Multilevel joint frailty model for hierarchically clustered binary and survival data

Abstract

Hierarchical data arise when observations are clustered into groups. Multilevel models are practically useful in these settings, but these models are elusive in the context of hierarchical data with mixed multivariate outcomes. In this article, we consider binary and survival outcomes and assume the hierarchical structure is induced by clustering of both outcomes within patients and clustering of patients within hospitals which frequently occur in multicenter studies. We introduce a multilevel joint frailty model that analyzes the outcomes simultaneously to jointly estimate their regression parameters and explicitly model within‐patient correlation between the outcomes and within‐hospital correlation separately for each outcome. Estimation is facilitated by a computationally efficient residual maximum likelihood method that further predicts cluster‐specific frailties for both outcomes and circumvents the formidable challenges induced by multidimensional integration that complicates the underlying likelihood. The performance of the model and estimation procedure is investigated via extensive simulation studies. The practical utility of the model is illustrated through simultaneous modeling of disease‐free survival and binary endpoint of platelet recovery in a multicenter allogeneic bone marrow transplantation dataset that motivates this study.