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Discriminant analysis using a MLMM with a normal mixture 155<br />

diction uses only the latent characteristics of the subjects with the between subjects<br />

variability.<br />

Application to PBC data<br />

As an illustration, we have applied our methodology to the Dutch PBC study data<br />

described in the introduction. Of the 375 patients, 178 patients are known to be alive<br />

at T = 10 years without needing a liver transplantation. They will be further referred<br />

to as prognostic group 0. A total of 41 patients died from a liver related cause or<br />

needed a liver transplantation during the first 10 years and will be further referred as<br />

prognostic group 1. The remaining 156 patients can be divided in three categories<br />

for whom the prognostic group is unknown because loss of follow-up (14 patients),<br />

or is unknown because the follow-up time was less than 10 years (112 patients).<br />

The third category consists of 30 patients who died in the first T = 10 years<br />

from another than a liver related cause. These 156 patients could be considered<br />

as the third prognostic group in our methodology. However, the results of our<br />

discrimination procedure can be better exemplified with G = 2 groups by means of<br />

sensitivity, specificity and receiver operating curves (ROC). Since the main objective<br />

of this section is to illustrate and explore the performance of our methodology, we<br />

will therefore consider only the two prognostic groups mentioned above. Hence<br />

our training data consist of 178 + 41 patients. The markers used to predict the<br />

prognostic group include values of: bilirubin, albumin, alkaline phosphatase (AP).<br />

Hence, R = 3 in model (1). To better satisfy mixed model (1), the natural logarithm<br />

of AP was used as the marker instead of the original AP value. Figure 1 shows the<br />

observed longitudinal profiles of the markers, separately for Group 0 and Group 1.<br />

We can observe that the bilirubin levels in Group 0 are rather low and stable over<br />

time whereas they start to increase dramatically from a specific time point for many<br />

patients in Group 1. Albumin levels are in general higher in Group 0 than in Group 1<br />

while the reverse is true for AP. For practically all patients in Group 1, log(AP)<br />

is almost never negative whereas in Group 0 negative values of log(AP) are quite<br />

frequent.<br />

Although not required with our approach, the mixed models (1) for the PBC data<br />

will have the same structure in both prognostic groups. Namely, for each of three<br />

markers (r =1, 2, 3) and both groups (g =0, 1), the X g<br />

i,r matrix contains two<br />

columns: age of the patient at start of treatment (median 54.7) and a dose of<br />

ursodeoxycholic acid (UDCA) in mg/day (median 750). Consequently, the vector<br />

αg of fixed effects has a length of 6 for g = 0, 1. Matrices Z correspond to

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