Self‐controlled case series method with smooth age effect

The self‐controlled case series method, commonly used to investigate potential associations between vaccines and adverse events, requires information on cases only and automatically controls all age‐independent multiplicative confounders while allowing for an age‐dependent baseline incidence. In the parametric version of the method, we modelled the age‐specific relative incidence by using a piecewise constant function, whereas in the semiparametric version, we left it unspecified. However, mis‐specification of age groups in the parametric version can lead to biassed estimates of exposure effect, and the semiparametric approach runs into computational problems when the number of cases in the study is moderately large. We, thus, propose to use a penalized likelihood approach where the age effect is modelled using splines. We use a linear combination of cubic M‐splines to approximate the age‐specific relative incidence and integrated splines for the cumulative relative incidence. We conducted a simulation study to evaluate the performance of the new approach and its efficiency relative to the parametric and semiparametric approaches. Results show that the new approach performs equivalently to the existing methods when the sample size is small and works well for large data sets. We applied the new spline‐based approach to data on febrile convulsions and paediatric vaccines. Copyright © 2013 John Wiley & Sons, Ltd.     

Flexible modeling of the cumulative effects of time‐dependent exposures on the hazard

Many epidemiological studies assess the effects of time‐dependent exposures, where both the exposure status and its intensity vary over time. One example that attracts public attention concerns pharmacoepidemiological studies of the adverse effects of medications. The analysis of such studies poses challenges for modeling the impact of complex time‐dependent drug exposure, especially given the uncertainty about the way effects cumulate over time and about the etiological relevance of doses taken in different time periods. We present a flexible method for modeling cumulative effects of time‐varying exposures, weighted by recency, represented by time‐dependent covariates in the Cox proportional hazards model. The function that assigns weights to doses taken in the past is estimated using cubic regression splines. We validated the method in simulations and applied it to re‐assess the association between exposure to a psychotropic drug and fall‐related injuries in the elderly. Copyright © 2009 John Wiley & Sons, Ltd.     

Dynamic predictions using flexible joint models of longitudinal and time‐to‐event data

Joint models for longitudinal and time‐to‐event data are particularly relevant to many clinical studies where longitudinal biomarkers could be highly associated with a time‐to‐event outcome. A cutting‐edge research direction in this area is dynamic predictions of patient prognosis (e.g., survival probabilities) given all available biomarker information, recently boosted by the stratified/personalized medicine initiative. As these dynamic predictions are individualized, flexible models are desirable in order to appropriately characterize each individual longitudinal trajectory. In this paper, we propose a new joint model using individual‐level penalized splines (P‐splines) to flexibly characterize the coevolution of the longitudinal and time‐to‐event processes. An important feature of our approach is that dynamic predictions of the survival probabilities are straightforward as the posterior distribution of the random P‐spline coefficients given the observed data is a multivariate skew‐normal distribution. The proposed methods are illustrated with data from the HIV Epidemiology Research Study. Our simulation results demonstrate that our model has better dynamic prediction performance than other existing approaches. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.     

Age‐period‐cohort models using smoothing splines: a generalized additive model approach

Age‐period‐cohort (APC) models are used to analyze temporal trends in disease or mortality rates, dealing with linear dependency among associated effects of age, period, and cohort. However, the nature of sparseness in such data has severely limited the use of APC models. To deal with these practical limitations and issues, we advocate cubic smoothing splines. We show that the methods of estimable functions proposed in the framework of generalized linear models can still be considered to solve the non‐identifiability problem when the model fitting is within the framework of generalized additive models with cubic smoothing splines. Through simulation studies, we evaluate the performance of the cubic smoothing splines in terms of the mean squared errors of estimable functions. Our results support the use of cubic smoothing splines for APC modeling with sparse but unaggregated data from a Lexis diagram. Copyright © 2013 John Wiley & Sons, Ltd.     

A modified self-controlled case series method to examine association between multidose vaccinations and death

The self-controlled case series method (SCCS) was developed to analyze the association between a time-varying exposure and an outcome event. We consider penta- or hexavalent vaccination as the exposure and unexplained sudden unexpected death (uSUD) as the event. The special situation of multiple exposures and a terminal event requires adaptation of the standard SCCS method. This paper proposes a new adaptation, in which observation periods are truncated according to the vaccination schedule. The new method exploits known minimum spacings between successive vaccine doses. Its advantage is that it is very much simpler to apply than the method for censored, perturbed or curtailed post-event exposures recently introduced. This paper presents a comparison of these two SCCS methods by simulation studies and an application to a real data set. In the simulation studies, the age distribution and the assumed vaccination schedule were based on real data. Only small differences between the two SCCS methods were observed, although 50 per cent of cases could not be included in the analysis with the SCCS method with truncated observation periods. By means of a study including 300 uSUD, a 16-fold risk increase after the 4th dose could be detected with a power of at least 90 per cent. A general 2-fold risk increase after vaccination could be detected with a power of 80 per cent. Reanalysis of data from cases of the German case-control study on sudden infant death (GeSID) resulted in slightly higher point estimates using the SCCS methods than the odds ratio obtained by the case-control analysis.     

Generalized survival models for correlated time‐to‐event data

Our aim is to develop a rich and coherent framework for modeling correlated time‐to‐event data, including (1) survival regression models with different links and (2) flexible modeling for time‐dependent and nonlinear effects with rich postestimation. We extend the class of generalized survival models, which expresses a transformed survival in terms of a linear predictor, by incorporating a shared frailty or random effects for correlated survival data. The proposed approach can include parametric or penalized smooth functions for time, time‐dependent effects, nonlinear effects, and their interactions. The maximum (penalized) marginal likelihood method is used to estimate the regression coefficients and the variance for the frailty or random effects. The optimal smoothing parameters for the penalized marginal likelihood estimation can be automatically selected by a likelihood‐based cross‐validation criterion. For models with normal random effects, Gauss‐Hermite quadrature can be used to obtain the cluster‐level marginal likelihoods. The Akaike Information Criterion can be used to compare models and select the link function. We have implemented these methods in the R package rstpm2. Simulating for both small and larger clusters, we find that this approach performs well. Through 2 applications, we demonstrate (1) a comparison of proportional hazards and proportional odds models with random effects for clustered survival data and (2) the estimation of time‐varying effects on the log‐time scale, age‐varying effects for a specific treatment, and two‐dimensional splines for time and age.     

Multivariate meta‐analysis for non‐linear and other multi‐parameter associations

In this paper, we formalize the application of multivariate meta‐analysis and meta‐regression to synthesize estimates of multi‐parameter associations obtained from different studies. This modelling approach extends the standard two‐stage analysis used to combine results across different sub‐groups or populations. The most straightforward application is for the meta‐analysis of non‐linear relationships, described for example by regression coefficients of splines or other functions, but the methodology easily generalizes to any setting where complex associations are described by multiple correlated parameters. The modelling framework of multivariate meta‐analysis is implemented in the package mvmeta within the statistical environment R . As an illustrative example, we propose a two‐stage analysis for investigating the non‐linear exposure–response relationship between temperature and non‐accidental mortality using time‐series data from multiple cities. Multivariate meta‐analysis represents a useful analytical tool for studying complex associations through a two‐stage procedure. Copyright © 2012 John Wiley & Sons, Ltd.     

Controlling for seasonal patterns and time varying confounders in time‐series epidemiological models: a simulation study

An important topic when estimating the effect of air pollutants on human health is choosing the best method to control for seasonal patterns and time varying confounders, such as temperature and humidity. Semi‐parametric Poisson time‐series models include smooth functions of calendar time and weather effects to control for potential confounders. Case‐crossover (CC) approaches are considered efficient alternatives that control seasonal confounding by design and allow inclusion of smooth functions of weather confounders through their equivalent Poisson representations. We evaluate both methodological designs with respect to seasonal control and compare spline‐based approaches, using natural splines and penalized splines, and two time‐stratified CC approaches. For the spline‐based methods, we consider fixed degrees of freedom, minimization of the partial autocorrelation function, and general cross‐validation as smoothing criteria. Issues of model misspecification with respect to weather confounding are investigated under simulation scenarios, which allow quantifying omitted, misspecified, and irrelevant‐variable bias. The simulations are based on fully parametric mechanisms designed to replicate two datasets with different mortality and atmospheric patterns. Overall, minimum partial autocorrelation function approaches provide more stable results for high mortality counts and strong seasonal trends, whereas natural splines with fixed degrees of freedom perform better for low mortality counts and weak seasonal trends followed by the time‐season‐stratified CC model, which performs equally well in terms of bias but yields higher standard errors. Copyright © 2014 John Wiley & Sons, Ltd.     

Fractional polynomial adjustment for time‐varying covariates in a self‐controlled case series analysis

The self‐controlled case series method is a statistical approach to investigating associations between acute outcomes and transient exposures. The method uses cases only and compares time at risk after the transient exposure with time at risk outside the exposure period within an individual, using conditional Poisson regression. The risk of outcome and exposure often varies over time, for example, with age, and it is important to allow for such time dependence within the analysis. The standard approach for modelling time‐varying covariates is to split observation periods into blocks according to categories of the covariate and then to model the relationship using indicators for each category. However, this can be inefficient and can lead to problems with collinearity if the exposure occurs at approximately the same time in all individuals. As an alternative, we propose using fractional polynomials to model the relationship between the time‐varying covariate and incidence of the outcome. We present the results from an analysis exploring the association between rotavirus vaccination and intussusception risk as well as a simulation study. We conclude that fractional polynomials provide a useful approach to adjusting for time‐varying covariates but that it is important to explore the sensitivity of the results to the number of categories and the method of adjustment. Copyright © 2013 John Wiley & Sons, Ltd.     

Flexible parametric modelling of the cause‐specific cumulative incidence function

Competing risks arise with time‐to‐event data when individuals are at risk of more than one type of event and the occurrence of one event precludes the occurrence of all other events. A useful measure with competing risks is the cause‐specific cumulative incidence function (CIF), which gives the probability of experiencing a particular event as a function of follow‐up time, accounting for the fact that some individuals may have a competing event. When modelling the cause‐specific CIF, the most common model is a semi‐parametric proportional subhazards model. In this paper, we propose the use of flexible parametric survival models to directly model the cause‐specific CIF where the effect of follow‐up time is modelled using restricted cubic splines. The models provide smooth estimates of the cause‐specific CIF with the important advantage that the approach is easily extended to model time‐dependent effects. The models can be fitted using standard survival analysis tools by a combination of data expansion and introducing time‐dependent weights. Various link functions are available that allow modelling on different scales and have proportional subhazards, proportional odds and relative absolute risks as particular cases. We conduct a simulation study to evaluate how well the spline functions approximate subhazard functions with complex shapes. The methods are illustrated using data from the European Blood and Marrow Transplantation Registry showing excellent agreement between parametric estimates of the cause‐specific CIF and those obtained from a semi‐parametric model. We also fit models relaxing the proportional subhazards assumption using alternative link functions and/or including time‐dependent effects. Copyright © 2016 John Wiley & Sons, Ltd.     

Investigating the assumptions of the self‐controlled case series method

We describe some simple techniques for investigating 2 key assumptions of the self‐controlled case series (SCCS) method, namely, that events do not influence subsequent exposures and that events do not influence the length of observation periods. For each assumption, we propose some simple tests based on the standard SCCS model, along with associated graphical displays. The methods also enable the user to investigate the robustness of the results obtained using the standard SCCS model to failure of assumptions. The proposed methods are investigated by simulations and applied to data on measles, mumps and rubella vaccine, and antipsychotics.     

Spline‐based accelerated failure time model

The accelerated failure time (AFT) model has been suggested as an alternative to the Cox proportional hazards model. However, a parametric AFT model requires the specification of an appropriate distribution for the event time, which is often difficult to identify in real‐life studies and may limit applications. A semiparametric AFT model was developed by Komárek et al based on smoothed error distribution that does not require such specification. In this article, we develop a spline‐based AFT model that also does not require specification of the parametric family of event time distribution. The baseline hazard function is modeled by regression B‐splines, allowing for the estimation of a variety of smooth and flexible shapes. In comprehensive simulations, we validate the performance of our approach and compare with the results from parametric AFT models and the approach of Komárek. Both the proposed spline‐based AFT model and the approach of Komárek provided unbiased estimates of covariate effects and survival curves for a variety of scenarios in which the event time followed different distributions, including both simple and complex cases. Spline‐based estimates of the baseline hazard showed also a satisfactory numerical stability. As expected, the baseline hazard and survival probabilities estimated by the misspecified parametric AFT models deviated from the truth. We illustrated the application of the proposed model in a study of colon cancer.     

A scan statistic for identifying optimal risk windows in vaccine safety studies using self‐controlled case series design

In the examination of the association between vaccines and rare adverse events after vaccination in postlicensure observational studies, it is challenging to define appropriate risk windows because prelicensure RCTs provide little insight on the timing of specific adverse events. Past vaccine safety studies have often used prespecified risk windows based on prior publications, biological understanding of the vaccine, and expert opinion. Recently, a data‐driven approach was developed to identify appropriate risk windows for vaccine safety studies that use the self‐controlled case series design. This approach employs both the maximum incidence rate ratio and the linear relation between the estimated incidence rate ratio and the inverse of average person time at risk, given a specified risk window. In this paper, we present a scan statistic that can identify appropriate risk windows in vaccine safety studies using the self‐controlled case series design while taking into account the dependence of time intervals within an individual and while adjusting for time‐varying covariates such as age and seasonality. This approach uses the maximum likelihood ratio test based on fixed‐effects models, which has been used for analyzing data from self‐controlled case series design in addition to conditional Poisson models. Copyright © 2013 John Wiley & Sons, Ltd.     

Flexible estimation of survival curves conditional on non‐linear and time‐dependent predictor effects

Prognostic studies often estimate survival curves for patients with different covariate vectors, but the validity of their results depends largely on the accuracy of the estimated covariate effects. To avoid conventional proportional hazards and linearity assumptions, flexible extensions of Cox's proportional hazards model incorporate non‐linear (NL) and/or time‐dependent (TD) covariate effects. However, their impact on survival curves estimation is unclear. Our primary goal is to develop and validate a flexible method for estimating individual patients' survival curves, conditional on multiple predictors with possibly NL and/or TD effects. We first obtain maximum partial likelihood estimates of NL and TD effects and use backward elimination to select statistically significant effects into a final multivariable model. We then plug the selected NL and TD estimates in the full likelihood function and estimate the baseline hazard function and the resulting survival curves, conditional on individual covariate vectors. The TD and NL functions and the log hazard are modeled with unpenalized regression B‐splines. In simulations, our flexible survival curve estimates were unbiased and had much lower mean square errors than the conventional estimates. In real‐life analyses of mortality after a septic shock, our model improved significantly the deviance (likelihood ratio test = 84.8, df = 20, p < 0.0001) and changed substantially the predicted survival for several subjects. Copyright © 2015 John Wiley & Sons, Ltd.     

Dose‐response analyses using restricted cubic spline functions in public health research

Taking into account a continuous exposure in regression models by using categorization, when non‐linear dose‐response associations are expected, have been widely criticized. As one alternative, restricted cubic spline (RCS) functions are powerful tools (i) to characterize a dose‐response association between a continuous exposure and an outcome, (ii) to visually and/or statistically check the assumption of linearity of the association, and (iii) to minimize residual confounding when adjusting for a continuous exposure. Because their implementation with SAS® software is limited, we developed and present here an SAS macro that (i) creates an RCS function of continuous exposures, (ii) displays graphs showing the dose‐response association with 95 per cent confidence interval between one main continuous exposure and an outcome when performing linear, logistic, or Cox models, as well as linear and logistic‐generalized estimating equations, and (iii) provides statistical tests for overall and non‐linear associations. We illustrate the SAS macro using the third National Health and Nutrition Examination Survey data to investigate adjusted dose‐response associations (with different models) between calcium intake and bone mineral density (linear regression), folate intake and hyperhomocysteinemia (logistic regression), and serum high‐density lipoprotein cholesterol and cardiovascular mortality (Cox model). Copyright © 2010 John Wiley & Sons, Ltd.     

Predicting pregnancy outcomes using longitudinal information: a penalized splines mixed‐effects model approach

We propose a semiparametric nonlinear mixed‐effects model (SNMM) using penalized splines to classify longitudinal data and improve the prediction of a binary outcome. The work is motivated by a study in which different hormone levels were measured during the early stages of pregnancy, and the challenge is using this information to predict normal versus abnormal pregnancy outcomes. The aim of this paper is to compare models and estimation strategies on the basis of alternative formulations of SNMMs depending on the characteristics of the data set under consideration. For our motivating example, we address the classification problem using a particular case of the SNMM in which the parameter space has a finite dimensional component (fixed effects and variance components) and an infinite dimensional component (unknown function) that need to be estimated. The nonparametric component of the model is estimated using penalized splines. For the parametric component, we compare the advantages of using random effects versus direct modeling of the correlation structure of the errors. Numerical studies show that our approach improves over other existing methods for the analysis of this type of data. Furthermore, the results obtained using our method support the idea that explicit modeling of the serial correlation of the error term improves the prediction accuracy with respect to a model with random effects, but independent errors. Copyright © 2017 John Wiley & Sons, Ltd.     

Flexible modeling of competing risks in survival analysis

Prognostic studies often involve modeling competing risks, where an individual can experience only one of alternative events, and the goal is to estimate hazard functions and covariate effects associated with each event type. Lunn and McNeil proposed data manipulation that permits extending the Cox's proportional hazards model to estimate covariate effects on the hazard of each competing events. However, the hazard functions for competing events are assumed to remain proportional over the entire follow‐up period, implying the same shape of all event‐specific hazards, and covariate effects are restricted to also remain constant over time, even if such assumptions are often questionable. To avoid such limitations, we propose a flexible model to (i) obtain distinct estimates of the baseline hazard functions for each event type, and (ii) allow estimating time‐dependent covariate effects in a parsimonious model. Our flexible competing risks regression model uses smooth cubic regression splines to model the time‐dependent changes in (i) the ratio of event‐specific baseline hazards, and (ii) the covariate effects. In simulations, we evaluate the performance of the proposed estimators and likelihood ratio tests, under different assumptions. We apply the proposed flexible model in a prognostic study of colorectal cancer mortality, with two competing events: ‘death from colorectal cancer’ and ‘death from other causes’. Copyright © 2010 John Wiley & Sons, Ltd.     

A novel case‐control subsampling approach for rapid model exploration of large clustered binary data

In many settings, an analysis goal is the identification of a factor, or set of factors associated with an event or outcome. Often, these associations are then used for inference and prediction. Unfortunately, in the big data era, the model building and exploration phases of analysis can be time‐consuming, especially if constrained by computing power (ie, a typical corporate workstation). To speed up this model development, we propose a novel subsampling scheme to enable rapid model exploration of clustered binary data using flexible yet complex model set‐ups (GLMMs with additive smoothing splines). By reframing the binary response prospective cohort study into a case‐control–type design, and using our knowledge of sampling fractions, we show one can approximate the model estimates as would be calculated from a full cohort analysis. This idea is extended to derive cluster‐specific sampling fractions and thereby incorporate cluster variation into an analysis. Importantly, we demonstrate that previously computationally prohibitive analyses can be conducted in a timely manner on a typical workstation. The approach is applied to analysing risk factors associated with adverse reactions relating to blood donation.     

The estimation of branching curves in the presence of subject‐specific random effects

Branching curves are a technique for modeling curves that change trajectory at a change (branching) point. Currently, the estimation framework is limited to independent data, and smoothing splines are used for estimation. This article aims to extend the branching curve framework to the longitudinal data setting where the branching point varies by subject. If the branching point is modeled as a random effect, then the longitudinal branching curve framework is a semiparametric nonlinear mixed effects model. Given existing issues with using random effects within a smoothing spline, we express the model as a B‐spline based semiparametric nonlinear mixed effects model. Simple, clever smoothness constraints are enforced on the B‐splines at the change point. The method is applied to Women's Health data where we model the shape of the labor curve (cervical dilation measured longitudinally) before and after treatment with oxytocin (a labor stimulant). Copyright © 2014 John Wiley & Sons, Ltd.     

Semiparametric time varying coefficient model for matched case‐crossover studies

In matched case‐crossover studies, it is generally accepted that the covariates on which a case and associated controls are matched cannot exert a confounding effect on independent predictors included in the conditional logistic regression model. This is because any stratum effect is removed by the conditioning on the fixed number of sets of the case and controls in the stratum. Hence, the conditional logistic regression model is not able to detect any effects associated with the matching covariates by stratum. However, some matching covariates such as time often play an important role as an effect modification leading to incorrect statistical estimation and prediction. Therefore, we propose three approaches to evaluate effect modification by time. The first is a parametric approach, the second is a semiparametric penalized approach, and the third is a semiparametric Bayesian approach. Our parametric approach is a two‐stage method, which uses conditional logistic regression in the first stage and then estimates polynomial regression in the second stage. Our semiparametric penalized and Bayesian approaches are one‐stage approaches developed by using regression splines. Our semiparametric one stage approach allows us to not only detect the parametric relationship between the predictor and binary outcomes, but also evaluate nonparametric relationships between the predictor and time. We demonstrate the advantage of our semiparametric one‐stage approaches using both a simulation study and an epidemiological example of a 1‐4 bi‐directional case‐crossover study of childhood aseptic meningitis with drinking water turbidity. We also provide statistical inference for the semiparametric Bayesian approach using Bayes Factors. Copyright © 2016 John Wiley & Sons, Ltd.