A class of goodness of fit tests for a copula based on bivariate right-censored data

The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the random frailty corresponds to the choice of a parametric family for the copula. A class of tests of the hypothesis that the copula is in a given parametric family, with unspecified association parameter, based on bivariate right censored data is proposed. These tests are based on first making marginal Kaplan-Meier transformations of the data and then comparing a non-parametric estimate of the copula to an estimate based on the assumed family of models. A number of options are available for choosing the scale and the distance measure for this comparison. Significance levels of the test are found by a modified bootstrap procedure. The procedure is used to check the appropriateness of a gamma or a positive stable frailty model in a set of survival data on Danish twins.     

Genetic nature of individual frailty: comparison of two approaches.

The traditional frailty models used in genetic analysis of bivariate survival data assume that individual frailty (and longevity) is influenced by thousands of genes, and that the contribution of each separate gene is small. This assumption, however, does not have a solid biological basis. It may just happen that one or a small number of genes makes a major contribution to determining the human life span. To answer the questions about the nature of the genetic influence on life span using survival data, models are needed that specify the influence of major genes on individual frailty and longevity. The goal of this paper is to test the nature of genetic influences on individual frailty and longevity using survival data on Danish twins. We use a new bivariate survival model with one major gene influencing life span to analyse survival data on MZ (monozygotic) and DZ (dizygotic) twins. The analysis shows that two radically different classes of model provide an equally good fit to the data. However, the asymptotic behaviour of some conditional statistics is different in models from different classes. Because of the limited sample size of bivariate survival data we cannot draw reliable conclusions about the nature of genetic effects on life span. Additional information about tails of bivariate distribution or risk factors may help to solve this problem.     

An assessment of non-randomized medical treatment of long-term schizophrenia relapse using bivariate binary-response transition models

The analyses of observational longitudinal studies involving concurrent changes in treatment and medical conditions present difficulties because of the multitude of directions of potential relationships: past medication influences current symptoms; past symptoms influence current medication; and current medication is associated with current symptoms. In the context of a long-term study of non-randomized pharmacological treatment of schizophrenic relapse, we present an analysis of bivariate discrete-time transitional data with binary responses in an attempt to understand the transitional and concurrent relationships between schizophrenia relapse and medication use. A naive analysis does not show any association between previous medication and current relapse. However, we provide evidence suggesting that current treatment may impact current relapse for those who have previously taken medication, but not for those who haven't taken medication in the past. When univariate models are specified to assess these associations, the bivariate nature of the problem requires a choice of which response, relapse or medication, should be the dependent variable. In this case, the choice of relapse or medication as a dependent variable does matter. Hence, our results derive from models where both relapse and medication are treated as dependent variables. Specifically, we specify a bivariate log odds ratio for current relapse and current medication use and a separate univariate logit component for each of these outcomes. Each of these components contains transitional associations with previous relapse and medication. Such models represent extensions of univariate transitional association models (e.g. Diggle et al. (1994)) and correspond to bivariate transitional models (e.g. Zeger and Liang (1991)). We incorporate changes in transitional associations into the full-data parametric model for final inference, and investigate if these temporal changes are due to learning effects or the impact of drop-out. We also perform residual analyses and sensitivity analyses in the context of missing data patterns.     

A Mixture Model for Bivariate Interval-Censored Failure Times with Dependent Susceptibility

Interval-censored failure times arise when the status with respect to an event of interest is only determined at intermittent examination times. In settings where there exists a sub-population of individuals who are not susceptible to the event of interest, latent variable models accommodating a mixture of susceptible and nonsusceptible individuals are useful. We consider such models for the analysis of bivariate interval-censored failure time data with a model for bivariate binary susceptibility indicators and a copula model for correlated failure times given joint susceptibility. We develop likelihood, composite likelihood, and estimating function methods for model fitting and inference, and assess asymptotic-relative efficiency and finite sample performance. Extensions dealing with higher-dimensional responses and current status data are also described.

     

A bivariate joint frailty model with mixture framework for survival analysis of recurrent events with dependent censoring and cure fraction

In the study of multiple failure time data with recurrent clinical endpoints, the classical independent censoring assumption in survival analysis can be violated when the evolution of the recurrent events is correlated with a censoring mechanism such as death. Moreover, in some situations, a cure fraction appears in the data because a tangible proportion of the study population benefits from treatment and becomes recurrence free and insusceptible to death related to the disease. A bivariate joint frailty mixture cure model is proposed to allow for dependent censoring and cure fraction in recurrent event data. The latency part of the model consists of two intensity functions for the hazard rates of recurrent events and death, wherein a bivariate frailty is introduced by means of the generalized linear mixed model methodology to adjust for dependent censoring. The model allows covariates and frailties in both the incidence and the latency parts, and it further accounts for the possibility of cure after each recurrence. It includes the joint frailty model and other related models as special cases. An expectation-maximization (EM)-type algorithm is developed to provide residual maximum likelihood estimation of model parameters. Through simulation studies, the performance of the model is investigated under different magnitudes of dependent censoring and cure rate. The model is applied to data sets from two colorectal cancer studies to illustrate its practical value.     

How heritable is individual susceptibility to death? The results of an analysis of survival data on Danish, Swedish and Finnish twins.

Molecular epidemiological studies confirm a substantial contribution of individual genes to variability in susceptibility to disease and death for humans. To evaluate the contribution of all genes to susceptibility and to estimate individual survival characteristics, survival data on related individuals (eg twins or other relatives) are needed. Correlated gamma-frailty models of bivariate survival are used in a joint analysis of survival data on more than 31,000 pairs of Danish, Swedish and Finnish male and female twins using the maximum likelihood method. Additive decomposition of frailty into genetic and environmental components is used to estimate heritability in frailty. The estimate of the standard deviation of frailty from the pooled data is about 1.5. The hypothesis that variance in frailty and correlations of frailty for twins are similar in the data from all three countries is accepted. The estimate of narrow-sense heritability in frailty is about 0.5. The age trajectories of individual hazards are evaluated for all three populations of twins and both sexes. The results of our analysis confirm the presence of genetic influences on individual frailty and longevity. They also suggest that the mechanism of these genetic influences may be similar for the three Scandinavian countries. Furthermore, results indicate that the increase in individual hazard with age is more rapid than predicted by traditional demographic life tables.     

Tobacco smoking and smoking-related DNA methylation are associated with the development of frailty among older adults

Tobacco smoking is a preventable environmental factor that contributes to a wide spectrum of age-related health outcomes; however, its association with the development of frailty is not yet well established. We examined the associations of self-reported smoking indicators, serum cotinine levels and smoking-related DNA methylation biomarkers with a quantitative frailty index (FI) in 2 independent subsets of older adults (age 50–75) recruited in Saarland, Germany in 2000 – 2002 (discovery set: n = 978, validation set: n = 531). We obtained DNA methylation profiles in whole blood samples by Illumina HumanMethylation450 BeadChip and calculated the FI according to the method of Mitnitski and Rockwood. Mixed linear regression models were implemented to assess the associations between smoking indicators and the FI. After controlling for potential covariates, current smoking, cumulative smoking exposure (pack-years), and time after smoking cessation (years) were significantly associated with the FI (P-value < 0.05). In the discovery panel, 17 out of 151 previously identified smoking-related CpG sites were associated with the FI after correction for multiple testing (FDR < 0.05). Nine of them survived in the validation phase and were designated as frailty-associated loci. A smoking index (SI) based on the 9 loci manifested a monotonic association with the FI. In conclusion, this study suggested that epigenetic alterations could play a role in smoking-associated development of frailty. The identified CpG sites have the potential to be prognostic biomarkers of frailty and frailty-related health outcomes. Our findings and the underlying mechanisms should be followed up in further, preferably longitudinal studies.     

Semiparametric transformation models for current status data with informative censoring

Current status data arise due to only one feasible examination such that the failure time of interest occurs before or after the examination time. If the examination time is intrinsically related to the failure time of interest, the examination time is referred to as an informative censoring time. Such data may occur in many fields, for example, epidemiological surveys and animal carcinogenicity experiments. To avoid severely misleading inferences resulted from ignoring informative censoring, we propose a class of semiparametric transformation models with log‐normal frailty for current status data with informative censoring. A shared frailty is used to account for the correlation between the failure time and censoring time. The expectation‐maximization (EM) algorithm combining a sieve method for approximating an infinite‐dimensional parameter is employed to estimate all parameters. To investigate finite sample properties of the proposed method, simulation studies are conducted, and a data set from a rodent tumorigenicity experiment is analyzed for illustrative purposes.     

Bivariate random‐effects meta‐analysis models for diagnostic test accuracy studies using arcsine‐based transformations

Diagnostic or screening tests are widely used in medical fields to classify patients according to their disease status. Several statistical models for meta‐analysis of diagnostic test accuracy studies have been developed to synthesize test sensitivity and specificity of a diagnostic test of interest. Because of the correlation between test sensitivity and specificity, modeling the two measures using a bivariate model is recommended. In this paper, we extend the current standard bivariate linear mixed model (LMM) by proposing two variance‐stabilizing transformations: the arcsine square root and the Freeman–Tukey double arcsine transformation. We compared the performance of the proposed methods with the standard method through simulations using several performance measures. The simulation results showed that our proposed methods performed better than the standard LMM in terms of bias, root mean square error, and coverage probability in most of the scenarios, even when data were generated assuming the standard LMM. We also illustrated the methods using two real data sets.     

Time-dependent cross ratio estimation for bivariate failure times

In the analysis of bivariate correlated failure time data, it is important to measure the strength of association among the correlated failure times. One commonly used measure is the cross ratio. Motivated by Cox's partial likelihood idea, we propose a novel parametric cross ratio estimator that is a flexible continuous function of both components of the bivariate survival times. We show that the proposed estimator is consistent and asymptotically normal. Its finite sample performance is examined using simulation studies, and it is applied to the Australian twin data.     

Fitting conditional survival models to meta-analytic data by using a transformation toward mixed-effects models

Summary .   Frailty models are widely used to model clustered survival data. Classical ways to fit frailty models are likelihood-based. We propose an alternative approach in which the original problem of "fitting a frailty model" is reformulated into the problem of "fitting a linear mixed model" using model transformation. We show that the transformation idea also works for multivariate proportional odds models and for multivariate additive risks models. It therefore bridges segregated methodologies as it provides a general way to fit conditional models for multivariate survival data by using mixed models methodology. To study the specific features of the proposed method we focus on frailty models. Based on a simulation study, we show that the proposed method provides a good and simple alternative for fitting frailty models for data sets with a sufficiently large number of clusters and moderate to large sample sizes within covariate-level subgroups in the clusters. The proposed method is applied to data from 27 randomized trials in advanced colorectal cancer, which are available through the Meta-Analysis Group in Cancer.     

Bayesian cure rate frailty models with application to a root canal therapy study

Due to natural or artificial clustering, multivariate survival data often arise in biomedical studies, for example, a dental study involving multiple teeth from each subject. A certain proportion of subjects in the population who are not expected to experience the event of interest are considered to be "cured" or insusceptible. To model correlated or clustered failure time data incorporating a surviving fraction, we propose two forms of cure rate frailty models. One model naturally introduces frailty based on biological considerations while the other is motivated from the Cox proportional hazards frailty model. We formulate the likelihood functions based on piecewise constant hazards and derive the full conditional distributions for Gibbs sampling in the Bayesian paradigm. As opposed to the Cox frailty model, the proposed methods demonstrate great potential in modeling multivariate survival data with a cure fraction. We illustrate the cure rate frailty models with a root canal therapy data set.     

Pathophysiology of heart failure and frailty: a common inflammatory origin?

Frailty, a clinical syndrome that typically occurs in older adults, implies a reduced ability to tolerate biological stressors. Frailty accompanies many age‐related diseases but can also occur without overt evidence of end‐organ disease. The condition is associated with circulating inflammatory cytokines and sarcopenia, features that are shared with heart failure (HF). However, the biological underpinnings of frailty remain unclear and the interaction with HF is complex. Here, we describe the inflammatory pathophysiology that is associated with frailty and speculate that the inflammation that occurs with frailty shares common origins with HF. We discuss the limitations in investigating the pathophysiology of frailty due to few relevant experimental models. Leveraging current therapies for advanced HF and current known therapies to address frailty in humans may enable translational studies to better understand the inflammatory interactions between frailty and HF.     

Anemia: ¿cuál es su relación con el síndrome de fragilidad en el anciano?

Anaemia is often unexpectedly found, or in a context of investigations into a chest pain, dyspnoea, or weakness. This disorder can be considered an indicator of health status in elderly patients, and has been related to the frailty syndrome. A systematic review was conducted on the studies published in PubMed and Google Scholar databases in the period from January 1999 to May 2019. The search was limited to those studies published regarding anaemia and its relationship to the frailty syndrome. Anaemia seems to be part of the immunosenescence process that can explain frailty syndrome in association with other metabolism, endocrine, and inflammatory disorders. It was unable to be determined if anaemia is responsible for frailty or a result of it.     

Mixed effects models with bivariate and univariate association parameters for longitudinal bivariate binary response data

When two binary responses are measured for each study subject across time, it may be of interest to model how the bivariate associations and marginal univariate risks involving the two responses change across time. To achieve such a goal, marginal models with bivariate log odds ratio and univariate logit components are extended to include random effects for all components. Specifically, separate normal random effects are specified on the log odds ratio scale for bivariate responses and on the logit scale for univariate responses. Assuming conditional independence given the random effects facilitates the modeling of bivariate associations across time with missing at random incomplete data. We fit the model to a dataset for which such structures are feasible: a longitudinal randomized trial of a cardiovascular educational program where the responses of interest are change in hypertension and hypercholestemia status. The proposed model is compared to a naive bivariate model that assumes independence between time points and univariate mixed effects logit models.     

Modeling animals' behavioral response by Markov chain models for capture-recapture experiments

A bivariate Markov chain approach that includes both enduring (long-term) and ephemeral (short-term) behavioral effects in models for capture-recapture experiments is proposed. The capture history of each animal is modeled as a Markov chain with a bivariate state space with states determined by the capture status (capture/noncapture) and marking status (marked/unmarked). In this framework, a conditional-likelihood method is used to estimate the population size and the transition probabilities. The classical behavioral model that assumes only an enduring behavioral effect is included as a special case of the bivariate Markovian model. Another special case that assumes only an ephemeral behavioral effect reduces to a univariate Markov chain based on capture/noncapture status. The model with the ephemeral behavioral effect is extended to incorporate time effects; in this model, in contrast to extensions of the classical behavioral model, all parameters are identifiable. A data set is analyzed to illustrate the use of the Markovian models in interpreting animals' behavioral response. Simulation results are reported to examine the performance of the estimators.     

Sex differences in the association between serum levels of testosterone and frailty in an elderly population: the Toledo Study for Healthy Aging

Background

Age-associated decline in testosterone levels represent one of the potential mechanisms involved in the development of frailty. Although this association has been widely reported in older men, very few data are available in women. We studied the association between testosterone and frailty in women and assessed sex differences in this relationship.

Methods

We used cross-sectional data from the Toledo Study for Healthy Aging, a population-based cohort study of Spanish elderly. Frailty was defined according to Fried''s approach. Multivariate odds-ratios (OR) and 95% confidence intervals (CI) associated with total (TT) and free testosterone (FT) levels were estimated using polytomous logistic regression.

Results

In women, there was a U-shaped relationship between FT levels and frailty (p for FT² = 0.03). In addition, very low levels of FT were observed in women with ≥4 frailty criteria (age-adjusted geometric means = 0.13 versus 0.37 in subjects with <4 components, p = 0.010). The association of FT with frailty appeared confined to obese women (p-value for interaction = 0.05).In men, the risk of frailty levels linearly decreased with testosterone (adjusted OR for frailty = 2.9 (95%CI, 1.6–5.1) and 1.6 (95%CI, 1.0–2.5), for 1 SD decrease in TT and FT, respectively). TT and FT showed association with most of frailty criteria. No interaction was found with BMI.

Conclusion

There is a relationship between circulating levels of FT and frailty in older women. This relation seems to be modulated by BMI. The relevance and the nature of the association of FT levels and frailty are sex-specific, suggesting that different biological mechanisms may be involved.     

Fragilidad como predictor de episodios adversos en estudios epidemiológicos: revisión de la literatura

Several epidemiological studies have analyzed the association between frailty status and adverse geriatric health outcomes, with there being a clear relationship being demonstrated in mortality, disability, mobility loss, institutionalization and falls. However, different studies have evaluated different number of these adverse events, with different criteria, and with different follow-up periods. As a result of this relationship, the objective of geriatric medicine must not only be the prevention, diagnosis and treatment of diseases based on multidisciplinary team work and use of geriatric units according to functional status of patients, but the detection, prevention and treatment of frailty. Frailty must be considered as a pre-disability state that can be prevented and treated to delay its progression towards disability, institutionalization, and death. The characterization of frailty status can also help other medical specialties to stratify the risk of adverse health outcomes in oncology treatments, surgical interventions, or diagnostic procedures.     

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.     

Testing for dependence between failure time and visit compliance with interval-censored data

Interval-censored failure-time data arise when subjects miss prescheduled visits at which the failure is to be assessed. The resulting intervals in which the failure is known to have occurred are overlapping. Most approaches to the analysis of these data assume that the visit-compliance process is ignorable with respect to likelihood analysis of the failure-time distribution. While this assumption offers considerable simplification, it is not always plausible. Here we test for dependence between the failure- and visit-compliance processes, applicable to studies in which data collection continues after the occurrence of the failure. We do not make any of the assumptions made by previous authors about the joint distribution of the visit-compliance process, a covariate process, and the failure time. Instead, we consider conditional models of the true failure history given the current visit compliance at each visit time, allowing for correlation across visit times. Because failure status is not known at some visit times due to missed visits, only models of the observed failure history given current visit compliance are estimable. We describe how the parameters from these models can be used to test for a negative association and how bounds on unestimable parameters provided by the observed data are needed additionally to infer a positive association. We illustrate the method with data from an AIDS study and we investigate the power of the test through a simulation study.