Pub Date : 2025-04-01Epub Date: 2025-04-14DOI: 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.
{"title":"A flexible Bayesian g-formula for causal survival analyses with time-dependent confounding.","authors":"Xinyuan Chen, Liangyuan Hu, Fan Li","doi":"10.1007/s10985-025-09652-3","DOIUrl":"https://doi.org/10.1007/s10985-025-09652-3","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":"31 2","pages":"394-421"},"PeriodicalIF":1.2,"publicationDate":"2025-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144056950","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 : 2025-04-01Epub Date: 2025-04-15DOI: 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.
{"title":"Robust inverse probability weighted estimators for doubly truncated Cox regression with closed-form standard errors.","authors":"Omar Vazquez, Sharon X Xie","doi":"10.1007/s10985-025-09650-5","DOIUrl":"10.1007/s10985-025-09650-5","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":"31 2","pages":"364-393"},"PeriodicalIF":1.2,"publicationDate":"2025-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12043752/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144049810","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 : 2025-04-01Epub Date: 2025-04-14DOI: 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 -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.
{"title":"Author correction to: \"causal survival analysis under competing risks using longitudinal modified treatment policies\".","authors":"Iván Díaz, Nicholas Williams, Katherine L Hoffman, Nima S Hejazi","doi":"10.1007/s10985-025-09651-4","DOIUrl":"https://doi.org/10.1007/s10985-025-09651-4","url":null,"abstract":"<p><p>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 <math><msqrt><mi>n</mi></msqrt> </math> -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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":"31 2","pages":"442-471"},"PeriodicalIF":1.2,"publicationDate":"2025-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144025067","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 : 2025-01-01Epub Date: 2024-10-23DOI: 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。
{"title":"Two-stage pseudo maximum likelihood estimation of semiparametric copula-based regression models for semi-competing risks data.","authors":"Sakie J Arachchige, Xinyuan Chen, Qian M Zhou","doi":"10.1007/s10985-024-09640-z","DOIUrl":"10.1007/s10985-024-09640-z","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"52-75"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142511911","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 : 2025-01-01Epub Date: 2024-10-12DOI: 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.
{"title":"Conditional modeling of recurrent event data with terminal event.","authors":"Weiyu Fang, Jie Zhou, Mengqi Xie","doi":"10.1007/s10985-024-09637-8","DOIUrl":"10.1007/s10985-024-09637-8","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"187-204"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142479187","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 : 2025-01-01Epub Date: 2024-12-16DOI: 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.
{"title":"Proportional rates model for recurrent event data with intermittent gaps and a terminal event.","authors":"Jin Jin, Xinyuan Song, Liuquan Sun, Pei-Fang Su","doi":"10.1007/s10985-024-09644-9","DOIUrl":"10.1007/s10985-024-09644-9","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"126-148"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142830685","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 : 2025-01-01Epub Date: 2025-01-03DOI: 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.
{"title":"Right-censored models by the expectile method.","authors":"Gabriela Ciuperca","doi":"10.1007/s10985-024-09643-w","DOIUrl":"10.1007/s10985-024-09643-w","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"149-186"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142923664","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 : 2025-01-01Epub Date: 2024-10-13DOI: 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.
{"title":"Evaluating time-to-event surrogates for time-to-event true endpoints: an information-theoretic approach based on causal inference.","authors":"Florian Stijven, Geert Molenberghs, Ingrid Van Keilegom, Wim Van der Elst, Ariel Alonso","doi":"10.1007/s10985-024-09638-7","DOIUrl":"10.1007/s10985-024-09638-7","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"1-23"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142479188","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 : 2025-01-01Epub Date: 2024-11-17DOI: 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。
{"title":"Nonparametric estimation of the cumulative incidence function for doubly-truncated and interval-censored competing risks data.","authors":"Pao-Sheng Shen","doi":"10.1007/s10985-024-09641-y","DOIUrl":"10.1007/s10985-024-09641-y","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"76-101"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142645096","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 : 2025-01-01Epub Date: 2025-01-09DOI: 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.
{"title":"A global kernel estimator for partially linear varying coefficient additive hazards models.","authors":"Hoi Min Ng, Kin Yau Wong","doi":"10.1007/s10985-024-09645-8","DOIUrl":"10.1007/s10985-024-09645-8","url":null,"abstract":"<p><p>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.</p>","PeriodicalId":49908,"journal":{"name":"Lifetime Data Analysis","volume":" ","pages":"205-232"},"PeriodicalIF":1.2,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142957993","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}