Shared frailty models for recurrent events and a terminal event

There has been an increasing interest in the analysis of recurrent event data (Cook and Lawless, 2002, Statistical Methods in Medical Research 11, 141-166). In many situations, a terminating event such as death can happen during the follow-up period to preclude further occurrence of the recurrent events. Furthermore, the death time may be dependent on the recurrent event history. In this article we consider frailty proportional hazards models for the recurrent and terminal event processes. The dependence is modeled by conditioning on a shared frailty that is included in both hazard functions. Covariate effects can be taken into account in the model as well. Maximum likelihood estimation and inference are carried out through a Monte Carlo EM algorithm with Metropolis-Hastings sampler in the E-step. An analysis of hospitalization and death data for waitlisted dialysis patients is presented to illustrate the proposed methods. Methods to check the validity of the proposed model are also demonstrated. This model avoids the difficulties encountered in alternative approaches which attempt to specify a dependent joint distribution with marginal proportional hazards and yields an estimate of the degree of dependence.     

Flexible Estimation of Differences in Treatment-Specific Recurrent Event Means in the Presence of a Terminating Event

Summary .  In this article, we consider the setting where the event of interest can occur repeatedly for the same subject (i.e., a recurrent event; e.g., hospitalization) and may be stopped permanently by a terminating event (e.g., death). Among the different ways to model recurrent/terminal event data, the marginal mean (i.e., averaging over the survival distribution) is of primary interest from a public health or health economics perspective. Often, the difference between treatment-specific recurrent event means will not be constant over time, particularly when treatment-specific differences in survival exist. In such cases, it makes more sense to quantify treatment effect based on the cumulative difference in the recurrent event means, as opposed to the instantaneous difference in the rates. We propose a method that compares treatments by separately estimating the survival probabilities and recurrent event rates given survival, then integrating to get the mean number of events. The proposed method combines an additive model for the conditional recurrent event rate and a proportional hazards model for the terminating event hazard. The treatment effects on survival and on recurrent event rate among survivors are estimated in constructing our measure and explain the mechanism generating the difference under study. The example that motivates this research is the repeated occurrence of hospitalization among kidney transplant recipients, where the effect of expanded criteria donor (ECD) compared to non-ECD kidney transplantation on the mean number of hospitalizations is of interest.     

A Bayesian joint model of recurrent events and a terminal event

Recurrent events could be stopped by a terminal event, which commonly occurs in biomedical and clinical studies. In this situation, dependent censoring is encountered because of potential dependence between these two event processes, leading to invalid inference if analyzing recurrent events alone. The joint frailty model is one of the widely used approaches to jointly model these two processes by sharing the same frailty term. One important assumption is that recurrent and terminal event processes are conditionally independent given the subject‐level frailty; however, this could be violated when the dependency may also depend on time‐varying covariates across recurrences. Furthermore, marginal correlation between two event processes based on traditional frailty modeling has no closed form solution for estimation with vague interpretation. In order to fill these gaps, we propose a novel joint frailty‐copula approach to model recurrent events and a terminal event with relaxed assumptions. Metropolis–Hastings within the Gibbs Sampler algorithm is used for parameter estimation. Extensive simulation studies are conducted to evaluate the efficiency, robustness, and predictive performance of our proposal. The simulation results show that compared with the joint frailty model, the bias and mean squared error of the proposal is smaller when the conditional independence assumption is violated. Finally, we apply our method into a real example extracted from the MarketScan database to study the association between recurrent strokes and mortality.     

Penalized survival models for the analysis of alternating recurrent event data

Recurrent event data are widely encountered in clinical and observational studies. Most methods for recurrent events treat the outcome as a point process and, as such, neglect any associated event duration. This generally leads to a less informative and potentially biased analysis. We propose a joint model for the recurrent event rate (of incidence) and duration. The two processes are linked through a bivariate normal frailty. For example, when the event is hospitalization, we can treat the time to admission and length-of-stay as two alternating recurrent events. In our method, the regression parameters are estimated through a penalized partial likelihood, and the variance-covariance matrix of the frailty is estimated through a recursive estimating formula. Moreover, we develop a likelihood ratio test to assess the dependence between the incidence and duration processes. Simulation results demonstrate that our method provides accurate parameter estimation, with a relatively fast computation time. We illustrate the methods through an analysis of hospitalizations among end-stage renal disease patients.     

Semiparametric Analysis for Recurrent Event Data with Time-Dependent Covariates and Informative Censoring

Summary .  Recurrent event data analyses are usually conducted under the assumption that the censoring time is independent of the recurrent event process. In many applications the censoring time can be informative about the underlying recurrent event process, especially in situations where a correlated failure event could potentially terminate the observation of recurrent events. In this article, we consider a semiparametric model of recurrent event data that allows correlations between censoring times and recurrent event process via frailty. This flexible framework incorporates both time-dependent and time-independent covariates in the formulation, while leaving the distributions of frailty and censoring times unspecified. We propose a novel semiparametric inference procedure that depends on neither the frailty nor the censoring time distribution. Large sample properties of the regression parameter estimates and the estimated baseline cumulative intensity functions are studied. Numerical studies demonstrate that the proposed methodology performs well for realistic sample sizes. An analysis of hospitalization data for patients in an AIDS cohort study is presented to illustrate the proposed method.     

Variable selection in joint frailty models of recurrent and terminal events

Recurrent event data are commonly encountered in biomedical studies. In many situations, they are subject to an informative terminal event, for example, death. Joint modeling of recurrent and terminal events has attracted substantial recent research interests. On the other hand, there may exist a large number of covariates in such data. How to conduct variable selection for joint frailty proportional hazards models has become a challenge in practical data analysis. We tackle this issue on the basis of the “minimum approximated information criterion” method. The proposed method can be conveniently implemented in SAS Proc NLMIXED for commonly used frailty distributions. Its finite-sample behavior is evaluated through simulation studies. We apply the proposed method to model recurrent opportunistic diseases in the presence of death in an AIDS study.     

Computationally efficient marginal models for clustered recurrent event data

Large observational databases derived from disease registries and retrospective cohort studies have proven very useful for the study of health services utilization. However, the use of large databases may introduce computational difficulties, particularly when the event of interest is recurrent. In such settings, grouping the recurrent event data into prespecified intervals leads to a flexible event rate model and a data reduction that remedies the computational issues. We propose a possibly stratified marginal proportional rates model with a piecewise-constant baseline event rate for recurrent event data. Both the absence and the presence of a terminal event are considered. Large-sample distributions are derived for the proposed estimators. Simulation studies are conducted under various data configurations, including settings in which the model is misspecified. Guidelines for interval selection are provided and assessed using numerical studies. We then show that the proposed procedures can be carried out using standard statistical software (e.g., SAS, R). An application based on national hospitalization data for end-stage renal disease patients is provided.     

Joint Models of Longitudinal Data and Recurrent Events with Informative Terminal Event

This article presents semiparametric joint models to analyze longitudinal data with recurrent events (e.g. multiple tumors, repeated hospital admissions) and a terminal event such as death. A broad class of transformation models for the cumulative intensity of the recurrent events and the cumulative hazard of the terminal event is considered, which includes the proportional hazards model and the proportional odds model as special cases. We propose to estimate all the parameters using the nonparametric maximum likelihood estimators (NPMLE). We provide the simple and efficient EM algorithms to implement the proposed inference procedure. Asymptotic properties of the estimators are shown to be asymptotically normal and semiparametrically efficient. Finally, we evaluate the performance of the method through extensive simulation studies and a real-data application.     

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.     

Semiparametric Transformation Rate Model for Recurrent Event Data

In this article, we propose a class of semiparametric transformation rate models for recurrent event data subject to right censoring and potentially stopped by a terminating event (e.g., death). These transformation models include both additive rates model and proportional rates model as special cases. Respecting the property that no recurrent events can occur after the terminating event, we model the conditional recurrent event rate given survival. Weighted estimating equations are constructed to estimate the regression coefficients and baseline rate function. In particular, the baseline rate function is approximated by wavelet function. Asymptotic properties of the proposed estimators are derived and a data-dependent criterion is proposed for selecting the most suitable transformation. Simulation studies show that the proposed estimators perform well for practical sample sizes. The proposed methods are used in two real-data examples: a randomized trial of rhDNase and a community trial of vitamin A.     

A joint modeling approach for analyzing marker data in the presence of a terminal event

In many medical studies, markers are contingent on recurrent events and the cumulative markers are usually of interest. However, the recurrent event process is often interrupted by a dependent terminal event, such as death. In this article, we propose a joint modeling approach for analyzing marker data with informative recurrent and terminal events. This approach introduces a shared frailty to specify the explicit dependence structure among the markers, the recurrent, and terminal events. Estimation procedures are developed for the model parameters and the degree of dependence, and a prediction of the covariate‐specific cumulative markers is provided. The finite sample performance of the proposed estimators is examined through simulation studies. An application to a medical cost study of chronic heart failure patients from the University of Virginia Health System is illustrated.     

Bayesian semiparametric dynamic frailty models for multiple event time data

Many biomedical studies collect data on times of occurrence for a health event that can occur repeatedly, such as infection, hospitalization, recurrence of disease, or tumor onset. To analyze such data, it is necessary to account for within-subject dependency in the multiple event times. Motivated by data from studies of palpable tumors, this article proposes a dynamic frailty model and Bayesian semiparametric approach to inference. The widely used shared frailty proportional hazards model is generalized to allow subject-specific frailties to change dynamically with age while also accommodating nonproportional hazards. Parametric assumptions on the frailty distribution are avoided by using Dirichlet process priors for a shared frailty and for multiplicative innovations on this frailty. By centering the semiparametric model on a conditionally conjugate dynamic gamma model, we facilitate posterior computation and lack-of-fit assessments of the parametric model. Our proposed method is demonstrated using data from a cancer chemoprevention study.     

A Joint Modeling Approach for Longitudinal Data with Informative Observation Times and a Terminal Event

In this article, we propose a new joint modeling approach for the analysis of longitudinal data with informative observation times and a dependent terminal event. We specify a semiparametric mixed effects model for the longitudinal process, a proportional rate frailty model for the observation process, and a proportional hazards frailty model for the terminal event. The association among the three related processes is modeled via two latent variables. Estimating equation approaches are developed for parameter estimation, and the asymptotic properties of the proposed estimators are established. The finite sample performance of the proposed estimators is examined through simulation studies, and an application to a medical cost study of chronic heart failure patients is illustrated.     

Variance estimation for statistics computed from single recurrent event processes

This article is concerned with variance estimation for statistics that are computed from single recurrent event processes. Such statistics are important in diagnosis for each individual recurrent event process. The proposed method only assumes a semiparametric form for the first-order structure of the processes but not for the second-order (i.e., dependence) structure. The new variance estimator is shown to be consistent for the target parameter under very mild conditions. The estimator can be used in many applications in semiparametric rate regression analysis of recurrent event data such as outlier detection, residual diagnosis, as well as robust regression. A simulation study and application to two real data examples are used to demonstrate the use of the proposed method.     

Analysis of longitudinal data in the presence of informative observational times and a dependent terminal event, with application to medical cost data

Summary .   In longitudinal observational studies, repeated measures are often taken at informative observation times. Also, there may exist a dependent terminal event such as death that stops the follow-up. For example, patients in poorer health are more likely to seek medical treatment and their medical cost for each visit tends to be higher. They are also subject to a higher mortality rate. In this article, we propose a random effects model of repeated measures in the presence of both informative observation times and a dependent terminal event. Three submodels are used, respectively, for (1) the intensity of recurrent observation times, (2) the amount of repeated measure at each observation time, and (3) the hazard of death. Correlated random effects are incorporated to join the three submodels. The estimation can be conveniently accomplished by Gaussian quadrature techniques, e.g., SAS Proc NLMIXED . An analysis of the cost-accrual process of chronic heart failure patients from the clinical data repository at the University of Virginia Health System is presented to illustrate the proposed method.     

Multivariate frailty models for two types of recurrent events with a dependent terminal event: Application to breast cancer data

Individuals may experience more than one type of recurrent event and a terminal event during the life course of a disease. Follow‐up may be interrupted for several reasons, including the end of a study, or patients lost to follow‐up, which are noninformative censoring events. Death could also stop the follow‐up, hence, it is considered as a dependent terminal event. We propose a multivariate frailty model that jointly analyzes two types of recurrent events with a dependent terminal event. Two estimation methods are proposed: a semiparametrical approach using penalized likelihood estimation where baseline hazard functions are approximated by M‐splines, and another one with piecewise constant baseline hazard functions. Finally, we derived martingale residuals to check the goodness‐of‐fit. We illustrate our proposals with a real dataset on breast cancer. The main objective was to model the dependency between the two types of recurrent events (locoregional and metastatic) and the terminal event (death) after a breast cancer.     

Joint model for recurrent event data with a cured fraction and a terminal event

In a longitudinal study where the recurrence of an event and a terminal event such as death are observed, a certain portion of the subjects may experience no event during a long follow-up period; this often denoted as the cure group which is assumed to be the risk-free from both recurrent events and death. However, this assumption ignores the possibility of death, which subjects in the cure group may experience. In the present study, such misspecification is investigated with the addition of a death hazard model to the cure group. We propose a joint model using a frailty effect, which reflects the association between a recurrent event and death. For the estimation, an expectation-maximization (EM) algorithm was developed and PROC NLMIXED in SAS was incorporated under a piecewise constant baseline. Simulation studies were performed to check the performance of the suggested method. The proposed method was applied to leukemia patients experiencing both infection and death after bone marrow transplant.     

Analyzing recurrent and nonrecurrent terminal events data in discrete time

Joint analysis of recurrent and nonrecurrent terminal events has attracted substantial attention in literature. However, there lacks formal methodology for such analysis when the event time data are on discrete scales, even though some modeling and inference strategies have been developed for discrete-time survival analysis. We propose a discrete-time joint modeling approach for the analysis of recurrent and terminal events where the two types of events may be correlated with each other. The proposed joint modeling assumes a shared frailty to account for the dependence among recurrent events and between the recurrent and the terminal terminal events. Also, the joint modeling allows for time-dependent covariates and rich families of transformation models for the recurrent and terminal events. A major advantage of our approach is that it does not assume a distribution for the frailty, nor does it assume a Poisson process for the analysis of the recurrent event. The utility of the proposed analysis is illustrated by simulation studies and two real applications, where the application to the biochemists' rank promotion data jointly analyzes the biochemists' citation numbers and times to rank promotion, and the application to the scleroderma lung study data jointly analyzes the adverse events and off-drug time among patients with the symptomatic scleroderma-related interstitial lung disease.     

Joint analysis of panel count and interval-censored data using distribution-free frailty analysis

We propose a joint analysis of recurrent and nonrecurrent event data subject to general types of interval censoring. The proposed analysis allows for general semiparametric models, including the Box–Cox transformation and inverse Box–Cox transformation models for the recurrent and nonrecurrent events, respectively. A frailty variable is used to account for the potential dependence between the recurrent and nonrecurrent event processes, while leaving the distribution of the frailty unspecified. We apply the pseudolikelihood for interval-censored recurrent event data, usually termed as panel count data, and the sufficient likelihood for interval-censored nonrecurrent event data by conditioning on the sufficient statistic for the frailty and using the working assumption of independence over examination times. Large sample theory and a computation procedure for the proposed analysis are established. We illustrate the proposed methodology by a joint analysis of the numbers of occurrences of basal cell carcinoma over time and time to the first recurrence of squamous cell carcinoma based on a skin cancer dataset, as well as a joint analysis of the numbers of adverse events and time to premature withdrawal from study medication based on a scleroderma lung disease dataset.     

Analysis of multivariate recurrent event data with time‐dependent covariates and informative censoring

Multivariate recurrent event data are usually encountered in many clinical and longitudinal studies in which each study subject may experience multiple recurrent events. For the analysis of such data, most existing approaches have been proposed under the assumption that the censoring times are noninformative, which may not be true especially when the observation of recurrent events is terminated by a failure event. In this article, we consider regression analysis of multivariate recurrent event data with both time‐dependent and time‐independent covariates where the censoring times and the recurrent event process are allowed to be correlated via a frailty. The proposed joint model is flexible where both the distributions of censoring and frailty variables are left unspecified. We propose a pairwise pseudolikelihood approach and an estimating equation‐based approach for estimating coefficients of time‐dependent and time‐independent covariates, respectively. The large sample properties of the proposed estimates are established, while the finite‐sample properties are demonstrated by simulation studies. The proposed methods are applied to the analysis of a set of bivariate recurrent event data from a study of platelet transfusion reactions.