When Are the Predictions Comparable?
Landmark and joint models can answer a closely related clinical question: for a patient who is event-free at time \(s\), what is the probability of an event by \(s+\Delta\), given the information available at \(s\)? A landmark model estimates this conditional risk directly from predictors recorded or derived at \(s\). A joint model uses a longitudinal model and an event model together, and conditions on the patient’s observed biomarker history to infer the distribution of the patient’s underlying trajectory.
The predictions can be similar when the landmark predictors retain the parts of that history that matter for future risk, the models target the same population and horizon, and the fitted relationships are adequate. Similarity is not automatic: a landmark model may discard information about the trajectory, while a joint model’s prediction reflects uncertainty about the underlying trajectory as well as observed history.
For illustration, suppose a joint model has longitudinal outcome \(Y_i(t)=m_i(t)+\epsilon_i(t)\), where \(m_i(t)\) is the patient-specific underlying biomarker trajectory. Suppose its event hazard, conditional on the latent trajectory and baseline covariates \(w_i\), is \(\lambda_i(t\mid b_i)=\lambda_0(t)\exp\{\gamma^\mathsf{T}w_i+\alpha m_i(t)\}\), where \(b_i\) denotes the patient-specific trajectory parameters. In a setting with a single event and no competing risks, the joint-model risk can be written as:
The expectation averages over uncertainty about \(b_i\) after accounting for the observed biomarker history and the fact that the patient has remained event-free through \(s\). A landmark model instead estimates a risk function of the form \(g_{s,\Delta}\{X_i(s)\}\). Its predictors might include the last observed value, a change from baseline, or a recent slope. These summaries need not reproduce the full conditional distribution of the latent trajectory.
Conditions That Favor Similar Predictions
A useful way to assess the likely agreement is to ask whether the landmark summaries preserve the information that drives risk in the joint model. Approximation is more plausible when the biomarker is measured close to the landmark, its recent value or trend is a strong summary of the relevant trajectory, and the event association depends mainly on that summary over the chosen horizon. It also helps when the prediction horizon is short enough that uncertainty in the future trajectory has limited influence.
The comparison is meaningful only if both predictions target the same quantity. Both must condition on survival to the same landmark, use the same horizon and covariate information, and refer to a comparable population. The fitted models also need to be adequate for that target. In estimating landmark risks, censoring before the end of the horizon must be handled appropriately; for a simple interpretation of the joint-model formula above, the stated single-event setting applies. If either approach is misspecified or the relevant predictors are poorly supported by the data, apparent agreement does not guarantee accurate prediction.
Worked Example: A Landmark Summary Captures the Relevant Risk
Suppose, hypothetically, that a biomarker is measured at the landmark and that the patient’s underlying value is effectively known. Assume the event hazard is constant over the next two years and equals \(\lambda=0.03\exp(0.4x)\) per year, where \(x\) is the biomarker value in the model’s chosen units. Assume there are no additional patient-specific trajectory features affecting risk beyond \(x\), and both models use this same event relationship. For a patient with \(x=1.5\), calculate the two-year risk.
The hazard is \(0.03\exp(0.4\times1.5)=0.03\exp(0.6)=0.05466\) per year. With a constant hazard, the risk over two years is:
The joint model gives this risk because, under the assumptions, there is no remaining trajectory uncertainty to average over and the hazard stays constant. A correctly specified landmark model using \(x\) and the same relationship gives the same risk. Both predict about a 10.36% event risk over the next two years for a patient with this biomarker value who is event-free at the landmark. This is a favorable case for agreement, not a general guarantee.
Why Averaging Hazards Can Change the Risk
Even if the landmark model captures a posterior mean hazard, that mean alone may not capture the joint-model risk. The joint model averages survival probabilities across plausible trajectories. In general, averaging hazards first and then converting the result to risk is not the same as averaging risks. The difference follows directly from the shape of the exponential function.
Worked Example: Similar but Not Identical Risks Under Hazard Uncertainty
Consider a hypothetical patient whose joint-model history implies a 60% probability of a constant hazard of 0.040 per year and a 40% probability of a constant hazard of 0.100 per year. Compare the joint-model risk over three years with the risk calculated from the mean hazard. Assume the same event-free-at-landmark conditioning and no competing risks.
The joint-model risk averages the survival probabilities for the two possible hazards:
The mean hazard is \(0.60(0.040)+0.40(0.100)=0.064\) per year. Plugging it into the constant-hazard formula gives \(1-e^{-0.064(3)}=1-e^{-0.192}\approx0.1747\). This is about 0.0032 higher, or 0.32 percentage points, than the joint-model risk. The two values are fairly close in this example, but not identical. A landmark model that directly estimates conditional risk from sufficiently informative predictors could learn a value close to 0.1715; a model that simply converts the mean hazard to risk gives about 0.1747 instead.
When Recent History Is Not Enough
A landmark model can only distinguish patients to the extent that its predictors distinguish them. If two patients have the same last biomarker value but different recent trends, their underlying trajectories and future hazards may differ. A landmark model using only the last value assigns them the same prediction, while a joint model may infer different latent trajectories from their full histories. Including a recent slope or another informative summary may reduce the gap, though the summary still needs to represent the information relevant to the joint-model risk.
Worked Example: Identical Last Values, Different Histories
Suppose two hypothetical patients have the same last biomarker value at the landmark, but their earlier measurements lead to different joint-model posterior probabilities for two possible constant hazards over the next two years: 0.030 and 0.120 per year. For patient A, the probabilities are 0.90 and 0.10; for patient B, they are 0.20 and 0.80. Calculate the joint-model risks. Assume both are event-free at the landmark and there are no competing risks.
For patient A:
For patient B:
The difference is about 0.1086, or 10.86 percentage points, despite identical last values. A landmark model using only the last value cannot assign these two patients different risks. One using a recent trend that distinguishes their histories could do so, provided its fitted risk function captures the difference. The example shows why the choice of landmark predictors matters; it does not imply that every difference in history will produce different predictions.
Diagnostics, Alternatives, and Limitations
Assessing agreement should begin by checking the prediction target and information set, not by comparing model labels. Make sure that predictions use the same landmark, horizon, event definition, and patient information available at the landmark. Then examine whether the landmark summaries distinguish clinically plausible histories that imply different trajectory shapes or levels of uncertainty. Comparing predictions across patients with similar last values but different recent histories can expose a summary that is too coarse.
A landmark model is a direct, horizon-specific approach: its flexibility comes from the predictors and functional form chosen for the conditional risk. A joint model represents the longitudinal and event processes together and can use the full observed history to update the latent trajectory distribution. That structure may be useful when trajectory shape or uncertainty is important, but its predictions depend on the chosen longitudinal and event models. Neither approach is automatically preferable for every prediction task. Agreement in one subgroup or horizon does not establish agreement everywhere, and disagreement alone does not show which prediction is more accurate.
A practical comparison should therefore consider whether each model is suitable for the intended prediction task and evaluate predictions against observed outcomes in an appropriate validation sample. Differences may arise because the landmark predictors omit relevant history, because the models encode trajectory-risk relationships differently, or because either fitted model is inadequate. They may also be small when the omitted information has little effect on risk over the horizon. Prediction agreement is a property of the models, predictors, population, and horizon together.
- Pitfall: treating the last value as the entire biomarker history. The reasoning “the last values match, so the predictions should match” ignores different trends and different uncertainty about the underlying trajectory. The correction is to ask whether the chosen landmark features capture the history relevant to risk.
- Pitfall: averaging hazards and calling the result the joint-model risk. The calculation \(1-\exp\{-E(\lambda)\Delta\}\) generally differs from \(1-E\{\exp(-\lambda\Delta)\}\). The correction is to average survival over the conditional distribution of hazards or trajectories when that distribution is part of the prediction.
- Pitfall: comparing predictions with different conditioning sets or horizons. Such predictions answer different questions. Align the landmark, survival condition, horizon, covariates, and target population before interpreting their difference.
Check Your Understanding
Answer each question, then compare your reasoning with the solutions below.
- A landmark model and a joint model use different prediction horizons. Can their risk predictions be compared as estimates of the same quantity? Explain.
- A patient’s constant hazard is either 0.02 or 0.08 per year, each with probability 0.50. Write the joint-model risk over one year as an expression. Should it equal the risk calculated from the mean hazard?
- Two patients have the same last biomarker value, but different recent slopes. What feature of the joint-model prediction could make their risks differ?
- Name two circumstances that make similar landmark and joint-model predictions more plausible.
Solutions. (1) No. Different horizons define different conditional risks; first align the horizons and other conditioning information. (2) The risk is \(1-[0.50e^{-0.02}+0.50e^{-0.08}]\approx1-(0.4901+0.4616)=0.04834\). The mean hazard is 0.05, giving \(1-e^{-0.05}\approx0.04877\), which is close but not equal because risk is nonlinear in the hazard. (3) The slope may change the conditional distribution of the latent trajectory, and therefore the distribution of future hazards averaged over by the joint model. (4) Examples include a recent value or trend that adequately summarizes the risk-relevant history, limited trajectory uncertainty over a short horizon, and correctly specified models aimed at the same target and population.