A joint model for longitudinal measurements and survival data in the presence of multiple failure types

Summary .   In this article we study a joint model for longitudinal measurements and competing risks survival data. Our joint model provides a flexible approach to handle possible nonignorable missing data in the longitudinal measurements due to dropout. It is also an extension of previous joint models with a single failure type, offering a possible way to model informatively censored events as a competing risk. Our model consists of a linear mixed effects submodel for the longitudinal outcome and a proportional cause-specific hazards frailty submodel ( Prentice et al., 1978 , Biometrics 34, 541–554) for the competing risks survival data, linked together by some latent random effects. We propose to obtain the maximum likelihood estimates of the parameters by an expectation maximization (EM) algorithm and estimate their standard errors using a profile likelihood method. The developed method works well in our simulation studies and is applied to a clinical trial for the scleroderma lung disease.     

Regression analysis of doubly censored failure time data with applications to AIDS studies

In many epidemiological studies, the survival time of interest is the elapsed time between two related events, the originating event and the failure event, and the times of the occurrences of both events are right or interval censored. We discuss the regression analysis of such studies and a simple estimating equation approach is proposed under the proportional hazards model. The method can easily be implemented and does not involve any iteration among unknown parameters, as full likelihood approaches proposed in the literature do. The asymptotic properties of the proposed regression coefficient estimates are derived and an AIDS cohort study is analyzed to illustrate the proposed approach.     

Regression analysis of doubly censored failure time data with frailty

In doubly censored failure time data, the survival time of interest is defined as the elapsed time between an initial event and a subsequent event, and the occurrences of both events cannot be observed exactly. Instead, only right- or interval-censored observations on the occurrence times are available. For the analysis of such data, a number of methods have been proposed under the assumption that the survival time of interest is independent of the occurrence time of the initial event. This article investigates a different situation where the independence may not be true with the focus on regression analysis of doubly censored data. Cox frailty models are applied to describe the effects of covariates and an EM algorithm is developed for estimation. Simulation studies are performed to investigate finite sample properties of the proposed method and an illustrative example from an acquired immune deficiency syndrome (AIDS) cohort study is provided.     

Cox regression model with randomly censored covariates

This paper deals with a Cox proportional hazards regression model, where some covariates of interest are randomly right‐censored. While methods for censored outcomes have become ubiquitous in the literature, methods for censored covariates have thus far received little attention and, for the most part, dealt with the issue of limit‐of‐detection. For randomly censored covariates, an often‐used method is the inefficient complete‐case analysis (CCA) which consists in deleting censored observations in the data analysis. When censoring is not completely independent, the CCA leads to biased and spurious results. Methods for missing covariate data, including type I and type II covariate censoring as well as limit‐of‐detection do not readily apply due to the fundamentally different nature of randomly censored covariates. We develop a novel method for censored covariates using a conditional mean imputation based on either Kaplan–Meier estimates or a Cox proportional hazards model to estimate the effects of these covariates on a time‐to‐event outcome. We evaluate the performance of the proposed method through simulation studies and show that it provides good bias reduction and statistical efficiency. Finally, we illustrate the method using data from the Framingham Heart Study to assess the relationship between offspring and parental age of onset of cardiovascular events.     

A Multiple Imputation Approach to Regression Analysis for Doubly Censored Data with Application to AIDS Studies

Sun, Liao, and Pagano (1999) proposed an interesting estimating equation approach to Cox regression with doubly censored data. Here we point out that a modification of their proposal leads to a multiple imputation approach, where the double censoring is reduced to single censoring by imputing for the censored initiating times. For each imputed data set one can take advantage of many existing techniques and software for singly censored data. Under the general framework of multiple imputation, the proposed method is simple to implement and can accommodate modeling issues such as model checking, which has not been adequately discussed previously in the literature for doubly censored data. Here we illustrate our method with an application to a formal goodness-of-fit test and a graphical check for the proportional hazards model for doubly censored data. We reanalyze a well-known AIDS data set.     

Analysis of failure time data with dependent interval censoring

This article develops a method for the analysis of screening data for which the chance of being screened is dependent on the event of interest (informative censoring). Because not all subjects make all screening visits, the data on the failure of interest is interval censored. We propose a model that will properly adjust for the dependence to obtain an unbiased estimate of the nonparametric failure time function, and we provide an extension for applying the method for estimation of the regression parameters from a (discrete time) proportional hazards regression model. The method is applied on a data set from an observational study of cytomegalovirus shedding in a population of HIV-infected subjects who participated in a trial conducted by the AIDS Clinical Trials Group.     

Estimation in a Cox proportional hazards cure model

Some failure time data come from a population that consists of some subjects who are susceptible to and others who are nonsusceptible to the event of interest. The data typically have heavy censoring at the end of the follow-up period, and a standard survival analysis would not always be appropriate. In such situations where there is good scientific or empirical evidence of a nonsusceptible population, the mixture or cure model can be used (Farewell, 1982, Biometrics 38, 1041-1046). It assumes a binary distribution to model the incidence probability and a parametric failure time distribution to model the latency. Kuk and Chen (1992, Biometrika 79, 531-541) extended the model by using Cox's proportional hazards regression for the latency. We develop maximum likelihood techniques for the joint estimation of the incidence and latency regression parameters in this model using the nonparametric form of the likelihood and an EM algorithm. A zero-tail constraint is used to reduce the near nonidentifiability of the problem. The inverse of the observed information matrix is used to compute the standard errors. A simulation study shows that the methods are competitive to the parametric methods under ideal conditions and are generally better when censoring from loss to follow-up is heavy. The methods are applied to a data set of tonsil cancer patients treated with radiation therapy.     

Prediction in censored survival data: a comparison of the proportional hazards and linear regression models.

Although the analysis of censored survival data using the proportional hazards and linear regression models is common, there has been little work examining the ability of these estimators to predict time to failure. This is unfortunate, since a predictive plot illustrating the relationship between time to failure and a continuous covariate can be far more informative regarding the risk associated with the covariate than a Kaplan-Meier plot obtained by discretizing the variable. In this paper the predictive power of the Cox (1972, Journal of the Royal Statistical Society, Series B 34, 187-202) proportional hazards estimator and the Buckley-James (1979, Biometrika 66, 429-436) censored regression estimator are compared. Using computer simulations and heuristic arguments, it is shown that the choice of method depends on the censoring proportion, strength of the regression, the form of the censoring distribution, and the form of the failure distribution. Several examples are provided to illustrate the usefulness of the methods.     

Analysis of a partially observed binary covariate process and a censored failure time in the presence of truncation and competing risks

We develop methods for assessing the association between a binary time-dependent covariate process and a failure time endpoint when the former is observed only at a single time point and the latter is right censored, and when the observations are subject to truncation and competing causes of failure. Using a proportional hazards model for the effect of the covariate process on the failure time of interest, we develop an approach utilizing EM algorithm and profile likelihood for estimating the relative risk parameter and cause-specific hazards for failure. The methods are extended to account for other covariates that can influence the time-dependent covariate process and cause-specific risks of failure. We illustrate the methods with data from a recent study on the association between loss of hepatitis B e antigen and the development of hepatocellular carcinoma in a population of chronic carriers of hepatitis B.     

Doubly penalized buckley-james method for survival data with high-dimensional covariates.

Recent interest in cancer research focuses on predicting patients' survival by investigating gene expression profiles based on microarray analysis. We propose a doubly penalized Buckley-James method for the semiparametric accelerated failure time model to relate high-dimensional genomic data to censored survival outcomes, which uses the elastic-net penalty that is a mixture of L1- and L2-norm penalties. Similar to the elastic-net method for a linear regression model with uncensored data, the proposed method performs automatic gene selection and parameter estimation, where highly correlated genes are able to be selected (or removed) together. The two-dimensional tuning parameter is determined by generalized crossvalidation. The proposed method is evaluated by simulations and applied to the Michigan squamous cell lung carcinoma study.     

Weighted Likelihood Method for Grouped Survival Data in Case–Cohort Studies with Application to HIV Vaccine Trials

Summary Grouped failure time data arise often in HIV studies. In a recent preventive HIV vaccine efficacy trial, immune responses generated by the vaccine were measured from a case–cohort sample of vaccine recipients, who were subsequently evaluated for the study endpoint of HIV infection at prespecified follow‐up visits. Gilbert et al. (2005, Journal of Infectious Diseases 191 , 666–677) and Forthal et al. (2007, Journal of Immunology 178, 6596–6603) analyzed the association between the immune responses and HIV incidence with a Cox proportional hazards model, treating the HIV infection diagnosis time as a right‐censored random variable. The data, however, are of the form of grouped failure time data with case–cohort covariate sampling, and we propose an inverse selection probability‐weighted likelihood method for fitting the Cox model to these data. The method allows covariates to be time dependent, and uses multiple imputation to accommodate covariate data that are missing at random. We establish asymptotic properties of the proposed estimators, and present simulation results showing their good finite sample performance. We apply the method to the HIV vaccine trial data, showing that higher antibody levels are associated with a lower hazard of HIV infection.     

Covariate analysis of viral eradication studies

An important issue arising in therapeutic studies of hepatitis C and HIV is the identification of and adjustment for covariates associated with viral eradication and resistance. Analyses of such data are complicated by the fact that eradication is an occult event that is not directly observable, resulting in unique types of censored observations that do not arise in other competing risks settings. This paper proposes a semiparametric regression model to assess the association between multiple covariates and the eradication/resistance processes. The proposed methods are based on a piecewise proportional hazards model that allows parameters to vary between observation times. We illustrate the methods with data from recent hepatitis C clinical trials.     

Regression analysis of grouped survival data with application to breast cancer data

Use of the proportional hazards regression model (Cox 1972) substantially liberalized the analysis of censored survival data with covariates. Available procedures for estimation of the relative risk parameter, however, do not adequately handle grouped survival data, or large data sets with many tied failure times. The grouped data version of the proportional hazards model is proposed here for such estimation. Asymptotic likelihood results are given, both for the estimation of the regression coefficient and the survivor function. Some special results are given for testing the hypothesis of a zero regression coefficient which leads, for example, to a generalization of the log-rank test for the comparison of several survival curves. Application to breast cancer data, from the National Cancer Institute-sponsored End Results Group, indicates that previously noted race differences in breast cancer survival times are explained to a large extent by differences in disease extent and other demographic characteristics at diagnosis.     

A nonparametric mixture model for cure rate estimation

Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.     

Discrete proportional hazards models for mismeasured outcomes

Outcome mismeasurement can lead to biased estimation in several contexts. Magder and Hughes (1997, American Journal of Epidemiology 146, 195-203) showed that failure to adjust for imperfect outcome measures in logistic regression analysis can conservatively bias estimation of covariate effects, even when the mismeasurement rate is the same across levels of the covariate. Other authors have addressed the need to account for mismeasurement in survival analysis in selected cases (Snapinn, 1998, Biometrics 54, 209-218; Gelfand and Wang, 2000, Statistics in Medicine 19, 1865-1879; Balasubramanian and Lagakos, 2001, Biometrics 57, 1048-1058, 2003, Biometrika 90, 171-182). We provide a general, more widely applicable, adjusted proportional hazards (APH) method for estimation of cumulative survival and hazard ratios in discrete time when the outcome is measured with error. We show that mismeasured failure status in a standard proportional hazards (PH) model can conservatively bias estimation of hazard ratios and that inference, in most practical situations, is more severely affected by poor specificity than by poor sensitivity. However, in simulations over a wide range of conditions, the APH method with correctly specified mismeasurement rates performs very well.     

A censored quantile regression approach for relative survival analysis: Relative survival quantile regression

We propose a censored quantile regression model for the analysis of relative survival data. We create a hybrid data set consisting of the study observations and counterpart randomly sampled pseudopopulation observations imputed from population life tables that adjust for expected mortality. We then fit a censored quantile regression model to the hybrid data incorporating demographic variables (e.g., age, biologic sex, calendar time) corresponding to the population life tables of demographically-similar individuals, a population versus study covariate, and its interactions with the variables of interest. These latter variables can be interpreted as relative survival parameters that depict the differences in failure quantiles between the study participants and their population counterparts.     

Cox model with interval‐censored covariate in cohort studies

In cohort studies the outcome is often time to a particular event, and subjects are followed at regular intervals. Periodic visits may also monitor a secondary irreversible event influencing the event of primary interest, and a significant proportion of subjects develop the secondary event over the period of follow‐up. The status of the secondary event serves as a time‐varying covariate, but is recorded only at the times of the scheduled visits, generating incomplete time‐varying covariates. While information on a typical time‐varying covariate is missing for entire follow‐up period except the visiting times, the status of the secondary event are unavailable only between visits where the status has changed, thus interval‐censored. One may view interval‐censored covariate of the secondary event status as missing time‐varying covariates, yet missingness is partial since partial information is provided throughout the follow‐up period. Current practice of using the latest observed status produces biased estimators, and the existing missing covariate techniques cannot accommodate the special feature of missingness due to interval censoring. To handle interval‐censored covariates in the Cox proportional hazards model, we propose an available‐data estimator, a doubly robust‐type estimator as well as the maximum likelihood estimator via EM algorithm and present their asymptotic properties. We also present practical approaches that are valid. We demonstrate the proposed methods using our motivating example from the Northern Manhattan Study.     

Doubly Penalized Buckley–James Method for Survival Data with High-Dimensional Covariates

Summary .   Recent interest in cancer research focuses on predicting patients' survival by investigating gene expression profiles based on microarray analysis. We propose a doubly penalized Buckley–James method for the semiparametric accelerated failure time model to relate high-dimensional genomic data to censored survival outcomes, which uses the elastic-net penalty that is a mixture of L ₁- and L ₂-norm penalties. Similar to the elastic-net method for a linear regression model with uncensored data, the proposed method performs automatic gene selection and parameter estimation, where highly correlated genes are able to be selected (or removed) together. The two-dimensional tuning parameter is determined by generalized crossvalidation. The proposed method is evaluated by simulations and applied to the Michigan squamous cell lung carcinoma study.     

Identifiability of causal effects for binary variables with baseline data missing due to death

We discuss identifiability and estimation of causal effects of a treatment in subgroups defined by a covariate that is sometimes missing due to death, which is different from a problem with outcomes censored by death. Frangakis et al. (2007, Biometrics 63, 641-662) proposed an approach for estimating the causal effects under a strong monotonicity (SM) assumption. In this article, we focus on identifiability of the joint distribution of the covariate, treatment and potential outcomes, show sufficient conditions for identifiability, and relax the SM assumption to monotonicity (M) and no-interaction (NI) assumptions. We derive expectation-maximization algorithms for finding the maximum likelihood estimates of parameters of the joint distribution under different assumptions. Further we remove the M and NI assumptions, and prove that signs of the causal effects of a treatment in the subgroups are identifiable, which means that their bounds do not cover zero. We perform simulations and a sensitivity analysis to evaluate our approaches. Finally, we apply the approaches to the National Study on the Costs and Outcomes of Trauma Centers data, which are also analyzed by Frangakis et al. (2007) and Xie and Murphy (2007, Biometrics 63, 655-658).     

Applying a data duplication technique in linear regression analysis of waiting time to pregnancy

This analysis demonstrates the application of a data duplication technique in linear regression with censored observations of the waiting time to third pregnancy ending in two outcome types, using data from Malaysia. The linear model not only confirmed the results obtained by the Cox proportional hazards model, but also identified two additional significant factors. The method provides a useful alternative when Cox proportionality assumption of the hazards is violated.