, and Dobson 2000).
We were unable to find any research study with a joint model developed with ran-
dom effects models assumed at patient level/observation level for survival responses
even though the use of observational level random effects were found for non-survival
data where Teixeira-Pinto and Normand (2009) uses a joint model of Binary and con-
tinuous responses with observational level random effects and Tang (2010) considered
joint modeling of two continuous responses.
Under this approach, two main methods can be found, namely ‘shared random
effects/shared parameter models’ and ‘joint random effects models’ where the main dis-
tinction is as such that shared parameter models uses a single latent variable/random
effect shared by the two responses while the ‘joint random effects’ approach uses separ-
ate, but correlated random effects for joining the responses. These methods have the
advantage that they are suitable for joint modeling of different types of responses and
marginal inferences for separate responses can also be acquired via the joint model
6 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

(Verbeke 2011). The two responses considered in this study are of different type which
account for the main reason for the choice of using this approach for joint model devel-
opment in this study.
The novelty of this study is the use of patient level random effects for developing
joint models particularly with survival data. The use of patient level/observational level
random effects result in complex integrating of the likelihood of the joint model with
respect to a larger vector of random effects compared to the vector of random effects
defined for groups/clusters of patients which is of smaller scale than the vector of ran-
dom effects defined at observational level.
Little attention has been paid to joint models in survival data with another single
response variable (Wang 2013). But, at early stages of a clinical trial, only a single
observation of the longitudinal response might be available and it might be worthy
enough to use this single response variable to evaluate the efficacy of the treatments to
the survival of the patients which will in turn provide insight into modifications to the
treatment plans at early stage of the clinical trials (Lai, Lavori, and Shih 2012).

3. Theory
The study initially considered the development of the joint model for simple random-
ized data and subsequently, the extension of the joint model for cluster randomized
data was considered. Hence, the theoretical development of the joint model for non-
clustered, simple randomized data is explained initially in Section 3.1.

3.1. The joint model for simple randomized data

1.1. 3.Basic details of the survival response and count response
Let Yi denotes a count response variable measured on the ith patient (i ¼ 1,2 … .n) with
the density function of f ðYi jbÞ and let X1i be a vector of associated explanatory variables
and let b be a vector of regression coefficients associated with the explanatory variables.
In this study, the distribution of the count response variable was considered to be
Poisson. Let Ti be the survival response of the ith patient with a censoring indicator di ,
X2i be the vector of associated explanatory variables and let c be a vector of regression
coefficients. Let f ðti jcÞ be the density function of actual survival times and Sðti jcÞ be the
survival function of the right censored survival times. In this study, the parametric dis-
tribution assumed for the survival response was the lognormal distribution. Let Oi vec-
tor of observed data for a patient Oi ¼ ðYi , Ti , di , X1i , X2i Þ, ki is the mean of the Poisson
distribution assumed for Yi , li gives the mean of the lognormal distribution assumed
for Ti and ri is the variance of the lognormal distribution assumed for Ti :
When fitting separate univariate models to these two responses, as an example
the lognormal survival regression model and a Poisson generalized linear model
can be taken as an example for survival and count responses respectively. The
distribution functions and the linear predictors are as follows: Lognormal Distribution:
  2 
logðti Þli
Ti  Lognormalðli , ri Þ where f ðti ;li ,ri Þ ¼ pffiffiffi 1 ffi exp 2
2pri t
1
ri and Sðti ;li ,
 
ri Þ ¼ 1U logðtri Þl
i
i
:
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 7

Here li ¼ X2i T b, U denotes the CDF of the Normal distribution.

yi
Poisson Distribution: Yi  Poisson ðki Þ and f ðYi Þ ¼ expðkyii!Þðki Þ
The offset term which is the duration the count variable was observed is incorporated
into X1i as it can be viewed as an additional covariate whose regression coefficient is
constrained to equal 1 (Austin et al. 2018). Therefore, the linear predictor is given
by logðki Þ ¼ X1i T b:
The development of the joint model using a shared random effects model is given in
Section 3.1.2.

3.1.2. Joint model with shared random effects

Since separate regression models are not suitable when Yi and Ti are correlated, a joint
model for Yi and Ti can be specified by incorporating patient level random effects vi ,
1  i  n into the marginal models of the two responses. Then the models for the two
responses can be written as
Yi jvi ,  Poisson ðki Þ where logðki Þ ¼ X1i 0 b þ gvi , and Ti jvi  Lognormalðli , ri Þ
 
where li ¼ X2i 0 c þ vi and vi  Normal 0, r2v : For simplicity, the shape parameter (ri Þ
was treated as a constant parameter and g ¼ 1 was used. Then, the joint density can be
Ð Ð
derived as f ðTi , Y , di i jvi Þf ðvi Þdvi ¼ f ðTi jvi Þ di ½SðTi jvi Þ1di f ðYi jvi, Þf ðvi Þdvi where
 2 !
1 1 logðti Þ  X2i c þ vi
T
f ðti jvi Þ ¼ pffiffiffiffiffi exp  , f ðYi jvi Þ
2pri t 2 r
expðexpðX1i T b þ gvi ÞÞðexpðX1i T b þ vi ÞÞyi
¼
yi !
    
logðti ÞX2i T cþvi 2
Sðti jvi Þ ¼ 1  U r and f ðvi Þ ¼ pffiffiffi
1
2pr
ffi exp 12 rvi
v
v

The joint likelihood of the data can be specified as

Yn ð
LðO; hÞ ¼ ½f ðti jvi Þdi ½SðTi jvi Þ1di f ðYi jvi Þf ðvi Þdvi (1)
i¼1

where h ¼ ðb, c, r2v Þ denotes the parameter vector of the joint model. The integral in
Equation (1) cannot be calculated analytically for several generalized linear mixed mod-
els. Even if there are analytical expressions, these tend to be cumbersome (Molenberghs
et al. 2010; Molenberghs, Verbeke, and Demetrio 2007). Therefore, numerical approxi-
mations were considered for maximizing the joint model likelihood (Pinheiro and Bates
1995) where numerical approximations for the integrals is used for calculating the log-
likelihood and the score vector. Among the numerical approximation methods, adaptive
Gaussian quadrature method was used for integral approximations for estimating the
joint models in this study.

3.1.2.1. Derivations over the model. Once a joint model is fitted, it is of interest to
derive marginal means, marginal variances of the two responses, covariance and correl-
ation between the two responses over the fitted model. The correlation that is resultant
from this model between the two responses takes the form of:
8 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

covðTi , Yi Þ ½eb0 þb1 X1i 1=2 ðe2r2v  er2v Þ

corrðTi , Yi Þ ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffipffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ¼ h 2 i1=2 (2)
varðTi Þ varðYi Þ 1=2 rv
½e
r2 þ2r2v  erv 
2
e 2 þ eb0 þb1 X1i ðe2rv  erv Þ
2 2

Therefore, it can be noted that the correlation between the two responses are being
dictated by the variance of the random effects (r2v Þ, variance parameters of the Poisson
models (b0, b1 ) and lognormal model (r2 Þ: As per the correlation formula 2, this joint
model can accommodate only positive correlations between the responses as 2 results
in only positive values for any given combination of the parameters involved. As
expected, r2v ! 0, corr ðTi , Yi Þ ! 0: Further, it is important to note that r2v !

1, Corr ðTi , Yi Þ ! 1
1 : i.e. when the variance of the random effects is increased,
½expðr2 Þ2

1=2
the maximum (limiting) correlation that the joint model approaches expðr2 Þ .
Therefore, the joint model developed with shared random effects cannot model high
correlations between the survival and count responses if the variance of the survival
responses is high. These derivations clearly reflected that the shared random effect mod-
els are succumb to strong assumptions on the plausible association/correlation between
the two responses. Similarly, Teixeira-Pinto and Normand (2009) highlighted these
restrictions with respect to joint modeling of continuous and binary responses and
Verbeke et al. (2014) also showed up these restrictions in the shared random effect
models for joint modeling of multivaraite longitutdinal data. This provided insight that
the use of separate random effects for each responses which follow a joint distribution
can mitigate the limitations levied by the use of shared random effects. In the presence
of negatively correlated responses, some indirect methods for shared random effects
models are suggested in the literature (Teixeira-Pinto and Normand 2009; Choi
et al. 2015).
Even though these indirect methods are applicable for responses like Binary, Ordinal
and continuous variables (modeled with Normal distribution), they are not applicable
for responses of survival and count considered in this study.
As joint random effects models are known for relaxing the restrictions imposed by
the shared random effects models (Verbeke et al. 2014), the development of a joint
model was extended to the use of separate, joint random effects which is suitable for
both negative and positive correlations. The development of the joint model with joint
random effects is explained in Section 3.1.3.

3.1.3. Joint model with separate joint random effects

Here the joint model is developed by specifying separate random effects v1i , v2i to the two
responses of count and survival respectively where the two random effects are assumed to fol-
low a bivariate normal distribution. Then, the joint model for the two responses can be written
as Yi jv1i ,  Poisson ðki Þ, logðki Þ ¼ X1i T b þ v1i and Ti jv2i  Lognormalðli , rÞ, li ¼
 2 
r1 qr1 r2
X2i c þ v2i where v1i v2i  Normalð0, RÞ, R ¼
T
qr1 r2 r22
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 9

Then, the joint model for ðTi , Yi Þ can be derived as follows:

  ðð
f ti , f ti , yi Þ ¼ f ðti , yi jv1i , v2i Þf ðv1i , v2i Þdv1i dv2i
ðð (3)
 
¼ ½f ðti jv2i Þdi ½Sðti jv2i Þ1di f yi jv1i, f ðv1i , v2i Þdv1i dv2i
  2   
logðti ÞX2i T cþv2i logðti ÞX2i T cþv2i
where, f ðti jv2i Þ ¼ pffiffiffi
1ffi
2pr t
exp 12 r , Sðti jv2i Þ ¼ 1  U r
i

   2 
  expðexpðX1i T b þ gv1i ÞÞðexpðX1i T b þ gv1i ÞÞyi 0 r1 qr1 r2
f yi jv1i ¼ , f ðv1i , v2i Þ ¼ N2 ,
yi ! 0 qr1 r2 r22

3.1.3.1. Estimation. The joint likelihood of the data is:

Yn ðð
LðO; wÞ ¼ f ðTi jv2i Þdi ½SðTi jv2i Þ1di f ðYi jv1i, Þf ðv1i , v2i Þdv1i dv2i (4)
i¼1

Similar to the joint model with shared random effects, method of maximum likeli-
hood estimation was used for model estimation. The parameter estimation involved
approximating the joint likelihood in 4 using numerical approximation, namely the
adaptive Gaussian quadrature rules.
The correlation between the two responses can be derived as:

ðe1=2ðb0 þb1 X1i Þ eð1=2ðr1 þr2 Þ ðeqr1 r2  1Þ

2 2

corrðTi , Yi Þ ¼ h i1=2 h r2 i1=2 (5)

eðr2 þ2r22 Þ
 e 2Þ
r 2
e 2 þ e 0 1 1i ðe 1  e 1 Þ
1
b þb X 2r 2 r 2

As per the correlation formula 5, when q < 0 the joint model accommodates nega-
tive correlations between the responses and with q > 0 positive correlations can be
modeled .When considering the magnitude of the correlation between the responses as
can be inferred from the formula above, the correlation depends on the variance param-
eters of the marginal models (i.e., b0 , b1 , r2 ) and the variance and covariances of the
random effects (r21 , r22 , qÞ: Therefore, the level of the correlation can be adjusted by
varying the values of these parameters and sign of the correlation can be adjusted by
adjusting the sign of the parameter q:
A major contribution in the theoretical development of this study constitutes the
extension of the joint model for cluster randomized data. The theory behind the devel-
opment of the joint model for cluster randomized data is explained in Section 3.2.

3.2. Joint model for cluster randomized data

Let Yij denotes a count variable observed for the ith patient in the jth center and Tij denote a
survival response of the ith patient in the jth center where i ¼ 1, 2, :::nj and j ¼ 1, 2, :::, m:
With respect to this data structure, several covariances can be considered such as covariance
between the two responses of the same patient (CovðYij , Tij ÞÞ, covariance between the
10 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

responses of two patients of the same center ((CovðYij , Yi0 j Þ, CovðTij , Ti0 j Þ CovðYij , Ti0 j ÞÞ
while covariance between responses of the patients in different centers are zero.
Assume Yij to come from a Poisson distribution with a mean rate of kij and Tij to fol-
low the lognormal distribution with mean lij and variance rij : Let X1ij , X2ij be vectors
of explanatory variables associated with the distribution of Yij and Tij respectively.
In the presence of clustered data, a better choice for the univariate models would be
a generalized linear mixed model for the count response and a random effects survival
regression model for the survival response which corresponds to the univariate random
effects models for the responses separately. Hence, the univariate models for the two
 
responses are as follows. Yij juj  Poisson kij where logðkij Þ ¼ X1ij 0 b þ u j a nd
0
 
Tij juj  Lognormalðlij , rij Þ lij ¼ X2ij c þ uj and uj  Normal 0, r2u .
As noted above, the separate univariate models are adjusted for the correlation present
within the patients of the same cluster while patients across the clusters are regarded as
independent. As these two-separate random effect model do not represent the correlation/
dependence between the responses of the same patient, a joint model will be specified at
patient level which is a better choice of statistical model for correlated responses which
model both the responses simultaneously. Therefore, these separate models are suitable
when the two responses Yij and Tij are not correlated/clustered at patient level. Then, join-
ing the above two univariate random effects models at patient level can induce the associ-
ation between the responses which are clustered/correlated at the patient level. Initially, the
development of the model with shared random effects is presented in this section.

3.2.1. Development of the joint model: shared random effects model

To accommodate the dependence between the two responses at the patient level, shared
random effects vij , 1  j  m, 1  i  nj are incorporated into the linear predictor of
the two responses that is vij denotes a random effect assumed for the ith patient in the
 
jth cluster. Then the joint model can be written as Yij jvij , uj  Poisson kij where
logðkij Þ ¼ X1ij T b þ gvij þ uj and Tij jvij , uj  Lognormalðlij , rij Þ where lij ¼ X2ij T b þ
vij þ uj : Here, vij  Normalð0, r2v Þ, uj  Normalð0, r2u Þ.
It is assumed that patients are nested within centers which imposed patient level ran-
dom effects to be nested within centers. The use of nested random effects was found in
univariate models popularly known multilevel models which consider multiple levels of
random effects. The distribution of the random effects is assumed to be Normal for
both the cluster level and patient level random effects. Further, it was assumed that two
levels of random effects (vij , uj Þ are independent of each other (Pinheiro and Chao
2006; Rabe-Hesketh, Skrondal, and Pickles 2005).
The joint density of the two responses can be derived as follows:
 ðð 
f tij , yij Þ ¼ f ðtij , yij jvij, uj Þf ðvij Þ f ðuj dvij duj
ðð (6)
dij   1dij  
¼ f ðtij jvij , uj Þ ½S tij jvij , uj  f yij jvij, uj f ðvij Þf ðuj Þdvij duj
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 11

   
  logðtij Þlij 2
where marginal distributions are f tij ; lij , rij jvij , uj ¼ pffiffiffi1ffi exp 12 , Sðtij ;
2prij t rij
    expðkij Þðkij Þyij
logðtij Þlij
lij , rij jvij , uj Þ ¼ 1  Unor rij , f yij ; kij jvij , uj ¼ yij ! , f ðvij Þ ¼ pffiffiffi
1ffi
exp
      2prv
v 2 u 2
12 rijv and f ðuj Þ ¼ pffiffiffi
1ffi
2pru
exp 12 ruj :
 
Recall that f tij ; lij , rij jvij , uj denotes the probability density of the lognormal distri-
bution which gives the probability of the observed survival data (for dij ¼ 1Þ and
 
S tij ; lij , rij jvij , uj denotes the survival function of the lognormal distribution which
gives the probability of the censored survival data (for dij ¼ 0Þ: The probability density
 
of the Poisson distribution is given by f yij ; kij jvij , uj while f ðvij Þ and f ðuj Þ denotes the
distributions of the random effects.
For simplicity, the shape parameter of the lognormal distribution (rij Þ was treated as
a constant parameter and for some identifiability reasons, the scaling parameter of the
random effects was set at unity as g¼1 which allocates similar scale for the two
responses (Liu, Wolfe, and Kalbfleisch 2007).

3.2.1.1. Estimation. Let Oij denotes the observed data per patient, that is Oij ¼
 
yij , tij , dij , X1ij , X2ij and let h ¼ ðb, c, r2v , r2u Þ denotes the parameter vector of the joint
model. Then, the likelihood for Oij is:
ðð
 
d  
1di    
LðOij Þ ¼ f tij jvij , uj ; h i S tij jvij , uj ; h f Yij jvij , uj ; h f ðvij ; hÞf uj ; h dvij duj (7)
Q Qnj
The joint likelihood of the data can be formulated as LðO; hÞ ¼ m j¼1 i¼1 LðOij Þ:
The parameter estimation of the joint model involves maximizing of the above joint
likelihood which involves two levels of nested random effects. This is undoubtedly a
complex likelihood function with respect to maximization where the literature has high-
lighted the complexities in maximization of the likelihoods with nested random effects
even for univariate models with a single response variable (Raudenbush, Yang, and
Yosef 2000; Pinheiro and Chao 2006; Rabe-Hesketh, Skrondal, and Pickles 2005). In
contrast to the likelihood functions with standard distributions, the likelihood in 35
consist of a user-specified likelihood function with components from separate distribu-
tions assumed for the survival and count responses. As Gaussian quadrature method
has been identified as a suitable method for numerically approximating likelihood func-
tions with nested random effects in univariate models (Pinheiro and Chao 2006), the
same was used for approximating the joint model likelihood given in 18.
Above specification of the joint model resembles a joint model with nested random
effects where patient level random effects are nested within cluster level random effects
which can be considered as an extension of the joint models available in the literature
which uses center level random effects both for inducing the correlation between the
responses clustered at patient level and for correlation between the patients within the
same center. Therefore, the use of separate random effects which follow a nested struc-
ture in the field of joint modeling can be considered as a novel contribution of this
study. The correlation between the two responses of the same patient can be derived as
follows:
12 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

 
  cov Tij , Yij
corr Tij , Yij ¼ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Var Tij VarðYij Þ
1
ðeðb0 þb1 X1i Þ Þ2 ðer2v þr2u Þðer2v  1Þðer2u  1Þ
¼ h i1=2
1=2 ðr2v þr2u Þ=2
½er2v þr2u ðer2 þr2u þr2v  eru  erv þ 1Þ þ eðb0 þb1 X1i Þ erv þru ðerv  1Þðeru  1Þ
2 2 2 2 2 2
e
(8)
 
As per the formula 8, the corr Tij , Yij depends on the variances of the two random
effects ðr2u , r2v Þ and variance parameters of the two marginal distributions (b0 , b1 , r2 ).
As per the formula 36, the correlation between the responses gets zero when at least
one covariance parameter tends to zero, that is when r2u ! 0 or r2v ! 0: The use of
nested random effects where the distribution of the patient level random effects to be
nested on the cluster level random effects can be considered as the reason for this
nature of the correlation between the responses. When considering the sign of the
correlation, this model can accommodate only positive correlations between the
 
responses. The correlations corr Tij , Ti0 j and corrðYij , Yi0 j Þ can also be derived in a simi-
lar fashion. When r2v !1, it can be seen that correlation of the two responses approxi-
mates to the following.
 
corr Tij , Yij ! 1=½expð2r2u þ r2 Þ1=2

Thus, the maximum correlation the joint model can accommodate is governed by the
variance of survival response (r2 Þ and the cluster covariance ðr2u Þ: A major limitation of
the shared random effects joint model is that only positive correlations between the
responses can be modeled. Therefore, the development of the joint model with joint
random effects is explained in the following section.

3.2.2. Development of the joint model: joint random effects model

Under this approach, instead of a single shared random effect defined at patient level
ðvij Þ, two separate random effects defined at patient level which are correlated with a
joint density is used to represent the correlation between the responses at the patient
level. But, patients are clustered at center level leading to the distribution of the patient
level to be conditioned on the center level random effects. Let v1ij , v2ij be two vectors of
random effects defined at the ith patient of the jth center where i ¼ 1, 2, ::::nj and j ¼
1, 2, ::::::, m: Let uj denotes a vector if random effects for the jth center where j ¼
1, 2, :, m: Since patients are nested within centers, the two levels of random effects
should have a nested structure that is (v1ij , v2ij Þ are nested within uj : Then the joint
 
model for the two responses can be written as Yij jv1ij , uj  Poisson kij , logðkij Þ ¼
X1ij T b þ v1ij þ uj and Tij jv2ij , uj  Lognormalðlij , rij Þ, lij ¼ X2ij T b þ v2ij þ uj , v¼
ðv1ij , v2ij Þ  Normalð0, RÞ
 2 
r1 qr1 r2
Uj  Normalð0, ru Þ and R ¼
2
qr1 r2 r22
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 13

Then, the joint distribution of the two responses can be derived as:
ðð 
f ðtij , yij Þ ¼ f ðtij , yij jv, uj Þf ðvÞ f ðuj dvduj
ðð (9)
 
d  
1dij  
¼ f tij jv2ij, uj ij S tij jv2ij , uj f yij jv1ij, uj f ðvÞf ðuj Þdvduj
   1
where marginal distributions are f tij ; lij , rij jv2ij , uj ¼ pffiffiffi
1ffi
2prij t
exp 2
 2      
logðtij Þlij logðtij Þlij y
expðkij Þðkij Þ ij
rij Þ, S tij ; lij , rij jv2ij , uj ¼ 1  Unor rij , f Yij ; kij jv1ij , uj ¼ yij ! ,
    2 
f ðv1ij , v2ij Þ ¼ pffiffiffiffiffiffiffiffiffiffiffiffi
1
2
exp  12 vT R1 v and f ðuj Þ ¼ pffiffiffi 1ffi
2pr
exp  1 uj
2 ru :
ð2pÞ jRj u

3.2.2.1. Estimation. Let Oij denote the observed data per patient, i.e., Oij ¼
 
yij , tij , dij , X1ij , X2ij and let h ¼ ðb, c, R, r2u Þ denote the parameter vector of the joint
 
model. Then, likelihood for Oij is L Oij ; h
ðð
 
d  
1dij  
¼ f tij jv2ij, uj; h ij S tij jv2ij , uj ; h f yij jv1ij, uj ; h f ðv; hÞf ðuj ; hÞdvduj
Q Qnj  
Then, the joint likelihood of the data is LðO; hÞ ¼ m
j¼1 i¼1 L Oij ; h :
The parameter estimation of the joint model involves maximizing the above joint
likelihood which involves two levels of nested random effects. The parameter estimation
turns out to be an intricate process which required integrating with two levels of nested
random effects. Numerical integration method of Adaptive Gaussian quadrature was
used here as well.
The correlation between the two responses of a patient can be derived as:
 
  cov Tij , Yij
corr Tij , Yij ¼ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
 ffi
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
cov Tij , Tij covðYij , Yij Þ

eðb0 þb1 X1ij Þ=2 e1=2ðr1 þr2 Þþru ðeqr1 r2  1Þðeru  1Þ

2 2 2 2

¼ h i1=2
1=2 ðr2 þr2 Þ=2
½er2u þr22 ðer2u þr22 þr2  eru  er2 þ 1Þ
2 2
e 1 u þ eb0 þb1 X1ij er1 þru ðer1  1Þðeru  1Þ
2 2 2 2

(10)
As per the correlation formula in 9, when q < 0 the joint model accommodates
negative correlations between the responses and with q > 0 positive correlations can
be modeled.

4. Example
The data set was obtained from a multi-center randomized control trial on Epilepsy
which was conducted at 81 hospitals/centers with the objective of comparing the two
treatment policies of immediate and deferred antiepileptic treatments. For a concise
explanation on the trial, refer Marson et al. (2002).
Out of the several outcomes observed, the time from randomization to first seizure of
any type was considered as the survival response which is an internationally agreed out-
come on treatment evaluation for Epilepsy (ILAE Commission on Antiepileptic Drugs
14 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

Probability Plot for time_seizure

ML Estimates-Censoring Column in censor
Anderson-Darling (adj)
W e ib u ll Lo g n o rm a l
Weibull
99
90 3103.681
50 90 Lognormal
3102.295
Pe rce nt

Pe rce nt
10 50
Exponential
10 3160.594
1
Normal
1
3124.492
0.1 0.1
1 01 1 1 10 0 0 00 0 1 1 10 0 00 0 00 0 00
00 0. 0. 10 0 00 0. 10 00 00
0. 10 10
0 0 10 10 00 00
10 10 00 00
10 10
time_seizure
time_seizure

Ex p o n e n t ia l N o rm a l
99
90
90
50
Pe rce nt

Pe rce nt

10 50

10
1

0.1 0.1
1 10 100 1000 10000 -2000 0 2000 4000

time_seizure time_seizure

Figure 1. Probability plots for time to seizure.

1998). The other response was the count of seizures experienced by the patient during
the follow up period after randomization to the treatment in the trial. The demographic
variables such as age (in years), sex (1 ¼ male, 0 ¼ female) and clinical features such as
the type of epilepsy (0 ¼ partial and 1 ¼ generalized) and type of treatment
(1 ¼ immediate, 0 ¼ deferred) were considered as the predictor variables.

4.1. Distribution of the data

4.1.1. Distribution of time to seizure
The most suitable parametric distribution for the time to seizure was selected using the
Anderson-Darling test and by drawing probability plots. The results of the Anderson
Darling test and the corresponding probability plots for each of the above distributions
are given in Figure 1. Correspondingly, lognormal distribution indicated a better fit
than the other parametric distributions.

4.1.2. Distribution of the count of seizures

The choice of the suitable distribution for the count of seizures was made considering
all probable distributions for count responses such as Poisson, Negative Binomial and
inflated models such as Inflated Poisson and Inflated Negative Binomial distributions
(Puig and Valero 2006). As per the model fit statistics given in Table 1, Negative
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 15

Table 1. Model fit statistics for the count of seizures.

Poisson Zero inflated Poisson Negative binomial Zero inflated negative binomial
AIC 45712.07 27670.48 5767.36 5768.01
AICC 45712.12 27670.65 5767.42 5768.22
BIC 45737.75 27712.83 5798.18 5824.5

Binomial distribution indicated to capture both the over dispersion and the excess of
zeros present in the count data (Schmidt, Pereira, and Vieira 2008).

4.2. Univariate modeling

4.2.1. Choice of the univariate model for time to seizure
As the data was from a multi-center trial, it was intuitive to test whether patients within a
center are correlated with each other for which the use of random effects model is more
desirable. When the two models were compared (that is with and without random effects),
the improved model fit statistics of the lognormal model with center level random effects
indicates that the random effects survival regression model is more suitable to the data.
The quantile function of the lognormal regression model is given by logðtp Þ ¼ c0 þuþ
c1 Sex þc2 Ageþc3 Epilepsy Typeþc4 TreatmentTypeþr/1 nor ðpÞ where u  Normalð0,ru ),
2

tp is the time by which 0 p0 proportion of patient has had their first seizure (pth quantile).

4.2.2. Choice of the univariate model for count of seizures

Then, it was tested whether Negative Binomial random effects model fits better than the
fixed effects Negative Binomial model since data are from a multi-center trial.
The model fit statistics were used for this purpose. The, Negative Binomial Random
Effects Regression model was chosen as the univariate model for the count of
post-randomization seizure recurrences from the fit statistics. This is given by
logðkÞ ¼ b0 þ u þ b1 Sex þ b2 Age þ b3 Epilepsy Typeþb4 Treatment Type where u 
Normalð0, r2u ).

4.3. Joint modeling

4.3.1. Choice of the joint model for time to seizure and count of seizures
The correlation results and their p-values indicate that the correlation between these
two responses is negative (0.736) and is significant (p-value < .001). As explained in
the theory of joint model development, the joint model with shared random effects is
suitable only for positively correlated responses whereas joint model developed with
joint random effects were suitable for both positively and negatively correlated
responses. Since patient are clustered within centers and it was identified that center
level random effects are significant for each univariate model. Therefore, the joint
model should also be adjusted for dependency between the patients within the
same center.
In summary, this data resembles a situation of joint modeling of negatively correlated
responses in cluster randomized data for which joint random effects model consisting
of two levels of random effects i.e., patient level random effects (nested within center)
16 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

Table 2. Results of the final univariate models and joint model.

Separate models Joint model
Parameter Estimate Standard error p-valuej Estimate Standard error p-value
Survival model
Intercept 3.13 .134 <.0001 6.05 .208 <.0001
Age .001 .005 .065 .015 .003 <.0001
Epilepsy type .468 .2 .0212 .91 .149 <.0001
Treatment type .813 .185 <.0001 .904 .138 <.0001
r 2.926 .092 <.0001 1.174 .347 .001
r2u .45 .206 .0323 .62 .137 <.0001
Count model
Intercept 3.6 .31 <.0001 5.88 .178 <.0001
Sex .325 .166 .054 .195 .108 .073
Age .061 .017 .001 .013 .003 <.0001
Epilepsy type .945 .148 <.0001
Treatment type .331 .164 .048 .733 .132 <.0001
AgeAge .001 .0002 .002
a 6.17 .308 <.0001 .666 .064 <.0001
r2u .56 .212 0.01 .678 .11 <.0001
Estimates of the joint random effects
r2v1 5.55 .269 <.0001
r2v2 5.51 .888 <.0001
rv1v2 5.5 .224 <.0001

and center level random effects are desirable. Then, the joint model can be written
 
as Yij jv1ij , uj  Negative Binomial kij , a
logðkij Þ ¼ X1ij T b þ v1ij þ uj and Tij jv2ij , uj  Lognormalðlij , rij Þ
lij ¼ X2ij T b þ v2ij þ uj Where v ¼ ðv1ij , v2ij Þ  Normalð0, RÞ
 2 
r1 qr1 r2
uj  Normalð0, ru Þ and R ¼
2
qr1 r2 r22

4.3.2. Analyzing time to seizure and count of seizures with univariate and
joint models
For each model, the explanatory variables of Age, Sex, Epilepsy Type and Treatment
Type were considered initially both as main effects and as interaction terms. But, none
of the two-way interactions yielded significant improvement to the model fit. Therefore,
only main effects of the explanatory variables were considered in model fitting based on
the principle of parsimony. Then, the significance of squared terms of the Age variable
was considered which indicated improvements on the model fit of the count model
only. The model selection was done with backward elimination based on the p-values of
the model parameters and the AIC of the models (Park and Qiu 2014; M€ uller, Scealy,
and Welsh 2013; Zhang et al. 2014). The final models of the univariate random effects
models and the joint model are in Table 2.
It should be noted that variable selection into the final models was not solely
depended on the p-values of the parameter estimates because the literature prefer the
use of model fit statistics such as AIC, BIC for variable section in random effects mod-
els (M€uller, Scealy, and Welsh 2013; Bolker et al. 2009; Park and Qiu 2014). Then, the
final models resulted from Univariate models and the joint model were compared critic-
ally to evaluate the new joint model over the separate univariate models with respect to
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 17

fixed parameter estimates, random effects estimates and the standard errors of the par-
ameter estimates. Both models had center level random effects to adjust the models for
correlation between the patients within then same center and it could be seen that vari-
ance parameter of the center level random effects (r2u Þ were significant in both univari-
ate models and the joint models which justifies the inclusion of center level correlations
in the marginal models of both responses. But, it is noteworthy that the standard errors
of the center level random effects (standard errors of r2u Þ were lower in the joint model
than the two univariate models where models with lower standard errors for random
effects are considered better. The patient level random effects were used only in the
joint model for specifying the correlation between the two responses of the same patient
and it is noted that their variance covariance parameters (r2v1 , r2v1 , rv1v2 Þ were all highly
significant. The negative covariance estimates for rv1v2 indicates that the model has cap-
tured the negative correlation between the responses. Then, the fixed parameter esti-
mates of the two models were compared. When considered the fixed parameters that
were significant in the final Univariate survival model and joint model, both resulted in
the same set of explanatory variables. The sign of the coefficients (±) were also similar
in both models indicating that both the models implied a similar direction of associ-
ation between the time to seizure and each explanatory variable. But, the coefficients of
the parameter estimates differed in magnitude particularly in the intercepts (3.13, 6.05),
coefficients for the Epilepsy Type (.468, .91) and of the variance (r2 Þ parameter of the
survival times (2.9, 1.17). The estimate of the variance of the survival times (r2 Þ was
high in the univariate model (2.9) than the joint model (1.17) indicating that the joint
model has controlled the dispersion of the time to seizure response variable. Thus, these
differences in the coefficients of the parameter estimates give different survival estimates
from the two modeling approaches.
To explain the impact of the different parameter estimates, the parameter estimate
for the treatment variable was considered here. As per the coefficient for Treatment
type resulted from the univariate model, the expected count of seizures of the patients
treated with immediate treatment is 72% (exp(.331)) lower than the count of patients
from the deferred treatment group whereas the joint model estimates that the expected
count of the immediate treatment group is only 48%(exp(.733)) lower than the
deferred treatment group when other variables were held constant. When considered
the impact of treatment type to the time to first seizure, coefficients were positive in
both the univariate model (0.813) and the joint model (0.904) indicating a longer seiz-
ure-free duration for immediate treatment than the deferred treatment. When consid-
ered the impact of age to the count of seizures, both the univariate and the joint model
resulted negative coefficients indicating that the average number of seizures decreases
when the age increases. This may surprise some readers however past literature indi-
cates that the incidence of epileptic seizures is high in children, declines in younger
adults and increases in the elderly (above 55 years) (Stephen and Brodie 2000). In line
with this, the age cohort considered in the study had an average age of 30 years and a
median of 24 years implying most of these patients are children and young adults less
than 55 years and hence our results tally with the literature.
When considered the standard errors of the parameter estimates, the joint model had
lower standard errors than the univariate models for most of the parameter estimates
18 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

which also indicated a better performance in the joint model than the univariate models. In
summary, comparison of the parameter estimates and their associated standard errors and
highly significant random effects shed light into a better joint model performance over the
univariate models. Then, model diagnostics and validations were considered.

4.4. Model validation

4.4.1. Comparing the new joint model with center-level joint model and univari-
ate models
Throughout the paper, the performance of the newly proposed joint model was compared
with the performance of the separate univariate models for each responses variable. The
performance of the joint model was superior over the separate univariate models with
respect to standard errors of the model parameters, goodness of fit of the model and with
respect to external validation with test data. From the total dataset of 1380 patients, a
random sample of 120 patients were kept as test data for external model validations.
The novelty in the proposed joint model is held with the use of nested random effects
where patient level random effects were used for joining the responses and center level
random effects were used for specifying the correlation between the patients within the
same center. The existing methodology is as such only center level random effects are
used instead of the two-levels of nested random effects proposed by this study.
Therefore, the existing joint models assume that center level random effects represent
both the correlation between the multiple responses of the same patient and also the
correlation between the patients within the same center. The popularly known joint
models for longitudinal and survival data underpins that the correlation between the
multiple longitudinal measurements and the correlation between the longitudinal meas-
urements and the survival responses are denoted by a single random effect (Rizopoulos
2012), In line with this existing approach, the Epilepsy dataset can also be analyzed
with a center level joint model which uses center level random effects for joining the
two responses and for denoting the correlation between the patients within the same
center. Therefore, it was intuitive to test whether the new model outperforms the exist-
ing joint modeling approach as well. Then, the data was analyzed with a corresponding
center-level joint model where model equations are as given below.
 
Then, the joint model can be written as Yij juj1  Negative Binomial kij , a where
logðkij Þ ¼ X1ij T b þ uj1 and Tij juj2  Lognormalðlij , rij Þ where lij ¼ X2ij T c þ uj2
 
r2u1 qru1 ru2
Here u ¼ ðuj1 , uj2 Þ  Normalð0, RÞ R ¼
qru1 ru2 r2u2
The distinction between the new joint model and the center -level joint model is that
the new joint model contains additional patient level random effects and hence the two
models can be considered as nested models. The model fit statistics clearly indicates
that the new joint model fits better with the data than the center-level joint model such
as 2log Likelihood is reduced by an amount of 1200 for an additional 3 random effect
parameters which is highly significant. Similarly, AIC, AICC, BIC were lower in the
new joint model than the center-level joint model.
It is important to note that the variance parameter of the survival times is (r2 Þ and
the dispersion parameter of the count responses is not controlled as it was in the new
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 19

Estimates
1.0
New Joint Model
Univariate Model
Center-Joint Model
Estimated Survival Probabilities

0.9 Actuals

0.8

0.7

0.6

0.5

0.4

0.4 0.5 0.6 0.7 0.8 0.9 1.0

Actual Survival Probability

Figure 2. Survival estimates of the univariate, center-joint model and new joint model.

joint model proposed in this study. Thus, it indicates that the use of patient level ran-
dom effects in the new joint model have been effective in controlling the dispersion in
the data (Harrison 2014, 2015). Then, the model diagnostics and the validation of the
center-level joint model was considered.
It was clearly indicated that the new joint model fits the data better than the existing
joint modeling approach considered in the center-level joint model.
Then, the survival probabilities of the test dataset were estimated as per the final cen-
ter level joint model. The estimated survival probabilities of the three types of models
(univariate, center-level joint model and new joint model) were plotted in the same fig-
ure for better comparison of the models.
The estimated survival probabilities given in Figure 2 clearly demonstrated that the newly
proposed joint model of this study outperformed the other model of center-level joint model
which is fitted as per the currently used approach for joint modeling of clustered data. But,
even the center-level joint model was better than fitting separate univariate models.
In summary, the analysis of the example data using separate univariate models, cen-
ter-level joint model and the new joint model indicated that the joint model proposed
in this study is better than the rest of the model.

5. Discussion
5.1. Important conclusions from the methodology
The main aspiration on the conduct of this research was to develop a bivariate model
consisting of a survival response and count response variable. The development of the
joint model/bivariate model deployed two popularly known approaches of joint model
20 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

development, namely the shared random effects models and joint random effects mod-
els. Another key aspect that was considered in the model development was the underly-
ing design of the data where two popular designs of simple randomized designs and
cluster randomized designs were considered. Therefore, four types of joint models were
considered combining the two types of models and two types of designs.
The use of nested random effects models for joint model development, developing a
joint model for both simple randomized and cluster randomized data, developing joint
models for both positively and negatively correlated responses and developing joint
models consisting of fully parametric marginal models serves as the methodological
contributions of this study.

5.2. Findings over the analysis of epilepsy data

The two responses of survival and count of the Epilepsy data were best fitted with a log-
normal distribution and a Negative Binomial distribution and hence a joint model was
specified between the marginal model of these two distributions. The methodology used
for the development of the joint model (random effects models) does not impose any
restrictions on the marginal distribution of each responses and was advantageous in this
case which led the use of Gamma mixture of Poisson distribution (Negative Binomial)
as the distribution of the count response variable. The design of the data was cluster
randomized and the correlation between the responses was negative. Therefore, the joint
model developed with joint random effects for cluster randomized data was used for
the analysis.
The differences in the parameter estimates of the univariate models and joint model
were clearly observed with respect to

 fixed intercepts of both responses

 variance parameter of the survival responses
 all the fixed parameters of the count response, particularly the disper-
sion parameter

It is noteworthy that the univariate model for the count response was also a random
effects model defined with center level random effects which resulted in these ill-
behaved residuals (Figure 3).
Therefore, the use of patient level random effects which was the additional level of
random effects present in the joint model was suspected to be the source behind the
control of the dispersion of the count responses in the joint model. The use of patient
level random effects resembles the use of observational level random effects which has
been identified be as a method of controlling the dispersion of many random variables
(Harrison 2014, 2015).

5.3. Further work

The further work related to the developed joint model was identified with respect to the
following aspects:
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 21

Figure 3. Pearson residual plots of the univariate count model.

 Deriving sample size formulae for the two designs of simple randomized data
and cluster randomized data
 Carryout simulation studies to test these models developed.
 Developing goodness of fit test methods for the developed joint model
 Implementing alternative methods of model estimation for the joint model devel-
oped for cluster randomized data.

5.4. Summary
The main aspiration in the conduct of this study was on developing a joint model for
the two responses of survival and count which was accomplished via developing four
distinct model which differed with respect to the nature of the correlation between the
responses and with respect to the design of the data. In the analysis of an actual dataset
of Epilepsy, the joint model demonstrated superior functionality than the univariate
models with aspects of parameter estimations, standard errors, model diagnostics and
validations. The type of the joint model proposed by the study for the example con-
sisted of two levels of nested random effects where the literature consisted only a single
level of random effects for joint modeling. Therefore, the proposed joint model was
compared with the compatible joint model defined with a single level of random effects
as well. The performance of the proposed joint model was undoubtedly better than the
joint model with single level of random effects as well. In summary, the developed joint
22 A. A. SUNETHRA AND M. R. SOORIYARACHCHI

models of this study showcased superior performance for analyzing correlated responses
of survival and count for the example. Therefore, the conduct of this research contrib-
uted to an improved methodology for analyzing correlated responses of survival and
count data.

Acknowledgment
The generous support rendered by Prof. Tony Marson of University of Liverpool and Prof. Jane
L. Hutton of University of Warwick in finding a suitable dataset for this study is deeply
appreciated.

References
Austin, P., H. Stryhn, G. Leckie, and J. Merlo. 2018. Measures of clustering and heterogeneity in
multilevel Poisson regression analyses of rates/count data. Statistics in Medicine 37 (4):572–89.
doi:10.1002/sim.7532.
Bolker, B., M. Brooks, C. Clark, S. Geange, J. Poulsen, and M. Steven. 2009. Generalized linear
mixed models: A practical guide for ecology and evolution. Trends in Ecology & Evolution 24
(3):127–35. doi:10.1016/j.tree.2008.10.008.
Carroll, R., D. Ruppert, L. Stefanski, and C. Crainiceanu. 2006. Measurement error in nonlinear
models: A modern perspective. India: CRC Press.
Choi, J., J. Cai, D. Zeng, and A. Olshan. 2015. Joint analysis of survival time and longitudinal cat-
egorical outcomes. Statistics in Biosciences 1:19–47. doi:10.1007/s12561-013-9091-z.
Cowling, B. J. 2003. Survival models for censored point processes. Doctoral dissertation,
University of Warwick.
Cowling, B. J., J. L. Hutton, and J. E. Shaw. 2006. Joint modelling of event counts and survival
times. Journal of the Royal Statistical Society: Series C (Applied Statistics) 55 (1):31–9. doi:10.
1111/j.1467-9876.2005.00529.x.
Gueorguieva, R. 2001. A multivariate generalized linear mixed model for joint modelling of clus-
tered outcomes in the exponential family. Statistical Modelling: An International Journal 1 (3):
177–93. doi:10.1177/1471082X0100100302.
Harrison, X. 2014. Using observation-level random effects to model over dispersion in count data
in ecology and evolution. PeerJ 2:E616. doi:10.7717/peerj.616.
Harrison, X. 2015. A comparison of observation-level random effect and beta-binomial models
for modelling overdispersion in binomial data in ecology & evolution. PeerJ 3:e1114. doi:10.
7717/peerj.1114.
Henderson, R., P. Diggle, and A. Dobson. 2000. Joint modelling of longitudinal measurements and
event time data. Biostatistics (Oxford, England) 1 (4):465–80. doi:10.1093/biostatistics/1.4.465.
Hougaard, P. 2000. Analysis of multivariate survival data. New York, NY: Springer.
ILAE Commission on Antiepileptic Drugs. 1998. Considerations on designing clinical trials to
evaluate the place of new antiepileptic drugs in the treatment of newly diagnosed and chronic
patients with epilepsy. Epilepsia 39 (7):799–803.
Kwong, G., and J. Hutton. 2003. Choice of parametric models in survival analysis: Applications
to monotherapy for epilepsy and cerebral palsy. Journal of the Royal Statistical Society: Series C
(Applied Statistics) 52:153–68. doi:10.1111/1467-9876.00395.
Lai, T., P. Lavori, and M. Shih. 2012. Sequential design of phase II-III cancer trials. Statistics in
Medicine 31 (18):1944–60. doi:10.1002/sim.5346.
Liu, L., R. Wolfe, and J. Kalbfleisch. 2007. A shared random effects model for censored medical
costs and mortality. Statistics in Medicine 26 (1):139–55. doi:10.1002/sim.2535.
Marson, A. G., P. R. Williamson, H. Clough, and J. L. Hutton. 2002. Carbamazepine versus val-
proatem onotherapy for epilepsy: A meta analysis. Epilepsia 43 (5):505–13. doi:10.1046/j.1528-
1157.2002.20801.x.
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 23

Molenberghs, G., G. Verbeke, and C. Demetrio. 2007. An extended random-effects approach to

modeling repeated, overdispersed count data. Lifetime Data Analysis 13 (4):513–31. doi:10.
1007/s10985-007-9064-y.
Molenberghs, G., G. Verbeke, C. Demetrio, and A. Vieira. 2010. A family of generalized linear
models for repeated measures with normal and conjugate random effects. Statistical Science 25
(3):325–47. doi:10.1214/10-STS328.
M€uller, S., J. Scealy, and A. Welsh. 2013. Model selection in linear mixed models. Statistical
Science 28 (2):135–67. doi:10.1214/12-STS410.
Park, K., and P. Qiu. 2014. Model selection and diagnostics for joint modeling of survival and
longitudinal data with crossing hazard rate functions. Statistics in Medicine 33 (26):4532–46.
doi:10.1002/sim.6259.
Pinheiro, J., and D. Bates. 1995. Approximations to the log-likelihood function in the nonlinear
mixed-effects model. Journal of Computational and Graphical Statistics 4 (1):12–35. doi:10.
2307/1390625.
Pinheiro, J., and E. Chao. 2006. Efficient Laplacian and adaptive Gaussian quadrature algorithms
for multilevel generalized linear mixed models. Journal of Computational and Graphical
Statistics 15 (1):58–81. doi:10.1198/106186006X96962.
Puig, P., and J. Valero. 2006. Count data distributions: Some characterizations with applications.
Journal of the American Statistical Association 101 (473):332–40. doi:10.1198/016214505000000718.
Rabe-Hesketh, S., A. Skrondal, and A. Pickles. 2005. Maximum likelihood estimation of limited
and discrete dependent variable models with nested random effects. Journal of Econometrics
128 (2):301–23. doi:10.1016/j.jeconom.2004.08.017.
Raudenbush, S., M. Yang, and M. Yosef. 2000. Maximum likelihood for generalized linear models
with nested random effects via high-order, multivariate Laplace approximation. Journal of
Computational and Graphical Statistics 9 (1):141–57.
Rizopoulos, D. 2012. Joint models for longitudinal and time-to - event data with Applications in R.
India: CRC Press.
Schmidt, A. M., B. M. Pereira, and P. P. Vieira. 2008. Do we always need a zero inflated model
to capture an apparent excess of zeros? [Online]. Available from: www.dme.im.ufrj.br/arqui-
vos/publicacoes/arquivo211.pdf.
Stephen, L. J., and M. J. Brodie. 2000. Epilepsy in elderly people. Lancet (London, England) 355
(9213):1441–6. doi:10.1016/S0140-6736(00)02149-8.
Tang, X. 2010. Modeling hospital length of stay and cost with heterogeneity. PhD thesis,
Michigan State University.
Teixeira-Pinto, A., and S.-L. Normand. 2009. Correlated bivariate continuous and binary out-
comes: Issues and applications. Statistics in Medicine 28 (13):1753–73. doi:. doi:10.1002/sim.
3588.
Verbeke, G. 2011. L-Biostat: Leuven Biostatistics and statistical Bioinformatics Centre Katholieke
Universiteit Leuven, Belgium. http://perswww.kuleuven.be/geert verbeke.
Verbeke, G., S. Fieuws, G. Molenberghs, and M. Davidian. 2014. The analysis of multivariate lon-
gitudinal data: A review. Statistical Methods in Medical Research 23 (1):42–59. doi:10.1177/
0962280212445834.
Verity, C., G. Hosking, and D. Easter. 2008. A multicenter comparative trial of sodium valproate
and carbamazepine in paediatric epilepsy. Developmental Medicine & Child Neurology 37 (2):
97–108. doi:10.1111/j.1469-8749.1995.tb11978.x.
Wang, J. 2013. Joint modeling of binary response and survival data in clinical trials. Masters’ the-
sis, Queen’s University.
Wu, L., W. Liu, G. Y. Yi, and Y. Huang. 2012. Analysis of longitudinal and survival data: Joint
modeling, inference methods, and issues. Journal of Probability and Statistics 2012:1–17. doi:
10.1155/2012/640153.
Zhang, D., M.-H. Chen, J. G. Ibrahim, M. E. Boye, P. Wang, and W. Shen. 2014. Assessing
model fit in joint models of longitudinal and survival data with applications to cancer clinical
trials. Statistics in Medicine 33 (27):4715–33. doi:10.1002/sim.6269.