How special is a 'special' interval: modeling departure from length-biased sampling in renewal processes

Length-biased sampling occurs in renewal processes when the probability that an interval is selected is proportional to the length of the interval. This can occur when intervals are selected because they contain an event that is independent of the renewal process and occurs with constant hazard. For example, if the times between donations for repeat blood donors are independent and identically distributed, and if the donor seroconverts to HIV (develops antibodies that indicate infection with human immunodeficiency virus), then the interval between the last HIV seronegative and first HIV seropositive test is expected to be longer than that donor's previous time intervals between donations. We develop hypothesis tests to determine if the relationship between the typical and length-biased intervals is as expected, or if there is departure from length-biased sampling. We further develop a regression method to determine if there are covariates that explain the departure from length-biased sampling. Our approach is motivated by the question of whether there is evidence that repeat blood donors who develop antibodies to HIV or other viral infections change their donation pattern in some way because of seroconversion.     

A random time interval approach for analysing the impact of a possible intermediate event on a terminal event

We consider the impact of a possible intermediate event on a terminal event in an illness-death model with states 'initial', 'intermediate' and 'terminal'. One aim is to unambiguously describe the occurrence of the intermediate event in terms of the observable data, the problem being that the intermediate event may not occur. We propose to consider a random time interval, whose length is the time spent in the intermediate state. We derive an estimator of the joint distribution of the left and right limit of the random time interval from the Aalen-Johansen estimator of the matrix of transition probabilities and study its asymptotic properties. We apply our approach to hospital infection data. Estimating the distribution of the random time interval will usually be only a first step of an analysis. We illustrate this by analysing change in length of hospital stay following an infection and derive the large sample properties of the respective estimator.     

Cox model with interval‐censored covariate in cohort studies

In cohort studies the outcome is often time to a particular event, and subjects are followed at regular intervals. Periodic visits may also monitor a secondary irreversible event influencing the event of primary interest, and a significant proportion of subjects develop the secondary event over the period of follow‐up. The status of the secondary event serves as a time‐varying covariate, but is recorded only at the times of the scheduled visits, generating incomplete time‐varying covariates. While information on a typical time‐varying covariate is missing for entire follow‐up period except the visiting times, the status of the secondary event are unavailable only between visits where the status has changed, thus interval‐censored. One may view interval‐censored covariate of the secondary event status as missing time‐varying covariates, yet missingness is partial since partial information is provided throughout the follow‐up period. Current practice of using the latest observed status produces biased estimators, and the existing missing covariate techniques cannot accommodate the special feature of missingness due to interval censoring. To handle interval‐censored covariates in the Cox proportional hazards model, we propose an available‐data estimator, a doubly robust‐type estimator as well as the maximum likelihood estimator via EM algorithm and present their asymptotic properties. We also present practical approaches that are valid. We demonstrate the proposed methods using our motivating example from the Northern Manhattan Study.     

Augmented cross-sectional studies with abbreviated follow-up for estimating HIV incidence

Cross-sectional HIV incidence estimation based on a sensitive and less-sensitive test offers great advantages over the traditional cohort study. However, its use has been limited due to concerns about the false negative rate of the less-sensitive test, reflecting the phenomenon that some subjects may remain negative permanently on the less-sensitive test. Wang and Lagakos (2010, Biometrics 66, 864-874) propose an augmented cross-sectional design that provides one way to estimate the size of the infected population who remain negative permanently and subsequently incorporate this information in the cross-sectional incidence estimator. In an augmented cross-sectional study, subjects who test negative on the less-sensitive test in the cross-sectional survey are followed forward for transition into the nonrecent state, at which time they would test positive on the less-sensitive test. However, considerable uncertainty exists regarding the appropriate length of follow-up and the size of the infected population who remain nonreactive permanently to the less-sensitive test. In this article, we assess the impact of varying follow-up time on the resulting incidence estimators from an augmented cross-sectional study, evaluate the robustness of cross-sectional estimators to assumptions about the existence and the size of the subpopulation who will remain negative permanently, and propose a new estimator based on abbreviated follow-up time (AF). Compared to the original estimator from an augmented cross-sectional study, the AF estimator allows shorter follow-up time and does not require estimation of the mean window period, defined as the average time between detectability of HIV infection with the sensitive and less-sensitive tests. It is shown to perform well in a wide range of settings. We discuss when the AF estimator would be expected to perform well and offer design considerations for an augmented cross-sectional study with abbreviated follow-up.     

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.     

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.     

The density of the extinction probability of a time homogeneous linear birth and death process under the influence of randomly occurring disasters

Under the influence of randomly occurring disasters, the eventual extinction probability, q, of a birth and death process, Z, is a random variable. In this paper, we obtain an integral expression for the probability density function g(x) of q under the assumption that the population process Z is a time homogeneous linear birth and death process and the disasters occur according to an arbitrary renewal process so that its interarrival times have a density. An example is provided to demonstrate how to evaluate the integral numerically.     

Ascertainment bias in rate ratio estimation from case-sibling control studies of variable age-at-onset diseases

Motivated by a Finnish case-control study of early onset diabetes in which diabetic children are matched to sibling controls, we investigate ascertainment bias of the usual rate ratio estimator from case-control data under simplex complete ascertainment of families during a fixed interval of time. Analytic results indicate that the assumptions necessary for valid estimation are that the disease is rare and the factors under study are exchangeable--essentially that the covariate distribution does not depend on calendar time or birth order. Further, we found that the rare disease assumption could be dropped by restricting to cases that were diagnosed during the enrollment period of the study or including all cases but eliminating the proband as a control for non-enrollment-period cases. An important consequence of this work is that standard family-based case-control studies are subject to ascertainment bias if exchangeability of the covariates under investigation does not hold.     

Buckley-James-type estimator with right-censored and length-biased data

We present a natural generalization of the Buckley-James-type estimator for traditional survival data to right-censored length-biased data under the accelerated failure time (AFT) model. Length-biased data are often encountered in prevalent cohort studies and cancer screening trials. Informative right censoring induced by length-biased sampling creates additional challenges in modeling the effects of risk factors on the unbiased failure times for the target population. In this article, we evaluate covariate effects on the failure times of the target population under the AFT model given the observed length-biased data. We construct a Buckley-James-type estimating equation, develop an iterative computing algorithm, and establish the asymptotic properties of the estimators. We assess the finite-sample properties of the proposed estimators against the estimators obtained from the existing methods. Data from a prevalent cohort study of patients with dementia are used to illustrate the proposed methodology.     

A statistical method for the estimation of window-period risk of transfusion-transmitted HIV in donor screening under non-steady state

Human immunodeficiency virus (HIV) can be transmitted by transfusion of blood even if the blood unit is test-negative for HIV. This is largely due to a time period following an infection, called the window period, during which antibodies against HIV are not detectable. Window-period risk refers to the probability for a test-negative blood unit to be infectious because of its donation during the window period. Estimation of window-period risk is important in public health for evaluating the safety of donated blood. The standard method for this estimation problem has been based on so-called incidence/window-period (IWP) models in which blood-donation and HIV-infection processes are assumed to be stochastically stationary and independent. Here we propose a new approach in which we relax this key assumption of the IWP models. We estimate window-period risk for each unit of donated blood using a given distribution of window-period risk. The proposed method utilizes the actual observed donation intervals including those of seroconversions, thereby relaxing the assumption that may not be met in practice. Bootstrap is used to compute confidence intervals without specifying the complex dynamics of the donation and infection processes. A simulation study illustrates the usefulness of the proposed method over the IWP method in scenarios where the IWP assumptions do not hold. A real application of the proposed method is presented using blood bank data from a province of northern Thailand. Advantages and limitations of the proposed method are discussed and compared with the IWP models.     

Confidence intervals for the mean of diagnostic test charge data containing zeros

In this paper, we consider the problem of interval estimation for the mean of diagnostic test charges. Diagnostic test charge data may contain zero values, and the nonzero values can often be modeled by a log-normal distribution. Under such a model, we propose three different interval estimation procedures: a percentile-t bootstrap interval based on sufficient statistics and two likelihood-based confidence intervals. For theoretical properties, we show that the two likelihood-based one-sided confidence intervals are only first-order accurate and that the bootstrap-based one-sided confidence interval is second-order accurate. For two-sided confidence intervals, all three proposed methods are second-order accurate. A simulation study in finite-sample sizes suggests all three proposed intervals outperform a widely used minimum variance unbiased estimator (MVUE)-based interval except for the case of one-sided lower end-point intervals when the skewness is very small. Among the proposed one-sided intervals, the bootstrap interval has the best coverage accuracy. For the two-sided intervals, when the sample size is small, the bootstrap method still yields the best coverage accuracy unless the skewness is very small, in which case the bias-corrected ML method has the best accuracy. When the sample size is large, all three proposed intervals have similar coverage accuracy. Finally, we analyze with the proposed methods one real example assessing diagnostic test charges among older adults with depression.     

Corrections for measurement error due to delayed onset of illness for case-crossover designs

Epidemiologic studies of the short-term effects of ambient particulate matter (PM) on the risk of acute cardiovascular or cerebrovascular events often use data from administrative databases in which only the date of hospitalization is known. A common study design for analyzing such data is the case-crossover design, in which exposure at a time when a patient experiences an event is compared to exposure at times when the patient did not experience an event within a case-control paradigm. However, the time of true event onset may precede hospitalization by hours or days, which can yield attenuated effect estimates. In this article, we consider a marginal likelihood estimator, a regression calibration estimator, and a conditional score estimator, as well as parametric bootstrap versions of each, to correct for this bias. All considered approaches require validation data on the distribution of the delay times. We compare the performance of the approaches in realistic scenarios via simulation, and apply the methods to analyze data from a Boston-area study of the association between ambient air pollution and acute stroke onset. Based on both simulation and the case study, we conclude that a two-stage regression calibration estimator with a parametric bootstrap bias correction is an effective method for correcting bias in health effect estimates arising from delayed onset in a case-crossover study.     

Improved confidence intervals for a difference of two cause-specific cumulative incidence functions estimated in the presence of competing risks and random censoring

A cause-specific cumulative incidence function (CIF) is the probability of failure from a specific cause as a function of time. In randomized trials, a difference of cause-specific CIFs (treatment minus control) represents a treatment effect. Cause-specific CIF in each intervention arm can be estimated based on the usual non-parametric Aalen–Johansen estimator which generalizes the Kaplan–Meier estimator of CIF in the presence of competing risks. Under random censoring, asymptotically valid Wald-type confidence intervals (CIs) for a difference of cause-specific CIFs at a specific time point can be constructed using one of the published variance estimators. Unfortunately, these intervals can suffer from substantial under-coverage when the outcome of interest is a rare event, as may be the case for example in the analysis of uncommon adverse events. We propose two new approximate interval estimators for a difference of cause-specific CIFs estimated in the presence of competing risks and random censoring. Theoretical analysis and simulations indicate that the new interval estimators are superior to the Wald CIs in the sense of avoiding substantial under-coverage with rare events, while being equivalent to the Wald CIs asymptotically. In the absence of censoring, one of the two proposed interval estimators reduces to the well-known Agresti–Caffo CI for a difference of two binomial parameters. The new methods can be easily implemented with any software package producing point and variance estimates for the Aalen–Johansen estimator, as illustrated in a real data example.     

A semiparametric mixture cure survival model for left‐truncated and right‐censored data

In follow‐up studies, the disease event time can be subject to left truncation and right censoring. Furthermore, medical advancements have made it possible for patients to be cured of certain types of diseases. In this article, we consider a semiparametric mixture cure model for the regression analysis of left‐truncated and right‐censored data. The model combines a logistic regression for the probability of event occurrence with the class of transformation models for the time of occurrence. We investigate two techniques for estimating model parameters. The first approach is based on martingale estimating equations (EEs). The second approach is based on the conditional likelihood function given truncation variables. The asymptotic properties of both proposed estimators are established. Simulation studies indicate that the conditional maximum‐likelihood estimator (cMLE) performs well while the estimator based on EEs is very unstable even though it is shown to be consistent. This is a special and intriguing phenomenon for the EE approach under cure model. We provide insights into this issue and find that the EE approach can be improved significantly by assigning appropriate weights to the censored observations in the EEs. This finding is useful in overcoming the instability of the EE approach in some more complicated situations, where the likelihood approach is not feasible. We illustrate the proposed estimation procedures by analyzing the age at onset of the occiput‐wall distance event for patients with ankylosing spondylitis.     

Five Confidence Intervals of the Closed Population Size in the Capture‐recapture Problem under Inverse Sampling with Replacement

In the capture‐recapture problem for two independent samples, the traditional estimator, calculated as the product of the two sample sizes divided by the number of sampled subjects appearing commonly in both samples, is well known to be a biased estimator of the population size and have no finite variance under direct or binomial sampling. To alleviate these theoretical limitations, the inverse sampling, in which we continue sampling subjects in the second sample until we obtain a desired number of marked subjects who appeared in the first sample, has been proposed elsewhere. In this paper, we consider five interval estimators of the population size, including the most commonly‐used interval estimator using Wald's statistic, the interval estimator using the logarithmic transformation, the interval estimator derived from a quadratic equation developed here, the interval estimator using the χ²‐approximation, and the interval estimator based on the exact negative binomial distribution. To evaluate and compare the finite sample performance of these estimators, we employ Monte Carlo simulation to calculate the coverage probability and the standardized average length of the resulting confidence intervals in a variety of situations. To study the location of these interval estimators, we calculate the non‐coverage probability in the two tails of the confidence intervals. Finally, we briefly discuss the optimal sample size determination for a given precision to minimize the expected total cost. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Risk prediction with imperfect survival outcome information from electronic health records

Readily available proxies for the time of disease onset such as the time of the first diagnostic code can lead to substantial risk prediction error if performing analyses based on poor proxies. Due to the lack of detailed documentation and labor intensiveness of manual annotation, it is often only feasible to ascertain for a small subset the current status of the disease by a follow-up time rather than the exact time. In this paper, we aim to develop risk prediction models for the onset time efficiently leveraging both a small number of labels on the current status and a large number of unlabeled observations on imperfect proxies. Under a semiparametric transformation model for onset and a highly flexible measurement error model for proxy onset time, we propose the semisupervised risk prediction method by combining information from proxies and limited labels efficiently. From an initially estimator solely based on the labeled subset, we perform a one-step correction with the full data augmenting against a mean zero rank correlation score derived from the proxies. We establish the consistency and asymptotic normality of the proposed semisupervised estimator and provide a resampling procedure for interval estimation. Simulation studies demonstrate that the proposed estimator performs well in a finite sample. We illustrate the proposed estimator by developing a genetic risk prediction model for obesity using data from Mass General Brigham Healthcare Biobank.     

Using Re-Sampling Methods in Mortality Studies

Traditional methods of computing standardized mortality ratios (SMR) in mortality studies rely upon a number of conventional statistical propositions to estimate confidence intervals for obtained values. Those propositions include a common but arbitrary choice of the confidence level and the assumption that observed number of deaths in the test sample is a purely random quantity. The latter assumption may not be fully justified for a series of periodic “overlapping” studies. We propose a new approach to evaluating the SMR, along with its confidence interval, based on a simple re-sampling technique. The proposed method is most straightforward and requires neither the use of above assumptions nor any rigorous technique, employed by modern re-sampling theory, for selection of a sample set. Instead, we include all possible samples that correspond to the specified time window of the study in the re-sampling analysis. As a result, directly obtained confidence intervals for repeated overlapping studies may be tighter than those yielded by conventional methods. The proposed method is illustrated by evaluating mortality due to a hypothetical risk factor in a life insurance cohort. With this method used, the SMR values can be forecast more precisely than when using the traditional approach. As a result, the appropriate risk assessment would have smaller uncertainties.     

Neuron's firing time

The interspike interval distribution of neuronal firing is analyzed by a model that assumes unit effect EPSP's lasting an exponential length of time. The model allows a general interarrival distribution; this contrasts with the numerous models requiring Poisson arrivals. The Laplace transform of the time to firing, modelled as the first passage time to a fixed arbitrary threshold level, is found. Comparisons are made for exponential and regular interarrivals using the first two moments of the time to firing. Surprisingly, the mean and variance of the time to reach any threshold level greater than one is greater for regular arrivals for any ratio of mean interarrival intervals to mean EPSP duration greater than 0.6.     

Identifiability assumptions for missing covariate data in failure time regression models

Methods in the literature for missing covariate data in survival models have relied on the missing at random (MAR) assumption to render regression parameters identifiable. MAR means that missingness can depend on the observed exit time, and whether or not that exit is a failure or a censoring event. By considering ways in which missingness of covariate X could depend on the true but possibly censored failure time T and the true censoring time C, we attempt to identify missingness mechanisms which would yield MAR data. We find that, under various reasonable assumptions about how missingness might depend on T and/or C, additional strong assumptions are needed to obtain MAR. We conclude that MAR is difficult to justify in practical applications. One exception arises when missingness is independent of T, and C is independent of the value of the missing X. As alternatives to MAR, we propose two new missingness assumptions. In one, the missingness depends on T but not on C; in the other, the situation is reversed. For each, we show that the failure time model is identifiable. When missingness is independent of T, we show that the naive complete record analysis will yield a consistent estimator of the failure time distribution. When missingness is independent of C, we develop a complete record likelihood function and a corresponding estimator for parametric failure time models. We propose analyses to evaluate the plausibility of either assumption in a particular data set, and illustrate the ideas using data from the literature on this problem.     

Regression analysis of a disease onset distribution using diagnosis data

Summary .   We consider methods for estimating the effect of a covariate on a disease onset distribution when the observed data structure consists of right-censored data on diagnosis times and current status data on onset times amongst individuals who have not yet been diagnosed. Dunson and Baird (2001, Biometrics 57, 306–403) approached this problem using maximum likelihood, under the assumption that the ratio of the diagnosis and onset distributions is monotonic nondecreasing. As an alternative, we propose a two-step estimator, an extension of the approach of van der Laan, Jewell, and Petersen (1997, Biometrika 84, 539–554) in the single sample setting, which is computationally much simpler and requires no assumptions on this ratio. A simulation study is performed comparing estimates obtained from these two approaches, as well as that from a standard current status analysis that ignores diagnosis data. Results indicate that the Dunson and Baird estimator outperforms the two-step estimator when the monotonicity assumption holds, but the reverse is true when the assumption fails. The simple current status estimator loses only a small amount of precision in comparison to the two-step procedure but requires monitoring time information for all individuals. In the data that motivated this work, a study of uterine fibroids and chemical exposure to dioxin, the monotonicity assumption is seen to fail. Here, the two-step and current status estimators both show no significant association between the level of dioxin exposure and the hazard for onset of uterine fibroids; the two-step estimator of the relative hazard associated with increasing levels of exposure has the least estimated variance amongst the three estimators considered.