Smoothed quantile regression analysis of competing risks

Censored quantile regression models, which offer great flexibility in assessing covariate effects on event times, have attracted considerable research interest. In this study, we consider flexible estimation and inference procedures for competing risks quantile regression, which not only provides meaningful interpretations by using cumulative incidence quantiles but also extends the conventional accelerated failure time model by relaxing some of the stringent model assumptions, such as global linearity and unconditional independence. Current method for censored quantile regressions often involves the minimization of the L₁‐type convex function or solving the nonsmoothed estimating equations. This approach could lead to multiple roots in practical settings, particularly with multiple covariates. Moreover, variance estimation involves an unknown error distribution and most methods rely on computationally intensive resampling techniques such as bootstrapping. We consider the induced smoothing procedure for censored quantile regressions to the competing risks setting. The proposed procedure permits the fast and accurate computation of quantile regression parameter estimates and standard variances by using conventional numerical methods such as the Newton–Raphson algorithm. Numerical studies show that the proposed estimators perform well and the resulting inference is reliable in practical settings. The method is finally applied to data from a soft tissue sarcoma study.     

High-dimensional feature selection in competing risks modeling: A stable approach using a split-and-merge ensemble algorithm

Variable selection is critical in competing risks regression with high-dimensional data. Although penalized variable selection methods and other machine learning-based approaches have been developed, many of these methods often suffer from instability in practice. This paper proposes a novel method named Random Approximate Elastic Net (RAEN). Under the proportional subdistribution hazards model, RAEN provides a stable and generalizable solution to the large-p-small-n variable selection problem for competing risks data. Our general framework allows the proposed algorithm to be applicable to other time-to-event regression models, including competing risks quantile regression and accelerated failure time models. We show that variable selection and parameter estimation improved markedly using the new computationally intensive algorithm through extensive simulations. A user-friendly R package RAEN is developed for public use. We also apply our method to a cancer study to identify influential genes associated with the death or progression from bladder cancer.     

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.     

Using Inverse Probability Bootstrap Sampling to Eliminate Sample Induced Bias in Model Based Analysis of Unequal Probability Samples

In ecology, as in other research fields, efficient sampling for population estimation often drives sample designs toward unequal probability sampling, such as in stratified sampling. Design based statistical analysis tools are appropriate for seamless integration of sample design into the statistical analysis. However, it is also common and necessary, after a sampling design has been implemented, to use datasets to address questions that, in many cases, were not considered during the sampling design phase. Questions may arise requiring the use of model based statistical tools such as multiple regression, quantile regression, or regression tree analysis. However, such model based tools may require, for ensuring unbiased estimation, data from simple random samples, which can be problematic when analyzing data from unequal probability designs. Despite numerous method specific tools available to properly account for sampling design, too often in the analysis of ecological data, sample design is ignored and consequences are not properly considered. We demonstrate here that violation of this assumption can lead to biased parameter estimates in ecological research. In addition, to the set of tools available for researchers to properly account for sampling design in model based analysis, we introduce inverse probability bootstrapping (IPB). Inverse probability bootstrapping is an easily implemented method for obtaining equal probability re-samples from a probability sample, from which unbiased model based estimates can be made. We demonstrate the potential for bias in model-based analyses that ignore sample inclusion probabilities, and the effectiveness of IPB sampling in eliminating this bias, using both simulated and actual ecological data. For illustration, we considered three model based analysis tools—linear regression, quantile regression, and boosted regression tree analysis. In all models, using both simulated and actual ecological data, we found inferences to be biased, sometimes severely, when sample inclusion probabilities were ignored, while IPB sampling effectively produced unbiased parameter estimates.     

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.     

基于分位数回归的长白落叶松人工林最大密度线

基于东北地区378块固定样地和415块临时样地的调查数据和Reineke方程,利用线性分位数回归技术建立了不同分位点(τ=0.90、0.95、0.99)下的长白落叶松人工林最大林分密度与林木平均胸径的关系模型,选出拟合长白落叶松人工林最大密度线的最优模型. 利用人为选取最大的拟合数据,采用最小二乘(OLS)和最大似然(ML)回归同时建立最大密度线模型. 采用极值统计理论的广义Pareto模型推算现实林分特定径阶的极限最大株数,进一步建立极限密度线模型. 将线性分位数回归模型与其他方法进行对比.结果表明: 在全部径阶范围内选取5个最大数据点拟合的方法能够得到现实林分的最大密度线,选取的样点过多会使模拟结果偏离最大密度线,且ML法要优于OLS法. 分位点为0.99的线性分位数回归模型能够取得与ML接近的拟合结果,但分位数回归模型参数的估计结果更稳定. 人为选取拟合数据具有一定的人为性,最终选取分位点为0.99的分位数回归模型为拟合最大密度线的最优模型,参数估计结果为k=11.790、β=-1.586,极限密度线模型的参数估计结果为k=11.820、β=-1.594. 所确定的极限密度线位置略高于最大密度线,但二者差异不明显. 由固定样地数据的验证结果可知,所建立的最大林分密度线及极限密度线能够对现实林分的最大密度及极限密度进行预测,为长白落叶松人工林的合理经营提供依据.     

Additive mixed effect model for clustered failure time data

We propose an additive mixed effect model to analyze clustered failure time data. The proposed model assumes an additive structure and includes a random effect as an additional component. Our model imitates the commonly used mixed effect models in repeated measurement analysis but under the context of hazards regression; our model can also be considered as a parallel development of the gamma-frailty model in additive model structures. We develop estimating equations for parameter estimation and propose a way of assessing the distribution of the latent random effect in the presence of large clusters. We establish the asymptotic properties of the proposed estimator. The small sample performance of our method is demonstrated via a large number of simulation studies. Finally, we apply the proposed model to analyze data from a diabetic study and a treatment trial for congestive heart failure.     

Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass

Summary Quantile regression, which models the conditional quantiles of the response variable given covariates, usually assumes a linear model. However, this kind of linearity is often unrealistic in real life. One situation where linear quantile regression is not appropriate is when the response variable is piecewise linear but still continuous in covariates. To analyze such data, we propose a bent line quantile regression model. We derive its parameter estimates, prove that they are asymptotically valid given the existence of a change‐point, and discuss several methods for testing the existence of a change‐point in bent line quantile regression together with a power comparison by simulation. An example of land mammal maximal running speeds is given to illustrate an application of bent line quantile regression in which this model is theoretically justified and its parameters are of direct biological interests.     

Quantile regression for longitudinal data using the asymmetric Laplace distribution

In longitudinal studies, measurements of the same individuals are taken repeatedly through time. Often, the primary goal is to characterize the change in response over time and the factors that influence change. Factors can affect not only the location but also more generally the shape of the distribution of the response over time. To make inference about the shape of a population distribution, the widely popular mixed-effects regression, for example, would be inadequate, if the distribution is not approximately Gaussian. We propose a novel linear model for quantile regression (QR) that includes random effects in order to account for the dependence between serial observations on the same subject. The notion of QR is synonymous with robust analysis of the conditional distribution of the response variable. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density. In a simulation study, the proposed method had an advantage in terms of mean squared error of the QR estimator, when compared with the approach that considers penalized fixed effects. Following our strategy, a nearly optimal degree of shrinkage of the individual effects is automatically selected by the data and their likelihood. Also, our model appears to be a robust alternative to the mean regression with random effects when the location parameter of the conditional distribution of the response is of interest. We apply our model to a real data set which consists of self-reported amount of labor pain measurements taken on women repeatedly over time, whose distribution is characterized by skewness, and the significance of the parameters is evaluated by the likelihood ratio statistic.     

Smoothed quantile regression for partially functional linear models in high dimensions

Practitioners of current data analysis are regularly confronted with the situation where the heavy-tailed skewed response is related to both multiple functional predictors and high-dimensional scalar covariates. We propose a new class of partially functional penalized convolution-type smoothed quantile regression to characterize the conditional quantile level between a scalar response and predictors of both functional and scalar types. The new approach overcomes the lack of smoothness and severe convexity of the standard quantile empirical loss, considerably improving the computing efficiency of partially functional quantile regression. We investigate a folded concave penalized estimator for simultaneous variable selection and estimation by the modified local adaptive majorize-minimization (LAMM) algorithm. The functional predictors can be dense or sparse and are approximated by the principal component basis. Under mild conditions, the consistency and oracle properties of the resulting estimators are established. Simulation studies demonstrate a competitive performance against the partially functional standard penalized quantile regression. A real application using Alzheimer's Disease Neuroimaging Initiative data is utilized to illustrate the practicality of the proposed model.     

Sieve Estimation for the Cox Model with Clustered Interval-Censored Failure Time Data

Clustered interval-censored failure time data occur when the failure times of interest are clustered into small groups and known only to lie in certain intervals. A number of methods have been proposed for regression analysis of clustered failure time data, but most of them apply only to clustered right-censored data. In this paper, a sieve estimation procedure is proposed for fitting a Cox frailty model to clustered interval-censored failure time data. In particular, a two-step algorithm for parameter estimation is developed and the asymptotic properties of the resulting sieve maximum likelihood estimators are established. The finite sample properties of the proposed estimators are investigated through a simulation study and the method is illustrated by the data arising from a lymphatic filariasis study.     

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.     

A Positive Stable Frailty Model for Clustered Failure Time Data with Covariate‐Dependent Frailty

Summary In this article, we propose a positive stable shared frailty Cox model for clustered failure time data where the frailty distribution varies with cluster‐level covariates. The proposed model accounts for covariate‐dependent intracluster correlation and permits both conditional and marginal inferences. We obtain marginal inference directly from a marginal model, then use a stratified Cox‐type pseudo‐partial likelihood approach to estimate the regression coefficient for the frailty parameter. The proposed estimators are consistent and asymptotically normal and a consistent estimator of the covariance matrix is provided. Simulation studies show that the proposed estimation procedure is appropriate for practical use with a realistic number of clusters. Finally, we present an application of the proposed method to kidney transplantation data from the Scientific Registry of Transplant Recipients.     

Median Regression Model with Interval Censored Data

Quantile regression methods have been used to estimate upper and lower quantile reference curves as the function of several covariates. Especially, in survival analysis, median regression models to the right‐censored data are suggested with several assumptions. In this article, we consider a median regression model for interval‐censored data and construct an estimating equation based on weights derived from interval‐censored data. In a simulation study, the performances of the proposed method are evaluated for both symmetric and right‐skewed distributed failure times. A well‐known breast cancer data are analyzed to illustrate the proposed method.     

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.     

Modeling adverse birth outcomes via confirmatory factor quantile regression

We describe a Bayesian quantile regression model that uses a confirmatory factor structure for part of the design matrix. This model is appropriate when the covariates are indicators of scientifically determined latent factors, and it is these latent factors that analysts seek to include as predictors in the quantile regression. We apply the model to a study of birth weights in which the effects of latent variables representing psychosocial health and actual tobacco usage on the lower quantiles of the response distribution are of interest. The models can be fit using an R package called factorQR.     

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.     

Bayesian nonparametric quantile process regression and estimation of marginal quantile effects

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian nonparametric method to simultaneously estimate noncrossing, nonlinear quantile curves. We expand the conditional distribution function of the response in I-spline basis functions where the covariate-dependent coefficients are modeled using neural networks. By leveraging the approximation power of splines and neural networks, our model can approximate any continuous quantile function. Compared to existing models, our model estimates all rather than a finite subset of quantiles, scales well to high dimensions, and accounts for estimation uncertainty. While the model is arbitrarily flexible, interpretable marginal quantile effects are estimated using accumulative local effect plots and variable importance measures. A simulation study shows that our model can better recover quantiles of the response distribution when the data are sparse, and an analysis of birth weight data is presented.     

Analysis of array CGH data for cancer studies using fused quantile regression

MOTIVATION: The identification of DNA copy number changes provides insights that may advance our understanding of initiation and progression of cancer. Array-based comparative genomic hybridization (array-CGH) has emerged as a technique allowing high-throughput genome-wide scanning for chromosomal aberrations. A number of statistical methods have been proposed for the analysis of array-CGH data. In this article, we consider a fused quantile regression model based on three motivations: (1) quantile regression may provide a more comprehensive picture for the ratio profile of copy numbers than the standard mean regression approach; (2) for simplicity, most available methods assume uniform spacing between neighboring clones, while incorporating the information of physical locations of clones may be helpful and (3) most current methods have a set of tuning parameters that must be carefully tuned, which introduces complexity to the implementation. RESULTS: We formulate the detection of regions of gains and losses in a fused regularized quantile regression framework, incorporating physical locations of clones. We derive an efficient algorithm that computes the entire solution path for the resulting optimization problem, and we propose a simple estimate for the complexity of the fitted model, which leads to convenient selection of the tuning parameter. Three published array-CGH datasets are used to demonstrate our approach. AVAILABILITY: R code are available at http://www.stat.lsa.umich.edu/~jizhu/code/cgh/. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.     

Quantile regression estimates of animal population trends

Ecologists often estimate population trends of animals in time series of counts using linear regression to estimate parameters in a linear transformation of multiplicative growth models, where logarithms of rates of change in counts in time intervals are used as response variables. We present quantile regression estimates for the median (0.50) and interquartile (0.25, 0.75) relationships as an alternative to mean regression estimates for common density-dependent and density-independent population growth models. We demonstrate that the quantile regression estimates are more robust to outliers and require fewer distributional assumptions than conventional mean regression estimates and can provide information on heterogeneous rates of change ignored by mean regression. We provide quantile regression trend estimates for 2 populations of greater sage-grouse (Centrocercus urophasianus) in Wyoming, USA, and for the Crawford population of Gunnison sage-grouse (Centrocercus minimus) in southwestern Colorado, USA. Our selected Gompertz models of density dependence for both populations of greater sage-grouse had smaller negative estimates of density-dependence terms and less variation in corresponding predicted growth rates (λ) for quantile than mean regression models. In contrast, our selected Gompertz models of density dependence with piecewise linear effects of years for the Crawford population of Gunnison sage-grouse had predicted changes in λ across years from quantile regressions that varied more than those from mean regression because of heterogeneity in estimated λs that were both less and greater than mean estimates. Our results add to literature establishing that quantile regression provides better behaved estimates than mean regression when there are outlying growth rates, including those induced by adjustments for zeros in the time series of counts. The 0.25 and 0.75 quantiles bracketing the median provide robust estimates of population changes (λ) for the central 50% of time series data and provide a 50% prediction interval for a single new prediction without making parametric distributional assumptions or assuming homogeneous λs. Compared to mean estimates, our quantile regression trend estimates for greater sage-grouse indicated less variation in density-dependent λs by minimizing sensitivity to outlying values, and for Gunnison sage-grouse indicated greater variation in density-dependent λs associated with heterogeneity among quantiles.