A joint normal-ordinal (probit) model for ordinal and continuous longitudinal data.

In biomedical studies, continuous and ordinal longitudinal variables are frequently encountered. In many of these studies it is of interest to estimate the effect of one of these longitudinal variables on the other. Time-dependent covariates have, however, several limitations; they can, for example, not be included when the data is not collected at fixed intervals. The issues can be circumvented by implementing joint models, where two or more longitudinal variables are treated as a response and modeled with a correlated random effect. Next, by conditioning on these response(s), we can study the effect of one or more longitudinal variables on another. We propose a normal-ordinal(probit) joint model. First, we derive closed-form formulas to estimate the model-based correlations between the responses on their original scale. In addition, we derive the marginal model, where the interpretation is no longer conditional on the random effects. As a consequence, we can make predictions for a subvector of one response conditional on the other response and potentially a subvector of the history of the response. Next, we extend the approach to a high-dimensional case with more than two ordinal and/or continuous longitudinal variables. The methodology is applied to a case study where, among others, a longitudinal ordinal response is predicted with a longitudinal continuous variable.