Misspecified regression model for the subdistribution hazard of a competing risk

We consider a competing risks setting, when evaluating the prognostic influence of an exposure on a specific cause of failure. Two main regression models are used in such analyses, the Cox cause-specific proportional hazards model and the subdistribution proportional hazards model. They are exemplified in a real data example focusing on relapse-free interval in acute leukaemia patients. We examine the properties of the estimator based on the latter model when the true model is the former. An explicit relationship between subdistribution hazards ratio and cause-specific hazards ratio is derived, assuming a flexible parametric distribution for latent failure times.     

Choice of time scale and its effect on significance of predictors in longitudinal studies

Time-to-event regression is a frequent tool in biomedical research. In clinical trials this time is usually measured from the beginning of the study. The same approach is often adopted in the analysis of longitudinal observational studies. However, in recent years there has appeared literature making a case for the use of the date of birth as a starting point, and thus utilize age as the time-to-event. In this paper, we explore different types of age-scale models and compare them with time-on-study models in terms of the estimated regression coefficients they produce. We consider six proportional hazards regression models that differ in the choice of time scale and in the method of adjusting for the years before the study. By considering the estimating equations of these models as well as numerical simulations we conclude that correct adjustment for the age at entry is crucial in reducing bias of the estimated coefficients. The unadjusted age-scale model is inferior to any of the five other models considered, regardless of their choice of time scale. Additionally, if adjustment for age at entry is made, our analyses show very little to suggest that there exists any practically meaningful difference in the estimated regression coefficients depending on the choice of time scale. These findings are supported by four practical examples from the Framingham Heart Study.     

Modelling time to event with observations made at arbitrary times

In many time‐to‐event studies, particularly in epidemiology, the time of the first observation or study entry is arbitrary in the sense that this is not a time of risk modification. We present a formal argument that, in these situations, it is not advisable to take the first observation as the time origin, either in accelerated failure time or proportional hazards models. Instead, we advocate using birth as the time origin. We use a two‐stage process to account for the fact that baseline observations may be made at different ages in different subjects. First, we marginally regress any potentially age‐varying covariates against age, retaining the residuals. These residuals are then used as covariates in fitting an accelerated failure time or proportional hazards model — we call the procedures residual accelerated failure time regression and residual proportional hazards regression, respectively. We compare residual accelerated failure time regression with the standard approach, demonstrating superior predictive ability of the residual method in realistic examples and potentially higher power of the residual method. This highlights flaws in current approaches to communicating risks from epidemiological evidence to support clinical and health policy decisions. Copyright © 2012 John Wiley & Sons, Ltd.     

Incorporation of nested frailties into semiparametric multi‐state models

Proportional hazards models are among the most popular regression models in survival analysis. Multi‐state models generalize them by jointly considering different types of events and their interrelations, whereas frailty models incorporate random effects to account for unobserved risk factors, possibly shared by clusters of subjects. The integration of multi‐state and frailty methodology is an interesting way to control for unobserved heterogeneity in the presence of complex event history structures and is particularly appealing for multicenter clinical trials. We propose the incorporation of correlated frailties in the transition‐specific hazard function, thanks to a nested hierarchy. We studied a semiparametric estimation approach based on maximum integrated partial likelihood. We show in a simulation study that the nested frailty multi‐state model improves the estimation of the effect of covariates, as well as the coverage probability of their confidence intervals. We present a case study concerning a prostate cancer multicenter clinical trial. The multi‐state nature of the model allows us to evidence the effect of treatment on death taking into account intermediate events. Copyright © 2015 JohnWiley & Sons, Ltd.     

Comparing proportional hazards and accelerated failure time models for survival analysis

This paper describes a method proposed for a censored linear regression model that can be used in the context of survival analysis. The method has the important characteristic of allowing estimation and inference without knowing the distribution of the duration variable. Moreover, it does not need the assumption of proportional hazards. Therefore, it can be an interesting alternative to the Cox proportional hazards models when this assumption does not hold. In addition, implementation and interpretation of the results is simple. In order to analyse the performance of this methodology, we apply it to two real examples and we carry out a simulation study. We present its results together with those obtained with the traditional Cox model and AFT parametric models. The new proposal seems to lead to more precise results.     

Modelling competing risks in cancer studies

Competing risks arise commonly in the analysis of cancer studies. Most common are the competing risks of relapse and death in remission. These two risks are the primary reason that patients fail treatment. In most medical papers the effects of covariates on the three outcomes (relapse, death in remission and treatment failure) are model by distinct proportional hazards regression models. Since the hazards of relapse and death in remission must add to that of treatment failure, we argue that this model leads to internal inconsistencies. We argue that additive models for either the hazard rates or the cumulative incidence functions are more natural and that these models properly partition the effect of a covariate on treatment failure into its component parts. We illustrate the use and interpretation of additive models for the hazard rate or for the cumulative incidence function using data from a study of the efficacy of two preparative regimes for hematopoietic stem cell transplantation.     

Parametric models for accelerated and long-term survival: a comment on proportional hazards

The Cox proportional hazards model (CPH) is routinely used in clinical trials, but it may encounter serious difficulties with departures from the proportional hazards assumption, even when the departures are not readily detected by commonly used diagnostics. We consider the Gamel-Boag (GB) model, a log-normal model for accelerated failure in which a proportion of subjects are long-term survivors. When the CPH model is fit to simulated data generated from this model, the results can range from gross overstatement of the effect size, to a situation where increasing follow-up may cause a decline in power. We implement a fitting algorithm for the GB model that permits separate covariate effects on the rapidity of early failure and the fraction of long-term survivors. When effects are detected by both the CPH and GB methods, the attribution of the effect to long-term or short-term survival may change the interpretation of the data. We believe these examples motivate more frequent use of parametric survival models in conjunction with the semi-parametric Cox proportional hazards model.     

Using inverse weighting and predictive inference to estimate the effects of time-varying treatments on the discrete-time hazard

We estimate the effects of non-randomized time-varying treatments on the discrete-time hazard, using inverse weighting. We consider the special monotone pattern of treatment that develops over time as subjects permanently discontinue an initial treatment, and assume that treatment selection is sequentially ignorable. We use a propensity score in the hazard model to reduce the potential for finite-sample bias due to inverse weighting. When the number of subjects who discontinue treatment at any given time is small, we impose scientific restrictions on the potentially observable discontinuation hazards to improve efficiency. We use predictive inference to account for the correlation of the potential hazards, when comparing outcomes under different durations of initial treatment.     

Tests for treatment group differences in the hazards for survival, before and after the occurrence of an intermediate event

In many settings, one would expect that the hazard for a terminal event would change with the occurrence of an intermediate event. For example, in an AIDS clinical trial, it is of interest to assess whether there is a difference between treatments in the hazards for death prior to drop in Karnofsky performance score and in the hazards subsequent to the drop in Karnofsky score. Tests for the effect of treatment on these hazard functions, separately or jointly, are useful in conjunction with tests of overall survival. We consider four Cox regression models for the hazard function, constructed by allowing for various combinations of time-dependent stratification and time-dependent covariates, both of which are based on the occurrence of the intermediate event. Assuming a Markov transition model from the intermediate to the terminal event, partial likelihoods can be used for inference, enabling the use of standard statistical software for computation. We develop analytic approximations for the power of the derived score tests for treatment differences in the hazard functions and evaluate them through simulations. We apply our results to AIDS Clinical Trials Group (ACTG) protocol 021.     

Analysis of crossover designs with nonignorable dropout

This article addresses the analysis of crossover designs with nonignorable dropout. We study nonreplicated crossover designs and replicated designs separately. With a primary objective of comparing the treatment mean effects, we jointly model the longitudinal measures and discrete time to dropout. We propose shared‐parameter models and mixed‐effects selection models. We adapt a linear‐mixed effects model as the conditional model for the longitudinal outcomes. We invoke a discrete‐time hazards model with a complementary log‐log link function for the conditional distribution of time to dropout. We apply maximum likelihood for parameter estimation. We perform simulation studies to investigate the robustness of our proposed approaches under various missing data mechanisms. We then apply the approaches to two examples with a continuous outcome and one example with a binary outcome using existing software. We also implement the controlled multiple imputation methods as a sensitivity analysis of the missing data assumption.     

Meta-analysis of mixed treatment comparisons at multiple follow-up times

Mixed treatment comparisons (MTC) meta-analysis is a methodology for making inferences on relative treatment effects based on a synthesis of both direct and indirect evidence on multiple treatment contrasts. This is particularly useful in the context of cost-effectiveness analysis and medical decision making. Here, we extend these methods to a more complex situation where trials report results at one or more, different yet fixed, follow-up times. These methods are applied to an illustrative data set combining evidence on healing rates under six different treatments for gastro-esophageal reflux disease (GERD). A series of Bayesian hierarchical models based on piece-wise exponential hazards is developed that borrow strength across the MTC networks and also across time points. These include models for absolute and relative treatment effects, models with fixed or random effects over time, random walk models, and models with homogeneous or heterogeneous between-trials variation. The deviance information criterion (DIC) is used to guide model development and selection. Models for absolute treatment effects generate materially different rankings of the treatments than models that separate the trial-specific baselines from the relative treatment effects. The extent of between-trials heterogeneity in treatment effects depends on treatment contrast. In discussion we note that models of this type have a very wide potential application.     

Meta‐analysis of time‐to‐event outcomes from randomized trials using restricted mean survival time: application to individual participant data

Meta‐analysis of time‐to‐event outcomes using the hazard ratio as a treatment effect measure has an underlying assumption that hazards are proportional. The between‐arm difference in the restricted mean survival time is a measure that avoids this assumption and allows the treatment effect to vary with time. We describe and evaluate meta‐analysis based on the restricted mean survival time for dealing with non‐proportional hazards and present a diagnostic method for the overall proportional hazards assumption. The methods are illustrated with the application to two individual participant meta‐analyses in cancer. The examples were chosen because they differ in disease severity and the patterns of follow‐up, in order to understand the potential impacts on the hazards and the overall effect estimates. We further investigate the estimation methods for restricted mean survival time by a simulation study. Copyright © 2015 John Wiley & Sons, Ltd.     

Visualizing covariates in proportional hazards model

We present a graphical method called the rank‐hazard plot that visualizes the relative importance of covariates in a proportional hazards model. The key idea is to rank the covariate values and plot the relative hazard as a function of ranks scaled to interval [0, 1]. The relative hazard is plotted with respect to the reference hazard, which can be, for example, the hazard related to the median of the covariate. Transformation to scaled ranks allows plotting of covariates measured in different units in the same graph, which helps in the interpretation of the epidemiological relevance of the covariates. Rank‐hazard plots show the difference of hazards between the extremes of the covariate values present in the data and can be used as a tool to check if the proportional hazards assumption leads to reasonable estimates for individuals with extreme covariate values. Alternative covariate definitions or different transformations applied to covariates can be also compared using rank‐hazard plots. We apply rank‐hazard plots to the data from the FINRISK study where population‐based cohorts have been followed up for events of cardiovascular diseases and compare the relative importance of the covariates cholesterol, smoking, blood pressure and body mass index. The data from the Study to Understand Prognoses Preferences Outcomes and Risks of Treatment (SUPPORT) are used to visualize nonlinear covariate effects. The proposed graphics work in other regression models with different interpretations of the y‐axis. Copyright © 2009 John Wiley & Sons, Ltd.     

A Bayesian proportional hazards regression model with non-ignorably missing time-varying covariates

Missing covariate data are common in observational studies of time to an event, especially when covariates are repeatedly measured over time. Failure to account for the missing data can lead to bias or loss of efficiency, especially when the data are non-ignorably missing. Previous work has focused on the case of fixed covariates rather than those that are repeatedly measured over the follow-up period, hence, here we present a selection model that allows for proportional hazards regression with time-varying covariates when some covariates may be non-ignorably missing. We develop a fully Bayesian model and obtain posterior estimates of the parameters via the Gibbs sampler in WinBUGS. We illustrate our model with an analysis of post-diagnosis weight change and survival after breast cancer diagnosis in the Long Island Breast Cancer Study Project follow-up study. Our results indicate that post-diagnosis weight gain is associated with lower all-cause and breast cancer-specific survival among women diagnosed with new primary breast cancer. Our sensitivity analysis showed only slight differences between models with different assumptions on the missing data mechanism yet the complete-case analysis yielded markedly different results.     

Cox models with dynamic ridge penalties on time‐varying effects of the covariates

Analysis of long‐term follow‐up survival studies require more sophisticated approaches than the proportional hazards model. To account for the dynamic behaviour of fixed covariates, penalized Cox models can be employed in models with interactions of the covariates and known time functions. In this work, I discuss some of the suggested methods and emphasize on the use of a ridge penalty in survival models. I review different strategies for choosing an optimal penalty weight and argue for the use of the computationally efficient restricted maximum likelihood (REML)‐type method. A ridge penalty term can be subtracted from the likelihood when modelling time‐varying effects in order to control the behaviour of the time functions. I suggest using flexible time functions such as B‐splines and constrain the behaviour of these by adding proper penalties. I present the basic methods and illustrate different penalty weights in two different datasets. Copyright © 2013 John Wiley & Sons, Ltd.     

A maximum likelihood method for secondary analysis of nested case‐control data

Many epidemiological studies use a nested case‐control (NCC) design to reduce cost while maintaining study power. Because NCC sampling is conditional on the primary outcome, routine application of logistic regression to analyze a secondary outcome will generally be biased. Recently, many studies have proposed several methods to obtain unbiased estimates of risk for a secondary outcome from NCC data. Two common features of all current methods requires that the times of onset of the secondary outcome are known for cohort members not selected into the NCC study and the hazards of the two outcomes are conditionally independent given the available covariates. This last assumption will not be plausible when the individual frailty of study subjects is not captured by the measured covariates. We provide a maximum‐likelihood method that explicitly models the individual frailties and also avoids the need to have access to the full cohort data. We derive the likelihood contribution by respecting the original sampling procedure with respect to the primary outcome. We use proportional hazard models for the individual hazards, and Clayton's copula is used to model additional dependence between primary and secondary outcomes beyond that explained by the measured risk factors. We show that the proposed method is more efficient than weighted likelihood and is unbiased in the presence of shared frailty for the primary and secondary outcome. We illustrate the method with an application to a study of risk factors for diabetes in a Swedish cohort. Copyright © 2014 John Wiley & Sons, Ltd.     

Reduced-rank proportional hazards regression and simulation-based prediction for multi-state models

In this paper we address two issues arising in multi-state models with covariates. The first issue deals with how to obtain parsimony in the modeling of the effect of covariates. The standard way of incorporating covariates in multi-state models is by considering the transitions as separate building blocks, and modeling the effect of covariates for each transition separately, usually through a proportional hazards model for the transition hazard. This typically leads to a large number of regression coefficients to be estimated, and there is a real danger of over-fitting, especially when transitions with few events are present. We extend the reduced-rank ideas, proposed earlier in the context of competing risks, to multi-state models, in order to deal with this issue. The second issue addressed in this paper was motivated by the wish to obtain standard errors of the regression coefficients of the reduced-rank model. We propose a model-based resampling technique, based on repeatedly sampling trajectories through the multi-state model. The same ideas are also used for the estimation of prediction probabilities in general multi-state models and associated standard errors.We use data from the European Group for Blood and Marrow Transplantation to illustrate our techniques.     

利用三次样条函数考察Cox模型比例风险假定

目的 介绍一种检查Cox模型比例风险假定的假设检验方法。方法 利用时间的三次样条函数评价Cox比例风险回归模型中的时协变量交互作用项。结果 该法灵活有效，并且提供LHRF的点估计和区间估计。结论 三次样条回归作为一种检验方法，可与其他检验方法或图法结合使用，以考察Cox模型比例风险假定。