Robustness of a parametric model for informatively censored bivariate longitudinal data under misspecification of its distributional assumptions: A simulation study

Stat Med. 2007 Dec 30;26(30):5473-85. doi: 10.1002/sim.3147.

Abstract

Repeated measurements of surrogate markers are frequently used to track disease progression, but these series are often prematurely terminated due to disease progression or death. Analysing such data through standard likelihood-based approaches can yield severely biased estimates if the censoring mechanism is non-ignorable. Motivated by this problem, we have proposed the bivariate joint multivariate random effects (JMRE) model, which has shown that when correctly specified it performs well in terms of bias reduction and precision. The bivariate JMRE model is fully parametric and belongs to the class of shared parameters joint models where a survival model for the dropouts and a mixed model for the markers' evolution are linked through a multivariate normal distribution of random effects. As in every parametric model, robustness under violations of its distributional assumptions is of great importance. In this study we generated 500 simulated data sets assuming that random effects jointly follow a heavy-tailed distribution, two skewed distributions or a mixture of two normal distributions. Moreover, we generated data where level-1 errors or residuals in the survival part of the model follow a skewed distribution. Further sensitivity analysis on the effects of reduced sample size, increased level-1 variances and altered fixed effects values was also performed. We found that fixed effects estimates are almost unaffected, but their standard errors (SEs) may be underestimated especially under heavily skewed distributions. The proposed model seems robust enough, but its performance on smaller data sets or under more extreme departures of its assumptions needs further investigation.

MeSH terms

  • Bias
  • Biomarkers / analysis*
  • Biometry / methods
  • Computer Simulation
  • Data Interpretation, Statistical
  • Disease Progression
  • Humans
  • Longitudinal Studies*
  • Models, Statistical*
  • Multivariate Analysis
  • Reproducibility of Results
  • Sample Size
  • Sensitivity and Specificity
  • Statistical Distributions*
  • Stochastic Processes
  • Survival Analysis

Substances

  • Biomarkers