We consider planning longitudinal covariate measurements in follow-up studies
where covariates are time-varying. We assume that the entire cohort cannot be
selected for longitudinal measurements due to financial limitations and study
how a subset of the cohort should be selected optimally in order to obtain
precise estimates of covariate effects in a survival model. In our approach,
the study will be designed sequentially utilizing the data collected in
previous measurements of the individuals as prior information. We propose using
a Bayesian optimality criterion in the subcohort selections, which is compared
with simple random sampling using simulated and real follow-up data. This study
extends previous results where optimal subcohort selection was studied with
only one re-measurement and one covariate, to more realistic cases where
several covariates and measurement points are allowed. Our results support the
conclusion that the precision of the estimates can be clearly improved by
optimal design