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Cox model inference for relative hazard and pure risk from stratified weight-calibrated case-cohort data 从分层体重校准的病例队列数据中推断相对危险度和纯风险的 Cox 模型
IF 1.3 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-02 DOI: 10.1007/s10985-024-09621-2

Abstract

The case-cohort design obtains complete covariate data only on cases and on a random sample (the subcohort) of the entire cohort. Subsequent publications described the use of stratification and weight calibration to increase efficiency of estimates of Cox model log-relative hazards, and there has been some work estimating pure risk. Yet there are few examples of these options in the medical literature, and we could not find programs currently online to analyze these various options. We therefore present a unified approach and R software to facilitate such analyses. We used influence functions adapted to the various design and analysis options together with variance calculations that take the two-phase sampling into account. This work clarifies when the widely used “robust” variance estimate of Barlow (Biometrics 50:1064–1072, 1994) is appropriate. The corresponding R software, CaseCohortCoxSurvival, facilitates analysis with and without stratification and/or weight calibration, for subcohort sampling with or without replacement. We also allow for phase-two data to be missing at random for stratified designs. We provide inference not only for log-relative hazards in the Cox model, but also for cumulative baseline hazards and covariate-specific pure risks. We hope these calculations and software will promote wider use of more efficient and principled design and analysis options for case-cohort studies.

摘要 病例队列设计只获得病例和整个队列的随机样本(子队列)的完整协变量数据。随后发表的文章介绍了如何使用分层和权重校准来提高 Cox 模型对数相关危险度估计的效率,并对纯风险进行了一些估计。然而,这些方案在医学文献中鲜有实例,我们目前也无法在网上找到分析这些不同方案的程序。因此,我们提出了一种统一的方法和 R 软件,以方便进行此类分析。我们使用了与各种设计和分析方案相适应的影响函数以及考虑到两阶段采样的方差计算。这项工作明确了巴洛(Barlow,《生物统计学》50:1064-1072,1994 年)广泛使用的 "稳健 "方差估计何时合适。相应的 R 软件 CaseCohortCoxSurvival 可以在分层和/或权重校准的情况下进行分析,也可以在有或没有替换的子队列抽样中进行分析。对于分层设计,我们还允许第二阶段数据随机缺失。我们不仅提供了 Cox 模型中的对数相对危险度推断,还提供了累积基线危险度和共变量特异性纯危险度推断。我们希望这些计算和软件能促进病例队列研究更广泛地使用更高效、更有原则的设计和分析方案。
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引用次数: 0
Efficiency of the Breslow estimator in semiparametric transformation models. 半参数变换模型中Breslow估计量的效率。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-01 Epub Date: 2023-11-26 DOI: 10.1007/s10985-023-09611-w
Theresa P Devasia, Alexander Tsodikov

Semiparametric transformation models for failure time data consist of a parametric regression component and an unspecified cumulative baseline hazard. The nonparametric maximum likelihood estimator (NPMLE) of the cumulative baseline hazard can be summarized in terms of weights introduced into a Breslow-type estimator (Weighted Breslow). At any given time point, the weights invoke an integral over the future of the cumulative baseline hazard, which presents theoretical and computational challenges. A simpler non-MLE Breslow-type estimator (Breslow) was derived earlier from a martingale estimating equation (MEE) setting observed and expected counts of failures equal, conditional on the past history. Despite much successful theoretical and computational development, the simpler Breslow estimator continues to be commonly used as a compromise between simplicity and perceived loss of full efficiency. In this paper we derive the relative efficiency of the Breslow estimator and consider the properties of the two estimators using simulations and real data on prostate cancer survival.

失效时间数据的半参数转换模型由参数回归成分和未指定的累积基线危险组成。累积基线危害的非参数极大似然估计量(NPMLE)可以用引入加权布雷斯洛估计量(Weighted Breslow)的权重来概括。在任何给定的时间点,权重调用累积基线风险的未来积分,这提出了理论和计算上的挑战。一个更简单的非mle Breslow型估计器(Breslow)是早先从鞅估计方程(MEE)中推导出来的,在过去的历史条件下,观察到的和期望的故障计数相等。尽管有许多成功的理论和计算发展,但更简单的Breslow估计器仍然被普遍使用,作为简单性和感知到的完全效率损失之间的折衷。本文推导了Breslow估计器的相对效率,并利用前列腺癌生存的模拟和真实数据考虑了这两种估计器的性质。
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引用次数: 0
Quantile difference estimation with censoring indicators missing at random. 用随机缺失的普查指标进行量差估计。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-01 Epub Date: 2024-01-18 DOI: 10.1007/s10985-023-09614-7
Cui-Juan Kong, Han-Ying Liang

In this paper, we define estimators of distribution functions when the data are right-censored and the censoring indicators are missing at random, and establish their strong representations and asymptotic normality. Besides, based on empirical likelihood method, we define maximum empirical likelihood estimators and smoothed log-empirical likelihood ratios of two-sample quantile difference in the presence and absence of auxiliary information, respectively, and prove their asymptotic distributions. Simulation study and real data analysis are conducted to investigate the finite sample behavior of the proposed methods.

本文定义了当数据为右删失且删失指标随机缺失时的分布函数估计量,并建立了它们的强表示和渐近正态性。此外,基于经验似然法,我们分别定义了存在和不存在辅助信息时的最大经验似然估计值和两样本量差的平滑对数经验似然比,并证明了它们的渐近分布。通过仿真研究和实际数据分析,研究了所提方法的有限样本行为。
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引用次数: 0
A Bayesian proportional hazards mixture cure model for interval-censored data. 区间截尾数据的贝叶斯比例风险混合校正模型。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-01 Epub Date: 2023-11-28 DOI: 10.1007/s10985-023-09613-8
Chun Pan, Bo Cai, Xuemei Sui

The proportional hazards mixture cure model is a popular analysis method for survival data where a subgroup of patients are cured. When the data are interval-censored, the estimation of this model is challenging due to its complex data structure. In this article, we propose a computationally efficient semiparametric Bayesian approach, facilitated by spline approximation and Poisson data augmentation, for model estimation and inference with interval-censored data and a cure rate. The spline approximation and Poisson data augmentation greatly simplify the MCMC algorithm and enhance the convergence of the MCMC chains. The empirical properties of the proposed method are examined through extensive simulation studies and also compared with the R package "GORCure". The use of the proposed method is illustrated through analyzing a data set from the Aerobics Center Longitudinal Study.

比例风险混合治愈模型是一种流行的生存数据分析方法,其中一个亚组患者被治愈。当数据是区间截尾时,由于其复杂的数据结构,该模型的估计具有挑战性。在本文中,我们提出了一种计算效率高的半参数贝叶斯方法,通过样条近似和泊松数据增强来促进模型估计和推理,并且具有区间截尾数据和修复率。样条逼近和泊松数据扩充极大地简化了MCMC算法,提高了MCMC链的收敛性。通过广泛的模拟研究检验了所提出方法的经验性质,并与R包“GORCure”进行了比较。通过对健美操中心纵向研究数据集的分析,说明了该方法的应用。
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引用次数: 0
Bias reduction for semi-competing risks frailty model with rare events: application to a chronic kidney disease cohort study in South Korea. 具有罕见事件的半竞争风险脆弱性模型的偏倚减少:在韩国慢性肾脏疾病队列研究中的应用
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-01 Epub Date: 2023-11-13 DOI: 10.1007/s10985-023-09612-9
Jayoun Kim, Boram Jeong, Il Do Ha, Kook-Hwan Oh, Ji Yong Jung, Jong Cheol Jeong, Donghwan Lee

In a semi-competing risks model in which a terminal event censors a non-terminal event but not vice versa, the conventional method can predict clinical outcomes by maximizing likelihood estimation. However, this method can produce unreliable or biased estimators when the number of events in the datasets is small. Specifically, parameter estimates may converge to infinity, or their standard errors can be very large. Moreover, terminal and non-terminal event times may be correlated, which can account for the frailty term. Here, we adapt the penalized likelihood with Firth's correction method for gamma frailty models with semi-competing risks data to reduce the bias caused by rare events. The proposed method is evaluated in terms of relative bias, mean squared error, standard error, and standard deviation compared to the conventional methods through simulation studies. The results of the proposed method are stable and robust even when data contain only a few events with the misspecification of the baseline hazard function. We also illustrate a real example with a multi-centre, patient-based cohort study to identify risk factors for chronic kidney disease progression or adverse clinical outcomes. This study will provide a better understanding of semi-competing risk data in which the number of specific diseases or events of interest is rare.

在一个半竞争风险模型中,一个终点事件审查一个非终点事件,而不是相反,传统方法可以通过最大化似然估计来预测临床结果。然而,当数据集中的事件数量较少时,这种方法可能产生不可靠或有偏差的估计。具体来说,参数估计可能收敛到无穷大,或者它们的标准误差可能非常大。此外,终端和非终端事件时间可能是相关的,这可以解释脆弱项。在这里,我们采用Firth校正方法对具有半竞争风险数据的gamma脆弱性模型进行惩罚似然调整,以减少罕见事件引起的偏差。通过仿真研究,对该方法进行了相对偏差、均方误差、标准误差和标准偏差等方面的评价。该方法的结果是稳定的和鲁棒的,即使数据只包含少数事件与基线危险函数的不规范。我们还举例说明了一个多中心、以患者为基础的队列研究的真实例子,以确定慢性肾脏疾病进展或不良临床结果的危险因素。这项研究将提供一个更好的理解半竞争风险数据,其中特定疾病或感兴趣的事件的数量很少。
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引用次数: 0
On variable selection in a semiparametric AFT mixture cure model. 关于半参数 AFT 混合治愈模型中的变量选择。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-01 Epub Date: 2024-03-04 DOI: 10.1007/s10985-024-09619-w
Motahareh Parsa, Seyed Mahmood Taghavi-Shahri, Ingrid Van Keilegom

In clinical studies, one often encounters time-to-event data that are subject to right censoring and for which a fraction of the patients under study never experience the event of interest. Such data can be modeled using cure models in survival analysis. In the presence of cure fraction, the mixture cure model is popular, since it allows to model probability to be cured (called the incidence) and the survival function of the uncured individuals (called the latency). In this paper, we develop a variable selection procedure for the incidence and latency parts of a mixture cure model, consisting of a logistic model for the incidence and a semiparametric accelerated failure time model for the latency. We use a penalized likelihood approach, based on adaptive LASSO penalties for each part of the model, and we consider two algorithms for optimizing the criterion function. Extensive simulations are carried out to assess the accuracy of the proposed selection procedure. Finally, we employ the proposed method to a real dataset regarding heart failure patients with left ventricular systolic dysfunction.

在临床研究中,我们经常会遇到时间到事件的数据,这些数据会受到右侧删减的影响,其中一部分接受研究的患者从未经历过感兴趣的事件。这类数据可以使用生存分析中的治愈模型来建模。在存在治愈率的情况下,混合治愈模型很受欢迎,因为它可以对治愈概率(称为发病率)和未治愈个体的生存函数(称为潜伏期)进行建模。在本文中,我们为混合治愈模型的发病率和潜伏期部分开发了一种变量选择程序,其中发病率部分包括一个逻辑模型,潜伏期部分包括一个半参数加速失败时间模型。我们采用了一种基于模型各部分自适应 LASSO 惩罚的惩罚似然法,并考虑了两种优化准则函数的算法。我们进行了大量模拟,以评估所提出的选择程序的准确性。最后,我们将提出的方法应用于一个真实数据集,该数据集涉及左心室收缩功能障碍的心力衰竭患者。
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引用次数: 0
The built-in selection bias of hazard ratios formalized using structural causal models. 利用结构性因果模型对危险比的内在选择偏差进行正规化。
IF 1.2 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-04-01 Epub Date: 2024-02-15 DOI: 10.1007/s10985-024-09617-y
Richard A J Post, Edwin R van den Heuvel, Hein Putter

It is known that the hazard ratio lacks a useful causal interpretation. Even for data from a randomized controlled trial, the hazard ratio suffers from so-called built-in selection bias as, over time, the individuals at risk among the exposed and unexposed are no longer exchangeable. In this paper, we formalize how the expectation of the observed hazard ratio evolves and deviates from the causal effect of interest in the presence of heterogeneity of the hazard rate of unexposed individuals (frailty) and heterogeneity in effect (individual modification). For the case of effect heterogeneity, we define the causal hazard ratio. We show that the expected observed hazard ratio equals the ratio of expectations of the latent variables (frailty and modifier) conditionally on survival in the world with and without exposure, respectively. Examples with gamma, inverse Gaussian and compound Poisson distributed frailty and categorical (harming, beneficial or neutral) distributed effect modifiers are presented for illustration. This set of examples shows that an observed hazard ratio with a particular value can arise for all values of the causal hazard ratio. Therefore, the hazard ratio cannot be used as a measure of the causal effect without making untestable assumptions, stressing the importance of using more appropriate estimands, such as contrasts of the survival probabilities.

众所周知,危险比缺乏有用的因果解释。即使是来自随机对照试验的数据,危险比也存在所谓的内在选择偏差,因为随着时间的推移,暴露者和未暴露者中的风险个体不再具有可交换性。在本文中,我们正式阐述了在存在未暴露个体危险率的异质性(虚弱)和效应的异质性(个体修饰)的情况下,观察到的危险比的期望值是如何演变并偏离感兴趣的因果效应的。对于效应异质性,我们定义了因果危险比。我们证明,预期观察到的危害比等于潜变量(虚弱和修饰)分别对有暴露和无暴露情况下的生存条件的预期比。举例说明了伽马分布式、反高斯分布式和复合泊松分布式的虚弱和分类(有害、有益或中性)分布式的效应修饰因子。这组例子表明,具有特定值的观测危险比可能出现在所有的因果危险比值中。因此,如果不做出无法检验的假设,就不能使用危险比来衡量因果效应,这就强调了使用更合适的估计值(如生存概率对比)的重要性。
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引用次数: 0
Model averaging for right censored data with measurement error 具有测量误差的右删失数据的模型平均法
IF 1.3 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-03-13 DOI: 10.1007/s10985-024-09620-3
Zhongqi Liang, Caiya Zhang, Linjun Xu

This paper studies a novel model averaging estimation issue for linear regression models when the responses are right censored and the covariates are measured with error. A novel weighted Mallows-type criterion is proposed for the considered issue by introducing multiple candidate models. The weight vector for model averaging is selected by minimizing the proposed criterion. Under some regularity conditions, the asymptotic optimality of the selected weight vector is established in terms of its ability to achieve the lowest squared loss asymptotically. Simulation results show that the proposed method is superior to the other existing related methods. A real data example is provided to supplement the actual performance.

本文研究了线性回归模型的一个新的模型平均估算问题,即当响应是右删失的,协变量的测量是有误差的。通过引入多个候选模型,针对所考虑的问题提出了一种新的加权 Mallows 型准则。模型平均化的权重向量是通过最小化所提出的准则来选择的。在一些规则性条件下,所选权重向量的渐进最优性是指它能够达到渐进的最低平方损失。仿真结果表明,所提出的方法优于其他现有的相关方法。我们还提供了一个真实数据示例来补充实际性能。
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引用次数: 0
Bias of the additive hazard model in the presence of causal effect heterogeneity 因果效应异质性情况下加法危险模型的偏差
IF 1.3 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-03-11 DOI: 10.1007/s10985-024-09616-z
Richard A. J. Post, Edwin R. van den Heuvel, Hein Putter

Hazard ratios are prone to selection bias, compromising their use as causal estimands. On the other hand, if Aalen’s additive hazard model applies, the hazard difference has been shown to remain unaffected by the selection of frailty factors over time. Then, in the absence of confounding, observed hazard differences are equal in expectation to the causal hazard differences. However, in the presence of effect (on the hazard) heterogeneity, the observed hazard difference is also affected by selection of survivors. In this work, we formalize how the observed hazard difference (from a randomized controlled trial) evolves by selecting favourable levels of effect modifiers in the exposed group and thus deviates from the causal effect of interest. Such selection may result in a non-linear integrated hazard difference curve even when the individual causal effects are time-invariant. Therefore, a homogeneous time-varying causal additive effect on the hazard cannot be distinguished from a time-invariant but heterogeneous causal effect. We illustrate this causal issue by studying the effect of chemotherapy on the survival time of patients suffering from carcinoma of the oropharynx using data from a clinical trial. The hazard difference can thus not be used as an appropriate measure of the causal effect without making untestable assumptions.

危险比容易产生选择偏差,从而影响其作为因果关系估算值的使用。另一方面,如果采用 Aalen 的加性危险模型,则危险差异不受随时间变化的虚弱因素选择的影响。那么,在没有混杂因素的情况下,观察到的危险度差异与因果危险度差异的期望值相等。然而,在存在效应(对危险的影响)异质性的情况下,观察到的危险差异也会受到幸存者选择的影响。在这项工作中,我们正式阐述了观察到的危害差异(来自随机对照试验)是如何通过在暴露组中选择有利的效应调节因子水平而发生变化,从而偏离感兴趣的因果效应的。即使单个因果效应是时间不变的,这种选择也可能导致非线性综合危害差异曲线。因此,对危害的同质时变因果叠加效应无法与时变但异质的因果效应区分开来。我们利用临床试验数据研究化疗对口咽癌患者生存时间的影响,以此来说明这一因果问题。因此,如果不做出无法检验的假设,危险差异就不能作为衡量因果效应的适当指标。
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引用次数: 0
Pseudo-value regression trees 伪值回归树
IF 1.3 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-02-25 DOI: 10.1007/s10985-024-09618-x
Alina Schenk, Moritz Berger, Matthias Schmid

This paper presents a semi-parametric modeling technique for estimating the survival function from a set of right-censored time-to-event data. Our method, named pseudo-value regression trees (PRT), is based on the pseudo-value regression framework, modeling individual-specific survival probabilities by computing pseudo-values and relating them to a set of covariates. The standard approach to pseudo-value regression is to fit a main-effects model using generalized estimating equations (GEE). PRT extend this approach by building a multivariate regression tree with pseudo-value outcome and by successively fitting a set of regularized additive models to the data in the nodes of the tree. Due to the combination of tree learning and additive modeling, PRT are able to perform variable selection and to identify relevant interactions between the covariates, thereby addressing several limitations of the standard GEE approach. In addition, PRT include time-dependent effects in the node-wise models. Interpretability of the PRT fits is ensured by controlling the tree depth. Based on the results of two simulation studies, we investigate the properties of the PRT method and compare it to several alternative modeling techniques. Furthermore, we illustrate PRT by analyzing survival in 3,652 patients enrolled for a randomized study on primary invasive breast cancer.

本文提出了一种半参数建模技术,用于从一组右删失时间到事件数据中估计生存函数。我们的方法被命名为伪值回归树(PRT),它以伪值回归框架为基础,通过计算伪值并将其与一组协变量相关联来为特定个体的生存概率建模。伪值回归的标准方法是使用广义估计方程(GEE)拟合主效应模型。PRT 对这一方法进行了扩展,建立了一棵带有伪值结果的多元回归树,并对树节点中的数据连续拟合了一组正则化加法模型。由于结合了树学习和加法模型,PRT 能够进行变量选择并识别协变量之间的相关交互作用,从而解决了标准 GEE 方法的一些局限性。此外,PRT 还在节点模型中加入了时间效应。通过控制树的深度,确保了 PRT 拟合的可解释性。基于两项模拟研究的结果,我们研究了 PRT 方法的特性,并将其与几种替代建模技术进行了比较。此外,我们还通过分析 3,652 名参加原发性浸润性乳腺癌随机研究的患者的生存情况来说明 PRT。
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引用次数: 0
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