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Permanent URI for this collectionhttps://hdl.handle.net/11443/932

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    Linear mixed effects models for non-Gaussian continuous repeated measurement data
    (WILEY, 2020-01-01) Asar, Ozgur; Bolin, David; Diggle, Peter J.; Wallin, Jonas
    We consider the analysis of continuous repeated measurement outcomes that are collected longitudinally. A standard framework for analysing data of this kind is a linear Gaussian mixed effects model within which the outcome variable can be decomposed into fixed effects, time invariant and time-varying random effects, and measurement noise. We develop methodology that, for the first time, allows any combination of these stochastic components to be non-Gaussian, using multivariate normal variance-mean mixtures. To meet the computational challenges that are presented by large data sets, i.e. in the current context, data sets with many subjects and/or many repeated measurements per subject, we propose a novel implementation of maximum likelihood estimation using a computationally efficient subsampling-based stochastic gradient algorithm. We obtain standard error estimates by inverting the observed Fisher information matrix and obtain the predictive distributions for the random effects in both filtering (conditioning on past and current data) and smoothing (conditioning on all data) contexts. To implement these procedures, we introduce an R package: ngme. We reanalyse two data sets, from cystic fibrosis and nephrology research, that were previously analysed by using Gaussian linear mixed effects models.
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    Robust joint modelling of longitudinal and survival data: Incorporating a time-varying degrees-of-freedom parameter
    (WILEY, 2021-01-01) McFetridge, Lisa M.; Asar, Ozgur; Wallin, Jonas
    Monitoring of individual biomarkers has the potential of explaining the hazard of survival outcomes. In practice, these measurements are intermittently observed and are known to be subject to substantial measurement error. Joint modelling of longitudinal and survival data enables us to associate intermittently measured error-prone biomarkers with risks of survival outcomes and thus plays an important role in the analysis of medical data. Most of the joint models available in the literature have been built on the Gaussian assumption. This makes them sensitive to outliers. In this work, we study a range of robust models to address this issue. Of particular interest is the common occurrence in medical data that outliers can occur with different frequencies over time, for example, in the period when patients adjust to treatment changes. Motivated by the analysis of data gathered from patients with primary biliary cirrhosis, a new model with a time-varying robustness is introduced. Through both the motivating example and a simulation study, this research not only stresses the need to account for longitudinal outliers in the analysis of medical data and in joint modelling research but also highlights the bias and inefficiency from not properly estimating the degrees-of-freedom parameter. This work presents a number of methods in addition to the time-varying robustness, and each method can be fitted using the R package robjm.