Diagnostics for a Two-stage Joint Survival Model

A two-stage joint survival model is used to analyse time to event outcomes that could be associated with biomakers that are repeatedly collected over time. A Two-stage joint survival model has limited model checking tools and is usually assessed using standard diagnostic tools for survival models. The diagnostic tools can be improved and implemented. Time-varying covariates in a two-stage joint survival model might contain outlying observations or subjects. In this study we used the variance shift outlier model (VSOM) to detect and down-weight outliers in the first stage of the two-stage joint survival model. This entails fitting a VSOM at the observation level and a VSOM at the subject level, and then fitting a combined VSOM for the identified outliers. The fitted values were then extracted from the combined VSOM which were then used as time-varying covariate in the extended Cox model. We illustrate this methodology on a dataset from a multi-centre randomised clinical trial. A multi-centre trial showed that a combined VSOM fits the data better than an extended Cox model. We noted that implementing a combined VSOM, when desired, has a better fit based on the fact that outliers are down-weighted.