Two-component mixture cure rate model with spline estimated nonparametric components

Summary In some survival analysis of medical studies, there are often long-term survivors who can be considered as permanently cured. The goals in these studies are to estimate the noncured probability of the whole population and the hazard rate of the susceptible subpopulation. When covariates are present as often happens in practice, to understand covariate effects on the noncured probability and hazard rate is of equal importance. The existing methods are limited to parametric and semiparametric models. We propose a two-component mixture cure rate model with nonparametric forms for both the cure probability and the hazard rate function. Identifiability of the model is guaranteed by an additive assumption that allows no time-covariate interactions in the logarithm of hazard rate. Estimation is carried out by an expectation-maximization algorithm on maximizing a penalized likelihood. For inferential purpose, we apply the Louis formula to obtain point-wise confidence intervals for noncured probability and hazard rate. Asymptotic convergence rates of our function estimates are established. We then evaluate the proposed method by extensive simulations. We analyze the survival data from a melanoma study and find interesting patterns for this study.     

A frailty mixture cure model with application to hospital admission data [corrected

Mixture cure models have been utilized to analyze survival data with possible cure. This paper considers the inclusion of frailty into the mixture cure model to model recurrent event data with a cure fraction. An attractive feature of the proposed model is the allowance for heterogeneity in risk among those individuals experiencing the event of interest in addition to the incorporation of a cured component. Maximum likelihood estimates can be obtained using the Expectation Maximization algorithm and standard errors are calculated from the Bootstrap method. The model is applied to hospital readmission data among colorectal cancer patients.     

Joint model of recurrent events and a terminal event with time‐varying coefficients

Joint modeling of recurrent events and a terminal event has been studied extensively in the past decade. However, most of the previous works assumed constant regression coefficients. This paper proposes a joint model with time‐varying coefficients in both event components. The proposed model not only accommodates the correlation between the two type of events, but also characterizes the potential time‐varying covariate effects. It is especially useful for evaluating long‐term risk factors' effect that could vary with time. A Gaussian frailty is used to model the correlation between event times. The nonparametric time‐varying coefficients are modeled using cubic splines with penalty terms. A simulation study shows that the proposed estimators perform well. The model is used to analyze the readmission rate and mortality jointly for stroke patients admitted to Veterans Administration (VA) Hospitals.     

Two‐stage estimation for multivariate recurrent event data with a dependent terminal event

Recurrent event data arise in longitudinal follow‐up studies, where each subject may experience the same type of events repeatedly. The work in this article is motivated by the data from a study of repeated peritonitis for patients on peritoneal dialysis. Due to the aspects of medicine and cost, the peritonitis cases were classified into two types: Gram‐positive and non‐Gram‐positive peritonitis. Further, since the death and hemodialysis therapy preclude the occurrence of recurrent events, we face multivariate recurrent event data with a dependent terminal event. We propose a flexible marginal model, which has three characteristics: first, we assume marginal proportional hazard and proportional rates models for terminal event time and recurrent event processes, respectively; second, the inter‐recurrences dependence and the correlation between the multivariate recurrent event processes and terminal event time are modeled through three multiplicative frailties corresponding to the specified marginal models; third, the rate model with frailties for recurrent events is specified only on the time before the terminal event. We propose a two‐stage estimation procedure for estimating unknown parameters. We also establish the consistency of the two‐stage estimator. Simulation studies show that the proposed approach is appropriate for practical use. The methodology is applied to the peritonitis cohort data that motivated this study.     

Clustered mixed nonhomogeneous Poisson process spline models for the analysis of recurrent event panel data

Summary .   A flexible semiparametric model for analyzing longitudinal panel count data arising from mixtures is presented. Panel count data refers here to count data on recurrent events collected as the number of events that have occurred within specific follow-up periods. The model assumes that the counts for each subject are generated by mixtures of nonhomogeneous Poisson processes with smooth intensity functions modeled with penalized splines. Time-dependent covariate effects are also incorporated into the process intensity using splines. Discrete mixtures of these nonhomogeneous Poisson process spline models extract functional information from underlying clusters representing hidden subpopulations. The motivating application is an experiment to test the effectiveness of pheromones in disrupting the mating pattern of the cherry bark tortrix moth. Mature moths arise from hidden, but distinct, subpopulations and monitoring the subpopulation responses was of interest. Within-cluster random effects are used to account for correlation structures and heterogeneity common to this type of data. An estimating equation approach to inference requiring only low moment assumptions is developed and the finite sample properties of the proposed estimating functions are investigated empirically by simulation.     

Multivariate frailty models for two types of recurrent events with a dependent terminal event: Application to breast cancer data

Individuals may experience more than one type of recurrent event and a terminal event during the life course of a disease. Follow‐up may be interrupted for several reasons, including the end of a study, or patients lost to follow‐up, which are noninformative censoring events. Death could also stop the follow‐up, hence, it is considered as a dependent terminal event. We propose a multivariate frailty model that jointly analyzes two types of recurrent events with a dependent terminal event. Two estimation methods are proposed: a semiparametrical approach using penalized likelihood estimation where baseline hazard functions are approximated by M‐splines, and another one with piecewise constant baseline hazard functions. Finally, we derived martingale residuals to check the goodness‐of‐fit. We illustrate our proposals with a real dataset on breast cancer. The main objective was to model the dependency between the two types of recurrent events (locoregional and metastatic) and the terminal event (death) after a breast cancer.     

Semiparametric analysis of correlated recurrent and terminal events

In clinical and observational studies, recurrent event data (e.g., hospitalization) with a terminal event (e.g., death) are often encountered. In many instances, the terminal event is strongly correlated with the recurrent event process. In this article, we propose a semiparametric method to jointly model the recurrent and terminal event processes. The dependence is modeled by a shared gamma frailty that is included in both the recurrent event rate and terminal event hazard function. Marginal models are used to estimate the regression effects on the terminal and recurrent event processes, and a Poisson model is used to estimate the dispersion of the frailty variable. A sandwich estimator is used to achieve additional robustness. An analysis of hospitalization data for patients in the peritoneal dialysis study is presented to illustrate the proposed method.     

The exponential‐Poisson model for recurrent event data: An application to a set of data on malaria in Brazil

In this paper, we introduce a new model for recurrent event data characterized by a baseline rate function fully parametric, which is based on the exponential‐Poisson distribution. The model arises from a latent competing risk scenario, in the sense that there is no information about which cause was responsible for the event occurrence. Then, the time of each recurrence is given by the minimum lifetime value among all latent causes. The new model has a particular case, which is the classical homogeneous Poisson process. The properties of the proposed model are discussed, including its hazard rate function, survival function, and ordinary moments. The inferential procedure is based on the maximum likelihood approach. We consider an important issue of model selection between the proposed model and its particular case by the likelihood ratio test and score test. Goodness of fit of the recurrent event models is assessed using Cox‐Snell residuals. A simulation study evaluates the performance of the estimation procedure in the presence of a small and moderate sample sizes. Applications on two real data sets are provided to illustrate the proposed methodology. One of them, first analyzed by our team of researchers, considers the data concerning the recurrence of malaria, which is an infectious disease caused by a protozoan parasite that infects red blood cells.     

Analysis of multivariate recurrent event data with time‐dependent covariates and informative censoring

Multivariate recurrent event data are usually encountered in many clinical and longitudinal studies in which each study subject may experience multiple recurrent events. For the analysis of such data, most existing approaches have been proposed under the assumption that the censoring times are noninformative, which may not be true especially when the observation of recurrent events is terminated by a failure event. In this article, we consider regression analysis of multivariate recurrent event data with both time‐dependent and time‐independent covariates where the censoring times and the recurrent event process are allowed to be correlated via a frailty. The proposed joint model is flexible where both the distributions of censoring and frailty variables are left unspecified. We propose a pairwise pseudolikelihood approach and an estimating equation‐based approach for estimating coefficients of time‐dependent and time‐independent covariates, respectively. The large sample properties of the proposed estimates are established, while the finite‐sample properties are demonstrated by simulation studies. The proposed methods are applied to the analysis of a set of bivariate recurrent event data from a study of platelet transfusion reactions.     

Detecting pulsatile hormone secretions using nonlinear mixed effects partial spline models

Neuroendocrine ensembles communicate with their remote and proximal target cells via an intermittent pattern of chemical signaling. The identification of episodic releases of hormonal pulse signals constitutes a major emphasis of endocrine investigation. Estimating the number, temporal locations, secretion rate, and elimination rate from hormone concentration measurements is of critical importance in endocrinology. In this article, we propose a new flexible statistical method for pulse detection based on nonlinear mixed effects partial spline models. We model pulsatile secretions using biophysical models and investigate biological variation between pulses using random effects. Pooling information from different pulses provides more efficient and stable estimation for parameters of interest. We combine all nuisance parameters including a nonconstant basal secretion rate and biological variations into a baseline function that is modeled nonparametrically using smoothing splines. We develop model selection and parameter estimation methods for the general nonlinear mixed effects partial spline models and an R package for pulse detection and estimation. We evaluate performance and the benefit of shrinkage by simulations and apply our methods to data from a medical experiment.     

Analysis of clustered recurrent event data with application to hospitalization rates among renal failure patients

End-stage renal disease (commonly referred to as renal failure) is of increasing concern in the United States and many countries worldwide. Incidence rates have increased, while the supply of donor organs has not kept pace with the demand. Although renal transplantation has generally been shown to be superior to dialysis with respect to mortality, very little research has been directed towards comparing transplant and wait-list patients with respect to morbidity. Using national data from the Scientific Registry of Transplant Recipients, we compare transplant and wait-list hospitalization rates. Hospitalizations are subject to two levels of dependence. In addition to the dependence among within-patient events, patients are also clustered by listing center. We propose two marginal methods to analyze such clustered recurrent event data; the first model postulates a common baseline event rate, while the second features cluster-specific baseline rates. Our results indicate that kidney transplantation offers a significant decrease in hospitalization, but that the effect is negated by a waiting time (until transplant) of more than 2 years. Moreover, graft failure (GF) results in a significant increase in the hospitalization rate which is greatest in the first month post-GF, but remains significantly elevated up to 4 years later. We also compare results from the proposed models to those based on a frailty model, with the various methods compared and contrasted.     

Functional mixed-effects model for periodic data

Periodic data are frequently collected in biomedical experiments. We consider the underlying periodic curves giving rise to these data, and account for the periodicity in their functional model to improve estimation and inference. We propose to incorporate the periodic constraint in the functional mixed-effects model setting. Both the fixed functional effects and random functional effects are modeled in the same periodic functional space, hence the population-average estimates and subject-specific predictions are all periodic. An efficient algorithm is given to estimate the proposed model by an O(N) modified Kalman filtering and smoothing algorithm. The proposed method is evaluated in different scenarios through simulations. Treatments to none-full period data and missing observations along the period are also given. Analysis of a cortisol data set obtained from a study on fibromyalgia is conducted as illustration.     

Joint model for recurrent event data with a cured fraction and a terminal event

In a longitudinal study where the recurrence of an event and a terminal event such as death are observed, a certain portion of the subjects may experience no event during a long follow-up period; this often denoted as the cure group which is assumed to be the risk-free from both recurrent events and death. However, this assumption ignores the possibility of death, which subjects in the cure group may experience. In the present study, such misspecification is investigated with the addition of a death hazard model to the cure group. We propose a joint model using a frailty effect, which reflects the association between a recurrent event and death. For the estimation, an expectation-maximization (EM) algorithm was developed and PROC NLMIXED in SAS was incorporated under a piecewise constant baseline. Simulation studies were performed to check the performance of the suggested method. The proposed method was applied to leukemia patients experiencing both infection and death after bone marrow transplant.     

Bayesian semiparametric dynamic frailty models for multiple event time data

Many biomedical studies collect data on times of occurrence for a health event that can occur repeatedly, such as infection, hospitalization, recurrence of disease, or tumor onset. To analyze such data, it is necessary to account for within-subject dependency in the multiple event times. Motivated by data from studies of palpable tumors, this article proposes a dynamic frailty model and Bayesian semiparametric approach to inference. The widely used shared frailty proportional hazards model is generalized to allow subject-specific frailties to change dynamically with age while also accommodating nonproportional hazards. Parametric assumptions on the frailty distribution are avoided by using Dirichlet process priors for a shared frailty and for multiplicative innovations on this frailty. By centering the semiparametric model on a conditionally conjugate dynamic gamma model, we facilitate posterior computation and lack-of-fit assessments of the parametric model. Our proposed method is demonstrated using data from a cancer chemoprevention study.     

A joint frailty model for survival and gap times between recurrent events

Therapy for patients with a recurrent disease focuses on delaying disease recurrence and prolonging survival. A common analysis approach for such data is to estimate the distribution of disease-free survival, that is, the time to the first disease recurrence or death, whichever happens first. However, treating death similarly as disease recurrence may give misleading results. Also considering only the first recurrence and ignoring subsequent ones can result in loss of statistical power. We use a joint frailty model to simultaneously analyze disease recurrences and survival. Separate parameters for disease recurrence and survival are used in the joint model to distinguish treatment effects on these two types of events. The correlation between disease recurrences and survival is taken into account by a shared frailty. The effect of disease recurrence on survival can also be estimated by this model. The EM algorithm is used to fit the model, with Markov chain Monte Carlo simulations in the E-steps. The method is evaluated by simulation studies and illustrated through a study of patients with heart failure. Sensitivity analysis for the parametric assumption of the frailty distribution is assessed by simulations.