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A flexible Bayesian g-formula for causal survival analyses with time-dependent confounding. 一个灵活的贝叶斯g公式的因果生存分析与时间相关的混淆。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-04-01 Epub Date: 2025-04-14 DOI: 10.1007/s10985-025-09652-3
Xinyuan Chen, Liangyuan Hu, Fan Li

In longitudinal observational studies with time-to-event outcomes, a common objective in causal analysis is to estimate the causal survival curve under hypothetical intervention scenarios. The g-formula is a useful tool for this analysis. To enhance the traditional parametric g-formula, we developed an alternative g-formula estimator, which incorporates the Bayesian Additive Regression Trees into the modeling of the time-evolving generative components, aiming to mitigate the bias due to model misspecification. We focus on binary time-varying treatments and introduce a general class of g-formulas for discrete survival data that can incorporate longitudinal balancing scores. The minimum sufficient formulation of these longitudinal balancing scores is linked to the nature of treatment strategies, i.e., static or dynamic. For each type of treatment strategy, we provide posterior sampling algorithms. We conducted simulations to illustrate the empirical performance of the proposed method and demonstrate its practical utility using data from the Yale New Haven Health System's electronic health records.

在具有时间到事件结果的纵向观察研究中,因果分析的一个共同目标是估计假设干预情景下的因果生存曲线。g公式对于这种分析是一个有用的工具。为了改进传统的参数g公式,我们开发了一种替代的g公式估计器,该估计器将贝叶斯加性回归树纳入到时间演化生成分量的建模中,旨在减轻由于模型错配引起的偏差。我们专注于二元时变处理,并为离散生存数据引入一般类别的g公式,可以纳入纵向平衡分数。这些纵向平衡分数的最小充分公式与治疗策略的性质有关,即静态或动态。对于每种类型的处理策略,我们提供了后验抽样算法。我们进行了模拟来说明所提出的方法的经验性能,并使用耶鲁大学纽黑文健康系统的电子健康记录数据来证明其实际效用。
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引用次数: 0
Robust inverse probability weighted estimators for doubly truncated Cox regression with closed-form standard errors. 具有封闭标准误差的双截断Cox回归的鲁棒逆概率加权估计。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-04-01 Epub Date: 2025-04-15 DOI: 10.1007/s10985-025-09650-5
Omar Vazquez, Sharon X Xie

Survival data is doubly truncated when only participants who experience an event during a random interval are included in the sample. Existing methods typically correct for double truncation bias in Cox regression through inverse probability weighting via the nonparametric maximum likelihood estimate (NPMLE) of the selection probabilities. This approach relies on two key assumptions, quasi-independent truncation and positivity of the sampling probabilities, yet there are no methods available to thoroughly assess these assumptions in the regression context. Furthermore, these estimators can be particularly sensitive to extreme event times. Finally, current double truncation methods rely on bootstrapping for variance estimation. Aside from the unnecessary computational burden, there are often identifiability issues with the NPMLE during bootstrap resampling. To address these limitations of current methods, we propose a class of robust Cox regression coefficient estimators with time-varying inverse probability weights and extend these estimators to conduct sensitivity analysis regarding possible non-positivity of the sampling probabilities. Also, we develop a nonparametric test and graphical diagnostic for verifying the quasi-independent truncation assumption. Finally, we provide closed-form standard errors for the NPMLE as well as for the proposed estimators. The proposed estimators are evaluated through extensive simulations and illustrated using an AIDS study.

当样本中只包括在随机间隔内经历事件的参与者时,生存数据被双重截断。现有方法通常通过对选择概率的非参数最大似然估计(NPMLE)进行逆概率加权来纠正Cox回归中的双截断偏差。这种方法依赖于两个关键假设,即准独立截断和抽样概率的正性,但没有方法可以在回归环境中彻底评估这些假设。此外,这些估计器可能对极端事件时间特别敏感。最后,目前的双截断方法依赖于自举进行方差估计。除了不必要的计算负担之外,NPMLE在自举重采样期间经常存在可识别性问题。为了解决当前方法的这些局限性,我们提出了一类具有时变逆概率权重的稳健Cox回归系数估计器,并扩展了这些估计器,以对可能的非正抽样概率进行灵敏度分析。此外,我们还开发了一种非参数检验和图形诊断来验证准独立截断假设。最后,我们为NPMLE和所提出的估计器提供了封闭形式的标准误差。通过广泛的模拟对所提出的估计进行了评估,并使用艾滋病研究进行了说明。
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引用次数: 0
Author correction to: "causal survival analysis under competing risks using longitudinal modified treatment policies". 作者更正:“使用纵向修正治疗政策的竞争风险下的因果生存分析”。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-04-01 Epub Date: 2025-04-14 DOI: 10.1007/s10985-025-09651-4
Iván Díaz, Nicholas Williams, Katherine L Hoffman, Nima S Hejazi

The published version of the manuscript (D´iaz, Hoffman, Hejazi Lifetime Data Anal 30, 213-236, 2024) contained an error (We would like to thank Kara Rudolph for pointing out an issue that led to uncovering the error)) in the definition of the outcome that had cascading effects and created errors in the definition of multiple objects in the paper. We correct those errors here. For completeness, we reproduce the entire manuscript, underlining places where we made a correction.Longitudinal modified treatment policies (LMTP) have been recently developed as a novel method to define and estimate causal parameters that depend on the natural value of treatment. LMTPs represent an important advancement in causal inference for longitudinal studies as they allow the non-parametric definition and estimation of the joint effect of multiple categorical, ordinal, or continuous treatments measured at several time points. We extend the LMTP methodology to problems in which the outcome is a time-to-event variable subject to a competing event that precludes observation of the event of interest. We present identification results and non-parametric locally efficient estimators that use flexible data-adaptive regression techniques to alleviate model misspecification bias, while retaining important asymptotic properties such as n -consistency. We present an application to the estimation of the effect of the time-to-intubation on acute kidney injury amongst COVID- 19 hospitalized patients, where death by other causes is taken to be the competing event.

该手稿的已发表版本(D´iaz, Hoffman, Hejazi Lifetime Data Anal 30, 213-236, 2024)在结果的定义中包含一个错误(我们要感谢Kara Rudolph指出了一个导致发现错误的问题),该结果具有级联效应,并在论文中对多个对象的定义中产生了错误。我们在这里纠正这些错误。为了完整起见,我们复制了整个手稿,并在我们做过修改的地方画上了下划线。纵向修正治疗政策(LMTP)是最近发展起来的一种新方法,用于定义和估计依赖于治疗自然值的因果参数。LMTPs代表了纵向研究因果推理的重要进展,因为它们允许在多个时间点测量多个分类、顺序或连续处理的联合效应的非参数定义和估计。我们将LMTP方法扩展到这样的问题:结果是一个受制于竞争事件的时间到事件变量,而竞争事件排除了对感兴趣事件的观察。我们给出了识别结果和非参数局部有效估计,它们使用灵活的数据自适应回归技术来减轻模型错配偏差,同时保留了重要的渐近性质,如n-一致性。我们提出了一个应用程序来估计插管时间对COVID- 19住院患者急性肾损伤的影响,其中其他原因导致的死亡被认为是竞争事件。
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引用次数: 0
Two-stage pseudo maximum likelihood estimation of semiparametric copula-based regression models for semi-competing risks data. 针对半竞争风险数据的半参数 copula 回归模型的两阶段伪极大似然估计。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2024-10-23 DOI: 10.1007/s10985-024-09640-z
Sakie J Arachchige, Xinyuan Chen, Qian M Zhou

We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring. With a copula-based model, the marginal survival functions of individual event times are specified by semiparametric transformation models, and the dependence between the bivariate event times is specified by a parametric copula function. For the estimation procedure, in the first stage, the parameters associated with the marginal of the terminal event are estimated using only the corresponding observed outcomes, and in the second stage, the marginal parameters for the non-terminal event time and the copula parameter are estimated together via maximizing a pseudo-likelihood function based on the joint distribution of the bivariate event times. We derived the asymptotic properties of the proposed estimator and provided an analytic variance estimator for inference. Through simulation studies, we showed that our approach leads to consistent estimates with less computational cost and more robustness than the one-stage procedure developed in Chen YH (Lifetime Data Anal 18:36-57, 2012), where all parameters were estimated simultaneously. In addition, our approach demonstrates more desirable finite-sample performances over another existing two-stage estimation method proposed in Zhu H et al., (Commu Statistics-Theory Methods 51(22):7830-7845, 2021) . An R package PMLE4SCR is developed to implement our proposed method.

在半竞争风险数据中,非终端事件受终端事件的依赖性剔除影响,而两个事件均受独立剔除影响,我们提出了一种基于 copula 模型的两阶段估计程序。在基于 copula 的模型中,单个事件时间的边际生存函数由半参数转换模型指定,而二元事件时间之间的依赖关系由参数 copula 函数指定。在估计过程中,第一阶段仅使用相应的观测结果来估计与终端事件边际相关的参数,第二阶段则通过最大化基于二元事件时间联合分布的伪似然函数来共同估计非终端事件时间的边际参数和 copula 参数。我们推导出了拟议估计器的渐近特性,并提供了用于推理的解析方差估计器。通过模拟研究,我们发现与 Chen YH(Lifetime Data Anal 18:36-57, 2012)中开发的同时估计所有参数的单阶段程序相比,我们的方法能以更低的计算成本和更高的稳健性获得一致的估计结果。此外,我们的方法比 Zhu H 等人(Commu Statistics-Theory Methods 51(22):7830-7845, 2021)提出的另一种现有两阶段估计方法具有更理想的有限样本性能。为了实现我们提出的方法,我们开发了一个 R 包 PMLE4SCR。
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引用次数: 0
Conditional modeling of recurrent event data with terminal event. 带有终端事件的循环事件数据条件建模。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2024-10-12 DOI: 10.1007/s10985-024-09637-8
Weiyu Fang, Jie Zhou, Mengqi Xie

Recurrent event data with a terminal event arise in follow-up studies. The current literature has primarily focused on the effect of covariates on the recurrent event process using marginal estimating equation approaches or joint modeling approaches via frailties. In this article, we propose a conditional model for recurrent event data with a terminal event, which provides an intuitive interpretation of the effect of the terminal event: at an early time, the rate of recurrent events is nearly independent of the terminal event, but the dependence gets stronger as time goes close to the terminal event time. A two-stage likelihood-based approach is proposed to estimate parameters of interest. Asymptotic properties of the estimators are established. The finite-sample behavior of the proposed method is examined through simulation studies. A real data of colorectal cancer is analyzed by the proposed method for illustration.

随访研究中会出现带有终末事件的重复事件数据。目前的文献主要采用边际估计方程法或通过虚弱联合建模法来研究协变量对复发性事件过程的影响。在本文中,我们提出了一种具有终末事件的复发性事件数据条件模型,该模型对终末事件的影响提供了直观的解释:在早期,复发性事件的发生率几乎与终末事件无关,但随着时间接近终末事件发生时间,这种依赖性会越来越强。本文提出了一种基于两阶段似然法的方法来估计相关参数。建立了估计器的渐近特性。通过模拟研究考察了所提方法的有限样本行为。为了说明问题,还用提出的方法分析了结直肠癌的真实数据。
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引用次数: 0
Proportional rates model for recurrent event data with intermittent gaps and a terminal event. 具有间歇性间隙和终端事件的重复事件数据的比例率模型。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2024-12-16 DOI: 10.1007/s10985-024-09644-9
Jin Jin, Xinyuan Song, Liuquan Sun, Pei-Fang Su

Recurrent events are common in medical practice or epidemiologic studies when each subject experiences a particular event repeatedly over time. In some long-term observations of recurrent events, a terminal event such as death may exist in recurrent event data. Meanwhile, some inspected subjects will withdraw from a study for some time for various reasons and then resume, which may happen more than once. The period between the subject leaving and returning to the study is called an intermittent gap. One naive method typically ignores gaps and treats the events as usual recurrent events, which could result in misleading estimation results. In this article, we consider a semiparametric proportional rates model for recurrent event data with intermittent gaps and a terminal event. An estimation procedure is developed for the model parameters, and the asymptotic properties of the resulting estimators are established. Simulation studies demonstrate that the proposed estimators perform satisfactorily compared to the naive method that ignores gaps. A diabetes study further shows the utility of the proposed method.

在医学实践或流行病学研究中,当每个受试者在一段时间内反复经历某一特定事件时,复发性事件很常见。在对复发事件的一些长期观察中,复发事件数据中可能存在死亡等终末事件。同时,一些被检查对象会因为各种原因退出研究一段时间后又重新开始,这种情况可能不止一次发生。受试者离开和返回研究之间的这段时间被称为间歇间隔。一种幼稚的方法通常会忽略间隙,并将事件视为通常的循环事件,这可能会导致误导性的估计结果。在本文中,我们考虑了具有间歇间隙和终端事件的循环事件数据的半参数比例率模型。建立了模型参数的估计方法,并给出了估计量的渐近性质。仿真研究表明,与忽略间隙的朴素方法相比,所提估计器的性能令人满意。一项糖尿病研究进一步证明了该方法的实用性。
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引用次数: 0
Right-censored models by the expectile method. 期望法右删减模型。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2025-01-03 DOI: 10.1007/s10985-024-09643-w
Gabriela Ciuperca

Based on the expectile loss function and the adaptive LASSO penalty, the paper proposes and studies the estimation methods for the accelerated failure time (AFT) model. In this approach, we need to estimate the survival function of the censoring variable by the Kaplan-Meier estimator. The AFT model parameters are first estimated by the expectile method and afterwards, when the number of explanatory variables can be large, by the adaptive LASSO expectile method which directly carries out the automatic selection of variables. We also obtain the convergence rate and asymptotic normality for the two estimators, while showing the sparsity property for the censored adaptive LASSO expectile estimator. A numerical study using Monte Carlo simulations confirms the theoretical results and demonstrates the competitive performance of the two proposed estimators. The usefulness of these estimators is illustrated by applying them to three survival data sets.

基于期望损失函数和自适应LASSO惩罚,提出并研究了加速失效时间(AFT)模型的估计方法。在这种方法中,我们需要用Kaplan-Meier估计器估计筛选变量的生存函数。AFT模型参数首先采用期望法估计,当解释变量数量较大时,采用自适应LASSO期望法直接进行变量的自动选择。我们还得到了这两个估计量的收敛速率和渐近正态性,同时证明了截后自适应LASSO期望估计量的稀疏性。利用蒙特卡罗模拟的数值研究证实了理论结果,并证明了两种估计器的竞争性能。通过将这些估计器应用于三个生存数据集,可以说明这些估计器的有用性。
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引用次数: 0
Evaluating time-to-event surrogates for time-to-event true endpoints: an information-theoretic approach based on causal inference. 评估时间到事件真实终点的时间到事件替代物:基于因果推理的信息论方法。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2024-10-13 DOI: 10.1007/s10985-024-09638-7
Florian Stijven, Geert Molenberghs, Ingrid Van Keilegom, Wim Van der Elst, Ariel Alonso

Putative surrogate endpoints must undergo a rigorous statistical evaluation before they can be used in clinical trials. Numerous frameworks have been introduced for this purpose. In this study, we extend the scope of the information-theoretic causal-inference approach to encompass scenarios where both outcomes are time-to-event endpoints, using the flexibility provided by D-vine copulas. We evaluate the quality of the putative surrogate using the individual causal association (ICA)-a measure based on the mutual information between the individual causal treatment effects. However, in spite of its appealing mathematical properties, the ICA may be ill defined for composite endpoints. Therefore, we also propose an alternative rank-based metric for assessing the ICA. Due to the fundamental problem of causal inference, the joint distribution of all potential outcomes is only partially identifiable and, consequently, the ICA cannot be estimated without strong unverifiable assumptions. This is addressed by a formal sensitivity analysis that is summarized by the so-called intervals of ignorance and uncertainty. The frequentist properties of these intervals are discussed in detail. Finally, the proposed methods are illustrated with an analysis of pooled data from two advanced colorectal cancer trials. The newly developed techniques have been implemented in the R package Surrogate.

推定的替代终点在用于临床试验之前必须经过严格的统计评估。为此,人们提出了许多框架。在本研究中,我们扩展了信息论因果推断方法的范围,利用 D-藤协方差提供的灵活性,将两个结果都是时间到事件终点的情况也包括在内。我们使用个体因果关联(ICA)来评估推定代用指标的质量--ICA 是一种基于个体因果治疗效应之间互信息的测量方法。然而,尽管 ICA 具有吸引人的数学特性,但它对复合终点的定义可能并不完善。因此,我们还提出了另一种基于等级的指标来评估 ICA。由于因果推断的基本问题,所有潜在结果的联合分布只能部分识别,因此,如果没有无法验证的有力假设,就无法估计 ICA。为了解决这个问题,我们采用了正式的敏感性分析方法,即所谓的 "无知区间 "和 "不确定性区间"。我们还详细讨论了这些区间的频数特性。最后,通过对两项晚期结直肠癌试验的汇总数据进行分析,对所提出的方法进行了说明。新开发的技术已在 R 软件包 Surrogate 中实现。
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引用次数: 0
Nonparametric estimation of the cumulative incidence function for doubly-truncated and interval-censored competing risks data. 双截断和区间截断竞争风险数据的累积发病率函数的非参数估计。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2024-11-17 DOI: 10.1007/s10985-024-09641-y
Pao-Sheng Shen

Interval sampling is widely used for collection of disease registry data, which typically report incident cases during a certain time period. Such sampling scheme induces doubly truncated data if the failure time can be observed exactly and doubly truncated and interval censored (DTIC) data if the failure time is known only to lie within an interval. In this article, we consider nonparametric estimation of the cumulative incidence functions (CIF) using doubly-truncated and interval-censored competing risks (DTIC-C) data obtained from interval sampling scheme. Using the approach of Shen (Stat Methods Med Res 31:1157-1170, 2022b), we first obtain the nonparametric maximum likelihood estimator (NPMLE) of the distribution function of failure time ignoring failure types. Using the NPMLE, we proposed nonparametric estimators of the CIF with DTIC-C data and establish consistency of the proposed estimators. Simulation studies show that the proposed estimator performs well for finite sample size.

区间抽样被广泛应用于疾病登记数据的收集,这些数据通常会报告某一时间段内发生的病例。如果故障时间可以精确观测到,那么这种抽样方案就会产生双截断数据;如果故障时间已知只在一个区间内,那么这种抽样方案就会产生双截断和区间删减(DTIC)数据。在本文中,我们考虑使用从区间抽样方案中获得的双截断和区间删失竞争风险(DTIC-C)数据对累积发生函数(CIF)进行非参数估计。利用 Shen 的方法(Stat Methods Med Res 31:1157-1170, 2022b),我们首先得到了忽略失效类型的失效时间分布函数的非参数最大似然估计值(NPMLE)。利用 NPMLE,我们提出了使用 DTIC-C 数据的 CIF 非参数估计器,并建立了所提估计器的一致性。模拟研究表明,所提出的估计器在有限样本量下表现良好。
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引用次数: 0
A global kernel estimator for partially linear varying coefficient additive hazards models. 部分线性变系数加性危害模型的全局核估计。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-01-01 Epub Date: 2025-01-09 DOI: 10.1007/s10985-024-09645-8
Hoi Min Ng, Kin Yau Wong

We study kernel-based estimation methods for partially linear varying coefficient additive hazards models, where the effects of one type of covariates can be modified by another. Existing kernel estimation methods for varying coefficient models often use a "local" approach, where only a small local neighborhood of subjects are used for estimating the varying coefficient functions. Such a local approach, however, is generally inefficient as information about some non-varying nuisance parameter from subjects outside the neighborhood is discarded. In this paper, we develop a "global" kernel estimator that simultaneously estimates the varying coefficients over the entire domains of the functions, leveraging the non-varying nature of the nuisance parameter. We establish the consistency and asymptotic normality of the proposed estimators. The theoretical developments are substantially more challenging than those of the local methods, as the dimension of the global estimator increases with the sample size. We conduct extensive simulation studies to demonstrate the feasibility and superior performance of the proposed methods compared with existing local methods and provide an application to a motivating cancer genomic study.

我们研究了部分线性变系数加性风险模型的核估计方法,其中一种协变量的影响可以被另一种协变量修改。现有的变系数模型核估计方法通常采用“局部”方法,即只使用对象的小局部邻域来估计变系数函数。然而,这种局部方法通常是低效的,因为来自邻域之外的对象的一些不变的干扰参数的信息被丢弃了。在本文中,我们开发了一个“全局”核估计器,它同时估计函数的整个域上的变化系数,利用了干扰参数的非变化性质。我们建立了所提估计量的相合性和渐近正态性。由于全局估计量的维度随着样本量的增加而增加,理论上的发展比局部方法更具挑战性。我们进行了广泛的模拟研究,以证明与现有的本地方法相比,所提出的方法的可行性和优越性能,并为激励癌症基因组研究提供了应用。
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引用次数: 0
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Lifetime Data Analysis
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