Penalized Likelihood Approach for Simultaneous Analysis of Survival Time and Binary Longitudinal Outcome

Jaeun Choi, Jianwen Cai, Donglin Zeng

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

In this paper we consider simultaneous analysis of survival time and binary longitudinal outcome where random effects are introduced to account for the dependence between the two different types of outcomes due to unobserved factors and assumed to follow a Gaussian distribution with mean zero. The estimator based on maximum likelihood approach using an Expectation-Maximization algorithm is consistent and asymptotically normally distributed. However, the EM algorithm may be intensive on numerical integrations with large sample sizes and large numbers of longitudinal observations per subject. We develop a more computationally efficient estimation procedure based on a penalized likelihood obtained by Laplace approximation. Through simulation studies, we compare numerical performances on the computing time, bias, and mean squared error from the proposed penalized likelihood estimation procedure and the EM algorithm of maximum likelihood estimation. We also illustrate the proposed approach with a liver transplantation data set.

Original languageEnglish (US)
Pages (from-to)1-27
Number of pages27
JournalSankhya B
DOIs
StateAccepted/In press - Apr 28 2017

Fingerprint

Penalized Likelihood
Survival Time
EM Algorithm
Binary
Laplace Approximation
Transplantation
Efficient Estimation
Expectation-maximization Algorithm
Random Effects
Mean Squared Error
Maximum Likelihood Estimation
Numerical integration
Liver
Maximum Likelihood
Gaussian distribution
Sample Size
Maximum likelihood estimation
Simulation Study
Estimator
Maximum likelihood

Keywords

  • Generalized linear mixed model
  • Laplace approximation
  • Penalized likelihood estimator
  • Random effect
  • Simultaneous modeling
  • Stratified Cox proportional hazards model

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Statistics and Probability
  • Applied Mathematics

Cite this

Penalized Likelihood Approach for Simultaneous Analysis of Survival Time and Binary Longitudinal Outcome. / Choi, Jaeun; Cai, Jianwen; Zeng, Donglin.

In: Sankhya B, 28.04.2017, p. 1-27.

Research output: Contribution to journalArticle

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