Locally efficient estimation of the quality-adjusted lifetime distribution with right-censored data and covariates

Zhao and Tsiatis (1997) consider the problem of estimation of the distribution of the quality-adjusted lifetime when the chronological survival time is subject to right censoring. The quality-adjusted lifetime is typically defined as a weighted sum of the times spent in certain states up until death or some other failure time. They propose an estimator and establish the relevant asymptotics under the assumption of independent censoring. In this paper we extend the data structure with a covariate process observed until the end of follow-up and identify the optimal estimation problem. Because of the curse of dimensionality, no globally efficient nonparametric estimators, which have a good practical performance at moderate sample sizes, exist. Given a correctly specified model for the hazard of censoring conditional on the observed quality-of-life and covariate processes, we propose a closed-form one-step estimator of the distribution of the quality-adjusted lifetime whose asymptotic variance attains the efficiency bound if we can correctly specify a lower-dimensional working model for the conditional distribution of quality-adjusted lifetime given the observed quality-of-life and covariate processes. The estimator remains consistent and asymptotically normal even if this latter submodel is misspecified. The practical performance of the estimators is illustrated with a simulation study. We also extend our proposed one-step estimator to the case where treatment assignment is confounded by observed risk factors so that this estimator can be used to test a treatment effect in an observational study.     

Comparisons of predictive values of binary medical diagnostic tests for paired designs

Positive and negative predictive values of a diagnostic test are key clinically relevant measures of test accuracy. Surprisingly, statistical methods for comparing tests with regard to these parameters have not been available for the most common study design in which each test is applied to each study individual. In this paper, we propose a statistic for comparing the predictive values of two diagnostic tests using this paired study design. The proposed statistic is a score statistic derived from a marginal regression model and bears some relation to McNemar's statistic. As McNemar's statistic can be used to compare sensitivities and specificities of diagnostic tests, parameters that condition on disease status, our statistic can be considered as an analog of McNemar's test for the problem of comparing predictive values, parameters that condition on test outcome. We report on the results of a simulation study designed to examine the properties of this test under a variety of conditions. The method is illustrated with data from a study of methods for diagnosis of coronary artery disease.     

Testing equality of survival functions based on both paired and unpaired censored data

We introduce two test procedures for comparing two survival distributions on the basis of randomly right-censored data consisting of both paired and unpaired observations. Our procedures are based on generalizations of a pooled rank test statistic previously proposed for uncensored data. One generalization adapts the Prentice-Wilcoxon score, while the other adapts the Akritas score. The use of these particular scoring systems in pooled rank tests with randomly right-censored paired data has been advocated by several researchers. Our test procedures utilize the permutation distributions of the test statistics based on a novel manner of permuting the scores. Permutation versions of tests for right-censored paired data and for two independent right-censored samples that use the proposed scoring systems are obtained as special cases of our test procedures. Simulation results show that our test procedures have high power for detecting scale and location shifts in exponential and log-logistic distributions for the survival times. We also demonstrate the advantages of our test procedures in terms of utilizing randomly occurring unpaired observations that are discarded in test procedures for paired data. The tests are applied to skin graft data previously reported elsewhere.     

The two-sample problem with induced dependent censorship

Induced dependent censorship is a general phenomenon in health service evaluation studies in which a measure such as quality-adjusted survival time or lifetime medical cost is of interest. We investigate the two-sample problem and propose two classes of nonparametric tests. Based on consistent estimation of the survival function for each sample, the two classes of test statistics examine the cumulative weighted difference in hazard functions and in survival functions. We derive a unified asymptotic null distribution theory and inference procedure. The tests are applied to trial V of the International Breast Cancer Study Group and show that long duration chemotherapy significantly improves time without symptoms of disease and toxicity of treatment as compared with the short duration treatment. Simulation studies demonstrate that the proposed tests, with a wide range of weight choices, perform well under moderate sample sizes.     

Regression on Quantile Residual Life

Summary A time‐specific log‐linear regression method on quantile residual lifetime is proposed. Under the proposed regression model, any quantile of a time‐to‐event distribution among survivors beyond a certain time point is associated with selected covariates under right censoring. Consistency and asymptotic normality of the regression estimator are established. An asymptotic test statistic is proposed to evaluate the covariate effects on the quantile residual lifetimes at a specific time point. Evaluation of the test statistic does not require estimation of the variance–covariance matrix of the regression estimators, which involves the probability density function of the survival distribution with censoring. Simulation studies are performed to assess finite sample properties of the regression parameter estimator and test statistic. The new regression method is applied to a breast cancer data set with long‐term follow‐up to estimate the patients' median residual lifetimes, adjusting for important prognostic factors.     

Nonparametric simulation-based statistics for detecting linkage in general pedigrees.

We present here four nonparametric statistics for linkage analysis that test whether pairs of affected relatives share marker alleles more often than expected. These statistics are based on simulating the null distribution of a given statistic conditional on the unaffecteds' marker genotypes. Each statistic uses a different measure of marker sharing: the SimAPM statistic uses the simulation-based affected-pedigree-member measure based on identity-by-state (IBS) sharing. The SimKIN (kinship) measure is 1.0 for identity-by-descent (IBD) sharing, 0.0 for no IBD status sharing, and the kinship coefficient when the IBD status is ambiguous. The simulation-based IBD (SimIBD) statistic uses a recursive algorithm to determine the probability of two affecteds sharing a specific allele IBD. The SimISO statistic is identical to SimIBD, except that it also measures marker similarity between unaffected pairs. We evaluated our statistics on data simulated under different two-locus disease models, comparing our results to those obtained with several other nonparametric statistics. Use of IBD information produces dramatic increases in power over the SimAPM method, which uses only IBS information. The power of our best statistic in most cases meets or exceeds the power of the other nonparametric statistics. Furthermore, our statistics perform comparisons between all affected relative pairs within general pedigrees and are not restricted to sib pairs or nuclear families.     

Nonparametric inference on median residual life function

Summary .  A simple approach to the estimation of the median residual lifetime is proposed for a single group by inverting a function of the Kaplan–Meier estimators. A test statistic is proposed to compare two median residual lifetimes at any fixed time point. The test statistic does not involve estimation of the underlying probability density function of failure times under censoring. Extensive simulation studies are performed to validate the proposed test statistic in terms of type I error probabilities and powers at various time points. One of the oldest data sets from the National Surgical Adjuvant Breast and Bowel Project (NSABP), which has more than a quarter century of follow-up, is used to illustrate the method. The analysis results indicate that, without systematic post-operative therapy, a significant difference in median residual lifetimes between node-negative and node-positive breast cancer patients persists for about 10 years after surgery. The new estimates of the median residual lifetime could serve as a baseline for physicians to explain any incremental effects of post-operative treatments in terms of delaying breast cancer recurrence or prolonging remaining lifetimes of breast cancer patients.     

On the use of permutation in and the performance of a class of nonparametric methods to detect differential gene expression

MOTIVATION: Recently a class of nonparametric statistical methods, including the empirical Bayes (EB) method, the significance analysis of microarray (SAM) method and the mixture model method (MMM), have been proposed to detect differential gene expression for replicated microarray experiments conducted under two conditions. All the methods depend on constructing a test statistic Z and a so-called null statistic z. The null statistic z is used to provide some reference distribution for Z such that statistical inference can be accomplished. A common way of constructing z is to apply Z to randomly permuted data. Here we point our that the distribution of z may not approximate the null distribution of Z well, leading to possibly too conservative inference. This observation may apply to other permutation-based nonparametric methods. We propose a new method of constructing a null statistic that aims to estimate the null distribution of a test statistic directly. RESULTS: Using simulated data and real data, we assess and compare the performance of the existing method and our new method when applied in EB, SAM and MMM. Some interesting findings on operating characteristics of EB, SAM and MMM are also reported. Finally, by combining the idea of SAM and MMM, we outline a simple nonparametric method based on the direct use of a test statistic and a null statistic.     

Median Tests for Censored Survival Data; a Contingency Table Approach

Summary The median failure time is often utilized to summarize survival data because it has a more straightforward interpretation for investigators in practice than the popular hazard function. However, existing methods for comparing median failure times for censored survival data either require estimation of the probability density function or involve complicated formulas to calculate the variance of the estimates. In this article, we modify a K ‐sample median test for censored survival data ( Brookmeyer and Crowley, 1982 , Journal of the American Statistical Association 77, 433–440) through a simple contingency table approach where each cell counts the number of observations in each sample that are greater than the pooled median or vice versa. Under censoring, this approach would generate noninteger entries for the cells in the contingency table. We propose to construct a weighted asymptotic test statistic that aggregates dependent χ² ‐statistics formed at the nearest integer points to the original noninteger entries. We show that this statistic follows approximately a χ² ‐distribution with k? 1 degrees of freedom. For a small sample case, we propose a test statistic based on combined p ‐values from Fisher’s exact tests, which follows a χ² ‐distribution with 2 degrees of freedom. Simulation studies are performed to show that the proposed method provides reasonable type I error probabilities and powers. The proposed method is illustrated with two real datasets from phase III breast cancer clinical trials.     

Causal inference on the difference of the restricted mean lifetime between two groups

When comparing survival times between two treatment groups, it may be more appropriate to compare the restricted mean lifetime, i.e., the expectation of lifetime restricted to a time L, rather than mean lifetime in order to accommodate censoring. When the treatments are not assigned to patients randomly, as in observational studies, we also need to account for treatment imbalances in confounding factors. In this article, we propose estimators for the difference of the restricted mean lifetime between two groups that account for treatment imbalances in prognostic factors assuming a proportional hazards relationship. Large-sample properties of our estimators based on martingale theory for counting processes are also derived. Simulation studies were conducted to compare these estimators and to assess the adequacy of the large-sample approximations. Our methods are also applied to an observational database of acute coronary syndrome patients from Duke University Medical Center to estimate the treatment effect on the restricted mean lifetime over 5 years.     

A nonparametric approach to the analysis of longitudinal data via a set of level crossing problems with application to the analysis of microarray time course experiments

Here we develop a completely nonparametric method for comparing two groups on a set of longitudinal measurements. No assumptions are made about the form of the mean response function, the covariance structure or the distributional form of disturbances around the mean response function. The solution proposed here is based on the realization that every longitudinal data set can also be thought of as a collection of survival data sets where the events of interest are level crossings. The method for testing for differences in the longitudinal measurements then is as follows: for an arbitrarily large set of levels, for each subject determine the first time the subject has an upcrossing and a downcrossing for each level. For each level one then computes the log rank statistic and uses the maximum in absolute value of all these statistics as the test statistic. By permuting group labels we obtain a permutation test of the hypothesis that the joint distribution of the measurements over time does not depend on group membership. Simulations are performed to investigate the power and it is applied to the area that motivated the method-the analysis of microarrays. In this area small sample sizes, few time points and far too many genes to consider genuine gene level longitudinal modeling have created a need for a simple, model free test to screen for interesting features in the data.     

Pathway analysis of microarray data via regression.

Pathway analysis of microarray data evaluates gene expression profiles of a priori defined biological pathways in association with a phenotype of interest. We propose a unified pathway-analysis method that can be used for diverse phenotypes including binary, multiclass, continuous, count, rate, and censored survival phenotypes. The proposed method also allows covariate adjustments and correlation in the phenotype variable that is encountered in longitudinal, cluster-sampled, and paired designs. These are accomplished by combining the regression-based test statistic for each individual gene in a pathway of interest into a pathway-level test statistic. Applications of the proposed method are illustrated with two real pathway-analysis examples: one evaluating relapse-associated gene expression involving a matched-pair binary phenotype in children with acute lymphoblastic leukemia; and the other investigating gene expression in breast cancer tissues in relation to patients' survival (a censored survival phenotype). Implementations for various phenotypes are available in R. Additionally, an Excel Add-in for a user-friendly interface is currently being developed.     

On Computing a Likelihood Ratio Test Statistic in Physiological Response Slope Studies

We consider a structural model often used as the basis for analysis of response slopes in physiological studies, with particular emphasis on the problem of comparing the slopes for two samples. We simplify some of the calculations leading to a likelihood ratio test statistic for the hypothesis of equality of slopes. We show that these simplifications introduce additional computational stability, and illustrate our remarks in a numerical example.     

A Simple Two‐Sample Rank Test for Multivariate Survival Outcomes with Left Truncation and Right Censoring

A distribution‐free two‐sample rank test is proposed for testing for differences between survival distributions in the analysis of biomedical studies in which two groups of subjects are followed over time for a particular outcome, which may recur. This method is motivated by an observational HIV (human immunodeficiency virus) study in which a group of HIV‐seropositive women and a comparable group of HIV‐seronegative women were examined every 6 months for the presence of cervical intraepithelial neoplasia (CIN), the cervical cancer precursor. Women entered the study serially and were subject to random loss to follow‐up. Only women free of CIN at study entry were followed resulting in left‐truncated survival times. If a woman is found to be CIN infected at a later examination, she is treated and then followed until CIN recurs. The two groups of women were compared at both occurrences of CIN on the basis of rank statistics. For the first occurrence of CIN, survival times since the beginning of the study (based on calendar time) are compared. For a recurrence of CIN, survival times since the first development of CIN are compared. The proposed test statistic for an overall difference between the two groups follows a chi‐square distribution with two degrees of freedom. Simulation results demonstrate the usefulness of the proposed test proposed test statistic, which reduces to the Gehan statistic if each person is followed only to the first failure and there is no serial enrollment.     

Cost per QALY (Quality-Adjusted Life Year) and Lifetime Cost of Prolonged Mechanical Ventilation in Taiwan

Introduction

Patients who require prolonged mechanical ventilation (PMV) are increasing and producing financial burdens worldwide. This study determines the cost per QALY (quality-adjusted life year), out-of-pocket expenses, and lifetime costs for PMV patients stratified by underlying diseases and cognition levels.

Methods

A nationwide sample of 50,481 patients with continual mechanical ventilation for more than 21 days was collected during 1997–2007. After stratifying the patients according to specific diagnoses, a latent class analysis (LCA) was performed to categorise PMV patients with multiple co-morbidities into several homogeneous groups. The survival functions were estimated for individual groups using the Kaplan-Meier method and extrapolated to 300 months through a semi-parametric method. The survival functions were adjusted using an EQ-5D utility value derived from a convenience sample of 142 PMV patients to estimate quality-adjusted life expectancies (QALE). Another convenience sample of 165 patients was used to estimate the out-of-pocket expenses. The lifetime expenditures paid by the single-payer National Health Insurance (NHI) system and patients'' families were estimated by multiplying average monthly expenditures by the survival probabilities and summing the values over lifetime.

Results

PMV therapy costs more than 100,000 U.S. dollars (USD) per QALY for all patients with poor cognition. For patients with partial cognition, PMV therapy costs less than 56,000 USD per QALY for those with liver cirrhosis, intracranial or spinal cord injuries, and 57,000–69,000 USD for patients with multiple co-morbidities under age of 65. The average lifetime cost of PMV was usually below 56,000 USD. The out-of-pocket expenses were often more than one-third of the total cost of treatment.

Conclusions

PMV treatment for patients with poor cognition would cost more than 5 times Taiwan''s GDP (gross domestic products), or less cost-effective. The out-of-pocket expenses for PMV provision should also be considered in policy decision.     

Applications of the Mantel-Haenszel statistic to the comparison of survival distributions.

In comparing two survival distributions, a Mantel-Haenszel statistic can be computed after each death as a non-linear two-sample rank statistic. The distributions of both the maximum and terminal statistics in such a sequence are studied numerically, in the absence of censoring, and appropriate critical values are determined. The maximum statistic is applied to simultaneous inference, and both the maximum and terminal statistics are used as the basis for early stopping procedures (especially in the pseudo-sequential context). Procedures based on the two statistics are compared for power and for early decision properties such as stopping index and (for exponential distributions) stopping time.     

Simultaneous Non‐inferiority Test of Sensitivity and Specificity for Two Diagnostic Procedures in the Presence of a Gold Standard

Sensitivity and specificity have traditionally been used to assess the performance of a diagnostic procedure. Diagnostic procedures with both high sensitivity and high specificity are desirable, but these procedures are frequently too expensive, hazardous, and/or difficult to operate. A less sophisticated procedure may be preferred, if the loss of the sensitivity or specificity is determined to be clinically acceptable. This paper addresses the problem of simultaneous testing of sensitivity and specificity for an alternative test procedure with a reference test procedure when a gold standard is present. The hypothesis is formulated as a compound hypothesis of two non‐inferiority (one‐sided equivalence) tests. We present an asymptotic test statistic based on the restricted maximum likelihood estimate in the framework of comparing two correlated proportions under the prospective and retrospective sampling designs. The sample size and power of an asymptotic test statistic are derived. The actual type I error and power are calculated by enumerating the exact probabilities in the rejection region. For applications that require high sensitivity as well as high specificity, a large number of positive subjects and a large number of negative subjects are needed. We also propose a weighted sum statistic as an alternative test by comparing a combined measure of sensitivity and specificity of the two procedures. The sample size determination is independent of the sampling plan for the two tests.     

An information ratio-based goodness-of-fit test for copula models on censored data

Copula is a popular method for modeling the dependence among marginal distributions in multivariate censored data. As many copula models are available, it is essential to check if the chosen copula model fits the data well for analysis. Existing approaches to testing the fitness of copula models are mainly for complete or right-censored data. No formal goodness-of-fit (GOF) test exists for interval-censored or recurrent events data. We develop a general GOF test for copula-based survival models using the information ratio (IR) to address this research gap. It can be applied to any copula family with a parametric form, such as the frequently used Archimedean, Gaussian, and D-vine families. The test statistic is easy to calculate, and the test procedure is straightforward to implement. We establish the asymptotic properties of the test statistic. The simulation results show that the proposed test controls the type-I error well and achieves adequate power when the dependence strength is moderate to high. Finally, we apply our method to test various copula models in analyzing multiple real datasets. Our method consistently separates different copula models for all these datasets in terms of model fitness.     

Microarray Data Analysis

The analysis of differential gene expression in microarray experiments requires the development of adequate statistical tools. This article describes a simple statistical method for detecting differential expression between two conditions with a low number of replicates. When comparing two group means using a traditional t-test, gene-specific variance estimates are unstable and can lead to wrong conclusions. We construct a likelihood ratio test while modelling these variances hierarchically across all genes, and express it as a t-test statistic. By borrowing information across genes we can take advantage of their large numbers, and still yield a gene-specific test statistic. We show that this hierarchical t-test is more powerful than its traditional version and generates less false positives in a simulation study, especially with small sample sizes. This approach can be extended to cases where there are more than two groups.     

Rank Covariance Methods for the Analysis of Survival Data

A procedure for comparing survival times between several groups of patients through rank analysis of covariance was introduced by WOOLSON and LACHENBRUCH (1983). It is a modification of Quade' rank analysis of covariance procedure (1967) and can be used for the analysis of right-censored data. In this paper, two additional modifications of Quade' original test statistic are proposed and compared to the original modification introduced by Woolson and Lachenbruch. These statistics are compared to one another and to the score test from Cox' proportional hazards model by way of a limited Monte Carlo study. One of the statistics, Q_R2, is recommended for general use for the rank analysis of covariance of right-censored survivorship data.