Skip to contents
Error types Likelihood Response Covariate with error Other covariate(s)
Classical, missing values Weibull survival survival time sbp1, sbp2 smoke, age, diabetes, sex

This example shows how to fit a Weibull survival model to describe the influence systolic blood pressure (SBP) has on survival. The model is the same as in Skarstein et al. (2023), but just using inlamemi rather than plain INLA.

We assume there to be some measurement error in the SBP measurements. For some of the patients we have repeated measurements, but not for all, and for some patients both of the measurements are even missing. Therefore we are dealing with both classical measurement error and missing data in this case.

For the main model of interest, we have the formula ηi=β0+β𝚜𝚋𝚙𝚜𝚋𝚙i+β𝚜𝚎𝚡𝚜𝚎𝚡i+β𝚊𝚐𝚎𝚊𝚐𝚎i+β𝚜𝚖𝚘𝚔𝚎𝚜𝚖𝚘𝚔𝚎i+β𝚍𝚒𝚊𝚋𝚎𝚝𝚎𝚜𝚍𝚒𝚊𝚋𝚎𝚝𝚎𝚜i. \eta_i = \beta_0 + \beta_{\texttt{sbp}} \texttt{sbp}_i + \beta_{\texttt{sex}} \texttt{sex}_i + \beta_{\texttt{age}} \texttt{age}_i + \beta_{\texttt{smoke}} \texttt{smoke}_i + \beta_{\texttt{diabetes}} \texttt{diabetes}_i. The error models for the repeated SBP measurement are 𝚜𝚋𝚙i1=𝚜𝚋𝚙i+ui1,𝚜𝚋𝚙i2=𝚜𝚋𝚙i+ui2, \begin{align} \texttt{sbp}^1_i = \texttt{sbp}_i + u_i^{1}, \\ \texttt{sbp}^2_i = \texttt{sbp}_i + u_i^{2}, \end{align} and the imputation model for sbp is 𝚜𝚋𝚙i=α0+α𝚜𝚎𝚡𝚜𝚎𝚡i+α𝚊𝚐𝚎𝚊𝚐𝚎i+α𝚜𝚖𝚘𝚔𝚎𝚜𝚖𝚘𝚔𝚎i+α𝚍𝚒𝚊𝚋𝚎𝚝𝚎𝚜𝚍𝚒𝚊𝚋𝚎𝚝𝚎𝚜i. \texttt{sbp}_i = \alpha_0 + \alpha_{\texttt{sex}} \texttt{sex}_i + \alpha_{\texttt{age}} \texttt{age}_i + \alpha_{\texttt{smoke}} \texttt{smoke}_i + \alpha_{\texttt{diabetes}} \texttt{diabetes}_i. We begin by specifying the necessary priors:

# Priors for measurement error variance and true x-value
prior.prec.u <- c(0.5, 0.5) # Gamma(0.5, 0.5) (same as Keogh&Bartlett)
prior.prec.x <- c(0.5, 0.5) # Gamma(0.5, 0.5) (same as K&B)
prec.u <- 2.8
prec.x <- 1

# Prior for shape parameter of the Weibull survival model
prior.exp <- 0.01 # Gamma(1, 0.001) ~ Exp(0.001) (INLA sets prior on theta, r~Exp(0.1*theta))
exp.init <- 1.4

And then we fit the model itself. Let me point out some of the things that are special for this model:

  • inla.surv(): Since we have a survival model, the response of the model is inla.surv(t, d). In this case, t is the survival time, and d is the censoring indicator, indicating whether the patient was still alive at the end of the study period, or whether the patient had actually passed away.
  • control.family: Another thing to note is that since the fit_inlamemi function does not have arguments for passing the prior for the shape parameter of the Weibull survival model to inla, we instead need to write out the whole control.family argument and pass this to fit_inlamemi. If you are not used to R-INLA this may look a bit strange, but this is simply how the priors for the three different levels of the model are passed to inla. So as you can see it is a list of three lists, and each of these layers corresponds to one model layer, so the first one is for the main model of interest, the second one is for the error model, and the third layer is for the imputation model.
  • repeated_observations: Since we have repeated measurements for SBP, we need to set this argument to TRUE.
survival_model <- fit_inlamemi(
  formula_moi = inla.surv(t, d) ~ sbp + age + smoke + sex + diabetes,
  formula_imp = sbp ~ age + smoke + sex + diabetes,
  family_moi = "weibull.surv",
  data = nhanes_survival,
  error_type = c("classical", "missing"),
  repeated_observations = TRUE,
  control.family = list(
    # Prior for main model of interest (moi)
    list(hyper = list(alpha = list(param = prior.exp,
                                   initial = log(exp.init),
                                   fixed = FALSE))),
    # Prior for error model
    list(hyper = list(prec = list(initial = log(prec.u),
                                  param = prior.prec.u,
                                  fixed = FALSE))),
    # Prior for imputation model
    list(hyper = list(prec = list(initial = log(prec.x),
                                  param = prior.prec.x,
                                  fixed = FALSE)))),
  prior.beta.error = c(0, 1/1000), # Prior for beta.sbp
  control.predictor=list(link=3)) # To specify that for the missing values, we use the third link function ("gaussian", from the imputation model) to predict them.
summary(survival_model)
#> Formula for model of interest: 
#> inla.surv(t, d) ~ sbp + age + smoke + sex + diabetes
#> 
#> Formula for imputation model: 
#> sbp ~ age + smoke + sex + diabetes
#> 
#> Error types: 
#> [1] "classical" "missing"  
#> 
#> Fixed effects for model of interest: 
#>                     mean         sd 0.025quant   0.5quant 0.975quant       mode
#> beta.0        -5.4554579 0.13799666 -5.7189478 -5.4563288 -5.1900272 -5.4574694
#> beta.age       0.9055067 0.04992108  0.8075577  0.9055466  1.0032303  0.9055477
#> beta.smoke     0.2700950 0.08455459  0.1042871  0.2700964  0.4358954  0.2700964
#> beta.sex       0.4455052 0.07882431  0.2909458  0.4455023  0.6000810  0.4455023
#> beta.diabetes  0.5920221 0.09296470  0.4096852  0.5920366  0.7742765  0.5920368
#> 
#> Coefficient for variable with measurement error and/or missingness: 
#>               mean         sd 0.025quant  0.5quant 0.975quant      mode
#> beta.sbp 0.1129965 0.04868109 0.01635449 0.1132714  0.2080286 0.1144219
#> 
#> Fixed effects for imputation model: 
#>                            mean         sd  0.025quant     0.5quant 0.975quant         mode
#> alpha.sbp.0         0.006419430 0.04311744 -0.07813603  0.006419311 0.09097556  0.006419310
#> alpha.sbp.age       0.322564656 0.02956321  0.26459207  0.322563767 0.38054231  0.322563763
#> alpha.sbp.smoke     0.004838549 0.05062298 -0.09443656  0.004838743 0.10411256  0.004838743
#> alpha.sbp.sex      -0.061816327 0.04701640 -0.15401730 -0.061816640 0.03038643 -0.061816640
#> alpha.sbp.diabetes  0.137949653 0.06223949  0.01589798  0.137948401 0.26000846  0.137948396
#> 
#> Model hyperparameters (apart from beta.sbp): 
#>                                       mean         sd 0.025quant 0.5quant 0.975quant     mode
#> Precision for sbp classical model 1.376777 0.04092497  1.2967392 1.376586   1.457851 1.377131
#> Precision for sbp imp model       2.838978 0.26035528  2.3501761 2.830790   3.374149 2.822266
#> alpha parameter for weibullsurv   1.027533 0.04988456  0.9338767 1.025966   1.130248 1.022071
plot(survival_model, plot_intercepts = FALSE, plot_imp = FALSE)
plot of chunk unnamed-chunk-5
plot of chunk unnamed-chunk-5