Adjusted restricted mean survival times in observational studies

In observational studies with censored data, exposure-outcome associations are commonly measured with adjusted hazard ratios from multivariable Cox proportional hazards models. The difference in restricted mean survival times (RMSTs) up to a pre-specified time point is an alternative measure that offers a clinically meaningful interpretation. Several regression-based methods exist to estimate an adjusted difference in RMSTs, but they digress from the model-free method of taking the area under the survival function. We derive the adjusted RMST by integrating an adjusted Kaplan-Meier estimator with inverse probability weighting (IPW). The adjusted difference in RMSTs is the area between the two IPW-adjusted survival functions. In a Monte Carlo-type simulation study, we demonstrate that the proposed estimator performs as well as two regression-based approaches: the ANCOVA-type method of Tian et al and the pseudo-observation method of Andersen et al. We illustrate the methods by reexamining the association between total cholesterol and the 10-year risk of coronary heart disease in the Framingham Heart Study.     

Multilevel mixed effects parametric survival models using adaptive Gauss–Hermite quadrature with application to recurrent events and individual participant data meta‐analysis

Multilevel mixed effects survival models are used in the analysis of clustered survival data, such as repeated events, multicenter clinical trials, and individual participant data (IPD) meta‐analyses, to investigate heterogeneity in baseline risk and covariate effects. In this paper, we extend parametric frailty models including the exponential, Weibull and Gompertz proportional hazards (PH) models and the log logistic, log normal, and generalized gamma accelerated failure time models to allow any number of normally distributed random effects. Furthermore, we extend the flexible parametric survival model of Royston and Parmar, modeled on the log‐cumulative hazard scale using restricted cubic splines, to include random effects while also allowing for non‐PH (time‐dependent effects). Maximum likelihood is used to estimate the models utilizing adaptive or nonadaptive Gauss–Hermite quadrature. The methods are evaluated through simulation studies representing clinically plausible scenarios of a multicenter trial and IPD meta‐analysis, showing good performance of the estimation method. The flexible parametric mixed effects model is illustrated using a dataset of patients with kidney disease and repeated times to infection and an IPD meta‐analysis of prognostic factor studies in patients with breast cancer. User‐friendly Stata software is provided to implement the methods. Copyright © 2014 John Wiley & Sons, Ltd.     

Variance reduction in randomised trials by inverse probability weighting using the propensity score

In individually randomised controlled trials, adjustment for baseline characteristics is often undertaken to increase precision of the treatment effect estimate. This is usually performed using covariate adjustment in outcome regression models. An alternative method of adjustment is to use inverse probability‐of‐treatment weighting (IPTW), on the basis of estimated propensity scores. We calculate the large‐sample marginal variance of IPTW estimators of the mean difference for continuous outcomes, and risk difference, risk ratio or odds ratio for binary outcomes. We show that IPTW adjustment always increases the precision of the treatment effect estimate. For continuous outcomes, we demonstrate that the IPTW estimator has the same large‐sample marginal variance as the standard analysis of covariance estimator. However, ignoring the estimation of the propensity score in the calculation of the variance leads to the erroneous conclusion that the IPTW treatment effect estimator has the same variance as an unadjusted estimator; thus, it is important to use a variance estimator that correctly takes into account the estimation of the propensity score. The IPTW approach has particular advantages when estimating risk differences or risk ratios. In this case, non‐convergence of covariate‐adjusted outcome regression models frequently occurs. Such problems can be circumvented by using the IPTW adjustment approach. © 2013 The authors. Statistics in Medicine published by John Wiley & Sons, Ltd.     

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.     

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.     

Estimating net survival: the importance of allowing for informative censoring

Net survival, the one that would be observed if cancer were the only cause of death, is the most appropriate indicator to compare cancer mortality between areas or countries. Several parametric and non-parametric methods have been developed to estimate net survival, particularly when the cause of death is unknown. These methods are based either on the relative survival ratio or on the additive excess hazard model, the latter using the general population mortality hazard to estimate the excess mortality hazard (the hazard related to net survival). The present work used simulations to compare estimator abilities to estimate net survival in different settings such as the presence/absence of an age effect on the excess mortality hazard or on the potential time of follow-up, knowing that this covariate has an effect on the general population mortality hazard too. It showed that when age affected the excess mortality hazard, most estimators, including specific survival, were biased. Only two estimators were appropriate to estimate net survival. The first is based on a multivariable excess hazard model that includes age as covariate. The second is non-parametric and is based on the inverse probability weighting. These estimators take differently into account the informative censoring induced by the expected mortality process. The former offers great flexibility whereas the latter requires neither the assumption of a specific distribution nor a model-building strategy. Because of its simplicity and availability in commonly used software, the nonparametric estimator should be considered by cancer registries for population-based studies.     

Considerations for analysis of time‐to‐event outcomes measured with error: Bias and correction with SIMEX

For time‐to‐event outcomes, a rich literature exists on the bias introduced by covariate measurement error in regression models, such as the Cox model, and methods of analysis to address this bias. By comparison, less attention has been given to understanding the impact or addressing errors in the failure time outcome. For many diseases, the timing of an event of interest (such as progression‐free survival or time to AIDS progression) can be difficult to assess or reliant on self‐report and therefore prone to measurement error. For linear models, it is well known that random errors in the outcome variable do not bias regression estimates. With nonlinear models, however, even random error or misclassification can introduce bias into estimated parameters. We compare the performance of 2 common regression models, the Cox and Weibull models, in the setting of measurement error in the failure time outcome. We introduce an extension of the SIMEX method to correct for bias in hazard ratio estimates from the Cox model and discuss other analysis options to address measurement error in the response. A formula to estimate the bias induced into the hazard ratio by classical measurement error in the event time for a log‐linear survival model is presented. Detailed numerical studies are presented to examine the performance of the proposed SIMEX method under varying levels and parametric forms of the error in the outcome. We further illustrate the method with observational data on HIV outcomes from the Vanderbilt Comprehensive Care Clinic.     

Robust parametric indirect estimates of the expected cost of a hospital stay with covariates and censored data

We consider the problem of estimating the mean hospital cost of stays of a class of patients (e.g., a diagnosis‐related group) as a function of patient characteristics. The statistical analysis is complicated by the asymmetry of the cost distribution, the possibility of censoring on the cost variable, and the occurrence of outliers. These problems have often been treated separately in the literature, and a method offering a joint solution to all of them is still missing. Indirect procedures have been proposed, combining an estimate of the duration distribution with an estimate of the conditional cost for a given duration. We propose a parametric version of this approach, allowing for asymmetry and censoring in the cost distribution and providing a mean cost estimator that is robust in the presence of extreme values. In addition, the new method takes covariate information into account. Copyright © 2012 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.     

SEGMENTED REGRESSION WITH ERRORS IN PREDICTORS: SEMI-PARAMETRIC AND PARAMETRIC METHODS

We consider the estimation of parameters in a particular segmented generalized linear model with additive measurement error in predictors, with a focus on linear and logistic regression. In epidemiologic studies segmented regression models often occur as threshold models, where it is assumed that the exposure has no influence on the response up to a possibly unknown threshold. Furthermore, in occupational and environmental studies the exposure typically cannot be measured exactly. Ignoring this measurement error leads to asymptotically biased estimators of the threshold. It is shown that this asymptotic bias is different from that observed for estimating standard generalized linear model parameters in the presence of measurement error, being both larger and in different directions than expected. In most cases considered the threshold is asymptotically underestimated. Two standard general methods for correcting for this bias are considered; regression calibration and simulation extrapolation (simex). In ordinary logistic and linear regression these procedures behave similarly, but in the threshold segmented regression model they operate quite differently. The regression calibration estimator usually has more bias but less variance than the simex estimator. Regression calibration and simex are typically thought of as functional methods, also known as semi-parametric methods, because they make no assumptions about the distribution of the unobservable covariate X. The contrasting structural, parametric maximum likelihood estimate assumes a parametric distributional form for X. In ordinary linear regression there is typically little difference between structural and functional methods. One of the major, surprising findings of our study is that in threshold regression, the functional and structural methods differ substantially in their performance. In one of our simulations, approximately consistent functional estimates can be as much as 25 times more variable than the maximum likelihood estimate for a properly specified parametric model. Structural (parametric) modelling ought not be a neglected tool in measurement error models. An example involving dust concentration and bronchitis in a mechanical engineering plant in Munich is used to illustrate the results. © 1997 by John Wiley & Sons, Ltd.     

Estimating survival gain for economic evaluations with survival time as principal endpoint: a cost-effectiveness analysis of adding early hormonal therapy to radiotherapy in patients with locally advanced prostate cancer

The problem of estimating expected outcomes for the economic evaluation of treatments for which the outcome of principal interest is (quality adjusted) survival time has so far not received sufficient attention in the literature. The best estimate of expected survival is mean survival time, but with censored survival data, the true survival time for all the subjects is not known, so the mean is not defined.A possible solution to this estimation problem is illustrated by a retrospective cost-effectiveness analysis of the addition of hormonal therapy to standard radiotherapy for patients with locally advanced prostate cancer. A recently proposed method is used to approach the problem caused by censored cost data, and the impact of uncertainty is assessed by bootstrap resampling techniques. Mean survival time is estimated by a restricted means analysis with the time point of restriction determined by statistical criteria. When average total costs and mean survival time is evaluated at this time point of restriction, the result is that the combined therapy (radiotherapy plus hormonal therapy) increases mean survival time by about 1 year, while reducing the costs per patient for the French health insurance system by 12 700 FF. The time point of restriction may also be determined by other criteria and mean survival time may be estimated by extrapolating the survival curves by means of various parametric survival distributions. We show that the exact results of the economic evaluation are decisively determined by the restriction time point chosen and the approach taken to estimate mean survival time.     

Regression models for the restricted residual mean life for right‐censored and left‐truncated data

The hazard ratios resulting from a Cox's regression hazards model are hard to interpret and to be converted into prolonged survival time. As the main goal is often to study survival functions, there is increasing interest in summary measures based on the survival function that are easier to interpret than the hazard ratio; the residual mean time is an important example of those measures. However, because of the presence of right censoring, the tail of the survival distribution is often difficult to estimate correctly. Therefore, we consider the restricted residual mean time, which represents a partial area under the survival function, given any time horizon τ, and is interpreted as the residual life expectancy up to τ of a subject surviving up to time t. We present a class of regression models for this measure, based on weighted estimating equations and inverse probability of censoring weighted estimators to model potential right censoring. Furthermore, we show how to extend the models and the estimators to deal with delayed entries. We demonstrate that the restricted residual mean life estimator is equivalent to integrals of Kaplan–Meier estimates in the case of simple factor variables. Estimation performance is investigated by simulation studies. Using real data from Danish Monitoring Cardiovascular Risk Factor Surveys, we illustrate an application to additive regression models and discuss the general assumption of right censoring and left truncation being dependent on covariates. Copyright © 2017 John Wiley & Sons, Ltd.     

MOVER confidence intervals for a difference or ratio effect parameter under stratified sampling

Stratification is commonly employed in clinical trials to reduce the chance covariate imbalances and increase the precision of the treatment effect estimate. We propose a general framework for constructing the confidence interval (CI) for a difference or ratio effect parameter under stratified sampling by the method of variance estimates recovery (MOVER). We consider the additive variance and additive CI approaches for the difference, in which either the CI for the weighted difference, or the CI for the weighted effect in each group, or the variance for the weighted difference is calculated as the weighted sum of the corresponding stratum-specific statistics. The CI for the ratio is derived by the Fieller and log-ratio methods. The weights can be random quantities under the assumption of a constant effect across strata, but this assumption is not needed for fixed weights. These methods can be easily applied to different endpoints in that they require only the point estimate, CI, and variance estimate for the measure of interest in each group across strata. The methods are illustrated with two real examples. In one example, we derive the MOVER CIs for the risk difference and risk ratio for binary outcomes. In the other example, we compare the restricted mean survival time and milestone survival in stratified analysis of time-to-event outcomes. Simulations show that the proposed MOVER CIs generally outperform the standard large sample CIs, and that the additive CI approach performs better than the additive variance approach. Sample SAS code is provided in the Supplementary Material.     

Covariate adjustment in randomized trials with binary outcomes: targeted maximum likelihood estimation

Covariate adjustment using linear models for continuous outcomes in randomized trials has been shown to increase efficiency and power over the unadjusted method in estimating the marginal effect of treatment. However, for binary outcomes, investigators generally rely on the unadjusted estimate as the literature indicates that covariate-adjusted estimates based on the logistic regression models are less efficient. The crucial step that has been missing when adjusting for covariates is that one must integrate/average the adjusted estimate over those covariates in order to obtain the marginal effect. We apply the method of targeted maximum likelihood estimation (tMLE) to obtain estimators for the marginal effect using covariate adjustment for binary outcomes. We show that the covariate adjustment in randomized trials using the logistic regression models can be mapped, by averaging over the covariate(s), to obtain a fully robust and efficient estimator of the marginal effect, which equals a targeted maximum likelihood estimator. This tMLE is obtained by simply adding a clever covariate to a fixed initial regression. We present simulation studies that demonstrate that this tMLE increases efficiency and power over the unadjusted method, particularly for smaller sample sizes, even when the regression model is mis-specified.     

The use of restricted mean survival time to estimate the treatment effect in randomized clinical trials when the proportional hazards assumption is in doubt

In most randomized clinical trials (RCTs) with a right-censored time-to-event outcome, the hazard ratio is taken as an appropriate measure of the effectiveness of a new treatment compared with a standard-of-care or control treatment. However, it has long been known that the hazard ratio is valid only under the proportional hazards (PH) assumption. This assumption is formally checked only rarely. Some recent trials, particularly the IPASS trial in lung cancer and the ICON7 trial in ovarian cancer, have alerted researchers to the possibility of gross non-PH, raising the critical question of how such data should be analyzed. Here, we propose the use of the restricted mean survival time at a prespecified, fixed time point as a useful general measure to report the difference between two survival curves. We describe different methods of estimating it and we illustrate its application to three RCTs in cancer. The examples are graded from a trial in kidney cancer in which there is no evidence of non-PH, to IPASS, where the opposite is clearly the case. We propose a simple, general scheme for the analysis of data from such RCTs. Key elements of our approach are Andersen's method of 'pseudo-observations,' which is based on the Kaplan-Meier estimate of the survival function, and Royston and Parmar's class of flexible parametric survival models, which may be used for analyzing data in the presence or in the absence of PH of the treatment effect.     

Analysis of linear transformation models with covariate measurement error and interval censoring

Among several semiparametric models, the Cox proportional hazard model is widely used to assess the association between covariates and the time-to-event when the observed time-to-event is interval-censored. Often, covariates are measured with error. To handle this covariate uncertainty in the Cox proportional hazard model with the interval-censored data, flexible approaches have been proposed. To fill a gap and broaden the scope of statistical applications to analyze time-to-event data with different models, in this paper, a general approach is proposed for fitting the semiparametric linear transformation model to interval-censored data when a covariate is measured with error. The semiparametric linear transformation model is a broad class of models that includes the proportional hazard model and the proportional odds model as special cases. The proposed method relies on a set of estimating equations to estimate the regression parameters and the infinite-dimensional parameter. For handling interval censoring and covariate measurement error, a flexible imputation technique is used. Finite sample performance of the proposed method is judged via simulation studies. Finally, the suggested method is applied to analyze a real data set from an AIDS clinical trial.     

Cox regression models for quality adjusted survival analysis

We develop a method for incorporating covariates as regressors in a quality adjusted survival analysis (Q-TWiST) using Cox's proportional hazards model. The standard Q-TWiST method assumes that patients progress through a series of health states which differ in quality of life. The Kaplan—Meier product limit method is used to estimate the mean duration of each state by estimating the survival curves for the health state transition times. These estimates provide the basis for quality adjusted survival analysis. In this paper, the survival curves are modelled using Cox's proportional hazards regression. Quality adjusted survival is estimated given sets of covariate values, allowing one to profile patients. The results are useful for investigating how prognostic factors affect treatment benefits in terms of quality of life. We give a brief review of the standard Q-TWiST method and illustrate the extended methodology with an example from the International Breast Cancer Study Group Trial V comparing short duration versus long duration chemotherapy in the treatment of node-positive breast cancer.     

Propensity score estimation with missing values using a multiple imputation missingness pattern (MIMP) approach

Propensity scores have been used widely as a bias reduction method to estimate the treatment effect in nonrandomized studies. Since many covariates are generally included in the model for estimating the propensity scores, the proportion of subjects with at least one missing covariate could be large. While many methods have been proposed for propensity score‐based estimation in the presence of missing covariates, little has been published comparing the performance of these methods. In this article we propose a novel method called multiple imputation missingness pattern (MIMP) and compare it with the naive estimator (ignoring propensity score) and three commonly used methods of handling missing covariates in propensity score‐based estimation (separate estimation of propensity scores within each pattern of missing data, multiple imputation and discarding missing data) under different mechanisms of missing data and degree of correlation among covariates. Simulation shows that all adjusted estimators are much less biased than the naive estimator. Under certain conditions MIMP provides benefits (smaller bias and mean‐squared error) compared with existing alternatives. Copyright © 2009 John Wiley & Sons, Ltd.     

Non-parametric estimation for baseline hazards function and covariate effects with time-dependent covariates

Often in many biomedical and epidemiologic studies, estimating hazards function is of interest. The Breslow's estimator is commonly used for estimating the integrated baseline hazard, but this estimator requires the functional form of covariate effects to be correctly specified. It is generally difficult to identify the true functional form of covariate effects in the presence of time-dependent covariates. To provide a complementary method to the traditional proportional hazard model, we propose a tree-type method which enables simultaneously estimating both baseline hazards function and the effects of time-dependent covariates. Our interest will be focused on exploring the potential data structures rather than formal hypothesis testing. The proposed method approximates the baseline hazards and covariate effects with step-functions. The jump points in time and in covariate space are searched via an algorithm based on the improvement of the full log-likelihood function. In contrast to most other estimating methods, the proposed method estimates the hazards function rather than integrated hazards. The method is applied to model the risk of withdrawal in a clinical trial that evaluates the anti-depression treatment in preventing the development of clinical depression. Finally, the performance of the method is evaluated by several simulation studies.