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

Author

Listed:
  • Jaeun Choi

    (Albert Einstein College of Medicine)

  • Jianwen Cai

    (University of North Carolina at Chapel Hill)

  • Donglin Zeng

    (University of North Carolina at Chapel Hill)

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.

Suggested Citation

  • Jaeun Choi & Jianwen Cai & Donglin Zeng, 2017. "Penalized Likelihood Approach for Simultaneous Analysis of Survival Time and Binary Longitudinal Outcome," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(2), pages 190-216, November.
    • Handle: RePEc:spr:sankhb:v:79:y:2017:i:2:d:10.1007_s13571-017-0132-3
    DOI: 10.1007/s13571-017-0132-3
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