Standard error estimation using the EM algorithm for the joint modeling of survival and longitudinal data.
Joint modeling of survival and longitudinal data has been studied extensively in the recent literature. The likelihood approach is one of the most popular estimation methods employed within the joint modeling framework. Typically, the parameters are estimated using maximum likelihood, with computation performed by the expectation maximization (EM) algorithm. However, one drawback of this approach is that standard error (SE) estimates are not automatically produced when using the EM algorithm. Many different procedures have been proposed to obtain the asymptotic covariance matrix for the parameters when the number of parameters is typically small. In the joint modeling context, however, there may be an infinite-dimensional parameter, the baseline hazard function, which greatly complicates the problem, so that the existing methods cannot be readily applied. The profile likelihood and the bootstrap methods overcome the difficulty to some extent; however, they can be computationally intensive. In this paper, we propose two new methods for SE estimation using the EM algorithm that allow for more efficient computation of the SE of a subset of parametric components in a semiparametric or high-dimensional parametric model. The precision and computation time are evaluated through a thorough simulation study. We conclude with an application of our SE estimation method to analyze an HIV clinical trial dataset.
Department of Statistics, University of California, Davis, CA 95616, USA.
Cong
C
Xu
Department of Statistics, University of California, Davis, CA 95616, USA.
Paul D
PD
Baines
Department of Statistics, University of California, Davis, CA 95616, USA jlwang.ucdavis@gmail.com.
Jane-Ling
JL
Wang
D000465:Algorithms; D003627:Data Interpretation, Statistical; D015658:HIV Infections / Q000188:drug therapy; D006801:Humans; D015233:Models, Statistical; D016032:Randomized Controlled Trials as Topic / Q000706:statistics & numerical data; D016019:Survival Analysis; D013997:Time Factors
EM algorithm; HIV clinical trial; Numerical differentiation; Observed information matrix; Profile likelihood; Semiparametric joint modeling