Proportional hazards models with frailties and random effects

We discuss some of the fundamental concepts underlying the development of frailty and random effects models in survival. One of these fundamental concepts was the idea of a frailty model where each subject has his or her own disposition to failure, their so-called frailty, additional to any effects we wish to quantify via regression. Although the concept of individual frailty can be of value when thinking about how data arise or when interpreting parameter estimates in the context of a fitted model, we argue that the concept is of limited practical value. Individual random effects (frailties), whenever detected, can be made to disappear by elementary model transformation. In consequence, unless we are to take some model form as unassailable, beyond challenge and carved in stone, and if we are to understand the term 'frailty' as referring to individual random effects, then frailty models have no value. Random effects models on the other hand, in which groups of individuals share some common effect, can be used to advantage. Even in this case however, if we are prepared to sacrifice some efficiency, we can avoid complex modelling by using the considerable power already provided by the stratified proportional hazards model. Stratified models and random effects models can both be seen to be particular cases of partially proportional hazards models, a view that gives further insight. The added structure of a random effects model, viewed as a stratified proportional hazards model with some added distributional constraints, will, for group sizes of five or more, provide no more than modest efficiency gains, even when the additional assumptions are exactly true. On the other hand, for moderate to large numbers of very small groups, of sizes two or three, the study of twins being a well known example, the efficiency gains of the random effects model can be far from negligible. For such applications, the case for using random effects models rather than the stratified model is strong. This is especially so in view of the good robustness properties of random effects models. Nonetheless, the simpler analysis, based upon the stratified model, remains valid, albeit making a less efficient use of resources.     

Approaches in modelling long-term survival: an application to breast cancer

Several modelling techniques have been proposed for non-proportional hazards. In this work we consider different models which can be classified into three wide categories: models with time-varying effects of the covariates; frailty models and cure rate models. We present those different extensions of the proportional hazards model on an application of 2433 breast cancer patients with a long follow-up. We comment on the differences and similarities among the models and evaluate their performance using survival and hazard plots, Brier scores and pseudo-observations.     

Nonproportional hazards and unobserved heterogeneity in clustered survival data: When can we tell the difference?

Multivariate survival data are frequently encountered in biomedical applications in the form of clustered failures (or recurrent events data). A popular way of analyzing such data is by using shared frailty models, which assume that the proportional hazards assumption holds conditional on an unobserved cluster-specific random effect. Such models are often incorporated in more complicated joint models in survival analysis. If the random effect distribution has finite expectation, then the conditional proportional hazards assumption does not carry over to the marginal models. It has been shown that, for univariate data, this makes it impossible to distinguish between the presence of unobserved heterogeneity (eg, due to missing covariates) and marginal nonproportional hazards. We show that time-dependent covariate effects may falsely appear as evidence in favor of a frailty model also in the case of clustered failures or recurrent events data, when the cluster size or number of recurrent events is small. When true unobserved heterogeneity is present, the presence of nonproportional hazards leads to overestimating the frailty effect. We show that this phenomenon is somewhat mitigated as the cluster size grows. We carry out a simulation study to assess the behavior of test statistics and estimators for frailty models in such contexts. The gamma, inverse Gaussian, and positive stable shared frailty models are contrasted using a novel software implementation for estimating semiparametric shared frailty models. Two main questions are addressed in the contexts of clustered failures and recurrent events: whether covariates with a time-dependent effect may appear as indication of unobserved heterogeneity and whether the additional presence of unobserved heterogeneity can be detected in this case. Finally, the practical implications are illustrated in a real-world data analysis example.     

Estimation method of the semiparametric mixture cure gamma frailty model

Mixture cure frailty model has been proposed to analyze censored survival data with a cured fraction and unobservable information among the uncured patients. Different from a usual mixture cure model, the frailty model is employed to model the latency component in the mixture cure frailty model. In this paper, we extend the mixture cure frailty model by incorporating covariates into both the cure rate and the latency distribution parts of the model and propose a semiparametric estimation method for the model. The Expectation Maximization (EM) algorithm and the multiple imputation method are employed to estimate parameters of interest. In the simulation study, we show that both estimation methods work well. To illustrate, we apply the model and the proposed methods to a data set of failure times from bone marrow transplant patients.     

A flexible family of transformation cure rate models

In this paper, we introduce a flexible family of cure rate models, mainly motivated by the biological derivation of the classical promotion time cure rate model and assuming that a metastasis‐competent tumor cell produces a detectable‐tumor mass only when a specific number of distinct biological factors affect the cell. Special cases of the new model are, among others, the promotion time (proportional hazards), the geometric (proportional odds), and the negative binomial cure rate model. In addition, our model generalizes specific families of transformation cure rate models and some well‐studied destructive cure rate models. Exact likelihood inference is carried out by the aid of the expectation?maximization algorithm; a profile likelihood approach is exploited for estimating the parameters of the model while model discrimination problem is analyzed by the aid of the likelihood ratio test. A simulation study demonstrates the accuracy of the proposed inferential method. Finally, as an illustration, we fit the proposed model to a cutaneous melanoma data‐set. Copyright © 2017 John Wiley & Sons, Ltd.     

Model selection for multi-component frailty models

Various frailty models have been developed and are now widely used for analysing multivariate survival data. It is therefore important to develop an information criterion for model selection. However, in frailty models there are several alternative ways of forming a criterion and the particular criterion chosen may not be uniformly best. In this paper, we study an Akaike information criterion (AIC) on selecting a frailty structure from a set of (possibly) non-nested frailty models. We propose two new AIC criteria, based on a conditional likelihood and an extended restricted likelihood (ERL) given by Lee and Nelder (J. R. Statist. Soc. B 1996; 58:619-678). We compare their performance using well-known practical examples and demonstrate that the two criteria may yield rather different results. A simulation study shows that the AIC based on the ERL is recommended, when attention is focussed on selecting the frailty structure rather than the fixed effects.     

A general frailty model to accommodate individual heterogeneity in the acquisition of multiple infections: An application to bivariate current status data

The analysis of multivariate time-to-event (TTE) data can become complicated due to the presence of clustering, leading to dependence between multiple event times. For a long time, (conditional) frailty models and (marginal) copula models have been used to analyze clustered TTE data. In this article, we propose a general frailty model employing a copula function between the frailty terms to construct flexible (bivariate) frailty distributions with the application to current status data. The model has the advantage to impose a less restrictive correlation structure among latent frailty variables as compared to traditional frailty models. Specifically, our model uses a copula function to join the marginal distributions of the frailty vector. In this article, we considered different copula functions, and we relied on marginal gamma distributions due to their mathematical convenience. Based on a simulation study, our novel model outperformed the commonly used additive correlated gamma frailty model, especially in the case of a negative association between the frailties. At the end of the article, the new methodology is illustrated on real-life data applications entailing bivariate serological survey data.     

The use of Gaussian quadrature for estimation in frailty proportional hazards models

In this paper, we propose a novel Gaussian quadrature estimation method in various frailty proportional hazards models. We approximate the unspecified baseline hazard by a piecewise constant one, resulting in a parametric model that can be fitted conveniently by Gaussian quadrature tools in standard software such as SAS Proc NLMIXED. We first apply our method to simple frailty models for correlated survival data (e.g. recurrent or clustered failure times), then to joint frailty models for correlated failure times with informative dropout or a dependent terminal event such as death. Simulation studies show that our method compares favorably with the well-received penalized partial likelihood method and the Monte Carlo EM (MCEM) method, for both normal and Gamma frailty models. We apply our method to three real data examples: (1) the time to blindness of both eyes in a diabetic retinopathy study, (2) the joint analysis of recurrent opportunistic diseases in the presence of death for HIV-infected patients, and (3) the joint modeling of local, distant tumor recurrences and patients survival in a soft tissue sarcoma study. The proposed method greatly simplifies the implementation of the (joint) frailty models and makes them much more accessible to general statistical practitioners.     

Inference for a family of survival models encompassing the proportional hazards and proportional odds models

For survival data regression, the Cox proportional hazards model is the most popular model, but in certain situations the Cox model is inappropriate. Various authors have proposed the proportional odds model as an alternative. Yang and Prentice recently presented a number of easily implemented estimators for the proportional odds model. Here we show how to extend the methods of Yang and Prentice to a family of survival models that includes the proportional hazards model and proportional odds model as special cases. The model is defined in terms of a Box-Cox transformation of the survival function, indexed by a transformation parameter rho. This model has been discussed by other authors, and is related to the Harrington-Fleming G(rho) family of tests and to frailty models. We discuss inference for the case where rho is known and the case where rho must be estimated. We present a simulation study of a pseudo-likelihood estimator and a martingale residual estimator. We find that the methods perform reasonably. We apply our model to a real data set.     

Semiparametric accelerated failure time cure rate mixture models with competing risks

Modern medical treatments have substantially improved survival rates for many chronic diseases and have generated considerable interest in developing cure fraction models for survival data with a non‐ignorable cured proportion. Statistical analysis of such data may be further complicated by competing risks that involve multiple types of endpoints. Regression analysis of competing risks is typically undertaken via a proportional hazards model adapted on cause‐specific hazard or subdistribution hazard. In this article, we propose an alternative approach that treats competing events as distinct outcomes in a mixture. We consider semiparametric accelerated failure time models for the cause‐conditional survival function that are combined through a multinomial logistic model within the cure‐mixture modeling framework. The cure‐mixture approach to competing risks provides a means to determine the overall effect of a treatment and insights into how this treatment modifies the components of the mixture in the presence of a cure fraction. The regression and nonparametric parameters are estimated by a nonparametric kernel‐based maximum likelihood estimation method. Variance estimation is achieved through resampling methods for the kernel‐smoothed likelihood function. Simulation studies show that the procedures work well in practical settings. Application to a sarcoma study demonstrates the use of the proposed method for competing risk data with a cure fraction.     

Modelling survival data with a cured fraction using frailty models

Cure models have historically been utilized to analyse time-to-event data with a cured fraction. We consider the use of frailty models as an alternative approach to modelling such data. An attractive feature of the models is the allowance for heterogeneity in risk among those individuals experiencing the event of interest in addition to the incorporation of a cured component. Utilizing maximum likelihood techniques, we fit models to data concerning the recurrence of leukaemia among patients receiving autologous transplantation treatment. The analysis suggests that the gamma frailty mixture model and the compound Poisson improve on the fit of the leukaemia data as compared to the standard cure model.     

半参数治愈模型在长期生存者资料分析中的应用

目的 介绍长期生存者资料生存分析模型与方法 .方法 以SARS病人为例阐述半参数治愈模型原理与方法 ,并将长期生存者资料半参数治愈模型与Cox回归模型得到的结果 进行对比分析.结果 Cox比例风险回归模型得到四个协变量有统计学意义;半参数治愈模型比例风险回归部分得到一个有意义的协变量,logistic回归部分得到三个协变量有统计学意义.结论 在对长期生存者存在的资料分析时,半参数治愈模型比传统的Cox比例风险回归模型更具优势,不仅模型形式简明,参数估计解释合理,而且可从多角度提供更多有价值的信息,是一种适用范围更广,实用性更强的统计分析方法 .     

Regression analysis of discrete time survival data under heterogeneity

This paper concerns the regression analysis of discrete time survival data for heterogeneous populations by means of frailty models. We express the survival time for each individual as a sequence of binary variables that indicate if the individual survived at each time point. The main result is that the likelihood for these indicators can be factored into contributions that involve the conditional survival probabilities integrated over the frailty distribution of the risk set (population-averaged). We then model these population-averaged conditional probabilities as a function of covariates. The result justifies the practice of treating the failure indicators as independent Bernoulli trials and fitting binary regression models for the conditional failure probabilities at each time point. However, we must interpret the regression coefficients as population-averaged rather than subject-specific parameters. We apply the method to the Framingham Heart Study on risk factors for cardiovascular disease. © 1997 by John Wiley & Sons, Ltd.     

Bayesian inference for recurrent events data using time-dependent frailty

In medical studies, we commonly encounter multiple events data such as recurrent infection or attack times in patients suffering from a given disease. A number of statistical procedures for the analysis of such data use the Cox proportional hazards model, modified to include a random effect term called frailty which summarizes the dependence of recurrent times within a subject. These unobserved random frailty effects capture subject effects that are not explained by the known covariates. They are typically modelled constant over time and are assumed to be independently and identically distributed across subjects. However, in some situations, the subject-specific random frailty may change over time in the same manner as time-dependent covariate effects. This paper presents a time-dependent frailty model for recurrent failure time data in the Bayesian context and estimates it using a Markov chain Monte Carlo method. Our approach is illustrated by a data set relating to patients with chronic granulomatous disease and it is compared to the constant frailty model using the deviance information criterion.     

Modeling hazard functions in families

A genetic frailty model is presented for censored age of onset data in nuclear families where individuals carrying a genetic susceptibility gene have an increased risk of becoming affected. We use maximum likelihood via the EM algorithm to estimate the genetic relative risk and the allele frequency under a dominant susceptibility type and a proportional hazards model. When sampling is from a disease registry, likelihood corrections are necessary for reducing bias in the parameter estimates. In these biased samples, the full conditional likelihood is approximated by a likelihood conditional on the proband's age of onset. For unbiased samples, simulations show the distributions of the estimates are similar under both a semiparametric and the correctly specified parametric likelihoods. For biased samples, simulations under the approximate conditional likelihood show the median estimates of the allele frequency and genetic relative risk tend to under- and overestimate, respectively, the true values; however, the approximation is better for rarer allele frequencies (0.0033 vs. 0.01). In practice, large samples or more complex ascertainment corrections are recommended. Using the approximate conditional likelihood on familial breast cancer onset data collected as part of a case-control study at the Fred Hutchinson Cancer Research Center in Seattle, Washington, we estimate an allele frequency of 0.0009 (approximate 95% CI 0.0006–0.002) and a genetic relative risk of 104 (approximate 95% CI 55–181). Genet. Epidemiol. 15:147–171,1998. © 1998 Wiley-Liss, Inc.     

Heteroscedastic transformation cure regression models

Cure models have been applied to analyze clinical trials with cures and age‐at‐onset studies with nonsusceptibility. Lu and Ying (On semiparametric transformation cure model. Biometrika 2004; 91:331?‐343. DOI: 10.1093/biomet/91.2.331) developed a general class of semiparametric transformation cure models, which assumes that the failure times of uncured subjects, after an unknown monotone transformation, follow a regression model with homoscedastic residuals. However, it cannot deal with frequently encountered heteroscedasticity, which may result from dispersed ranges of failure time span among uncured subjects' strata. To tackle the phenomenon, this article presents semiparametric heteroscedastic transformation cure models. The cure status and the failure time of an uncured subject are fitted by a logistic regression model and a heteroscedastic transformation model, respectively. Unlike the approach of Lu and Ying, we derive score equations from the full likelihood for estimating the regression parameters in the proposed model. The similar martingale difference function to their proposal is used to estimate the infinite‐dimensional transformation function. Our proposed estimating approach is intuitively applicable and can be conveniently extended to other complicated models when the maximization of the likelihood may be too tedious to be implemented. We conduct simulation studies to validate large‐sample properties of the proposed estimators and to compare with the approach of Lu and Ying via the relative efficiency. The estimating method and the two relevant goodness‐of‐fit graphical procedures are illustrated by using breast cancer data and melanoma data. Copyright © 2016 John Wiley & Sons, Ltd.     

Modeling smoking cessation data with alternating states and a cure fraction using frailty models

We propose a flexible parametric model to describe alternating states recurrent‐event data where there is a possibility of cure with each type of event. We begin by introducing a novel cure model in which a common frailty influences both the cure probability and the hazard function given not cured. We then extend our model to data with recurring events of two alternating types. We assume that each type of event has a gamma frailty, and we link the frailties by a Clayton copula. We illustrate the model with an analysis of data from two smoking cessation trials comparing bupropion and placebo, in which each subject potentially experienced a series of lapse and recovery events. Our analysis suggests that bupropion increases the probability of permanent cure and decreases the hazard of lapse, but does not affect the distribution of time to recovery during a lapse. The data suggest a positive but non‐significant association between the lapse and recovery frailties. A simulation study suggests that the estimates have little bias and that their 95 per cent confidence intervals have nearly nominal coverage in samples of practical size. Copyright © 2010 John Wiley & Sons, Ltd.     

Estimation and variable selection via frailty models with penalized likelihood

The penalized likelihood methodology has been consistently demonstrated to be an attractive shrinkage and selection method. It does not only automatically and consistently select the important variables but also produces estimators that are as efficient as the oracle estimator. In this paper, we apply this approach to a general likelihood function for data organized in clusters, which corresponds to a class of frailty models, which includes the Cox model and the Gamma frailty model as special cases. Our aim was to provide practitioners in the medical or reliability field with options other than the Gamma frailty model, which has been extensively studied because of its mathematical convenience. We illustrate the penalized likelihood methodology for frailty models through simulations and real data. Copyright © 2012 John Wiley & Sons, Ltd.     

Frailty proportional mean residual life regression for clustered survival data: A hierarchical quasi-likelihood method

Frailty models are widely used to model clustered survival data arising in multicenter clinical studies. In the literature, most existing frailty models are proportional hazards, additive hazards, or accelerated failure time model based. In this paper, we propose a frailty model framework based on mean residual life regression to accommodate intracluster correlation and in the meantime provide easily understand and straightforward interpretation for the effects of prognostic factors on the expectation of the remaining lifetime. To overcome estimation challenges, a novel hierarchical quasi-likelihood approach is developed by making use of the idea of hierarchical likelihood in the construction of the quasi-likelihood function, leading to hierarchical estimating equations. Simulation results show favorable performance of the method regardless of frailty distributions. The utility of the proposed methodology is illustrated by its application to the data from a multi-institutional study of breast cancer.     

Proportional hazards model with random effects

We propose a general proportional hazards model with random effects for handling clustered survival data. This generalizes the usual frailty model by allowing a multivariate random effect with arbitrary design matrix in the log relative risk, in a way similar to the modelling of random effects in linear, generalized linear and non-linear mixed models. The distribution of the random effects is generally assumed to be multivariate normal, but other (preferably symmetrical) distributions are also possible. Maximum likelihood estimates of the regression parameters, the variance components and the baseline hazard function are obtained via the EM algorithm. The E-step of the algorithm involves computation of the conditional expectations of functions of the random effects, for which we use Markov chain Monte Carlo (MCMC) methods. Approximate variances of the estimates are computed by Louis' formula, and posterior expectations and variances of the individual random effects can be obtained as a by-product of the estimation. The inference procedure is exemplified on two data sets.