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Chapter 2.4<br />
82<br />
prediction is necessary. For the indirect approach (2) two steps are needed: first the<br />
longitudinal profiles of the markers are modeled separately for each outcome group<br />
using a multivariate linear mixed effect model, whereafter the posterior probability<br />
of each response category over time is calculated. This approach was proposed by<br />
Brant 9 and further extended by Morrell et al. 10<br />
Below the general concept of the approaches is introduced and the two methods<br />
are presented. These are illustrated with data from the HBV9901-study on chronic<br />
hepatitis B patients. The performance of the methods are compared and different<br />
treatment strategies and stopping rules are designed. Finally the methods are discussed<br />
in view of their computational effort, predictive performance and their clinical<br />
applicability.<br />
DYNAMIC PREDICTION MODELS<br />
Let us first introduce some notation: Denote by Y i,j = (Y1,i,j,...,Yr,i,j) a random<br />
vector of l continuous markers obtained at visit j for subject i and let y i,j =<br />
(y1,i,j,...,yr,i,j) be the corresponding observed values; i =1,...,Nand j =1,...,m,<br />
m = maximum number of visits over all subjects. Define by Yi,k = {y i,j, j ≤ k}<br />
the history of the observed markers until visit k. The observed visit time for the<br />
jth visit for the ith subject is given by ti,j. Let Ri be the binary outcome variable<br />
for subject i, in this paper consider Ri as the response to therapy (0=no response/<br />
1=response). For individual i define with pi,j,0≤ pi,j ≤ 1, the probability of Ri =1<br />
at ti,j. Especially let p0 be the overall baseline probability of response, Ri =1. Our<br />
interest is to estimate pi,j based on the longitudinal history of the observed markers<br />
Yi,j . For the covariates measured at baseline (visit 0), let Xi be the corresponding<br />
design matrix for subject i.<br />
Cross sectional prediction<br />
Consider the most simple situation of only one visit and one binary covariate Y (0 or<br />
1) measured per subject. The direct approach to analyse the prediction of response,<br />
R =1givenY = y is with a logistic regression model<br />
logit Pr(R =1| Y = y) =α + βy.