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Performance of Three Estimation Methods in Repeated Time-to-Event Modeling

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Abstract

It is not uncommon that the outcome measurements, symptoms or side effects, of a clinical trial belong to the family of event type data, e.g., bleeding episodes or emesis events. Event data is often low in information content and the mixed-effects modeling software NONMEM has previously been shown to perform poorly with low information ordered categorical data. The aim of this investigation was to assess the performance of the Laplace method, the stochastic approximation expectation–maximization (SAEM) method, and the importance sampling method when modeling repeated time-to-event data. The Laplace method already existed, whereas the two latter methods have recently become available in NONMEM 7. A stochastic simulation and estimation study was performed to assess the performance of the three estimation methods when applied to a repeated time-to-event model with a constant hazard associated with an exponential interindividual variability. Various conditions were investigated, ranging from rare to frequent events and from low to high interindividual variability. The method performance was assessed by parameter bias and precision. Due to the lack of information content under conditions where very few events were observed, all three methods exhibit parameter bias and imprecision, however most pronounced by the Laplace method. The performance of the SAEM and importance sampling were generally higher than Laplace when the frequency of individuals with events was less than 43%, while at frequencies above that all methods were equal in performance.

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Correspondence to Kristin E. Karlsson.

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Karlsson, K.E., Plan, E.L. & Karlsson, M.O. Performance of Three Estimation Methods in Repeated Time-to-Event Modeling. AAPS J 13, 83–91 (2011). https://doi.org/10.1208/s12248-010-9248-3

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