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Introduction<br />

Discriminant analysis using a MLMM with a normal mixture 143<br />

The Dutch Multicenter Primary Biliary Cirrhosis (PBC) Study is a prospective cohort<br />

study of patients with PBC with participation of 7 university hospitals and 39 general<br />

hospitals. Recruitment of patients started in January 1990 and follow-up data until<br />

April 2007 were available for analysis. Follow-up data were collected at approximately<br />

3-monthly intervals in the first year and yearly intervals thereafter. In total, 375<br />

patients were recruited with a median follow-up of 9.7 years. See Kuiper et al. 1 for<br />

details of the study. It is of clinical interest to predict the future patients’ status.<br />

In this paper, we are interested in predicting whether the patient will suffer from<br />

a serious disease progression (liver related death or liver transplantation) in the first<br />

T = 10 years after the start of treatment by ursodeoxycholic acid (UDCA, 13–15<br />

mg/day/kg of weight). Many factors are known to be related to progression of PBC<br />

and hence could be used to establish the prognosis. Here we consider the following<br />

three markers whose longitudinal profiles are available: bilirubin, albumin, alkaline<br />

phosphatase (AP). A prognostic group (status at T = 10 years) is also known for<br />

many patients. Our aim is to use these patients as a training data set, model the<br />

dependence of these markers on time and possibly other covariates (e.g., age) and<br />

subsequently use the developed models to predict longitudinally the prognostic group<br />

of future patients.<br />

We now introduce the following notation. Let Y i,r =(Yi,r,1,...,Yi,r,ni,r )′ be a random<br />

vector of the r-th marker (r =1,...,R) observed for the i-th patient (i =1,...,N)<br />

at time points 0 ≤ ti,r,1 < ···

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