Skip to main content

Random Effects Models for Longitudinal Data

  • Chapter
  • First Online:

Abstract

Mixed models have become very popular for the analysis of longitudinal data, partly because they are flexible and widely applicable, partly also because many commercially available software packages offer procedures to fit them. They assume that measurements from a single subject share a set of latent, unobserved, random effects which are used to generate an association structure between the repeated measurements. In this chapter, we give an overview of frequently used mixed models for continuous as well as discrete longitudinal data, with emphasis on model formulation and parameter interpretation. The fact that the latent structures generate associations implies that mixed models are also extremely convenient for the joint analysis of longitudinal data with other outcomes such as dropout time or some time-to-event outcome, or for the analysis of multiple longitudinally measured outcomes. All models will be extensively illustrated with the analysis of real data.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Aerts, M., Geys, H., Molenberghs, G., & Ryan, L. (2002). Topics in modelling of clustered data. London: Chapman & Hall.

    Book  MATH  Google Scholar 

  • Afifi, A., & Elashoff, R. (1966). Missing observations in multivariate statistics I: Review of the literature. Journal of the American Statistical Association, 61, 595-604.

    Article  MathSciNet  Google Scholar 

  • Alonso, A., Geys, H., Molenberghs, G., & Vangeneugden, T. (2003). Validation of surrogate markers in multiple randomized clinical trials with repeated measurements. Biometrical Journal, 45, 931-945.

    Article  MathSciNet  Google Scholar 

  • Alonso, A., & Molenberghs, G. (2007). Surrogate marker evaluation from an information theory perspective. Biometrics, 63, 180-186.

    Article  MATH  MathSciNet  Google Scholar 

  • Alonso, A., Molenberghs, G., Geys, H., & Buyse, M. (2005). A unifying approach for surrogate marker validation based on Prentice’s criteria. Statistics in Medicine, 25, 205-211.

    Article  MathSciNet  Google Scholar 

  • Alonso, A., Molenberghs, G., Burzykowski, T., Renard, D., Geys, H., Shkedy, Z., Tibaldi, F., Abrahantes, J., & Buyse, M. (2004). Prentice’s approach and the meta analytic paradigm: a reflection on the role of statistics in the evaluation of surrogate endpoints. Biometrics, 60, 724-728.

    Article  MATH  MathSciNet  Google Scholar 

  • Altham, P. M. E. (1978). Two generalizations of the binomial distribution. Applied Statistics, 27, 162-167.

    Article  MATH  MathSciNet  Google Scholar 

  • Andersen, P., Borgan, O., Gill, R., & Keiding, N. (1993). Statistical models based on counting processes. New York: Springer.

    MATH  Google Scholar 

  • Arnold, B. C., & Strauss, D. (1991). Pseudolikelihood estimation: some examples. Sankhya: The Indian Journal of Statistics - Series B, 53, 233-243.

    MATH  MathSciNet  Google Scholar 

  • Bahadur, R. R. (1961). A representation of the joint distribution of responses to n dichotomous items. In H. Solomon (Ed.), Studies in item analysis and prediction, Stanford Mathematical Studies in the Social Sciences VI. Stanford, CA: Stanford University Press.

    Google Scholar 

  • Beunckens, C., Sotto, C., & Molenberghs, G. (2007). A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data. Computational Statistics and Data Analysis, 52, 1533-1548.

    Article  MathSciNet  Google Scholar 

  • Brant, L. J., & Fozard, J. L. (1990). Age changes in pure-tone hearing thresholds in a longitudinal study of normal human aging. Journal of the Acoustical Society of America, 88, 813-820.

    Article  Google Scholar 

  • Breslow, N. E., & Clayton, D. G. (1993). Approximate inference in generalized linear mixed models. Journal of the American Statistical Association, 88, 9-25.

    Article  MATH  Google Scholar 

  • Brown, E., & Ibrahim, J. (2003). A Bayesian semiparametric joint hierarchical model for longitudinal and survival data. Biometrics, 59, 221-228.

    Article  MathSciNet  Google Scholar 

  • Brown, E., Ibrahim, J., & DeGruttola, V. (2005). A flexible B-spline model for multiple longitudinal biomarkers and survival. Biometrics, 61, 64-73.

    Article  MATH  MathSciNet  Google Scholar 

  • Burzykowski, T., Molenberghs, G., & Buyse, M. (2004). The validation of surrogate endpoints using data from randomized clinical trials: a case-study in advanced colorectal cancer. Journal of the Royal Statistical Society, Series A, 167, 103-124.

    MathSciNet  Google Scholar 

  • Burzykowski, T., Molenberghs, G., & Buyse, M. (2005). The evaluation of surrogate endpoints. New York: Springer.

    Book  MATH  Google Scholar 

  • Burzykowski, T., Molenberghs, G., Buyse, M., Geys, H., & Renard, D. (2001). Validation of surrogate endpoints in multiple randomized clinical trials with failure time end points. Applied Statistics, 50, 405-422.

    MATH  MathSciNet  Google Scholar 

  • Buyse, M., & Molenberghs, G. (1998). The validation of surrogate endpoints in randomized experiments. Biometrics, 54, 1014-1029.

    Article  MATH  Google Scholar 

  • Buyse, M., Molenberghs, G., Burzykowski, T., Renard, D., & Geys, H. (2000). The validation of surrogate endpoints in meta-analyses of randomized experiments. Biostatistics, 1, 49-67.

    Article  MATH  Google Scholar 

  • Cardiac Arrhythmia Suppression Trial (CAST) Investigators (1989). Preliminary report: effect of encainide and flecainide on mortality in a randomized trial of arrhythmia suppression after myocardial infraction. New England Journal of Medicine, 321, 406-412.

    Article  Google Scholar 

  • Catalano, P. J. (1997). Bivariate modelling of clustered continuous and ordered categorical outcomes. Statistics in Medicine, 16, 883-900.

    Article  Google Scholar 

  • Catalano, P. J., & Ryan, L. M. (1992). Bivariate latent variable models for clustered discrete and continuous outcomes. Journal of the American Statistical Association, 87, 651-658.

    Article  Google Scholar 

  • Chakraborty, H., Helms, R. W., Sen, P. K., & Cohen, M. S. (2003). Estimating correlation by using a general linear mixed model: Evaluation of the relationship between the concentration of HIV-1 RNA in blood and semen. Statistics in Medicine, 22, 1457-1464.

    Article  Google Scholar 

  • Chi, Y.-Y., & Ibrahim, J. (2006). Joint models for multivariate longitudinal and multivariate survival data. Biometrics, 62, 432-445.

    Article  MATH  MathSciNet  Google Scholar 

  • Clayton, D. G. (1978). A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65, 141-151.

    Article  MATH  MathSciNet  Google Scholar 

  • Cover, T., & Tomas, J. (1991). Elements of information theory. New York: Wiley.

    Book  MATH  Google Scholar 

  • Cox, N. R. (1974). Estimation of the correlation between a continuous and a discrete variable. Biometrics, 30, 171-178.

    Article  MATH  MathSciNet  Google Scholar 

  • Cox, D. R., & Wermuth, N. (1992). Response models for mixed binary and quantitative variables. Biometrika, 79, 441-461.

    Article  MATH  MathSciNet  Google Scholar 

  • Cox, D. R., & Wermuth, N. (1994a). A note on the quadratic exponential binary distribution. Biometrika, 81, 403-408.

    Article  MATH  MathSciNet  Google Scholar 

  • Cox, D. R., & Wermuth, N. (1994b). Multivariate dependencies: Models, analysis and interpretation. London: Chapman & Hall.

    Google Scholar 

  • Dale, J. R. (1986). Global cross ratio models for bivariate, discrete, ordered responses. Biometrics, 42, 909-917.

    Article  Google Scholar 

  • Daniels, M. J., & Hughes, M. D. (1997). Meta-analysis for the evaluation of potential surrogate markers. Statistics in Medicine, 16, 1515-1527.

    Article  Google Scholar 

  • De Backer, M., De Keyser, P., De Vroey, C., & Lesaffre, E. (1996). A 12-week treatment for dermatophyte toe onychomycosis: terbinafine 250mg/day vs. itraconazole 200mg/day–a double-blind comparative trial. British Journal of Dermatology, 134, 16-17.

    Google Scholar 

  • DeGruttola, V., & Tu, X. (1994). Modeling progression of CD-4 lymphocyte count and its relationship to survival time. Biometrics, 50, 1003-1014.

    Article  Google Scholar 

  • Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm (with discussion). Journal of the Royal Statistical Society, Series B, 39, 1-38.

    MATH  MathSciNet  Google Scholar 

  • Diggle, P. J., Heagerty, P., Liang, K.-Y., & Zeger, S. L. (2002). Analysis of longitudinal data. New York: Oxford University Press.

    Google Scholar 

  • Ding, J., & Wang, J.-L. (2008). Modeling longitudinal data with nonparametric multiplicative random effects jointly with survival data. Biometrics, 64, 546-556.

    Article  MATH  MathSciNet  Google Scholar 

  • Dobson, A., & Henderson, R. (2003). Diagnostics for joint longitudinal and dropout time modeling. Biometrics, 59, 741-751.

    Article  MATH  MathSciNet  Google Scholar 

  • Efron, B. (1986). Double exponential families and their use in generalized linear regression. Journal of the American Statistical Association, 81, 709-721.

    Article  MATH  MathSciNet  Google Scholar 

  • Elashoff, R., Li, G., & Li, N. (2008). A joint model for longitudinal measurements and survival data in the presence of multiple failure types. Biometrics, 64, 762-771.

    Article  MATH  MathSciNet  Google Scholar 

  • Fahrmeir, L., & Tutz, G. (2001). Multivariate statistical modelling based on generalized linear models. Heidelberg: Springer.

    MATH  Google Scholar 

  • Faucett, C., Schenker, N., & Elashoff, R. (1998). Analysis of censored survival data with intermittently observed time-dependent binary covariates. Journal of the American Statistical Association, 93, 427-437.

    Article  MATH  Google Scholar 

  • Ferentz, A. E. (2002). Integrating pharmacogenomics into drug development. Pharmacogenomics, 3, 453-467.

    Article  Google Scholar 

  • Fieuws, S., & Verbeke, G. (2004). Joint modelling of multivariate longitudinal profiles: Pitfalls of the random-effects approach. Statistics in Medicine, 23, 3093-3104.

    Article  Google Scholar 

  • Fieuws, S., & Verbeke, G. (2006). Pairwise fitting of mixed models for the joint modelling of multivariate longitudinal profiles. Biometrics, 62, 424-431.

    Article  MATH  MathSciNet  Google Scholar 

  • Fieuws, S., Verbeke, G., Boen, F., & Delecluse, C. (2006). High-dimensional multivariate mixed models for binary questionnaire data. Applied Statistics, 55, 1-12.

    MathSciNet  Google Scholar 

  • Fitzmaurice, G. M., & Laird, N. M. (1995). Regression models for a bivariate discrete and continuous outcome with clustering. Journal of the American Statistical Association, 90, 845-852.

    Article  MATH  MathSciNet  Google Scholar 

  • Fitzmaurice, G. M., Laird, N. M., & Ware, J. H. (2004). Applied longitudinal analysis. New York: John Wiley & Sons.

    MATH  Google Scholar 

  • Fleming, T. R., & DeMets, D. L. (1996). Surrogate endpoints in clinical trials: are we being misled? Annals of Internal Medicine, 125, 605-613.

    Google Scholar 

  • Folk, V. G., & Green, B. F. (1989). Adaptive estimation when the unidimensionality assumption of IRT is violated. Applied Psychological Measurement, 13, 373-389.

    Article  Google Scholar 

  • Follmann, D., & Wu, M. (1995). An approximate generalized linear model with random effects for informative missing data. Biometrics, 51, 151-168.

    Article  MATH  MathSciNet  Google Scholar 

  • Forster, J. J., & Smith, P. W. (1998). Model-based inference for categorical survey data subject to non-ignorable non-response. Journal of the Royal Statistical Society, Series B, 60, 57-70.

    Article  MATH  MathSciNet  Google Scholar 

  • Freedman, L. S., Graubard, B. I., & Schatzkin, A. (1992). Statistical validation of intermediate endpoints for chronic diseases. Statistics in Medicine, 11, 167-178.

    Article  Google Scholar 

  • Gail, M. H., Pfeiffer, R., van Houwelingen, H. C., & Carroll, R. J. (2000). On meta-analytic assessment of surrogate outcomes. Biostatistics, 1, 231-246.

    Article  MATH  Google Scholar 

  • Galecki, A. (1994). General class of covariance structures for two or more repeated factors in longitudinal data analysis. Communications in Statistics: Theory and Methods, 23, 3105-3119.

    Article  MATH  Google Scholar 

  • Genest, C., & McKay, J. (1986). The joy of copulas: bivariate distributions with uniform marginals. American Statistician, 40, 280-283.

    Article  MathSciNet  Google Scholar 

  • Geys, H., Molenberghs, G., & Ryan, L. M. (1997). Pseudo-likelihood inference for clustered binary data. Communications in Statistics: Theory and Methods, 26, 2743-2767.

    Article  MATH  MathSciNet  Google Scholar 

  • Geys, H., Molenberghs, G., & Ryan, L. (1999). Pseudolikelihood modeling of multivariate outcomes in developmental toxicology. Journal of the American Statistical Association, 94, 734-745.

    Article  Google Scholar 

  • Gueorguieva, R. (2001). A multivariate generalized linear mixed model for joint modelling of clustered outcomes in the exponential family. Statistical Modelling, 1, 177-193.

    Article  MATH  Google Scholar 

  • Goldstein, H. (1979). The design and analysis of longitudinal studies. London: Academic Press.

    MATH  Google Scholar 

  • Hartley, H. O., & Hocking, R. (1971). The analysis of incomplete data. Biometrics, 27, 7783-7808.

    Article  Google Scholar 

  • Harville, D. A. (1974). Bayesian inference for variance components using only error contrasts. Biometrika, 61, 383-385.

    Article  MATH  MathSciNet  Google Scholar 

  • Harville, D. A. (1976). Extension of the Gauss-Markov theorem to include the estimation of random effects. The Annals of Statistics, 4, 384-395.

    Article  MATH  MathSciNet  Google Scholar 

  • Harville, D. A. (1977). Maximum likelihood approaches to variance component estimation and to related problems. Journal of the American Statistical Association, 72, 320-340.

    Article  MATH  MathSciNet  Google Scholar 

  • Hedeker, D., & Gibbons, R. D. (1994). A random-effects ordinal regression model for multilevel analysis. Biometrics, 50, 933-944.

    Article  MATH  Google Scholar 

  • Hedeker, D., & Gibbons, R. D. (1996). MIXOR: A computer program for mixed-effects ordinal regression analysis. Computer Methods and Programs in Biomedicine, 49, 157-176.

    Article  Google Scholar 

  • Henderson, R., Diggle, P., & Dobson, A. (2000). Joint modelling of longitudinal measurements and event time data. Biostatistics, 1, 465-480.

    Article  MATH  Google Scholar 

  • Henderson, C. R., Kempthorne, O., Searle, S. R., & Von Krosig, C. N. (1959). Estimation of environmental and genetic trends from records subject to culling. Biometrics, 15, 192-218.

    Article  MATH  Google Scholar 

  • Hougaard, P. (1986). Survival models for heterogeneous populations derived from stable distributions. Biometrika, 73, 387-396.

    Article  MATH  MathSciNet  Google Scholar 

  • Hsieh, F., Tseng, Y.-K., & Wang, J.-L. (2006). Joint modeling of survival and longitudinal data: likelihood approach revisited. Biometrics, 62, 1037-1043.

    Article  MATH  MathSciNet  Google Scholar 

  • Jennrich, R. I., & Schluchter, M. D. (1986). Unbalanced repeated measures models with structured covariance matrices. Biometrics, 42, 805-820.

    Article  MATH  MathSciNet  Google Scholar 

  • Kenward, M. G., & Molenberghs, G. (1998). Likelihood based frequentist inference when data are missing at random. Statistical Science, 12, 236-247.

    MathSciNet  Google Scholar 

  • Krzanowski, W. J. (1988). Principles of multivariate analysis. Oxford: Clarendon Press.

    MATH  Google Scholar 

  • Lagakos, S. W., & Hoth, D. F. (1992). Surrogate markers in AIDS: Where are we? Where are we going? Annals of Internal Medicine, 116, 599-601.

    Google Scholar 

  • Laird, N. M., & Ware, J. H. (1982). Random effects models for longitudinal data. Biometrics, 38, 963-974.

    Article  MATH  Google Scholar 

  • Lang, J. B., & Agresti, A. (1994). Simultaneously modeling joint and marginal distributions of multivariate categorical responses. Journal of the American Statistical Association, 89, 625-632.

    Article  MATH  Google Scholar 

  • Lange, K. (2004). Optimization. New York: Springer.

    MATH  Google Scholar 

  • Lesko, L. J., & Atkinson, A. J. (2001). Use of biomarkers and surrogate endpoints in drug development and regulatory decision making: criteria, validation, strategies. Annual Review of Pharmacological Toxicology, 41, 347-366.

    Article  Google Scholar 

  • Liang, K.-Y., & Zeger, S. L. (1986). Longitudinal data analysis using generalized linear models. Biometrika, 73, 13-22.

    Article  MATH  MathSciNet  Google Scholar 

  • Liang, K.-Y., Zeger, S.L., & Qaqish, B. (1992). Multivariate regression analyses for categorical data. Journal of the Royal Statistical Society, Series B, 54, 3-40.

    MATH  MathSciNet  Google Scholar 

  • Lin, H., Turnbull, B., McCulloch, C., & Slate, E. (2002). Latent class models for joint analysis of longitudinal biomarker and event process data: Application to longitudinal prostate-specific antigen readings and prostate cancer. Journal of the American Statistical Association, 97, 53-65.

    Article  MATH  MathSciNet  Google Scholar 

  • Lipsitz, S. R., Laird, N. M., & Harrington, D. P. (1991). Generalized estimating equations for correlated binary data: using the odds ratio as a measure of association. Biometrika, 78, 153-160.

    Article  MathSciNet  Google Scholar 

  • Little, R. J. A., & Rubin, D. B. (2002). Statistical analysis with missing data. New York: John Wiley & Sons.

    MATH  Google Scholar 

  • Little, R. J. A., & Schluchter, M. D. (1985). Maximum likelihood estimation for mixed continuous and categorical data with missing values. Biometrika, 72, 497-512.

    Article  MATH  MathSciNet  Google Scholar 

  • Liu, L. C., & Hedeker, D. (2006). A mixed-effects regression model for longitudinal multivariate ordinal data. Biometrics, 62, 261-268.

    Article  MATH  MathSciNet  Google Scholar 

  • MacCallum, R., Kim, C., Malarkey, W., & Kiecolt-Glaser, J. (1997). Studying multivariate change using multilevel models and latent curve models. Multivariate Behavioral Research, 32, 215-253.

    Article  Google Scholar 

  • Mancl, L. A., & Leroux, B. G. (1996). Efficiency of regression estimates for clustered data. Biometrics, 52, 500-511.

    Article  MATH  Google Scholar 

  • McCullagh, P., & Nelder, J. A. (1989). Generalized linear models. London: Chapman & Hall/CRC.

    MATH  Google Scholar 

  • Michiels, B., Molenberghs, G., Bijnens, L., Vangeneugden, T., & Thijs, H. (2002). Selection models and pattern-mixture models to analyze longitudinal quality of life data subject to dropout. Statistics in Medicine, 21, 1023-1041.

    Article  Google Scholar 

  • Molenberghs, G., Burzykowski, T., Alonso, A., Assam, P., Tilahun, A., & Buyse, M. (2008). The meta-analytic framework for the evaluation of surrogate endpoints in clinical trials. Journal of Statistical Planning and Inference, 138, 432-449.

    Article  MATH  MathSciNet  Google Scholar 

  • Molenberghs, G., Burzykowski, T., Alonso, A., Assam, P., Tilahun, A., & Buyse, M. (2009). A unified framework for the evaluation of surrogate endpoints in clinical trials. Statistical Methods in Medical Research, 00, 000-000.

    Google Scholar 

  • Molenberghs, G., Geys, H., & Buyse, M. (2001). Evaluation of surrogate end-points in randomized experiments with mixed discrete and continuous outcomes. Statistics in Medicine, 20, 3023-3038.

    Article  Google Scholar 

  • Molenberghs, G., & Kenward, M. G. (2007). Missing data in clinical studies. Chichester: John Wiley & Sons.

    Book  Google Scholar 

  • Molenberghs, G., & Lesaffre, E. (1994). Marginal modelling of correlated ordinal data using a multivariate Plackett distribution. Journal of the American Statistical Association, 89, 633-644.

    Article  MATH  Google Scholar 

  • Molenberghs, G., & Lesaffre, E. (1999). Marginal modelling of multivariate categorical data. Statistics in Medicine, 18, 2237-2255.

    Article  Google Scholar 

  • Molenberghs, G., & Verbeke, G. (2005). Models for discrete longitudinal data. New York: Springer.

    MATH  Google Scholar 

  • Morrell, C. H., & Brant, L. J. (1991). Modelling hearing thresholds in the elderly. Statistics in Medicine, 10, 1453-1464.

    Article  Google Scholar 

  • Neuhaus, J. M., Kalbfleisch, J. D., & Hauck, W. W. (1991). A comparison of cluster-specific and population-averaged approaches for analyzing correlated binary data. International Statistical Review, 59, 25-30.

    Article  Google Scholar 

  • Ochi, Y., & Prentice, R. L. (1984). Likelihood inference in a correlated probit regression model. Biometrika, 71, 531-543.

    Article  MATH  MathSciNet  Google Scholar 

  • Olkin, I., & Tate, R. F. (1961). Multivariate correlation models with mixed discrete and continuous variables. Annals of Mathematical Statistics, 32, 448-465 (with correction in 36, 343-344).

    Google Scholar 

  • Oort, F. J. (2001). Three-mode models for multivariate longitudinal data. British Journal of Mathematical and Statistical Psychology, 54, 49-78.

    Article  Google Scholar 

  • Pearson, J. D., Morrell, C. H., Gordon-Salant, S., Brant, L. J., Metter, E. J., Klein, L. L., & Fozard, J. L. (1995). Gender differences in a longitudinal study of age-associated hearing loss. Journal of the Acoustical Society of America, 97, 1196-1205.

    Article  Google Scholar 

  • Pharmacological Therapy for Macular Degeneration Study Group (1997). Interferon α-IIA is ineffective for patients with choroidal neovascularization secondary to age-related macular degeneration. Results of a prospective randomized placebo-controlled clinical trial. Archives of Ophthalmology, 115, 865-872.

    Google Scholar 

  • Pinheiro, J. C., & Bates, D. M. (2000). Mixed effects models in S and S-Plus. New York: Springer.

    MATH  Google Scholar 

  • Prentice, R. L., & Zhao, L. P. (1991). Estimating equations for parameters in means and covariances of multivariate discrete and continuous responses. Biometrics, 47, 825-839.

    Article  MATH  MathSciNet  Google Scholar 

  • Potthoff, R. F., & Roy, S. N. (1964). A generalized multivariate analysis of variance model useful especially for growth curve problems. Biometrika, 51, 313-326.

    MATH  MathSciNet  Google Scholar 

  • Prentice, R. (1982). Covariate measurement errors and parameter estimates in a failure time regression model. Biometrika, 69, 331-342.

    Article  MATH  MathSciNet  Google Scholar 

  • Prentice, R. L. (1988). Correlated binary regression with covariates specific to each binary observation. Biometrics, 44, 1033-1048.

    Article  MATH  MathSciNet  Google Scholar 

  • Prentice, R. L. (1989). Surrogate endpoints in clinical trials: definitions and operational criteria. Statistics in Medicine, 8, 431-440.

    Article  Google Scholar 

  • Proust-Lima, C., Joly, P., Dartigues, J. F., & Jacqmin-Gadda, H. (2009). Joint modelling of multivariate longitudinal outcomes and a time-to-event: a nonlinear latent class approach. Computational Statistics and Data Analysis, 53, 1142-1154.

    Article  MATH  Google Scholar 

  • Raab, G. M., & Donnelly, C. A. (1999). Information on sexual behaviour when some data are missing. Applied Statistics, 48, 117-133.

    Google Scholar 

  • Regan, M. M., & Catalano, P. J. (1999a). Likelihood models for clustered binary and continuous outcomes: Application to developmental toxicology. Biometrics, 55, 760-768.

    Article  MATH  Google Scholar 

  • Regan, M. M., & Catalano, P. J. (1999b). Bivariate dose-response modeling and risk estimation in developmental toxicology. Journal of Agricultural, Biological and Environmental Statistics, 4, 217-237.

    Article  MathSciNet  Google Scholar 

  • Regan, M. M., & Catalano, P. J. (2000). Regression models for mixed discrete and continuous outcomes with clustering. Risk Analysis, 20, 363-376.

    Article  Google Scholar 

  • Regan, M. M., & Catalano, P. J. (2002). Combined continuous and discrete outcomes. In M. Aerts, H. Geys, G. Molenberghs, & L. Ryan (Eds.), Topics in modelling of clustered data. London: Chapman & Hall.

    Google Scholar 

  • Renard, D., Geys, H., Molenberghs, G., Burzykowski, T., & Buyse, M. (2002). Validation of surrogate endpoints in multiple randomized clinical trials with discrete outcomes. Biometrical Journal, 44, 1-15.

    Article  MathSciNet  Google Scholar 

  • Rizopoulos, D., Verbeke, G., & Molenberghs, G. (2009a). Multiple-imputation-based residuals and diagnostic plots for joint models of longitudinal and survival outcomes. Biometrics, to appear. doi: 10.1111/j.1541-0420.2009.01273.x

    Google Scholar 

  • Rizopoulos, D., Verbeke, G., & Lesaffre, E. (2009b). Fully exponential Laplace approximation for the joint modelling of survival and longitudinal data. Journal of the Royal Statistical Society, Series B, 71, 637-654.

    Article  Google Scholar 

  • Rizopoulos, D., Verbeke, G., & Molenberghs, G. (2008). Shared parameter models under random effects misspecification. Biometrika, 95, 63-74.

    Article  MATH  MathSciNet  Google Scholar 

  • Robins, J. M., Rotnitzky, A., & Scharfstein, D. O. (1998). Semiparametric regression for repeated outcomes with non-ignorable non-response. Journal of the American Statistical Association, 93, 1321-1339.

    Article  MATH  MathSciNet  Google Scholar 

  • Robins, J. M., Rotnitzky, A., & Zhao, L. P. (1995). Analysis of semiparametric regression models for repeated outcomes in the presence of missing data. Journal of the American Statistical Association, 90, 106-121.

    Article  MATH  MathSciNet  Google Scholar 

  • Roy, J., & Lin, X. (2000). Latent variable models for longitudinal data with multiple continuous outcomes. Biometrics, 56, 1047-1054.

    Article  MATH  MathSciNet  Google Scholar 

  • Rubin, D. B. (1987). Multiple imputation for nonresponse in surveys. New York: John Wiley & Sons.

    Book  Google Scholar 

  • Rubin, D. B., Stern, H. S., & Vehovar, V. (1995). Handling “don’t know” survey responses: The case of the Slovenian plebiscite. Journal of the American Statistical Association, 90, 822-828.

    Article  Google Scholar 

  • Sammel, M. D., Ryan, L. M., & Legler, J. M. (1997). Latent variable models for mixed discrete and continuous outcomes. Journal of the Royal Statistical Society, Series B, 59, 667-678.

    Article  MATH  Google Scholar 

  • Schafer J. L. (1997). Analysis of incomplete multivariate data. London: Chapman & Hall.

    MATH  Google Scholar 

  • Schafer, J. L. (2003). Multiple imputation in multivariate problems when the imputation and analysis models differ. Statistica Neerlandica, 57, 19-35.

    Article  MathSciNet  Google Scholar 

  • Schatzkin, A., & Gail, M. (2002). The promise and peril of surrogate end points in cancer research. Nature Reviews Cancer, 2, 19-27.

    Article  Google Scholar 

  • Schemper, M., & Stare, J. (1996). Explained variation in survival analysis. Statistics in Medicine, 15, 1999-2012.

    Article  Google Scholar 

  • Self, S., & Pawitan, Y. (1992). Modeling a marker of disease progression and onset of disease. In N.P. Jewell, K. Dietz, & V.T. Farewell (Eds.), AIDS epidemiology: Methodological issues. Boston: Birkhauser.

    Google Scholar 

  • Shah, A., Laird, N., & Schoenfeld, D. (1997). A random-effects model for multiple characteristics with possibly missing data. Journal of the American Statistical Association, 92, 775-779.

    Article  MATH  MathSciNet  Google Scholar 

  • Shannon, C. (1948). A mathematical theory of communication. Bell System Technical Journal, 27, 379-423 and 623-656.

    Google Scholar 

  • Shock, N. W., Greullich, R. C., Andres, R., Arenberg, D., Costa, P. T., Lakatta, E. G., & Tobin, J. D. (1984). Normal human aging: The Baltimore Longitudinal Study of Aging. National Institutes of Health publication 84-2450.

    Google Scholar 

  • Shih, J. H., & Louis, T. A. (1995). Inferences on association parameter in copula models for bivariate survival data. Biometrics, 51, 1384-1399.

    Article  MATH  MathSciNet  Google Scholar 

  • Sivo, S. A. (2001). Multiple indicator stationary time series models. Structural Equation Modeling, 8, 599-612.

    Article  MathSciNet  Google Scholar 

  • Song, X., Davidian, M., & Tsiatis, A. (2002). A semiparameteric likelihood approach to joint modeling of longitudinal and time-to-event data. Biometrics, 58, 742-753.

    Article  MathSciNet  Google Scholar 

  • Tate, R. F. (1954). Correlation between a discrete and a continuous variable. Annals of Mathematical Statistics, 25, 603-607.

    Article  MATH  MathSciNet  Google Scholar 

  • Tate, R.F. (1955). The theory of correlation between two continuous variables when one is dichotomized. Biometrika, 42, 205-216.

    MATH  MathSciNet  Google Scholar 

  • Thijs, H., Molenberghs, G., Michiels, B., Verbeke, G., & Curran, D. (2002). Strategies to fit pattern-mixture models. Biostatistics, 3, 245-265.

    Article  MATH  Google Scholar 

  • Therneau, T., & Grambsch, P. (2000). Modeling survival data: Extending the Cox Model. New York: Springer.

    MATH  Google Scholar 

  • Thiébaut, R., Jacqmin-Gadda, H., Chêne, G., Leport, C., & Commenges, D. (2002). Bivariate linear mixed models using SAS PROC MIXED. Computer Methods and Programs in Biomedicine, 69, 249-256.

    Article  Google Scholar 

  • Thum, Y. M. (1997). Hierarchical linear models for multivariate outcomes. Journal of Educational and Behavioral Statistics, 22, 77-108.

    Google Scholar 

  • Tibaldi, F. S, Cortiñas Abrahantes, J., Molenberghs, G., Renard, D., Burzykowski, T., Buyse, M., Parmar, M., Stijnen, T., & Wolfinger, R. (2003). Simplified hierarchical linear models for the evaluation of surrogate endpoints. Journal of Statistical Computation and Simulation, 73, 643-658.

    Article  MATH  MathSciNet  Google Scholar 

  • Tseng, Y.-K., Hsieh, F., & Wang, J.-L. (2005). Joint modelling of accelerated failure time and longitudinal data. Biometrika, 92, 587-603.

    Article  MATH  MathSciNet  Google Scholar 

  • Tsiatis, A., & Davidian, M. (2001). A semiparametric estimator for the proportional hazards model with longitudinal covariates measured with error. Biometrika, 88, 447-458.

    Article  MATH  MathSciNet  Google Scholar 

  • Tsiatis, A., & Davidian, M. (2004). Joint modeling of longitudinal and time-to-event data: An overview. Statistica Sinica, 14, 809-834.

    MATH  MathSciNet  Google Scholar 

  • Tsiatis, A., DeGruttola, V., & Wulfsohn, M. (1995). Modeling the relationship of survival to longitudinal data measured with error: applications to survival and CD4 counts in patients with AIDS. Journal of the American Statistical Association, 90, 27-37.

    Article  MATH  Google Scholar 

  • Van der Laan, M. J., & Robins, J. M. (2002). Unified methods for censored longitudinal data and causality. New York: Springer.

    Google Scholar 

  • Verbeke, G., Lesaffre, E., & Spiessens, B. (2001). The practical use of different strategies to handle dropout in longitudinal studies. Drug Information Journal, 35, 419-434.

    Google Scholar 

  • Verbeke, G., & Molenberghs, G. (2000). Linear mixed models for longitudinal data. New York: Springer.

    MATH  Google Scholar 

  • Verbeke, G., Molenberghs, G., Thijs, H., Lesaffre, E., & Kenward, M. G. (2001). Sensitivity analysis for non-random dropout: A local influence approach. Biometrics, 57, 7-14.

    Article  MathSciNet  Google Scholar 

  • Wang, Y., & Taylor, J. (2001). Jointly modeling longitudinal and event time data with application to acquired immunodeficiency syndrome. Journal of the American Statistical Association, 96, 895-905.

    Article  MATH  MathSciNet  Google Scholar 

  • Wolfinger, R. D. (1998). Towards practical application of generalized linear mixed models. In B. Marx & H. Friedl (Eds.), Proceedings of the 13th International Workshop on Statistical Modeling (pp. 388-395). New Orleans, Louisiana, USA.

    Google Scholar 

  • Wolfinger, R., & O’Connell, M. (1993). Generalized linear mixed models: a pseudo-likelihood approach. Journal of Statistical Computation and Simulation, 48, 233-243.

    Article  MATH  Google Scholar 

  • Wu, M., & Carroll, R. (1988). Estimation and comparison of changes in the presence of informative right censoring by modeling the censoring process. Biometrics, 44, 175-188.

    Article  MATH  MathSciNet  Google Scholar 

  • Wulfsohn, M., & Tsiatis, A. (1997). A joint model for survival and longitudinal data measured with error. Biometrics, 53, 330-339.

    Article  MATH  MathSciNet  Google Scholar 

  • Xu, J., & Zeger, S. (2001). Joint analysis of longitudinal data comprising repeated measures and times to events. Applied Statistics, 50, 375-387.

    MATH  MathSciNet  Google Scholar 

  • Yu, M., Law, N., Taylor, J., & Sandler, H. (2004). Joint longitudinal-survival-cure models and their application to prostate cancer. Statistica Sinica, 14, 835-832.

    MATH  MathSciNet  Google Scholar 

  • Zhao, L. P., Prentice, R. L., & Self, S. G. (1992). Multivariate mean parameter estimation by using a partly exponential model. Journal of the Royal Statistical Society B, 54, 805-811.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Geert Verbeke .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2010 Springer Berlin Heidelberg

About this chapter

Cite this chapter

Verbeke, G., Molenberghs, G., Rizopoulos, D. (2010). Random Effects Models for Longitudinal Data. In: van Montfort, K., Oud, J., Satorra, A. (eds) Longitudinal Research with Latent Variables. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11760-2_2

Download citation

Publish with us

Policies and ethics