## Thursday, 6 October 2011

### A case-study in the clinical epidemiology of psoriatic arthritis: multistate models and causal arguments

Aidan O'Keeffe, Brian Tom and Vern Farewell have a new paper in Applied Statistics. They model data on the status of 28 individual hand joints in psoriatic arthitis patients. The damage to joints for a particular patient is expected to be correlated. Particular questions of interest are whether the damage process has 'symmetry', meaning if a specific joint in one hand is damaged does this increase the hazard of the corresponding joint in the other hand becoming damaged, and whether activity, meaning whether a joint is inflamed, causes the joint damage.

Two approaches to analysing the data are taken. In the first each pair of joints (from the left and right hands) is modelled by a 4 state model where the initial state is no damage to either joint, the terminal state is damage to both joints and progession to the terminal state may be through either a state representing damage only to the left joint or through a state representing damage only to the right joint. The correlation between joints within a patient is incorporated by allowing a common Gamma frailty which affects all transition intensities for all 14 pairs of joints. Symmetry can then be assessed by comparing the hazard of damage to the one joint with or without damage having occurred to the other joint. Under this approach, activity is incorporated only as a time dependent covariate. There are two limitations to this. Firstly, panel observation means that some assumption about the status of activity between clinic visits has to be made (e.g. it keeps the status observed at the last clinic visit until the current visit) and, from a causal inference perspective, activity is an internal time dependent covariate so treating it as fixed makes it harder to infer causality.

The second approach seeks to address these problems by jointly modelling activity and joint damage as linked stochastic processes. In this model each of the 28 joints is represented by a three-state model where the first two states represent presence and absence of activity for an undamaged joint, whilst state three represents joint damage. For this model, rather than explicitly fitting a random effects model, a GEE type approach is taken where the parameter point estimates are based on maximizing the likelihood assuming independence of the 28 joint processes, but standard errors are calculated using a sandwich estimator based on patient level clustering. This approach is valid provided the point estimates are consistent, which will be the case if the marginal processes are Markov. For instance if the transition intensities of type {ij} are linked via a random effect u such that
$\lambda_{ij}^{(lk)} = u_{l}\lambda_{ij}^{(k)}$
but crucially if other transition intensities also have associated random effects, these must be independent of $\inline u_{l}$.

The basic model considered is (conditionally) Markov. The authors attempt to relax this assumption by allowing the transition intensities to joint damage from the non-active state to additionally depend on a time dependent covariate indicating whether activity has ever been observed. Ideally the intensity should depend on whether the patient has ever been active rather than whether they have been observed to be active. This could be incorporated very straightforwardly by modelling the process as a 4 state model where state 1 represents never active, no damage, state 2 represents active, no damage, state 3 represents not currently active (but have been in the past) and state 4 represents damage. Clearly, we cannot always determine whether the current occupied state is 1 or 3 so the observed data would come from a simple hidden Markov model.

On a practical level, the authors fit the likelihood for the gamma random effects model by using the integrate function in R, for each patient's likelihood contribution for each likelihood evaluation in the (derivative-free) optimization. Presumably this is very slow. Using a simpler more explicit quadrature formulation would likely improve speed (at a very modest cost to accuracy) because the contributions for all patients for each quadrature point could be calculated at the same time and the overall likelihood contributions could then be calculated in the same operation. Alternatively, the likelihood for a single shared Gamma frailty is in fact available in closed form. This follows from arguments extending the results in the tracking model of Satten (Biometrics, 1999). Essentially, we can write every term in the conditional likelihood as some weighted sum of exponentials:
$\sum_i w_i \exp{(-u_i t)}$

the product of these terms is then still in this form:
$\sum_k w^{*}_k \exp{(-u_k t^{*}_k)}.$

Calculating the marginal likelihood then just involves computing a series of Laplace transforms.
Provided the models are progressive, keeping track of the separate terms is feasible, although the presence of time dependent covariates makes this approach less attractive.