Measuring agreement of multivariate discrete survival times using a modified weighted kappa coefficient

Summary .  Assessing agreement is often of interest in clinical studies to evaluate the similarity of measurements produced by different raters or methods on the same subjects. We present a modified weighted kappa coefficient to measure agreement between bivariate discrete survival times. The proposed kappa coefficient accommodates censoring by redistributing the mass of censored observations within the grid where the unobserved events may potentially happen. A generalized modified weighted kappa is proposed for multivariate discrete survival times. We estimate the modified kappa coefficients nonparametrically through a multivariate survival function estimator. The asymptotic properties of the kappa estimators are established and the performance of the estimators are examined through simulation studies of bivariate and trivariate survival times. We illustrate the application of the modified kappa coefficient in the presence of censored observations with data from a prostate cancer study.     

Modeling concordance correlation via GEE to evaluate reproducibility

Clinical studies are often concerned with assessing whether different raters/methods produce similar values for measuring a quantitative variable. Use of the concordance correlation coefficient as a measure of reproducibility has gained popularity in practice since its introduction by Lin (1989, Biometrics 45, 255-268). Lin's method is applicable for studies evaluating two raters/two methods without replications. Chinchilli et al. (1996, Biometrics 52, 341-353) extended Lin's approach to repeated measures designs by using a weighted concordance correlation coefficient. However, the existing methods cannot easily accommodate covariate adjustment, especially when one needs to model agreement. In this article, we propose a generalized estimating equations (GEE) approach to model the concordance correlation coefficient via three sets of estimating equations. The proposed approach is flexible in that (1) it can accommodate more than two correlated readings and test for the equality of dependent concordant correlation estimates; (2) it can incorporate covariates predictive of the marginal distribution; (3) it can be used to identify covariates predictive of concordance correlation; and (4) it requires minimal distribution assumptions. A simulation study is conducted to evaluate the asymptotic properties of the proposed approach. The method is illustrated with data from two biomedical studies.     

Analysis of longitudinal marginal structural models

In this article we construct and study estimators of the causal effect of a time-dependent treatment on survival in longitudinal studies. We employ a particular marginal structural model (MSM), proposed by Robins (2000), and follow a general methodology for constructing estimating functions in censored data models. The inverse probability of treatment weighted (IPTW) estimator of Robins et al. (2000) is used as an initial estimator and forms the basis for an improved, one-step estimator that is consistent and asymptotically linear when the treatment mechanism is consistently estimated. We extend these methods to handle informative censoring. The proposed methodology is employed to estimate the causal effect of exercise on mortality in a longitudinal study of seniors in Sonoma County. A simulation study demonstrates the bias of naive estimators in the presence of time-dependent confounders and also shows the efficiency gain of the IPTW estimator, even in the absence such confounding. The efficiency gain of the improved, one-step estimator is demonstrated through simulation.     

Matrix-based concordance correlation coefficient for repeated measures

Summary In many clinical studies, Lin's concordance correlation coefficient (CCC) is a common tool to assess the agreement of a continuous response measured by two raters or methods. However, the need for measures of agreement may arise for more complex situations, such as when the responses are measured on more than one occasion by each rater or method. In this work, we propose a new CCC in the presence of repeated measurements, called the matrix‐based concordance correlation coefficient (MCCC) based on a matrix norm that possesses the properties needed to characterize the level of agreement between two p× 1 vectors of random variables. It can be shown that the MCCC reduces to Lin's CCC when p= 1. For inference, we propose an estimator for the MCCC based on U‐statistics. Furthermore, we derive the asymptotic distribution of the estimator of the MCCC, which is proven to be normal. The simulation studies confirm that overall in terms of accuracy, precision, and coverage probability, the estimator of the MCCC works very well in general cases especially when n is greater than 40. Finally, we use real data from an Asthma Clinical Research Network (ACRN) study and the Penn State Young Women's Health Study for demonstration.     

Semiparametric approaches for joint modeling of longitudinal and survival data with time-varying coefficients

Summary .   We study joint modeling of survival and longitudinal data. There are two regression models of interest. The primary model is for survival outcomes, which are assumed to follow a time-varying coefficient proportional hazards model. The second model is for longitudinal data, which are assumed to follow a random effects model. Based on the trajectory of a subject's longitudinal data, some covariates in the survival model are functions of the unobserved random effects. Estimated random effects are generally different from the unobserved random effects and hence this leads to covariate measurement error. To deal with covariate measurement error, we propose a local corrected score estimator and a local conditional score estimator. Both approaches are semiparametric methods in the sense that there is no distributional assumption needed for the underlying true covariates. The estimators are shown to be consistent and asymptotically normal. However, simulation studies indicate that the conditional score estimator outperforms the corrected score estimator for finite samples, especially in the case of relatively large measurement error. The approaches are demonstrated by an application to data from an HIV clinical trial.     

Overall concordance correlation coefficient for evaluating agreement among multiple observers

Accurate and precise measurement is an important component of any proper study design. As elaborated by Lin (1989, Biometrics 45, 255-268), the concordance correlation coefficient (CCC) is more appropriate than other indices for measuring agreement when the variable of interest is continuous. However, this agreement index is defined in the context of comparing two fixed observers. In order to use multiple observers in a study involving large numbers of subjects, there is a need to assess agreement among these multiple observers. In this article, we present an overall CCC (OCCC) in terms of the interobserver variability for assessing agreement among multiple fixed observers. The OCCC turns out to be equivalent to the generalized CCC (King and Chinchilli, 2001, Statistics in Medicine 20, 2131-2147; Lin, 1989; Lin, 2000, Biometrics 56, 324-325) when the squared distance function is used. We evaluated the OCCC through generalized estimating equations (Barnhart and Williamson, 2001, Biometrics 57, 931-940) and U-statistics (King and Chinchilli, 2001) for inference. This article offers the following important points. First, it addresses the precision and accuracy indices as components of the OCCC. Second, it clarifies that the OCCC is the weighted average of all pairwise CCCs. Third, it is intuitively defined in terms of interobserver variability. Fourth, the inference approaches of GEE and the U-statistics are compared via simulations for small samples. Fifth, we illustrate the use of the OCCC by two medical examples with the GEE, U-statistics, and bootstrap approaches.     

Censored quantile regression model with time-varying covariates under length-biased sampling

Quantile regression is a flexible and effective tool for modeling survival data and its relationship with important covariates, which often vary over time. Informative right censoring of data from the prevalent cohort within the population often results in length-biased observations. We propose an estimating equation-based approach to obtain consistent estimators of the regression coefficients of interest based on length-biased observations with time-dependent covariates. In addition, inspired by Zeng and Lin 2008, we also develop a more numerically stable procedure for variance estimation. Large sample properties including consistency and asymptotic normality of the proposed estimator are established. Numerical studies presented demonstrate convincing performance of the proposed estimator under various settings. The application of the proposed method is demonstrated using the Oscar dataset.     

Robust best linear estimation for regression analysis using surrogate and instrumental variables

We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.     

Clustered restricted mean survival time regression

For multicenter randomized trials or multilevel observational studies, the Cox regression model has long been the primary approach to study the effects of covariates on time-to-event outcomes. A critical assumption of the Cox model is the proportionality of the hazard functions for modeled covariates, violations of which can result in ambiguous interpretations of the hazard ratio estimates. To address this issue, the restricted mean survival time (RMST), defined as the mean survival time up to a fixed time in a target population, has been recommended as a model-free target parameter. In this article, we generalize the RMST regression model to clustered data by directly modeling the RMST as a continuous function of restriction times with covariates while properly accounting for within-cluster correlations to achieve valid inference. The proposed method estimates regression coefficients via weighted generalized estimating equations, coupled with a cluster-robust sandwich variance estimator to achieve asymptotically valid inference with a sufficient number of clusters. In small-sample scenarios where a limited number of clusters are available, however, the proposed sandwich variance estimator can exhibit negative bias in capturing the variability of regression coefficient estimates. To overcome this limitation, we further propose and examine bias-corrected sandwich variance estimators to reduce the negative bias of the cluster-robust sandwich variance estimator. We study the finite-sample operating characteristics of proposed methods through simulations and reanalyze two multicenter randomized trials.     

Proportional Hazards Regression for the Analysis of Clustered Survival Data from Case–Cohort Studies

Summary Case–cohort sampling is a commonly used and efficient method for studying large cohorts. Most existing methods of analysis for case–cohort data have concerned the analysis of univariate failure time data. However, clustered failure time data are commonly encountered in public health studies. For example, patients treated at the same center are unlikely to be independent. In this article, we consider methods based on estimating equations for case–cohort designs for clustered failure time data. We assume a marginal hazards model, with a common baseline hazard and common regression coefficient across clusters. The proposed estimators of the regression parameter and cumulative baseline hazard are shown to be consistent and asymptotically normal, and consistent estimators of the asymptotic covariance matrices are derived. The regression parameter estimator is easily computed using any standard Cox regression software that allows for offset terms. The proposed estimators are investigated in simulation studies, and demonstrated empirically to have increased efficiency relative to some existing methods. The proposed methods are applied to a study of mortality among Canadian dialysis patients.     

Estimating the generalized concordance correlation coefficient through variance components

The intraclass correlation coefficient (ICC) and the concordance correlation coefficient (CCC) are two of the most popular measures of agreement for variables measured on a continuous scale. Here, we demonstrate that ICC and CCC are the same measure of agreement estimated in two ways: by the variance components procedure and by the moment method. We propose estimating the CCC using variance components of a mixed effects model, instead of the common method of moments. With the variance components approach, the CCC can easily be extended to more than two observers, and adjusted using confounding covariates, by incorporating them in the mixed model. A simulation study is carried out to compare the variance components approach with the moment method. The importance of adjusting by confounding covariates is illustrated with a case example.     

Marginal Models for Clustered Time‐to‐Event Data with Competing Risks Using Pseudovalues

Summary Many time‐to‐event studies are complicated by the presence of competing risks and by nesting of individuals within a cluster, such as patients in the same center in a multicenter study. Several methods have been proposed for modeling the cumulative incidence function with independent observations. However, when subjects are clustered, one needs to account for the presence of a cluster effect either through frailty modeling of the hazard or subdistribution hazard, or by adjusting for the within‐cluster correlation in a marginal model. We propose a method for modeling the marginal cumulative incidence function directly. We compute leave‐one‐out pseudo‐observations from the cumulative incidence function at several time points. These are used in a generalized estimating equation to model the marginal cumulative incidence curve, and obtain consistent estimates of the model parameters. A sandwich variance estimator is derived to adjust for the within‐cluster correlation. The method is easy to implement using standard software once the pseudovalues are obtained, and is a generalization of several existing models. Simulation studies show that the method works well to adjust the SE for the within‐cluster correlation. We illustrate the method on a dataset looking at outcomes after bone marrow transplantation.     

ROC-guided survival trees and ensembles

Tree-based methods are popular nonparametric tools in studying time-to-event outcomes. In this article, we introduce a novel framework for survival trees and ensembles, where the trees partition the dynamic survivor population and can handle time-dependent covariates. Using the idea of randomized tests, we develop generalized time-dependent receiver operating characteristic (ROC) curves for evaluating the performance of survival trees. The tree-building algorithm is guided by decision-theoretic criteria based on ROC, targeting specifically for prediction accuracy. To address the instability issue of a single tree, we propose a novel ensemble procedure based on averaging martingale estimating equations, which is different from existing methods that average the predicted survival or cumulative hazard functions from individual trees. Extensive simulation studies are conducted to examine the performance of the proposed methods. We apply the methods to a study on AIDS for illustration.     

Grouped generalized estimating equations for longitudinal data analysis

Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among all the subjects, such an assumption may not be realistic when there is potential heterogeneity in regression coefficients among subjects. In this paper, we develop a flexible and interpretable approach, called grouped GEE analysis, to modeling longitudinal data with allowing heterogeneity in regression coefficients. The proposed method assumes that the subjects are divided into a finite number of groups and subjects within the same group share the same regression coefficient. We provide a simple algorithm for grouping subjects and estimating the regression coefficients simultaneously, and show the asymptotic properties of the proposed estimator. The number of groups can be determined by the cross validation with averaging method. We demonstrate the proposed method through simulation studies and an application to a real data set.     

Gene-based association analysis for bivariate time-to-event data through functional regression with copula models

Several gene-based association tests for time-to-event traits have been proposed recently to detect whether a gene region (containing multiple variants), as a set, is associated with the survival outcome. However, for bivariate survival outcomes, to the best of our knowledge, there is no statistical method that can be directly applied for gene-based association analysis. Motivated by a genetic study to discover the gene regions associated with the progression of a bilateral eye disease, age-related macular degeneration (AMD), we implement a novel functional regression (FR) method under the copula framework. Specifically, the effects of variants within a gene region are modeled through a functional linear model, which then contributes to the marginal survival functions within the copula. Generalized score test statistics are derived to test for the association between bivariate survival traits and the genetic region. Extensive simulation studies are conducted to evaluate the type I error control and power performance of the proposed approach, with comparisons to several existing methods for a single survival trait, as well as the marginal Cox FR model using the robust sandwich estimator for bivariate survival traits. Finally, we apply our method to a large AMD study, the Age-related Eye Disease Study, and to identify the gene regions that are associated with AMD progression.     

A regression-based method for estimating mean treatment cost in the presence of right-censoring

In many clinical trials and evaluations using medical care administrative databases it is of interest to estimate not only the survival time of a given treatment modality but also the total associated cost. The most widely used estimator for data subject to censoring is the Kaplan-Meier (KM) or product-limit (PL) estimator. The optimality properties of this estimator applied to time-to-event data (consistency, etc.) under the assumptions of random censorship have been established. However, whenever the relationship between cost and survival time includes an error term to account for random differences among patients' costs, the dependency between cumulative treatment cost at the time of censoring and at the survival time results in KM giving biased estimates. A similar phenomenon has previously been noted in the context of estimating quality-adjusted survival time. We propose an estimator for mean cost which exploits the underlying relationship between total treatment cost and survival time. The proposed method utilizes either parametric or nonparametric regression to estimate this relationship and is consistent when this relationship is consistently estimated. We then present simulation results which illustrate the gain in finite-sample efficiency when compared with another recently proposed estimator. The methods are then applied to the estimation of mean cost for two studies where right-censoring was present. The first is the heart failure clinical trial Studies of Left Ventricular Dysfunction (SOLVD). The second is a Health Maintenance Organization (HMO) database study of the cost of ulcer treatment.     

Assessment of local influence for the analysis of agreement

The concordance correlation coefficient (CCC) and the probability of agreement (PA) are two frequently used measures for evaluating the degree of agreement between measurements generated by two different methods. In this paper, we consider the CCC and the PA using the bivariate normal distribution for modeling the observations obtained by two measurement methods. The main aim of this paper is to develop diagnostic tools for the detection of those observations that are influential on the maximum likelihood estimators of the CCC and the PA using the local influence methodology but not based on the likelihood displacement. Thus, we derive first‐ and second‐order measures considering the case‐weight perturbation scheme. The proposed methodology is illustrated through a Monte Carlo simulation study and using a dataset from a clinical study on transient sleep disorder. Empirical results suggest that under certain circumstances first‐order local influence measures may be more powerful than second‐order measures for the detection of influential observations.     

A pseudo-likelihood method for estimating misclassification probabilities in competing-risks settings when true-event data are partially observed

Outcome misclassification occurs frequently in binary-outcome studies and can result in biased estimation of quantities such as the incidence, prevalence, cause-specific hazards, cumulative incidence functions, and so forth. A number of remedies have been proposed to address the potential misclassification of the outcomes in such data. The majority of these remedies lie in the estimation of misclassification probabilities, which are in turn used to adjust analyses for outcome misclassification. A number of authors advocate using a gold-standard procedure on a sample internal to the study to learn about the extent of the misclassification. With this type of internal validation, the problem of quantifying the misclassification also becomes a missing data problem as, by design, the true outcomes are only ascertained on a subset of the entire study sample. Although, the process of estimating misclassification probabilities appears simple conceptually, the estimation methods proposed so far have several methodological and practical shortcomings. Most methods rely on missing outcome data to be missing completely at random (MCAR), a rather stringent assumption which is unlikely to hold in practice. Some of the existing methods also tend to be computationally-intensive. To address these issues, we propose a computationally-efficient, easy-to-implement, pseudo-likelihood estimator of the misclassification probabilities under a missing at random (MAR) assumption, in studies with an available internal-validation sample. We present the estimator through the lens of studies with competing-risks outcomes, though the estimator extends beyond this setting. We describe the consistency and asymptotic distributional properties of the resulting estimator, and derive a closed-form estimator of its variance. The finite-sample performance of this estimator is evaluated via simulations. Using data from a real-world study with competing-risks outcomes, we illustrate how the proposed method can be used to estimate misclassification probabilities. We also show how the estimated misclassification probabilities can be used in an external study to adjust for possible misclassification bias when modeling cumulative incidence functions.     

Time-dependent ROC curves for censored survival data and a diagnostic marker

ROC curves are a popular method for displaying sensitivity and specificity of a continuous diagnostic marker, X, for a binary disease variable, D. However, many disease outcomes are time dependent, D(t), and ROC curves that vary as a function of time may be more appropriate. A common example of a time-dependent variable is vital status, where D(t) = 1 if a patient has died prior to time t and zero otherwise. We propose summarizing the discrimination potential of a marker X, measured at baseline (t = 0), by calculating ROC curves for cumulative disease or death incidence by time t, which we denote as ROC(t). A typical complexity with survival data is that observations may be censored. Two ROC curve estimators are proposed that can accommodate censored data. A simple estimator is based on using the Kaplan-Meier estimator for each possible subset X > c. However, this estimator does not guarantee the necessary condition that sensitivity and specificity are monotone in X. An alternative estimator that does guarantee monotonicity is based on a nearest neighbor estimator for the bivariate distribution function of (X, T), where T represents survival time (Akritas, M. J., 1994, Annals of Statistics 22, 1299-1327). We present an example where ROC(t) is used to compare a standard and a modified flow cytometry measurement for predicting survival after detection of breast cancer and an example where the ROC(t) curve displays the impact of modifying eligibility criteria for sample size and power in HIV prevention trials.     

Propensity score methods for time-dependent cluster confounding

In observational studies, subjects are often nested within clusters. In medical studies, patients are often treated by doctors and therefore patients are regarded as nested or clustered within doctors. A concern that arises with clustered data is that cluster-level characteristics (e.g., characteristics of the doctor) are associated with both treatment selection and patient outcomes, resulting in cluster-level confounding. Measuring and modeling cluster attributes can be difficult and statistical methods exist to control for all unmeasured cluster characteristics. An assumption of these methods however is that characteristics of the cluster and the effects of those characteristics on the outcome (as well as probability of treatment assignment when using covariate balancing methods) are constant over time. In this paper, we consider methods that relax this assumption and allow for estimation of treatment effects in the presence of unmeasured time-dependent cluster confounding. The methods are based on matching with the propensity score and incorporate unmeasured time-specific cluster effects by performing matching within clusters or using fixed- or random-cluster effects in the propensity score model. The methods are illustrated using data to compare the effectiveness of two total hip devices with respect to survival of the device and a simulation study is performed that compares the proposed methods. One method that was found to perform well is matching within surgeon clusters partitioned by time. Considerations in implementing the proposed methods are discussed.