A time-varying bivariate copula joint model for longitudinal and time-to-event data

TL;DR

This paper introduces a novel time-varying bivariate copula joint model that jointly analyzes longitudinal and survival data, capturing dynamic associations beyond traditional random effects models.

Contribution

It proposes a flexible copula-based joint modeling approach that accounts for time-varying associations, improving robustness and predictive performance over existing models.

Findings

Parameter estimators are robust against copula misspecification.

The model outperforms regular joint models in survival prediction.

Simulation studies validate the model's effectiveness.

Abstract

A time-varying bivariate copula joint model, which models the repeatedly measured longitudinal outcome at each time point and the survival data jointly by both the random effects and time-varying bivariate copulas, is proposed in this paper. A regular joint model normally supposes there exist subject-specific latent random effects or classes shared by the longitudinal and time-to-event processes and the two processes are conditionally independent given these latent variables. Under this assumption, the joint likelihood of the two processes is straightforward to derive and their association, as well as heterogeneity among the population, are naturally introduced by the unobservable latent variables. However, because of the unobservable nature of these latent variables, the conditional independence assumption is difficult to verify. Therefore, besides the random effects, a time-varying bivariate copula is introduced to account for the extra time-dependent association between the two processes. The proposed model includes a regular joint model as a special case under some copulas. Simulation studies indicates the parameter estimators in the proposed model are robust against copula misspecification and it has superior performance in predicting survival probabilities compared to the regular joint model. A real data application on the Primary biliary cirrhosis (PBC) data is performed.