Joint modelling of longitudinal and survival data: incorporating delayed entry and an assessment of model misspecification

A now common goal in medical research is to investigate the inter‐relationships between a repeatedly measured biomarker, measured with error, and the time to an event of interest. This form of question can be tackled with a joint longitudinal‐survival model, with the most common approach combining a longitudinal mixed effects model with a proportional hazards survival model, where the models are linked through shared random effects. In this article, we look at incorporating delayed entry (left truncation), which has received relatively little attention. The extension to delayed entry requires a second set of numerical integration, beyond that required in a standard joint model. We therefore implement two sets of fully adaptive Gauss–Hermite quadrature with nested Gauss–Kronrod quadrature (to allow time‐dependent association structures), conducted simultaneously, to evaluate the likelihood. We evaluate fully adaptive quadrature compared with previously proposed non‐adaptive quadrature through a simulation study, showing substantial improvements, both in terms of minimising bias and reducing computation time. We further investigate, through simulation, the consequences of misspecifying the longitudinal trajectory and its impact on estimates of association. Our scenarios showed the current value association structure to be very robust, compared with the rate of change that we found to be highly sensitive showing that assuming a simpler trend when the truth is more complex can lead to substantial bias. With emphasis on flexible parametric approaches, we generalise previous models by proposing the use of polynomials or splines to capture the longitudinal trend and restricted cubic splines to model the baseline log hazard function. The methods are illustrated on a dataset of breast cancer patients, modelling mammographic density jointly with survival, where we show how to incorporate density measurements prior to the at‐risk period, to make use of all the available information. User‐friendly Stata software is provided. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.