A two-level copula joint model for joint analysis of longitudinal and competing risks data

Abstract

In this article, we propose a two-level copula joint model to analyze clinical data with multiple disparate continuous longitudinal outcomes and multiple event-times in the presence of competing risks. At the first level, we use a copula to model the dependence between competing latent event-times, in the process constructing the submodel for the observed event-time, and employ the Gaussian copula to construct the submodel for the longitudinal outcomes that accounts for their conditional dependence; these submodels are glued together at the second level via the Gaussian copula to construct a joint model that incorporates conditional dependence between the observed event-time and the longitudinal outcomes. To have the flexibility to accommodate skewed data and examine possibly different covariate effects on quantiles of a non-Gaussian outcome, we propose linear quantile mixed models for the continuous longitudinal data. We adopt a Bayesian framework for model estimation and inference via Markov Chain Monte Carlo sampling. We examine the performance of the copula joint model through a simulation study and show that our proposed method outperforms the conventional approach assuming conditional independence with smaller biases and better coverage probabilities of the Bayesian credible intervals. Finally, we carry out an analysis of clinical data on renal transplantation for illustration.

Keywords: Bayesian inference; Gaussian copula mixed model; Watanabe-Akaike information criterion; clayton copula; conditional dependence; deviance information criterion.