Attenuation caused by infrequently updated covariates in survival analysis

This paper deals with hazard regression models for survival data with time-dependent covariates consisting of updated quantitative measurements. The main emphasis is on the Cox proportional hazards model but also additive hazard models are discussed. Attenuation of regression coefficients caused by infrequent updating of covariates is evaluated using simulated data mimicking our main example, the CSL1 liver cirrhosis trial. We conclude that the degree of attenuation depends on the type of stochastic process describing the time-dependent covariate and that attenuation may be substantial for an Ornstein-Uhlenbeck process. Also trends in the covariate combined with non-synchronous updating may cause attenuation. Simple methods to adjust for infrequent updating of covariates are proposed and compared to existing techniques using both simulations and the CSL1 data. The comparison shows that while existing, more complicated methods may work well with frequent updating of covariates the simpler techniques may have advantages in larger data sets with infrequent updatings.     

An illness-death process with time-dependent covariates

A general model for the illness-death stochastic process with covariates has been developed for the analysis of survival data. This model incorporates important baseline and time-dependent covariates in order to make an appropriate adjustment for the transition and survival probabilities. The follow-up period is subdivided into small intervals and a constant hazard is assumed for each interval. An approximation formula is derived to estimate the transition parameters when the exact transition time is unknown. The method developed is illustrated with data from a study on the prevention of the recurrence of a myocardial infarction and subsequent mortality, the Beta-Blocker Heart Attack Trial (BHAT). This method provides an analytical approach with which the effectiveness of the treatment can be compared between the placebo and propranolol treatment groups with respect to fatal and nonfatal events simultaneously.     

Bayesian estimators for conditional hazard functions

This article introduces a new Bayesian approach to the analysis of right-censored survival data. The hazard rate of interest is modeled as a product of conditionally independent stochastic processes corresponding to (1) a baseline hazard function and (2) a regression function representing the temporal influence of the covariates. These processes jump at times that form a time-homogeneous Poisson process and have a pairwise dependency structure for adjacent values. The two processes are assumed to be conditionally independent given their jump times. Features of the posterior distribution, such as the mean covariate effects and survival probabilities (conditional on the covariate), are evaluated using the Metropolis-Hastings-Green algorithm. We illustrate our methodology by an application to nasopharynx cancer survival data.     

Description of radiation- and ultrasound-induced cell death by a stochastic process

Cell survival is a stochastic process with the stochastic component being strongly dependent on the irradiation conditions. This process is described by a stochastic model which allows differentiation between the deterministic and stochastic components of survival. The proposed model is tested for four irradiation experiments (2 with ionizing radiation and 2 with ultrasound) and very good agreement with experimental results is demonstrated. It identifies the higher stochasticity of the cell survival for the temporally varying radiation fields and provides the possibility to compare the stochasticity of survival in different radiation fields.     

Time-dependent covariates in the proportional subdistribution hazards model for competing risks

Separate Cox analyses of all cause-specific hazards are the standard technique of choice to study the effect of a covariate in competing risks, but a synopsis of these results in terms of cumulative event probabilities is challenging. This difficulty has led to the development of the proportional subdistribution hazards model. If the covariate is known at baseline, the model allows for a summarizing assessment in terms of the cumulative incidence function. black Mathematically, the model also allows for including random time-dependent covariates, but practical implementation has remained unclear due to a certain risk set peculiarity. We use the intimate relationship of discrete covariates and multistate models to naturally treat time-dependent covariates within the subdistribution hazards framework. The methodology then straightforwardly translates to real-valued time-dependent covariates. As with classical survival analysis, including time-dependent covariates does not result in a model for probability functions anymore. Nevertheless, the proposed methodology provides a useful synthesis of separate cause-specific hazards analyses. We illustrate this with hospital infection data, where time-dependent covariates and competing risks are essential to the subject research question.     

Correcting for Confounding in Analyzing Receiver Operating Characteristic Curves

A method is described for modeling a receiver operating curve as a function of confounding covariates when the outcome of the screening test is a continuous variate. A parametric survival model is proposed for modeling the distribution of the screening test outcome as a function of true disease status and other confounding covariates. The sensitivity and specificity of the screening test at any “cut-point” along the range of the screening test outcome may be estimated easily from the estimated survival distribution. Confidence intervals and an estimate of the area under the curve are derived.     

An extension of the Cormack-Jolly-Seber model for continuous covariates with application to Microtus pennsylvanicus

Recent developments in the Cormack-Jolly-Seber (CJS) model for analyzing capture-recapture data have focused on allowing the capture and survival rates to vary between individuals. Several methods have been developed in which capture and survival are functions of auxiliary variables that may be discrete, constant over time, or apply to the population as a whole, but the problem has not been solved for continuous covariates that vary with both time and individual. This article proposes a new method to handle such covariates by modeling changes over time via a diffusion process and using logistic functions to link the variable to the CJS capture and survival rates. Bayesian methods are used to estimate the model parameters. The method is applied to study the effect of body mass on the survival of the North American meadow vole, Microtus pennsylvanicus.     

Modeling Age and Nest‐Specific Survival Using a Hierarchical Bayesian Approach

Summary : Recent studies have shown that grassland birds are declining more rapidly than any other group of terrestrial birds. Current methods of estimating avian age‐specific nest survival rates require knowing the ages of nests, assuming homogeneous nests in terms of nest survival rates, or treating the hazard function as a piecewise step function. In this article, we propose a Bayesian hierarchical model with nest‐specific covariates to estimate age‐specific daily survival probabilities without the above requirements. The model provides a smooth estimate of the nest survival curve and identifies the factors that are related to the nest survival. The model can handle irregular visiting schedules and it has the least restrictive assumptions compared to existing methods. Without assuming proportional hazards, we use a multinomial semiparametric logit model to specify a direct relation between age‐specific nest failure probability and nest‐specific covariates. An intrinsic autoregressive prior is employed for the nest age effect. This nonparametric prior provides a more flexible alternative to the parametric assumptions. The Bayesian computation is efficient because the full conditional posterior distributions either have closed forms or are log concave. We use the method to analyze a Missouri dickcissel dataset and find that (1) nest survival is not homogeneous during the nesting period, and it reaches its lowest at the transition from incubation to nestling; and (2) nest survival is related to grass cover and vegetation height in the study area.     

Efficient analysis of Weibull survival data from experiments on heterogeneous patient populations

An efficient method is presented for analyses of death rated in one-way or cross-classified experiments where expected survival time for a patient at time of entry on trial is a function of observable covariates. The survival-time distribution used is a Weibull form of Cox's (1972) model. The analysis proceeds in two steps. In the first, goodness of fit of the model is checked, inefficient estimates of the parameters are obtained, and survival times adjusted for the entry covariates are calculated. In the second, efficient estimates and tests for the rate parameters are obtained. These can easily be calculated using hand or desk equipment. Reorganized data sets can be analyzed without repetition of step one, thereby reducing the computational load to hand level and facilitating exploratory data analysis.     

Nonparametric tests for continuous covariate effects with multistate survival data

SUMMARY: In clinical trials and observational studies, it is often of scientific interest to evaluate the effects of covariates on complex multistate event probabilities. With discrete covariates, nonparametric tests may be constructed using estimates of the relevant quantities. With continuous covariates, a common approach is to arbitrarily discretize the covariates, which may lead to substantial information loss. Another strategy is to formulate the covariate effects in a regression model. Model-based tests may have either low power or be biased under misspecification. We propose nonparametric tests not requiring arbitrary discretization. The tests involve integrals of estimates continuously indexed by dichotomizations of the covariates. General asymptotic results are derived under null and alternative hypotheses, and verified using empirical process theory in several special cases. The tests are consistent under stochastic ordering, which arises naturally with multistate data. A novel nonparametric measure of covariate effect is studied as a natural byproduct of the testing procedure. Simulation studies and two real data analyses demonstrate the gains of the new testing procedure over those based either on categorization or on regression models.     

A Multivariate Model to Measure the Effect of Treatments in Survival to Breast Cancer

An homogeneous Markov process in continuous time with three states (no relapse, relapse, and death) to model the influence of treatments in relapse and survival times to breast cancer is considered. Different treatments such as chemotherapy, radiotherapy, and hormonal therapy, and combinations of these were applied to a cohort of 300 patients after surgery. All patients were seen longitudinally every month. The treatments are introduced as covariates by means of transition intensity, thus providing three covariates. The likelihood function is built from the data and the parameters estimated. Original computational programmes are constructed using the MATHEMATICA and MATLAB programmes, by means of which we estimate the parameters, calculate the transition probability functions, plot the graphs of the survival curves, and fit the survival curves to treatments obtained from the model with the corresponding empirical functions.     

A semiparametric approach for the nonparametric transformation survival model with multiple covariates

The nonparametric transformation model makes no parametric assumptions on the forms of the transformation function and the error distribution. This model is appealing in its flexibility for modeling censored survival data. Current approaches for estimation of the regression parameters involve maximizing discontinuous objective functions, which are numerically infeasible to implement with multiple covariates. Based on the partial rank (PR) estimator (Khan and Tamer, 2004), we propose a smoothed PR estimator which maximizes a smooth approximation of the PR objective function. The estimator is shown to be asymptotically equivalent to the PR estimator but is much easier to compute when there are multiple covariates. We further propose using the weighted bootstrap, which is more stable than the usual sandwich technique with smoothing parameters, for estimating the standard error. The estimator is evaluated via simulation studies and illustrated with the Veterans Administration lung cancer data set.     

Goodness-of-fit methods for generalized linear mixed models

We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero-mean Gaussian processes, whose realizations can be generated through Monte Carlo simulation. Each observed process can then be compared, both visually and analytically, to a number of realizations simulated from the null distribution. These comparisons enable one to assess objectively whether the observed residual patterns reflect model misspecification or random variation. The proposed methods are particularly useful for checking the functional form of a covariate or the link function. Extensive simulation studies show that the proposed goodness-of-fit tests have proper sizes and are sensitive to model misspecification. Applications to two medical studies lead to improved models.     

A Power Law Model for Survival Data Using GLIM

This paper proposes a regression model for the Weibull survival distribution of which the scale parameter is a power function of covariates. The estimation of parameters for partially censored data is pursued by using a statistical package called GLIM. Two sets of carcinogenic data are used to illustrate this procedure.     

Competing Risks and Time‐Dependent Covariates

Time‐dependent covariates are frequently encountered in regression analysis for event history data and competing risks. They are often essential predictors, which cannot be substituted by time‐fixed covariates. This study briefly recalls the different types of time‐dependent covariates, as classified by Kalbfleisch and Prentice [The Statistical Analysis of Failure Time Data, Wiley, New York, 2002] with the intent of clarifying their role and emphasizing the limitations in standard survival models and in the competing risks setting. If random (internal) time‐dependent covariates are to be included in the modeling process, then it is still possible to estimate cause‐specific hazards but prediction of the cumulative incidences and survival probabilities based on these is no longer feasible. This article aims at providing some possible strategies for dealing with these prediction problems. In a multi‐state framework, a first approach uses internal covariates to define additional (intermediate) transient states in the competing risks model. Another approach is to apply the landmark analysis as described by van Houwelingen [Scandinavian Journal of Statistics 2007, 34 , 70–85] in order to study cumulative incidences at different subintervals of the entire study period. The final strategy is to extend the competing risks model by considering all the possible combinations between internal covariate levels and cause‐specific events as final states. In all of those proposals, it is possible to estimate the changes/differences of the cumulative risks associated with simple internal covariates. An illustrative example based on bone marrow transplant data is presented in order to compare the different methods.     

Semiparametric modeling of longitudinal measurements and time-to-event data--a two-stage regression calibration approach

SUMMARY: In this article we investigate regression calibration methods to jointly model longitudinal and survival data using a semiparametric longitudinal model and a proportional hazards model. In the longitudinal model, a biomarker is assumed to follow a semiparametric mixed model where covariate effects are modeled parametrically and subject-specific time profiles are modeled nonparametrially using a population smoothing spline and subject-specific random stochastic processes. The Cox model is assumed for survival data by including both the current measure and the rate of change of the underlying longitudinal trajectories as covariates, as motivated by a prostate cancer study application. We develop a two-stage semiparametric regression calibration (RC) method. Two variations of the RC method are considered, risk set regression calibration and a computationally simpler ordinary regression calibration. Simulation results show that the two-stage RC approach performs well in practice and effectively corrects the bias from the naive method. We apply the proposed methods to the analysis of a dataset for evaluating the effects of the longitudinal biomarker PSA on the recurrence of prostate cancer.     

Additive risk models for survival data with high-dimensional covariates

As a useful alternative to Cox's proportional hazard model, the additive risk model assumes that the hazard function is the sum of the baseline hazard function and the regression function of covariates. This article is concerned with estimation and prediction for the additive risk models with right censored survival data, especially when the dimension of the covariates is comparable to or larger than the sample size. Principal component regression is proposed to give unique and numerically stable estimators. Asymptotic properties of the proposed estimators, component selection based on the weighted bootstrap, and model evaluation techniques are discussed. This approach is illustrated with analysis of the primary biliary cirrhosis clinical data and the diffuse large B-cell lymphoma genomic data. It is shown that this methodology is numerically stable and effective in dimension reduction, while still being able to provide satisfactory prediction and classification results.     

Longitudinal Data Analysis with Event Time as a Covariate

We consider the estimation of a nonparametric smooth function of some event time in a semiparametric mixed effects model from repeatedly measured data when the event time is subject to right censoring. The within-subject correlation is captured by both cross-sectional and time-dependent random effects, where the latter is modeled by a nonhomogeneous Ornstein–Uhlenbeck stochastic process. When the censoring probability depends on other variables in the model, which often happens in practice, the event time data are not missing completely at random. Hence, the complete case analysis by eliminating all the censored observations may yield biased estimates of the regression parameters including the smooth function of the event time, and is less efficient. To remedy, we derive the likelihood function for the observed data by modeling the event time distribution given other covariates. We propose a two-stage pseudo-likelihood approach for the estimation of model parameters by first plugging an estimator of the conditional event time distribution into the likelihood and then maximizing the resulting pseudo-likelihood function. Empirical evaluation shows that the proposed method yields negligible biases while significantly reduces the estimation variability. This research is motivated by the project of hormone profile estimation around age at the final menstrual period for the cohort of women in the Michigan Bone Health and Metabolism Study.     

Modeling clustered, discrete, or grouped time survival data with covariates

We have developed methods for modeling discrete or grouped time, right-censored survival data collected from correlated groups or clusters. We assume that the marginal hazard of failure for individual items within a cluster is specified by a linear log odds survival model and the dependence structure is based on a gamma frailty model. The dependence can be modeled as a function of cluster-level covariates. Likelihood equations for estimating the model parameters are provided. Generalized estimating equations for the marginal hazard regression parameters and pseudolikelihood methods for estimating the dependence parameters are also described. Data from two clinical trials are used for illustration purposes.