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Chen J, Huang Y, Wang Q. Semiparametric multivariate joint model for skewed-longitudinal and survival data: A Bayesian approach. Stat Med 2023; 42:4972-4989. [PMID: 37668072 DOI: 10.1002/sim.9896] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/30/2022] [Revised: 08/03/2023] [Accepted: 08/23/2023] [Indexed: 09/06/2023]
Abstract
Joint models and statistical inference for longitudinal and survival data have been an active area of statistical research and have mostly coupled a longitudinal biomarker-based mixed-effects model with normal distribution and an event time-based survival model. In practice, however, the following issues may standout: (i) Normality of model error in longitudinal models is a routine assumption, but it may be unrealistically violating data features of subject variations. (ii) Data collected are often featured by the mixed types of multiple longitudinal outcomes which are significantly correlated, ignoring their correlation may lead to biased estimation. Additionally, a parametric model specification may be inflexible to capture the complicated patterns of longitudinal data. (iii) Missing observations in the longitudinal data are often encountered; the missing measures are likely to be informative (nonignorable) and ignoring this phenomenon may result in inaccurate inference. Multilevel item response theory (MLIRT) models have been increasingly used to analyze the multiple longitudinal data of mixed types (ie, continuous and categorical) in clinical studies. In this article, we develop an MLIRT-based semiparametric joint model with skew-t distribution that consists of an extended MLIRT model for the mixed types of multiple longitudinal data and a Cox proportional hazards model, linked through random-effects. A Bayesian approach is employed for joint modeling. Simulation studies are conducted to assess performance of the proposed models and method. A real example from primary biliary cirrhosis clinical study is analyzed to estimate parameters in the joint model and also evaluate sensitivity of parameter estimates for various plausible nonignorable missing data mechanisms.
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Affiliation(s)
- Jiaqing Chen
- Department of Statistics, College of Science, Wuhan University of Technology, Wuhan, China
| | - Yangxin Huang
- College of Public Health, University of South Florida, Tampa, Florida, USA
| | - Qing Wang
- Yunnan Key Laboratory of Statistics Modeling and Data Analysis, Yunnan University, Kunming, China
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Gong M, Mao Z, Zhang D, Ren J, Zuo S. Study on Bayesian Skew-Normal Linear Mixed Model and Its Application in Fire Insurance. FIRE TECHNOLOGY 2023:1-26. [PMID: 37360677 PMCID: PMC10245366 DOI: 10.1007/s10694-023-01436-1] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 09/22/2022] [Accepted: 05/20/2023] [Indexed: 06/28/2023]
Abstract
Fire insurance is a crucial component of property insurance, and its rating depends on the forecast of insurance loss claim data. Fire insurance loss claim data have complicated characteristics such as skewness and heavy tail. The traditional linear mixed model is commonly difficult to accurately describe the distribution of loss. Therefore, it is crucial to establish a scientific and reasonable distribution model of fire insurance loss claim data. In this study, the random effects and random errors in the linear mixed model are firstly assumed to obey the skew-normal distribution. Then, a skew-normal linear mixed model is established using the Bayesian MCMC method based on a set of U.S. property insurance loss claims data. Comparative analysis is conducted with the linear mixed model of logarithmic transformation. Afterward, a Bayesian skew-normal linear mixed model for Chinese fire insurance loss claims data is designed. The posterior distribution of claim data parameters and related parameter estimation are employed with the R language JAGS package to obtain the predicted and simulated loss claim values. Finally, the optimization model in this study is used to determine the insurance rate. The results demonstrate that the model established by the Bayesian MCMC method can overcome data skewness, and the fitting and correlation with the sample data are better than the log-normal linear mixed model. Hence, it can be concluded that the distribution model proposed in this paper is reasonable for describing insurance claims. This study innovates a new approach for calculating the insurance premium rate and expands the application of the Bayesian method in the fire insurance field.
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Affiliation(s)
- Meiling Gong
- School of Fire Protection Engineering, China People’s Police University, Langfang, China
| | - Zhanli Mao
- School of Fire Protection Engineering, China People’s Police University, Langfang, China
| | - Di Zhang
- School of Fire Protection Engineering, China People’s Police University, Langfang, China
| | - Jianxing Ren
- School of Fire Protection Engineering, China People’s Police University, Langfang, China
| | - Songtao Zuo
- School of Fire Protection Engineering, China People’s Police University, Langfang, China
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Huang Y, Chen J, Xu L, Tang NS. Bayesian Joint Modeling of Multivariate Longitudinal and Survival Data With an Application to Diabetes Study. Front Big Data 2022; 5:812725. [PMID: 35574573 PMCID: PMC9094046 DOI: 10.3389/fdata.2022.812725] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/10/2021] [Accepted: 03/24/2022] [Indexed: 11/15/2022] Open
Abstract
Joint models of longitudinal and time-to-event data have received a lot of attention in epidemiological and clinical research under a linear mixed-effects model with the normal assumption for a single longitudinal outcome and Cox proportional hazards model. However, those model-based analyses may not provide robust inference when longitudinal measurements exhibit skewness and/or heavy tails. In addition, the data collected are often featured by multivariate longitudinal outcomes which are significantly correlated, and ignoring their correlation may lead to biased estimation. Under the umbrella of Bayesian inference, this article introduces multivariate joint (MVJ) models with a skewed distribution for multiple longitudinal exposures in an attempt to cope with correlated multiple longitudinal outcomes, adjust departures from normality, and tailor linkage in specifying a time-to-event process. We develop a Bayesian joint modeling approach to MVJ models that couples a multivariate linear mixed-effects (MLME) model with the skew-normal (SN) distribution and a Cox proportional hazards model. Our proposed models and method are evaluated by simulation studies and are applied to a real example from a diabetes study.
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Affiliation(s)
- Yangxin Huang
- College of Public Health, University of South Florida, Tampa, FL, United States
- *Correspondence: Yangxin Huang
| | - Jiaqing Chen
- Department of Statistics, College of Science, Wuhan University of Technology, Wuhan, China
| | - Lan Xu
- College of Public Health, University of South Florida, Tampa, FL, United States
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Kerioui M, Bertrand J, Bruno R, Mercier F, Guedj J, Desmée S. Modelling the association between biomarkers and clinical outcome: an introduction to nonlinear joint models. Br J Clin Pharmacol 2022; 88:1452-1463. [PMID: 34993985 DOI: 10.1111/bcp.15200] [Citation(s) in RCA: 5] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/13/2021] [Revised: 10/12/2021] [Accepted: 11/07/2021] [Indexed: 11/30/2022] Open
Abstract
Nonlinear joint models are a powerful tool to precisely analyze the association between a nonlinear biomarker and a time-to-event process, such as death. Here, we review the main methodological techniques required to build these models and to make inferences and predictions. We describe the main clinical applications and discuss the future developments of such models.
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Affiliation(s)
- Marion Kerioui
- Université de Paris, INSERM IAME, Paris, France.,Université de , Université de Nantes, INSERM SPHERE, UMR Tours, Tours, France.,Institut Roche, Boulogne-Billancourt, France.,Genentech/Roche, Clinical Pharmacology, Paris, France
| | | | - René Bruno
- Genentech/Roche, Clinical Pharmacology, Marseille, France
| | | | | | - Solène Desmée
- Université de , Université de Nantes, INSERM SPHERE, UMR Tours, Tours, France
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Zhang H, Huang Y. Bayesian joint modeling for partially linear mixed-effects quantile regression of longitudinal and time-to-event data with limit of detection, covariate measurement errors and skewness. J Biopharm Stat 2020; 31:295-316. [PMID: 33284096 DOI: 10.1080/10543406.2020.1852248] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/22/2022]
Abstract
Joint modeling analysis of longitudinal and time-to-event data has been an active area of statistical methodological study and biomedical research, but the majority of them are based on mean-regression. Quantile regression (QR) can characterize the entire conditional distribution of the outcome variable, and may be more robust to outliers/heavy tails and misspecification of error distribution. Additionally, a parametric specification may be insufficient and inflexible to capture the complicated longitudinal pattern of biomarkers. Thus, this study proposes novel QR-based partially linear mixed-effects joint models with three components (QR-based longitudinal response, longitudinal covariate, and time-to-event processes), and applies to Multicenter AIDS Cohort Study (MACS). Many common data features, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution, are considered to obtain reliable parameter estimates. Many interesting findings are discovered by the complicated joint models under Bayesian inference framework. Simulation studies are also implemented to assess the performance of the proposed joint models under different scenarios.
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Affiliation(s)
- Hanze Zhang
- Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, Florida, USA
| | - Yangxin Huang
- Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, Florida, USA.,Department of Statistics, Yunnan University, Kunming, PR China
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Alsefri M, Sudell M, García-Fiñana M, Kolamunnage-Dona R. Bayesian joint modelling of longitudinal and time to event data: a methodological review. BMC Med Res Methodol 2020; 20:94. [PMID: 32336264 PMCID: PMC7183597 DOI: 10.1186/s12874-020-00976-2] [Citation(s) in RCA: 16] [Impact Index Per Article: 4.0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/25/2019] [Accepted: 04/12/2020] [Indexed: 02/07/2023] Open
Abstract
BACKGROUND In clinical research, there is an increasing interest in joint modelling of longitudinal and time-to-event data, since it reduces bias in parameter estimation and increases the efficiency of statistical inference. Inference and prediction from frequentist approaches of joint models have been extensively reviewed, and due to the recent popularity of data-driven Bayesian approaches, a review on current Bayesian estimation of joint model is useful to draw recommendations for future researches. METHODS We have undertaken a comprehensive review on Bayesian univariate and multivariate joint models. We focused on type of outcomes, model assumptions, association structure, estimation algorithm, dynamic prediction and software implementation. RESULTS A total of 89 articles have been identified, consisting of 75 methodological and 14 applied articles. The most common approach to model the longitudinal and time-to-event outcomes jointly included linear mixed effect models with proportional hazards. A random effect association structure was generally used for linking the two sub-models. Markov Chain Monte Carlo (MCMC) algorithms were commonly used (93% articles) to estimate the model parameters. Only six articles were primarily focused on dynamic predictions for longitudinal or event-time outcomes. CONCLUSION Methodologies for a wide variety of data types have been proposed; however the research is limited if the association between the two outcomes changes over time, and there is also lack of methods to determine the association structure in the absence of clinical background knowledge. Joint modelling has been proved to be beneficial in producing more accurate dynamic prediction; however, there is a lack of sufficient tools to validate the prediction.
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Affiliation(s)
- Maha Alsefri
- Department of Health Data Science, Institute of Population Health, University of Liverpool, L69 3GL, Liverpool, UK.
- Department of Statistics, University of Jeddah, Jeddah, Saudi Arabia.
| | - Maria Sudell
- Department of Health Data Science, Institute of Population Health, University of Liverpool, L69 3GL, Liverpool, UK
| | - Marta García-Fiñana
- Department of Health Data Science, Institute of Population Health, University of Liverpool, L69 3GL, Liverpool, UK
| | - Ruwanthi Kolamunnage-Dona
- Department of Health Data Science, Institute of Population Health, University of Liverpool, L69 3GL, Liverpool, UK
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Zhang H, Huang Y. Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study. LIFETIME DATA ANALYSIS 2020; 26:339-368. [PMID: 31140028 DOI: 10.1007/s10985-019-09478-w] [Citation(s) in RCA: 9] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/21/2016] [Accepted: 05/23/2019] [Indexed: 06/09/2023]
Abstract
In longitudinal studies, it is of interest to investigate how repeatedly measured markers are associated with time to an event. Joint models have received increasing attention on analyzing such complex longitudinal-survival data with multiple data features, but most of them are mean regression-based models. This paper formulates a quantile regression (QR) based joint models in general forms that consider left-censoring due to the limit of detection, covariates with measurement errors and skewness. The joint models consist of three components: (i) QR-based nonlinear mixed-effects Tobit model using asymmetric Laplace distribution for response dynamic process; (ii) nonparametric linear mixed-effects model with skew-normal distribution for mismeasured covariate; and (iii) Cox proportional hazard model for event time. For the purpose of simultaneously estimating model parameters, we propose a Bayesian method to jointly model the three components which are linked through the random effects. We apply the proposed modeling procedure to analyze the Multicenter AIDS Cohort Study data, and assess the performance of the proposed models and method through simulation studies. The findings suggest that our QR-based joint models may provide comprehensive understanding of heterogeneous outcome trajectories at different quantiles, and more reliable and robust results if the data exhibits these features.
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Affiliation(s)
- Hanze Zhang
- Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, FL, 33612, United States of America
| | - Yangxin Huang
- Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, FL, 33612, United States of America.
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Tian Y, Wang L, Tang M, Tian M. Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm. COMMUN STAT-SIMUL C 2020. [DOI: 10.1080/03610918.2018.1484477] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
Affiliation(s)
- Yuzhu Tian
- School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang, China
- School of Statistics and Mathematics, The Central University of Finance and Economics, Beijing, China
| | - Liyong Wang
- School of Statistics and Mathematics, The Central University of Finance and Economics, Beijing, China
| | - Manlai Tang
- Department of Mathematics and Statistics, Hang Seng Management College, Hong Kong
| | - Maozai Tian
- School of Statistics, Renmin University of China, Beijing, China
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Abstract
In regression applications, the presence of nonlinearity and correlation among observations offer computational challenges not only in traditional settings such as least squares regression, but also (and especially) when the objective function is nonsmooth as in the case of quantile regression. Methods are developed for the modelling and estimation of nonlinear conditional quantile functions when data are clustered within two-level nested designs. The proposed estimation algorithm is a blend of a smoothing algorithm for quantile regression and a second order Laplacian approximation for nonlinear mixed models. This optimization approach has the appealing advantage of reducing the original nonsmooth problem to an approximated L 2 problem. While the estimation algorithm is iterative, the objective function to be optimized has a simple analytic form. The proposed methods are assessed through a simulation study and two applications, one in pharmacokinetics and one related to growth curve modelling in agriculture.
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Affiliation(s)
- Marco Geraci
- Arnold School of Public Health, Department of Epidemiology and Biostatistics, University of South Carolina, COlumbia SC, USA
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Tian Y, Tang M, Tian M. Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies. Comput Stat 2018. [DOI: 10.1007/s00180-018-0812-0] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/17/2022]
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Zhang H, Huang Y, Wang W, Chen H, Langland-Orban B. Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features. Stat Methods Med Res 2017; 28:569-588. [PMID: 28936916 DOI: 10.1177/0962280217730852] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
Abstract
In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.
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Affiliation(s)
- Hanze Zhang
- 1 Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, FL, USA
| | - Yangxin Huang
- 1 Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, FL, USA
| | - Wei Wang
- 1 Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, FL, USA
| | - Henian Chen
- 1 Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, FL, USA
| | - Barbara Langland-Orban
- 2 Department of Health Policy and Management, College of Public Health, University of South Florida, Tampa, FL, USA
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