simData function

Simulate data from a joint model

This function simulates multivariate longitudinal and time-to-event data from a joint model.

simData(
  n = 100,
  ntms = 5,
  beta = rbind(c(1, 1, 1, 1), c(1, 1, 1, 1)),
  gamma.x = c(1, 1),
  gamma.y = c(0.5, -1),
  sigma2 = c(1, 1),
  D = NULL,
  df = Inf,
  model = "intslope",
  theta0 = -3,
  theta1 = 1,
  censoring = TRUE,
  censlam = exp(-3),
  truncation = TRUE,
  trunctime = (ntms - 1) + 0.1
)

Arguments

• n: the number of subjects to simulate data for.

• ntms: the maximum number of (discrete) time points to simulate repeated longitudinal measurements at.

• beta: a matrix of dim=c(K,4) specifying the coefficients of the fixed effects. The order in each row is intercept, time, a continuous covariate, and a binary covariate.

• gamma.x: a vector of length=2 specifying the coefficients for the time-to-event baseline covariates, in the order of a continuous covariate and a binary covariate.

• gamma.y: a vector of length=K specifying the latent association parameters for each longitudinal outcome.

• sigma2: a vector of length=K specifying the residual standard errors.

• D: a positive-definite matrix specifying the variance-covariance matrix. If model='int', the matrix has dimension dim=c(K, K), else if model='intslope', the matrix has dimension dim =c(2K, 2K). If D=NULL (default), an identity matrix is assumed.

• df: a non-negative scalar specifying the degrees of freedom for the random effects if sampled from a multivariate t-distribution. The default is df=Inf, which corresponds to a multivariate normal distribution.

• model: follows the model definition in the joint

  function. See Details for choices.

• theta0, theta1: parameters controlling the failure rate. See Details.

• censoring: logical: if TRUE, includes an independent censoring time.

• censlam: a scale ($> 0$) parameter for an exponential distribution used to simulate random censoring times for when censoring=TRUE.

• truncation: logical: if TRUE, adds a truncation time for a maximum event time.

• trunctime: a truncation time for use when truncation=TRUE.

Returns

A list of 2 data.frames: one recording the requisite longitudinal outcomes data, and one recording the time-to-event data.

Details

The function simData simulates data from a joint model, similar to that performed in Henderson et al. (2000). It works by first simulating multivariate longitudinal data for all possible follow-up times using random draws for the multivariate Gaussian random effects and residual error terms. Data can be simulated assuming either random-intercepts only in each of the longitudinal sub-models, or random-intercepts and random-slopes. Currently, all models must have the same structure. The failure times are simulated from proportional hazards time-to-event models using the following methodologies:

• model="int": The baseline hazard function is specified to be an exponential distribution with

   Simulation is conditional on known time-independent effects, and the methodology of Bender et al. (2005) is used to simulate the failure time.

• model="intslope": The baseline hazard function is specified to be a Gompertz distribution with

   In the usual representation of the Gompertz distribution, $\theta_1$ is the shape parameter, and the scale parameter is equivalent to $\exp(\theta_0)$. Simulation is conditional on on a predictable (linear) time-varying process, and the methodology of Austin (2012) is used to simulate the failure time.

Examples

beta <- rbind(c(0.5, 2, 1, 1),
c(2, 2, -0.5, -1))
D <- diag(4)
D[1, 1] <- D[3, 3] <- 0.5
D[1, 2] <- D[2, 1] <- D[3, 4] <- D[4, 3] <- 0.1
D[1, 3] <- D[3, 1] <- 0.01

sim <- simData(n = 250, beta = beta, D = D, sigma2 = c(0.25, 0.25),
               censlam = exp(-0.2), gamma.y = c(-.2, 1), ntms = 8)

References

Austin PC. Generating survival times to simulate Cox proportional hazards models with time-varying covariates. Stat Med. 2012; 31(29) : 3946-3958.

Bender R, Augustin T, Blettner M. Generating survival times to simulate Cox proportional hazards models. Stat Med. 2005; 24 : 1713-1723.

Henderson R, Diggle PJ, Dobson A. Joint modelling of longitudinal measurements and event time data. Biostatistics. 2000; 1(4) : 465-480.

Author(s)

Pete Philipson (peter.philipson1@newcastle.ac.uk ) and Graeme L. Hickey (graemeleehickey@gmail.com )