Pub Date : 2022-06-13DOI: 10.1007/s10985-022-09556-6
Chien‐Yu Peng, H. Nagatsuka, Ya-Shan Cheng
{"title":"Optimum test planning for heterogeneous inverse Gaussian processes","authors":"Chien‐Yu Peng, H. Nagatsuka, Ya-Shan Cheng","doi":"10.1007/s10985-022-09556-6","DOIUrl":"https://doi.org/10.1007/s10985-022-09556-6","url":null,"abstract":"","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42097892","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-01Epub Date: 2022-01-21DOI: 10.1007/s10985-022-09545-9
Ruosha Li, Jing Ning, Ziding Feng
Accurate risk prediction has been the central goal in many studies of survival outcomes. In the presence of multiple risk factors, a censored regression model can be employed to estimate a risk prediction rule. Before the prediction tool can be popularized for practical use, it is crucial to rigorously assess its prediction performance. In our motivating example, researchers are interested in developing and validating a risk prediction tool to identify future lung cancer cases by integrating demographic information, disease characteristics and smoking-related data. Considering the long latency period of cancer, it is desirable for a prediction tool to achieve discriminative performance that does not weaken over time. We propose estimation and inferential procedures to comprehensively assess both the overall predictive discrimination and the temporal pattern of an estimated prediction rule. The proposed methods readily accommodate commonly used censored regression models, including the Cox proportional hazards model and the accelerated failure time model. The estimators are consistent and asymptotically normal, and reliable variance estimators are also developed. The proposed methods offer an informative tool for inferring time-dependent predictive discrimination, as well as for comparing the discrimination performance between candidate models. Applications of the proposed methods demonstrate enduring performance of the risk prediction tool in the PLCO study and detected decaying performance in a study of liver disease.
{"title":"Estimation and inference of predictive discrimination for survival outcome risk prediction models.","authors":"Ruosha Li, Jing Ning, Ziding Feng","doi":"10.1007/s10985-022-09545-9","DOIUrl":"10.1007/s10985-022-09545-9","url":null,"abstract":"<p><p>Accurate risk prediction has been the central goal in many studies of survival outcomes. In the presence of multiple risk factors, a censored regression model can be employed to estimate a risk prediction rule. Before the prediction tool can be popularized for practical use, it is crucial to rigorously assess its prediction performance. In our motivating example, researchers are interested in developing and validating a risk prediction tool to identify future lung cancer cases by integrating demographic information, disease characteristics and smoking-related data. Considering the long latency period of cancer, it is desirable for a prediction tool to achieve discriminative performance that does not weaken over time. We propose estimation and inferential procedures to comprehensively assess both the overall predictive discrimination and the temporal pattern of an estimated prediction rule. The proposed methods readily accommodate commonly used censored regression models, including the Cox proportional hazards model and the accelerated failure time model. The estimators are consistent and asymptotically normal, and reliable variance estimators are also developed. The proposed methods offer an informative tool for inferring time-dependent predictive discrimination, as well as for comparing the discrimination performance between candidate models. Applications of the proposed methods demonstrate enduring performance of the risk prediction tool in the PLCO study and detected decaying performance in a study of liver disease.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10084512/pdf/nihms-1885116.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9349535","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-01Epub Date: 2022-01-15DOI: 10.1007/s10985-022-09546-8
Yayun Xu, Soyoung Kim, Mei-Jie Zhang, David Couper, Kwang Woo Ahn
A generalized case-cohort design has been used when measuring exposures is expensive and events are not rare in the full cohort. This design collects expensive exposure information from a (stratified) randomly selected subset from the full cohort, called the subcohort, and a fraction of cases outside the subcohort. For the full cohort study with competing risks, He et al. (Scand J Stat 43:103-122, 2016) studied the non-stratified proportional subdistribution hazards model with covariate-dependent censoring to directly evaluate covariate effects on the cumulative incidence function. In this paper, we propose a stratified proportional subdistribution hazards model with covariate-adjusted censoring weights for competing risks data under the generalized case-cohort design. We consider a general class of weight functions to account for the generalized case-cohort design. Then, we derive the optimal weight function which minimizes the asymptotic variance of parameter estimates within the general class of weight functions. The proposed estimator is shown to be consistent and asymptotically normally distributed. The simulation studies show (i) the proposed estimator with covariate-adjusted weight is unbiased when the censoring distribution depends on covariates; and (ii) the proposed estimator with the optimal weight function gains parameter estimation efficiency. We apply the proposed method to stem cell transplantation and diabetes data sets.
当测量暴露量的成本较高,而事件在整个队列中并不罕见时,就会采用广义的病例队列设计。这种设计从整个队列中随机抽取的一个(分层)子集(称为子队列)和子队列外的一部分病例中收集昂贵的暴露信息。对于具有竞争风险的全队列研究,He 等人(Scand J Stat 43:103-122,2016)研究了具有协变量依赖性删减的非分层比例次分布危险模型,以直接评估协变量对累积发病率函数的影响。本文针对广义病例队列设计下的竞争风险数据,提出了一种具有协变量调整删减权重的分层比例子分布危险模型。我们考虑了权重函数的一般类别,以考虑广义病例队列设计。然后,我们推导出最优权重函数,它能在权重函数的一般类别中使参数估计的渐近方差最小化。结果表明,所提出的估计器具有一致性和渐近正态分布。模拟研究表明:(i) 当普查分布取决于协变量时,建议的具有协变量调整权重的估计器是无偏的;(ii) 建议的具有最优权重函数的估计器提高了参数估计效率。我们将提出的方法应用于干细胞移植和糖尿病数据集。
{"title":"Competing risks regression models with covariates-adjusted censoring weight under the generalized case-cohort design.","authors":"Yayun Xu, Soyoung Kim, Mei-Jie Zhang, David Couper, Kwang Woo Ahn","doi":"10.1007/s10985-022-09546-8","DOIUrl":"10.1007/s10985-022-09546-8","url":null,"abstract":"<p><p>A generalized case-cohort design has been used when measuring exposures is expensive and events are not rare in the full cohort. This design collects expensive exposure information from a (stratified) randomly selected subset from the full cohort, called the subcohort, and a fraction of cases outside the subcohort. For the full cohort study with competing risks, He et al. (Scand J Stat 43:103-122, 2016) studied the non-stratified proportional subdistribution hazards model with covariate-dependent censoring to directly evaluate covariate effects on the cumulative incidence function. In this paper, we propose a stratified proportional subdistribution hazards model with covariate-adjusted censoring weights for competing risks data under the generalized case-cohort design. We consider a general class of weight functions to account for the generalized case-cohort design. Then, we derive the optimal weight function which minimizes the asymptotic variance of parameter estimates within the general class of weight functions. The proposed estimator is shown to be consistent and asymptotically normally distributed. The simulation studies show (i) the proposed estimator with covariate-adjusted weight is unbiased when the censoring distribution depends on covariates; and (ii) the proposed estimator with the optimal weight function gains parameter estimation efficiency. We apply the proposed method to stem cell transplantation and diabetes data sets.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8977245/pdf/nihms-1782166.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9280624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-01DOI: 10.1007/s10985-021-09542-4
Soyoung Kim, Jae-Kwang Kim, Kwang Woo Ahn
Missing covariates are commonly encountered when evaluating covariate effects on survival outcomes. Excluding missing data from the analysis may lead to biased parameter estimation and a misleading conclusion. The inverse probability weighting method is widely used to handle missing covariates. However, obtaining asymptotic variance in frequentist inference is complicated because it involves estimating parameters for propensity scores. In this paper, we propose a new approach based on an approximate Bayesian method without using Taylor expansion to handle missing covariates for survival data. We consider a stratified proportional hazards model so that it can be used for the non-proportional hazards structure. Two cases for missing pattern are studied: a single missing pattern and multiple missing patterns. The proposed estimators are shown to be consistent and asymptotically normal, which matches the frequentist asymptotic properties. Simulation studies show that our proposed estimators are asymptotically unbiased and the credible region obtained from posterior distribution is close to the frequentist confidence interval. The algorithm is straightforward and computationally efficient. We apply the proposed method to a stem cell transplantation data set.
{"title":"A calibrated Bayesian method for the stratified proportional hazards model with missing covariates.","authors":"Soyoung Kim, Jae-Kwang Kim, Kwang Woo Ahn","doi":"10.1007/s10985-021-09542-4","DOIUrl":"https://doi.org/10.1007/s10985-021-09542-4","url":null,"abstract":"<p><p>Missing covariates are commonly encountered when evaluating covariate effects on survival outcomes. Excluding missing data from the analysis may lead to biased parameter estimation and a misleading conclusion. The inverse probability weighting method is widely used to handle missing covariates. However, obtaining asymptotic variance in frequentist inference is complicated because it involves estimating parameters for propensity scores. In this paper, we propose a new approach based on an approximate Bayesian method without using Taylor expansion to handle missing covariates for survival data. We consider a stratified proportional hazards model so that it can be used for the non-proportional hazards structure. Two cases for missing pattern are studied: a single missing pattern and multiple missing patterns. The proposed estimators are shown to be consistent and asymptotically normal, which matches the frequentist asymptotic properties. Simulation studies show that our proposed estimators are asymptotically unbiased and the credible region obtained from posterior distribution is close to the frequentist confidence interval. The algorithm is straightforward and computationally efficient. We apply the proposed method to a stem cell transplantation data set.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8977246/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9280623","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-01Epub Date: 2022-02-11DOI: 10.1007/s10985-022-09548-6
Zhuowei Sun, Hongyuan Cao, Li Chen
Additive hazards model is often used to complement the proportional hazards model in the analysis of failure time data. Statistical inference of additive hazards model with time-dependent longitudinal covariates requires the availability of the whole trajectory of the longitudinal process, which is not realistic in practice. The commonly used last value carried forward approach for intermittently observed longitudinal covariates can induce biased parameter estimation. The more principled joint modeling of the longitudinal process and failure time data imposes strong modeling assumptions, which is difficult to verify. In this paper, we propose methods that weigh the distance between the observational time of longitudinal covariates and the failure time, resulting in unbiased regression coefficient estimation. We establish the consistency and asymptotic normality of the proposed estimators. Simulation studies provide numerical support for the theoretical findings. Data from an Alzheimer's study illustrate the practical utility of the methodology.
{"title":"Regression analysis of additive hazards model with sparse longitudinal covariates.","authors":"Zhuowei Sun, Hongyuan Cao, Li Chen","doi":"10.1007/s10985-022-09548-6","DOIUrl":"https://doi.org/10.1007/s10985-022-09548-6","url":null,"abstract":"<p><p>Additive hazards model is often used to complement the proportional hazards model in the analysis of failure time data. Statistical inference of additive hazards model with time-dependent longitudinal covariates requires the availability of the whole trajectory of the longitudinal process, which is not realistic in practice. The commonly used last value carried forward approach for intermittently observed longitudinal covariates can induce biased parameter estimation. The more principled joint modeling of the longitudinal process and failure time data imposes strong modeling assumptions, which is difficult to verify. In this paper, we propose methods that weigh the distance between the observational time of longitudinal covariates and the failure time, resulting in unbiased regression coefficient estimation. We establish the consistency and asymptotic normality of the proposed estimators. Simulation studies provide numerical support for the theoretical findings. Data from an Alzheimer's study illustrate the practical utility of the methodology.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39909808","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-04-01Epub Date: 2022-01-29DOI: 10.1007/s10985-021-09544-2
Wenbo Wu, Jeremy M G Taylor, Andrew F Brouwer, Lingfeng Luo, Jian Kang, Hui Jiang, Kevin He
Survival modeling with time-varying coefficients has proven useful in analyzing time-to-event data with one or more distinct failure types. When studying the cause-specific etiology of breast and prostate cancers using the large-scale data from the Surveillance, Epidemiology, and End Results (SEER) Program, we encountered two major challenges that existing methods for estimating time-varying coefficients cannot tackle. First, these methods, dependent on expanding the original data in a repeated measurement format, result in formidable time and memory consumption as the sample size escalates to over one million. In this case, even a well-configured workstation cannot accommodate their implementations. Second, when the large-scale data under analysis include binary predictors with near-zero variance (e.g., only 0.6% of patients in our SEER prostate cancer data had tumors regional to the lymph nodes), existing methods suffer from numerical instability due to ill-conditioned second-order information. The estimation accuracy deteriorates further with multiple competing risks. To address these issues, we propose a proximal Newton algorithm with a shared-memory parallelization scheme and tests of significance and nonproportionality for the time-varying effects. A simulation study shows that our scalable approach reduces the time and memory costs by orders of magnitude and enjoys improved estimation accuracy compared with alternative approaches. Applications to the SEER cancer data demonstrate the real-world performance of the proximal Newton algorithm.
{"title":"Scalable proximal methods for cause-specific hazard modeling with time-varying coefficients.","authors":"Wenbo Wu, Jeremy M G Taylor, Andrew F Brouwer, Lingfeng Luo, Jian Kang, Hui Jiang, Kevin He","doi":"10.1007/s10985-021-09544-2","DOIUrl":"10.1007/s10985-021-09544-2","url":null,"abstract":"<p><p>Survival modeling with time-varying coefficients has proven useful in analyzing time-to-event data with one or more distinct failure types. When studying the cause-specific etiology of breast and prostate cancers using the large-scale data from the Surveillance, Epidemiology, and End Results (SEER) Program, we encountered two major challenges that existing methods for estimating time-varying coefficients cannot tackle. First, these methods, dependent on expanding the original data in a repeated measurement format, result in formidable time and memory consumption as the sample size escalates to over one million. In this case, even a well-configured workstation cannot accommodate their implementations. Second, when the large-scale data under analysis include binary predictors with near-zero variance (e.g., only 0.6% of patients in our SEER prostate cancer data had tumors regional to the lymph nodes), existing methods suffer from numerical instability due to ill-conditioned second-order information. The estimation accuracy deteriorates further with multiple competing risks. To address these issues, we propose a proximal Newton algorithm with a shared-memory parallelization scheme and tests of significance and nonproportionality for the time-varying effects. A simulation study shows that our scalable approach reduces the time and memory costs by orders of magnitude and enjoys improved estimation accuracy compared with alternative approaches. Applications to the SEER cancer data demonstrate the real-world performance of the proximal Newton algorithm.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9201734/pdf/nihms-1801776.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39746403","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A new approach to estimation of the proportional hazards model based on interval-censored data with missing covariates","authors":"Ruiwen Zhou, Huiqiong Li, Jianguo Sun, Niansheng Tang","doi":"10.1007/s10985-022-09550-y","DOIUrl":"https://doi.org/10.1007/s10985-022-09550-y","url":null,"abstract":"","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45516973","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-03-03DOI: 10.1007/s10985-022-09549-5
Wenjing Yin, S. Zhao, Feng Liang
{"title":"Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models","authors":"Wenjing Yin, S. Zhao, Feng Liang","doi":"10.1007/s10985-022-09549-5","DOIUrl":"https://doi.org/10.1007/s10985-022-09549-5","url":null,"abstract":"","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43019449","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01Epub Date: 2021-11-22DOI: 10.1007/s10985-021-09539-z
Song Zhang, Yang Qu, Yu Cheng, Oscar L Lopez, Abdus S Wahed
Many medical conditions are marked by a sequence of events in association with continuous changes in biomarkers. Few works have evaluated the overall accuracy of a biomarker in predicting disease progression. We thus extend the concept of receiver operating characteristic (ROC) surface and the volume under the surface (VUS) from multi-category outcomes to ordinal competing-risk outcomes that are also subject to noninformative censoring. Two VUS estimators are considered. One is based on the definition of the ROC surface and obtained by integrating the estimated ROC surface. The other is an inverse probability weighted U estimator that is built upon the equivalence of the VUS to the concordance probability between the marker and sequential outcomes. Both estimators have nice asymptotic results that can be derived using counting process techniques and U-statistics theory. We illustrate their good practical performances through simulations and applications to two studies of cognition and a transplant dataset.
{"title":"Prognostic accuracy for predicting ordinal competing risk outcomes using ROC surfaces.","authors":"Song Zhang, Yang Qu, Yu Cheng, Oscar L Lopez, Abdus S Wahed","doi":"10.1007/s10985-021-09539-z","DOIUrl":"https://doi.org/10.1007/s10985-021-09539-z","url":null,"abstract":"<p><p>Many medical conditions are marked by a sequence of events in association with continuous changes in biomarkers. Few works have evaluated the overall accuracy of a biomarker in predicting disease progression. We thus extend the concept of receiver operating characteristic (ROC) surface and the volume under the surface (VUS) from multi-category outcomes to ordinal competing-risk outcomes that are also subject to noninformative censoring. Two VUS estimators are considered. One is based on the definition of the ROC surface and obtained by integrating the estimated ROC surface. The other is an inverse probability weighted U estimator that is built upon the equivalence of the VUS to the concordance probability between the marker and sequential outcomes. Both estimators have nice asymptotic results that can be derived using counting process techniques and U-statistics theory. We illustrate their good practical performances through simulations and applications to two studies of cognition and a transplant dataset.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39646768","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-01Epub Date: 2021-11-25DOI: 10.1007/s10985-021-09540-6
Zhongwen Zhang, Xiaoguang Wang, Yingwei Peng
Proportional hazards frailty models have been extensively investigated and used to analyze clustered and recurrent failure times data. However, the proportional hazards assumption in the models may not always hold in practice. In this paper, we propose an additive hazards frailty model with semi-varying coefficients, which allows some covariate effects to be time-invariant while other covariate effects to be time-varying. The time-varying and time-invariant regression coefficients are estimated by a set of estimating equations, whereas the frailty parameter is estimated by the moment method. The large sample properties of the proposed estimators are established. The finite sample performance of the estimators is examined by simulation studies. The proposed model and estimation are illustrated with an analysis of data from a rehospitalization study of colorectal cancer patients.
{"title":"An additive hazards frailty model with semi-varying coefficients.","authors":"Zhongwen Zhang, Xiaoguang Wang, Yingwei Peng","doi":"10.1007/s10985-021-09540-6","DOIUrl":"https://doi.org/10.1007/s10985-021-09540-6","url":null,"abstract":"<p><p>Proportional hazards frailty models have been extensively investigated and used to analyze clustered and recurrent failure times data. However, the proportional hazards assumption in the models may not always hold in practice. In this paper, we propose an additive hazards frailty model with semi-varying coefficients, which allows some covariate effects to be time-invariant while other covariate effects to be time-varying. The time-varying and time-invariant regression coefficients are estimated by a set of estimating equations, whereas the frailty parameter is estimated by the moment method. The large sample properties of the proposed estimators are established. The finite sample performance of the estimators is examined by simulation studies. The proposed model and estimation are illustrated with an analysis of data from a rehospitalization study of colorectal cancer patients.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39909943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}