This function fits joint latent class mixed models for a longitudinal
outcome and a right-censored (possibly left-truncated) time-to-event. The
function handles competing risks and Gaussian or non Gaussian (curvilinear)
longitudinal outcomes. For curvilinear longitudinal outcomes, normalizing
continuous functions (splines or Beta CDF) can be specified as in
lcmm.
Jointlcmm(
fixed,
mixture,
random,
subject,
classmb,
ng = 1,
idiag = FALSE,
nwg = FALSE,
survival,
hazard = "Weibull",
hazardtype = "Specific",
hazardnodes = NULL,
hazardrange = NULL,
TimeDepVar = NULL,
link = NULL,
intnodes = NULL,
epsY = 0.5,
range = NULL,
cor = NULL,
data,
B,
convB = 1e-04,
convL = 1e-04,
convG = 1e-04,
maxiter = 100,
nsim = 100,
prior = NULL,
logscale = FALSE,
subset = NULL,
na.action = 1,
posfix = NULL,
partialH = FALSE,
verbose = FALSE,
returndata = FALSE,
var.time = NULL,
nproc = 1,
clustertype = NULL
)jlcmm(
fixed,
mixture,
random,
subject,
classmb,
ng = 1,
idiag = FALSE,
nwg = FALSE,
survival,
hazard = "Weibull",
hazardtype = "Specific",
hazardnodes = NULL,
hazardrange = NULL,
TimeDepVar = NULL,
link = NULL,
intnodes = NULL,
epsY = 0.5,
range = NULL,
cor = NULL,
data,
B,
convB = 1e-04,
convL = 1e-04,
convG = 1e-04,
maxiter = 100,
nsim = 100,
prior = NULL,
logscale = FALSE,
subset = NULL,
na.action = 1,
posfix = NULL,
partialH = FALSE,
verbose = FALSE,
returndata = FALSE,
var.time = NULL,
nproc = 1,
clustertype = NULL
)
The list returned is:
log-likelihood of the model
vector of parameter estimates in the same order as specified in
B and detailed in section details
if the model converged (conv=1 or 3), vector containing
the upper triangle matrix of variance-covariance estimates of Best
with exception for variance-covariance parameters of the random-effects for
which V contains the variance-covariance estimates of the Cholesky
transformed parameters displayed in cholesky.
If conv=2, V contains the second derivatives of the log-likelihood.
vector of convergence criteria: 1. on the parameters, 2. on the likelihood, 3. on the derivatives
status of convergence: =1 if the convergence criteria were satisfied, =2 if the maximum number of iterations was reached, =4 or 5 if a problem occured during optimisation
the matched call
number of Marquardt iterations
table of
individual predictions and residuals; it includes marginal predictions
(pred_m), marginal residuals (resid_m), subject-specific predictions
(pred_ss) and subject-specific residuals (resid_ss) averaged over classes,
the observation (obs) and finally the class-specific marginal and
subject-specific predictions (with the number of the latent class:
pred_m_1,pred_m_2,...,pred_ss_1,pred_ss_2,...). If var.time
is specified, the corresponding measurement time is also included.
table of posterior classification and posterior individual class-membership probabilities based on the longitudinal data and the time-to-event data
table of posterior classification and posterior individual class-membership probabilities based only on the longitudinal data
table containing individual predictions of the random-effects: a column per random-effect, a line per subject
vector containing the estimates of the Cholesky transformed parameters of the variance-covariance matrix of the random-effects
Statistic of the Score Test for the conditional independence assumption of the longitudinal and survival data given the latent class structure. Under the null hypothesis, the statistics is a Chi-square with p degrees of freedom where p indicates the number of random-effects in the longitudinal mixed model. See Jacqmin-Gadda and Proust-Lima (2009) for more details.
table of predictions giving for the window of times to event (called "time"), the predicted baseline risk function in each latent class (called "RiskFct") and the predicted cumulative baseline risk function in each latent class (called "CumRiskFct").
internal information about the hazard specification used in related functions
the original data set (if returndata is TRUE)
two-sided linear formula object for the fixed-effects in the
linear mixed model. The response outcome is on the left of ~ and the
covariates are separated by + on the right of the ~. By
default, an intercept is included. If no intercept, -1 should be the
first term included on the right of ~.
one-sided formula object for the class-specific fixed effects
in the linear mixed model (to specify only for a number of latent classes
greater than 1). Among the list of covariates included in fixed, the
covariates with class-specific regression parameters are entered in
mixture separated by +. By default, an intercept is included.
If no intercept, -1 should be the first term included.
optional one-sided formula for the random-effects in the
linear mixed model. Covariates with a random-effect are separated by
+. By default, an intercept is included. If no intercept, -1
should be the first term included.
name of the covariate representing the grouping structure (called subject identifier) specified with ''.
optional one-sided formula describing the covariates in the
class-membership multinomial logistic model. Covariates included are
separated by +. No intercept should be included in this formula.
optional number of latent classes considered. If ng=1 (by
default) no mixture nor classmb should be specified. If
ng>1, mixture is required.
optional logical for the structure of the variance-covariance
matrix of the random-effects. If FALSE, a non structured matrix of
variance-covariance is considered (by default). If TRUE a diagonal
matrix of variance-covariance is considered.
optional logical indicating if the variance-covariance of the
random-effects is class-specific. If FALSE the variance-covariance
matrix is common over latent classes (by default). If TRUE a
class-specific proportional parameter multiplies the variance-covariance
matrix in each class (the proportional parameter in the last latent class
equals 1 to ensure identifiability).
two-sided formula object. The left side of the formula
corresponds to a surv() object of type "counting" for right-censored
and left-truncated data (example: Surv(Time,EntryTime,Indicator)) or
of type "right" for right-censored data (example:
Surv(Time,Indicator)). Multiple causes of event can be considered in
the Indicator (0 for censored, k for cause k of event). The right side of
the formula specifies the names of covariates to include in the survival
model with mixture() when the effect is class-specific (example:
Surv(Time,Indicator) ~ X1 + mixture(X2) for a class-common
effect of X1 and a class-specific effect of X2). In the presence of
competing events, covariate effects are common by default. Code
cause(X3) specifies a cause-specific covariate effect for X3 on each
cause of event while cause1(X3) (or cause2(X3), ...) specifies
a cause-specific effect of X3 on the first (or second, ...) cause only.
optional family of hazard function assumed for the survival
model. By default, "Weibull" specifies a Weibull baseline risk function.
Other possibilities are "piecewise" for a piecewise constant risk function
or "splines" for a cubic M-splines baseline risk function. For these two
latter families, the number of nodes and the location of the nodes should be
specified as well, separated by -. The number of nodes is entered
first followed by -, then the location is specified with "equi",
"quant" or "manual" for respectively equidistant nodes, nodes at quantiles
of the times of event distribution or interior nodes entered manually in
argument hazardnodes. It is followed by - and finally
"piecewise" or "splines" indicates the family of baseline risk function
considered. Examples include "5-equi-splines" for M-splines with 5
equidistant nodes, "6-quant-piecewise" for piecewise constant risk over 5
intervals and nodes defined at the quantiles of the times of events
distribution and "9-manual-splines" for M-splines risk function with 9
nodes, the vector of 7 interior nodes being entered in the argument
hazardnodes. In the presence of competing events, a vector of hazards
should be provided such as hazard=c("Weibull","splines" with 2 causes
of event, the first one modelled by a Weibull baseline cause-specific risk
function and the second one by splines.
optional indicator for the type of baseline risk function when ng>1. By default "Specific" indicates a class-specific baseline risk function. Other possibilities are "PH" for a baseline risk function proportional in each latent class, and "Common" for a baseline risk function that is common over classes. In the presence of competing events, a vector of hazardtypes should be given.
optional vector containing interior nodes if
splines or piecewise is specified for the baseline hazard
function in hazard.
optional vector indicating the range of the survival times (that is the minimum and maximum). By default, the range is defined according to the minimum and maximum observed values of the survival times. The option should be used only for piecewise constant and Splines hazard functions.
optional vector containing an intermediate time corresponding to a change in the risk of event. This time-dependent covariate can only take the form of a time variable with the assumption that there is no effect on the risk before this time and a constant effect on the risk of event after this time (example: initiation of a treatment to account for).
optional family of link functions to estimate. By default,
"linear" option specifies a linear link function leading to a standard
linear mixed model (homogeneous or heterogeneous as estimated in
hlme). Other possibilities include "beta" for estimating a link
function from the family of Beta cumulative distribution functions,
"thresholds" for using a threshold model to describe the correspondence
between each level of an ordinal outcome and the underlying latent process,
and "Splines" for approximating the link function by I-splines. For this
latter case, the number of nodes and the nodes location should be also
specified. The number of nodes is first entered followed by -, then
the location is specified with "equi", "quant" or "manual" for respectively
equidistant nodes, nodes at quantiles of the marker distribution or interior
nodes entered manually in argument intnodes. It is followed by
- and finally "splines" is indicated. For example, "7-equi-splines"
means I-splines with 7 equidistant nodes, "6-quant-splines" means I-splines
with 6 nodes located at the quantiles of the marker distribution and
"9-manual-splines" means I-splines with 9 nodes, the vector of 7 interior
nodes being entered in the argument intnodes.
optional vector of interior nodes. This argument is only required for a I-splines link function with nodes entered manually.
optional definite positive real used to rescale the marker in (0,1) when the beta link function is used. By default, epsY=0.5.
optional vector indicating the range of the outcome (that is the minimum and maximum). By default, the range is defined according to the minimum and maximum observed values of the outcome. The option should be used only for Beta and Splines transformations.
optional brownian motion or autoregressive process modeling the correlation between the observations. "BM" or "AR" should be specified, followed by the time variable between brackets. By default, no correlation is added.
optional data frame containing the variables named in
fixed, mixture, random, classmb and
subject.
optional specification for the initial values for the parameters.
Three options are allowed: (1) a vector of initial values is entered (the
order in which the parameters are included is detailed in details
section). (2) nothing is specified. A preliminary analysis involving the
estimation of a standard linear mixed model is performed to choose initial
values. (3) when ng>1, a Jointlcmm object is entered. It should correspond
to the exact same structure of model but with ng=1. The program will
automatically generate initial values from this model. This specification
avoids the preliminary analysis indicated in (2) Note that due to possible
local maxima, the B vector should be specified and several different
starting points should be tried.
optional threshold for the convergence criterion based on the parameter stability. By default, convB=0.0001.
optional threshold for the convergence criterion based on the log-likelihood stability. By default, convL=0.0001.
optional threshold for the convergence criterion based on the derivatives. By default, convG=0.0001.
optional maximum number of iterations for the Marquardt iterative algorithm. By default, maxiter=150.
optional number of points for the predicted survival curves and predicted baseline risk curves. By default, nsim=100.
optional name of a covariate containing a prior information about the latent class membership. The covariate should be an integer with values in 0,1,...,ng. Value O indicates no prior for the subject while a value in 1,...,ng indicates that the subject belongs to the corresponding latent class.
optional boolean indicating whether an exponential (logscale=TRUE) or a square (logscale=FALSE -by default) transformation is used to ensure positivity of parameters in the baseline risk functions. See details section
a specification of the rows to be used: defaults to all rows. This can be any valid indexing vector for the rows of data or if that is not supplied, a data frame made up of the variable used in formula.
Integer indicating how NAs are managed. The default is 1 for 'na.omit'. The alternative is 2 for 'na.fail'. Other options such as 'na.pass' or 'na.exclude' are not implemented in the current version.
Optional vector specifying the indices in vector B of the parameters that should not be estimated. Default to NULL, all parameters are estimated.
optional logical for Piecewise and Splines baseline risk functions and Splines link functions only. Indicates whether the parameters of the baseline risk or link functions can be dropped from the Hessian matrix to define convergence criteria.
logical indicating if information about computation should be reported. Default to TRUE.
logical indicating if data used for computation should be returned. Default to FALSE, data are not returned.
optional character indicating the name of the time variable.
the number cores for parallel computation. Default to 1 (sequential mode).
optional character indicating the type of cluster for parallel computation.
Cecile Proust Lima, Amadou Diakite and Viviane Philipps
A. BASELINE RISK FUNCTIONS
For the baseline risk functions, the following parameterizations were considered. Be careful, parametrisations changed in lcmm_V1.5:
1. With the "Weibull" function: 2 parameters are necessary w_1 and w_2 so that the baseline risk function a_0(t) = w_1^2*w_2^2*(w_1^2*t)^(w_2^2-1) if logscale=FALSE and a_0(t) = exp(w_1)*exp(w_2)(t)^(exp(w_2)-1) if logscale=TRUE.
2. with the "piecewise" step function and nz nodes (y_1,...y_nz), nz-1 parameters are necesssary p_1,...p_nz-1 so that the baseline risk function a_0(t) = p_j^2 for y_j < t =< y_j+1 if logscale=FALSE and a_0(t) = exp(p_j) for y_j < t =< y_j+1 if logscale=TRUE.
3. with the "splines" function and nz nodes (y_1,...y_nz), nz+2 parameters are necessary s_1,...s_nz+2 so that the baseline risk function a_0(t) = sum_j s_j^2 M_j(t) if logscale=FALSE and a_0(t) = sum_j exp(s_j) M_j(t) if logscale=TRUE where M_j is the basis of cubic M-splines.
Two parametrizations of the baseline risk function are proposed (logscale=TRUE or FALSE) because in some cases, especially when the instantaneous risks are very close to 0, some convergence problems may appear with one parameterization or the other. As a consequence, we recommend to try the alternative parameterization (changing logscale option) when a joint latent class model does not converge (maximum number of iterations reached) where as convergence criteria based on the parameters and likelihood are small.
B. THE VECTOR OF PARAMETERS B
The parameters in the vector of initial values B or in the vector of
maximum likelihood estimates best are included in the following
order: (1) ng-1 parameters are required for intercepts in the latent class
membership model, and if covariates are included in classmb, ng-1
parameters should be entered for each one; (2) parameters for the baseline
risk function: 2 parameters for each Weibull, nz-1 for each piecewise
constant risk and nz+2 for each splines risk; this number should be
multiplied by ng if specific hazard is specified; otherwise, ng-1 additional
proportional effects are expected if PH hazard is specified; otherwise
nothing is added if common hazard is specified. In the presence of competing
events, the number of parameters should be adapted to the number of causes
of event; (3) for all covariates in survival, ng parameters are
required if the covariate is inside a mixture(), otherwise 1
parameter is required. Covariates parameters should be included in the same
order as in survival. In the presence of cause-specific effects, the
number of parameters should be multiplied by the number of causes; (4) for
all covariates in fixed, one parameter is required if the covariate
is not in mixture, ng parameters are required if the covariate is
also in mixture. Parameters should be included in the same order as
in fixed; (5) the variance of each random-effect specified in
random (including the intercept) if idiag=TRUE and the
inferior triangular variance-covariance matrix of all the random-effects if
idiag=FALSE; (6) only if nwg=TRUE, ng-1 parameters for
class-specific proportional coefficients for the variance covariance matrix
of the random-effects; (7) the variance of the residual error.
C. CAUTION
Some caution should be made when using the program:
(1) As the log-likelihood of a latent class model can have multiple maxima,
a careful choice of the initial values is crucial for ensuring convergence
toward the global maximum. The program can be run without entering the
vector of initial values (see point 2). However, we recommend to
systematically enter initial values in B and try different sets of
initial values.
(2) The automatic choice of initial values that we provide requires the
estimation of a preliminary linear mixed model. The user should be aware
that first, this preliminary analysis can take time for large datatsets and
second, that the generated initial values can be very not likely and even
may converge slowly to a local maximum. This is a reason why several
alternatives exist. The vector of initial values can be directly specified
in B the initial values can be generated (automatically or randomly)
from a model with ng=. Finally, function gridsearch performs
an automatic grid search.
(3) Convergence criteria are very strict as they are based on derivatives of the log-likelihood in addition to the parameter and log-likelihood stability. In some cases, the program may not converge and reach the maximum number of iterations fixed at 150. In this case, the user should check that parameter estimates at the last iteration are not on the boundaries of the parameter space. If the parameters are on the boundaries of the parameter space, the identifiability of the model is critical. This may happen especially when baseline risk functions involve splines (value close to the lower boundary - 0 with logscale=F -infinity with logscale=F) or classmb parameters that are too high or low (perfect classification) or linkfunction parameters. When identifiability of some parameters is suspected, the program can be run again from the former estimates by fixing the suspected parameters to their value with option posfix. This usually solves the problem. An alternative is to remove the parameters of the Beta of Splines link function from the inverse of the Hessian with option partialH. If not, the program should be run again with other initial values. Some problems of convergence may happen when the instantaneous risks of event are very low and "piecewise" or "splines" baseline risk functions are specified. In this case, changing the parameterization of the baseline risk functions with option logscale is recommended (see paragraph A for details).
Proust-Lima C, Philipps V, Liquet B (2017). Estimation of Extended Mixed Models Using Latent Classes and Latent Processes: The R Package lcmm. Journal of Statistical Software, 78(2), 1-56. doi:10.18637/jss.v078.i02
Lin, H., Turnbull, B. W., McCulloch, C. E. and Slate, E. H. (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.
Proust-Lima, C. and Taylor, J. (2009). Development and validation of a dynamic prognostic tool for prostate cancer recurrence using repeated measures of post-treatment PSA: a joint modelling approach. Biostatistics 10, 535-49.
Jacqmin-Gadda, H. and Proust-Lima, C. (2010). Score test for conditional independence between longitudinal outcome and time-to-event given the classes in the joint latent class model. Biometrics 66(1), 11-9
Proust-Lima, Sene, Taylor and Jacqmin-Gadda (2014). Joint latent class models of longitudinal and time-to-event data: a review. Statistical Methods in Medical Research 23, 74-90.
postprob, plot.Jointlcmm,
plot.predict, epoce