Semiparametric frailty models for zero‐inflated event count data in the presence of informative dropout

Recurrent events data are commonly encountered in medical studies. In many applications, only the number of events during the follow‐up period rather than the recurrent event times is available. Two important challenges arise in such studies: (a) a substantial portion of subjects may not experience the event, and (b) we may not observe the event count for the entire study period due to informative dropout. To address the first challenge, we assume that underlying population consists of two subpopulations: a subpopulation nonsusceptible to the event of interest and a subpopulation susceptible to the event of interest. In the susceptible subpopulation, the event count is assumed to follow a Poisson distribution given the follow‐up time and the subject‐specific characteristics. We then introduce a frailty to account for informative dropout. The proposed semiparametric frailty models consist of three submodels: (a) a logistic regression model for the probability such that a subject belongs to the nonsusceptible subpopulation; (b) a nonhomogeneous Poisson process model with an unspecified baseline rate function; and (c) a Cox model for the informative dropout time. We develop likelihood‐based estimation and inference procedures. The maximum likelihood estimators are shown to be consistent. Additionally, the proposed estimators of the finite‐dimensional parameters are asymptotically normal and the covariance matrix attains the semiparametric efficiency bound. Simulation studies demonstrate that the proposed methodologies perform well in practical situations. We apply the proposed methods to a clinical trial on patients with myelodysplastic syndromes.     

Parameterizing Spatial Models of Infectious Disease Transmission that Incorporate Infection Time Uncertainty Using Sampling-Based Likelihood Approximations

A class of discrete-time models of infectious disease spread, referred to as individual-level models (ILMs), are typically fitted in a Bayesian Markov chain Monte Carlo (MCMC) framework. These models quantify probabilistic outcomes regarding the risk of infection of susceptible individuals due to various susceptibility and transmissibility factors, including their spatial distance from infectious individuals. The infectious pressure from infected individuals exerted on susceptible individuals is intrinsic to these ILMs. Unfortunately, quantifying this infectious pressure for data sets containing many individuals can be computationally burdensome, leading to a time-consuming likelihood calculation and, thus, computationally prohibitive MCMC-based analysis. This problem worsens when using data augmentation to allow for uncertainty in infection times. In this paper, we develop sampling methods that can be used to calculate a fast, approximate likelihood when fitting such disease models. A simple random sampling approach is initially considered followed by various spatially-stratified schemes. We test and compare the performance of our methods with both simulated data and data from the 2001 foot-and-mouth disease (FMD) epidemic in the U.K. Our results indicate that substantial computation savings can be obtained—albeit, of course, with some information loss—suggesting that such techniques may be of use in the analysis of very large epidemic data sets.     

Analysis of interval‐censored recurrent event processes subject to resolution

Interval‐censored recurrent event data arise when the event of interest is not readily observed but the cumulative event count can be recorded at periodic assessment times. In some settings, chronic disease processes may resolve, and individuals will cease to be at risk of events at the time of disease resolution. We develop an expectation‐maximization algorithm for fitting a dynamic mover‐stayer model to interval‐censored recurrent event data under a Markov model with a piecewise‐constant baseline rate function given a latent process. The model is motivated by settings in which the event times and the resolution time of the disease process are unobserved. The likelihood and algorithm are shown to yield estimators with small empirical bias in simulation studies. Data are analyzed on the cumulative number of damaged joints in patients with psoriatic arthritis where individuals experience disease remission.     

Mixed effects models with bivariate and univariate association parameters for longitudinal bivariate binary response data

When two binary responses are measured for each study subject across time, it may be of interest to model how the bivariate associations and marginal univariate risks involving the two responses change across time. To achieve such a goal, marginal models with bivariate log odds ratio and univariate logit components are extended to include random effects for all components. Specifically, separate normal random effects are specified on the log odds ratio scale for bivariate responses and on the logit scale for univariate responses. Assuming conditional independence given the random effects facilitates the modeling of bivariate associations across time with missing at random incomplete data. We fit the model to a dataset for which such structures are feasible: a longitudinal randomized trial of a cardiovascular educational program where the responses of interest are change in hypertension and hypercholestemia status. The proposed model is compared to a naive bivariate model that assumes independence between time points and univariate mixed effects logit models.     

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.     

Semiparametric transformation models for interval‐censored data in the presence of a cure fraction

Mixed case interval‐censored data arise when the event of interest is known only to occur within an interval induced by a sequence of random examination times. Such data are commonly encountered in disease research with longitudinal follow‐up. Furthermore, the medical treatment has progressed over the last decade with an increasing proportion of patients being cured for many types of diseases. Thus, interest has grown in cure models for survival data which hypothesize a certain proportion of subjects in the population are not expected to experience the events of interest. In this article, we consider a two‐component mixture cure model for regression analysis of mixed case interval‐censored data. The first component is a logistic regression model that describes the cure rate, and the second component is a semiparametric transformation model that describes the distribution of event time for the uncured subjects. We propose semiparametric maximum likelihood estimation for the considered model. We develop an EM type algorithm for obtaining the semiparametric maximum likelihood estimators (SPMLE) of regression parameters and establish their consistency, efficiency, and asymptotic normality. Extensive simulation studies indicate that the SPMLE performs satisfactorily in a wide variety of settings. The proposed method is illustrated by the analysis of the hypobaric decompression sickness data from National Aeronautics and Space Administration.     

Statistical Analysis of Illness–Death Processes and Semicompeting Risks Data

Summary In many instances, a subject can experience both a nonterminal and terminal event where the terminal event (e.g., death) censors the nonterminal event (e.g., relapse) but not vice versa. Typically, the two events are correlated. This situation has been termed semicompeting risks (e.g., Fine, Jiang, and Chappell, 2001 , Biometrika 88, 907–939; Wang, 2003 , Journal of the Royal Statistical Society, Series B 65, 257–273), and analysis has been based on a joint survival function of two event times over the positive quadrant but with observation restricted to the upper wedge. Implicitly, this approach entertains the idea of latent failure times and leads to discussion of a marginal distribution of the nonterminal event that is not grounded in reality. We argue that, similar to models for competing risks, latent failure times should generally be avoided in modeling such data. We note that semicompeting risks have more classically been described as an illness–death model and this formulation avoids any reference to latent times. We consider an illness–death model with shared frailty, which in its most restrictive form is identical to the semicompeting risks model that has been proposed and analyzed, but that allows for many generalizations and the simple incorporation of covariates. Nonparametric maximum likelihood estimation is used for inference and resulting estimates for the correlation parameter are compared with other proposed approaches. Asymptotic properties, simulations studies, and application to a randomized clinical trial in nasopharyngeal cancer evaluate and illustrate the methods. A simple and fast algorithm is developed for its numerical implementation.     

A bivariate cure-mixture approach for modeling familial association in diseases

For modeling correlation in familial diseases with variable ages at onset, we propose a bivariate model that incorporates two types of pairwise association, one between the lifetime risk or the overall susceptibility of two individuals and one between the ages at onset between two susceptible individuals. For estimation, we consider a two-stage estimation procedure similar to that of Shih (1998, Biometrics 54, 1115-1128). We evaluate the properties of the estimators through simulations and compare the performance with that from a bivariate survival model that allows correlation between ages at onset only. We apply the methodology to breast cancer using the kinship data from the Washington Ashkenazi Study. We also discuss potential applications of the proposed method in the area of cure modeling.     

Bayesian cure rate frailty models with application to a root canal therapy study

Due to natural or artificial clustering, multivariate survival data often arise in biomedical studies, for example, a dental study involving multiple teeth from each subject. A certain proportion of subjects in the population who are not expected to experience the event of interest are considered to be "cured" or insusceptible. To model correlated or clustered failure time data incorporating a surviving fraction, we propose two forms of cure rate frailty models. One model naturally introduces frailty based on biological considerations while the other is motivated from the Cox proportional hazards frailty model. We formulate the likelihood functions based on piecewise constant hazards and derive the full conditional distributions for Gibbs sampling in the Bayesian paradigm. As opposed to the Cox frailty model, the proposed methods demonstrate great potential in modeling multivariate survival data with a cure fraction. We illustrate the cure rate frailty models with a root canal therapy data set.     

Climate change,species distribution models,and physiological performance metrics: predicting when biogeographic models are likely to fail

Modeling the biogeographic consequences of climate change requires confidence in model predictions under novel conditions. However, models often fail when extended to new locales, and such instances have been used as evidence of a change in physiological tolerance, that is, a fundamental niche shift. We explore an alternative explanation and propose a method for predicting the likelihood of failure based on physiological performance curves and environmental variance in the original and new environments. We define the transient event margin (TEM) as the gap between energetic performance failure, defined as CT_max, and the upper lethal limit, defined as LT_max. If TEM is large relative to environmental fluctuations, models will likely fail in new locales. If TEM is small relative to environmental fluctuations, models are likely to be robust for new locales, even when mechanism is unknown. Using temperature, we predict when biogeographic models are likely to fail and illustrate this with a case study. We suggest that failure is predictable from an understanding of how climate drives nonlethal physiological responses, but for many species such data have not been collected. Successful biogeographic forecasting thus depends on understanding when the mechanisms limiting distribution of a species will differ among geographic regions, or at different times, resulting in realized niche shifts. TEM allows prediction of the likelihood of such model failure.     

A multistate model for bivariate interval-censored failure time data

SUMMARY: Interval-censored life-history data arise when the events of interest are only detectable at periodic assessments. When interest lies in the occurrence of two such events, bivariate-interval censored event time data are obtained. We describe how to fit a four-state Markov model useful for characterizing the association between two interval-censored event times when the assessment times for the two events may be generated by different inspection processes. The approach treats the two events symmetrically and enables one to fit multiplicative intensity models that give estimates of covariate effects as well as relative risks characterizing the association between the two events. An expectation-maximization (EM) algorithm is described for estimation in which the maximization step can be carried out with standard software. The method is illustrated by application to data from a trial of HIV patients where the events are the onset of viral shedding in the blood and urine among individuals infected with cytomegalovirus.     

Nonparametric and semiparametric estimation with sequentially truncated survival data

In observational cohort studies with complex sampling schemes, truncation arises when the time to event of interest is observed only when it falls below or exceeds another random time, that is, the truncation time. In more complex settings, observation may require a particular ordering of event times; we refer to this as sequential truncation. Estimators of the event time distribution have been developed for simple left-truncated or right-truncated data. However, these estimators may be inconsistent under sequential truncation. We propose nonparametric and semiparametric maximum likelihood estimators for the distribution of the event time of interest in the presence of sequential truncation, under two truncation models. We show the equivalence of an inverse probability weighted estimator and a product limit estimator under one of these models. We study the large sample properties of the proposed estimators and derive their asymptotic variance estimators. We evaluate the proposed methods through simulation studies and apply the methods to an Alzheimer's disease study. We have developed an R package, seqTrun , for implementation of our method.     

A proportional hazards cure model for the analysis of time to event with frequently unidentifiable causes

We propose a semiparametric method for the analysis of masked-cause failure data that are also subject to a cure. We present estimators for the failure time distribution, the cure rate, and the covariate effect on each of these, assuming a proportional hazards cure model for the time to event of interest and we use the expectation-maximization algorithm to conduct the likelihood maximization. The method is applied to data from a breast cancer clinical trial.     

Applying the Cox proportional hazards model when the change time of a binary time-varying covariate is interval censored

This paper develops methodology for estimation of the effect of a binary time-varying covariate on failure times when the change time of the covariate is interval censored. The motivating example is a study of cytomegalovirus (CMV) disease in patients with human immunodeficiency virus (HIV) disease. We are interested in determining whether CMV shedding predicts an increased hazard for developing active CMV disease. Since a clinical screening test is needed to detect CMV shedding, the time that shedding begins is only known to lie in an interval bounded by the patient's last negative and first positive tests. In a Cox proportional hazards model with a time-varying covariate for CMV shedding, the partial likelihood depends on the covariate status of every individual in the risk set at each failure time. Due to interval censoring, this is not always known. To solve this problem, we use a Monte Carlo EM algorithm with a Gibbs sampler embedded in the E-step. We generate multiple completed data sets by drawing imputed exact shedding times based on the joint likelihood of the shedding times and event times under the Cox model. The method is evaluated using a simulation study and is applied to the data set described above.     

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.     

A new measure of time-varying association for shared frailty models with bivariate current status data

In this paper, a new measure for assessing the temporal variation in the strength of association in bivariate current status data is proposed. This novel measure is relevant for shared frailty models. We show that this measure is particularly convenient, owing to its connection with the relative frailty variance and its interpretability in suggesting appropriate frailty models. We introduce a method of estimation and standard errors for this measure. We discuss its properties and compare it to an existing measure of association applicable to current status data. Small sample performance of the measure in realistic scenarios is investigated using simulations. The methods are illustrated with bivariate serological survey data on a pair of infections, where the time-varying association is likely to represent heterogeneities in activity levels and/or susceptibility to infection.     

Modeling Familial Association of Ages at Onset of Disease in the Presence of Competing Risk

Summary In genetic family studies, ages at onset of diseases are routinely collected. Often one is interested in assessing the familial association of ages at the onset of a certain disease type. However, when a competing risk is present and is related to the disease of interest, the usual measure of association by treating the competing event as an independent censoring event is biased. We propose a bivariate model that incorporates two types of association: one is between the first event time of paired members, and the other is between the failure types given the first event time. We consider flexible measures for both types of association, and estimate the corresponding association parameters by adopting the two‐stage estimation of Shih and Louis (1995, Biometrics 51, 1384–1399) and Nan et al. (2006, Journal of the American Statistical Association 101, 65–77). The proposed method is illustrated using the kinship data from the Washington Ashkenazi Study.     

Time-dependent cross ratio estimation for bivariate failure times

In the analysis of bivariate correlated failure time data, it is important to measure the strength of association among the correlated failure times. One commonly used measure is the cross ratio. Motivated by Cox's partial likelihood idea, we propose a novel parametric cross ratio estimator that is a flexible continuous function of both components of the bivariate survival times. We show that the proposed estimator is consistent and asymptotically normal. Its finite sample performance is examined using simulation studies, and it is applied to the Australian twin data.     

Interval mapping of quantitative trait loci for time-to-event data with the proportional hazards mixture cure model

Interval mapping using normal mixture models has been an important tool for analyzing quantitative traits in experimental organisms. When the primary phenotype is time-to-event, it is natural to use survival models such as Cox's proportional hazards model instead of normal mixtures to model the phenotype distribution. An extra challenge for modeling time-to-event data is that the underlying population may consist of susceptible and nonsusceptible subjects. In this article, we propose a semiparametric proportional hazards mixture cure model which allows missing covariates. We discuss applications to quantitative trait loci (QTL) mapping when the primary trait is time-to-event from a population of mixed susceptibility. This model can be used to characterize QTL effects on both susceptibility and time-to-event distribution, and to estimate QTL location. The model can naturally incorporate covariate effects of other risk factors. Maximum likelihood estimates for the parameters in the model as well as their corresponding variance estimates can be obtained numerically using an EM-type algorithm. The proposed methods are assessed by simulations under practical settings and illustrated using a real data set containing survival times of mice after infection with Listeria monocytogenes. An extension to multiple intervals is also discussed.     

Prospective accuracy for longitudinal markers

In this article we focus on appropriate statistical methods for characterizing the prognostic value of a longitudinal clinical marker. Frequently it is possible to obtain repeated measurements. If the measurement has the ability to signify a pending change in the clinical status of a patient then the marker has the potential to guide key medical decisions. Heagerty, Lumley, and Pepe (2000, Biometrics 56, 337-344) proposed characterizing the diagnostic accuracy of a marker measured at baseline by calculating receiver operating characteristic curves for cumulative disease or death incidence by time t. They considered disease status as a function of time, D(t) = 1(Tor= 0, after the baseline time) can discriminate between people who become diseased and those who do not in a subsequent time interval [s, t]. We assume the disease status is derived from an observed event time T and thus interest is in individuals who transition from disease free to diseased. We seek methods that also allow the inclusion of prognostic covariates that permit patient-specific decision guidelines when forecasting a future change in health status. Our proposal is to use flexible semiparametric models to characterize the bivariate distribution of the event time and marker values at an arbitrary time s. We illustrate the new methods by analyzing a well-known data set from HIV research, the Multicenter AIDS Cohort Study data.