Quantile regression based on a weighted approach under semi-competing risks data

In this article, we investigate the quantile regression analysis for semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. Due to the dependent censoring, the estimation of quantile regression coefficients on the non-terminal event becomes difficult. In order to handle this problem, we assume Archimedean Copula to specify the dependence of the non-terminal event and the terminal event. Portnoy [Censored regression quantiles. J Amer Statist Assoc. 2003;98:1001–1012] considered the quantile regression model under right-censoring data. We extend his approach to construct a weight function, and then impose the weight function to estimate the quantile regression parameter for the non-terminal event under semi-competing risks data. We also prove the consistency and asymptotic properties for the proposed estimator. According to the simulation studies, the performance of our proposed method is good. We also apply our suggested approach to analyse a real data.     

Quantile residual life regression based on semi-competing risks data

This paper investigates the quantile residual life regression based on semi-competing risk data. Because the terminal event time dependently censors the non-terminal event time, the inference on the non-terminal event time is not available without extra assumption. Therefore, we assume that the non-terminal event time and the terminal event time follow an Archimedean copula. Then, we apply the inverse probability weight technique to construct an estimating equation of quantile residual life regression coefficients. But, the estimating equation may not be continuous in coefficients. Thus, we apply the generalized solution approach to overcome this problem. Since the variance estimation of the proposed estimator is difficult to obtain, we use the bootstrap resampling method to estimate it. From simulations, it shows the performance of the proposed method is well. Finally, we analyze the Bone Marrow Transplant data for illustrations.     

Joint modeling approach for semicompeting risks data with missing nonterminal event status

Semicompeting risks data, where a subject may experience sequential non-terminal and terminal events, and the terminal event may censor the non-terminal event but not vice versa, are widely available in many biomedical studies. We consider the situation when a proportion of subjects’ non-terminal events is missing, such that the observed data become a mixture of “true” semicompeting risks data and partially observed terminal event only data. An illness–death multistate model with proportional hazards assumptions is proposed to study the relationship between non-terminal and terminal events, and provide covariate-specific global and local association measures. Maximum likelihood estimation based on semiparametric regression analysis is used for statistical inference, and asymptotic properties of proposed estimators are studied using empirical process and martingale arguments. We illustrate the proposed method with simulation studies and data analysis of a follicular cell lymphoma study.     

Pseudo Self-Consistent Estimation of a Copula Model with Informative Censoring

Abstract.  We consider the case where a terminal event censors a non-terminal event, but not vice versa. When the events are dependent, estimation of the distribution of the non-terminal event is a competing risks problem, while estimation of the distribution of the terminal event is not. The dependence structure of the event times is formulated with the gamma frailty copula on the upper wedge, with the marginal distributions unspecified. With a consistent estimator of the association parameter, pseudo self-consistency equations are derived and adapted to the semiparametric model. Existence, uniform consistency and weak convergence of the new estimator for the marginal distribution of the non-terminal event is established using theories of empirical processes, U -statistics and Z -estimation. The potential practical utility of the methodology is illustrated with simulated and real data sets.     

Maximum likelihood analysis of semicompeting risks data with semiparametric regression models

The “semicompeting risks” include a terminal event and a non-terminal event. The terminal event may censor the non-terminal event but not vice versa. Because times to the two events are usually correlated, the non-terminal event is subject to dependent/informative censoring by the terminal event. We seek to conduct marginal regressions and joint association analyses for the two event times under semicompeting risks. The proposed method is based on the modeling setup where the semiparametric transformation models are assumed for marginal regressions, and a copula model is assumed for the joint distribution. We propose a nonparametric maximum likelihood approach for inferences, which provides a martingale representation for the score function and an analytical expression for the information matrix. Direct theoretical developments and computational implementation are allowed for the proposed approach. Simulations and a real data application demonstrate the utility of the proposed methodology.     

Improving estimation efficiency for semi-competing risks data with partially observed terminal event

Semi-competing risks data arise when two types of events, non-terminal and terminal, may be observed. When the terminal event occurs first, it censors the non-terminal event. Otherwise the terminal event is observable after the occurrence of the non-terminal event. In practice, it can be hard to ascertain all terminal event information after the non-terminal event. Yu and Yiannoutsos [(2015), ‘Marginal and Conditional Distribution Estimation from Double-Sampled Semi-Competing Risks Data’, Scandinavian Journal of Statistics, 42, 87–103] considered a setting when the terminal event is ascertained via double sampling from only a subset of patients who experienced the non-terminal event. They discussed estimation for marginal and conditional distributions under this double sampled semi-competing risk data framework. We propose a more efficient estimation method in the same setting by fully utilising the non-terminal event information. The efficiency gain can be substantial as observed in our simulation study.     

Frailty modelling approaches for semi-competing risks data

Lifetime Data Analysis - In the semi-competing risks situation where only a terminal event censors a non-terminal event, observed event times can be correlated. Recently, frailty models with an...     

Marginal Regression Analysis for Semi-Competing Risks Data Under Dependent Censoring

Abstract.  Multiple events data are commonly seen in medical applications. There are two types of events, namely terminal and non-terminal. Statistical analysis for non-terminal events is complicated due to dependent censoring. Consequently, joint modelling and inference are often needed to avoid the problem of non-identifiability. This article considers regression analysis for multiple events data with major interest in a non-terminal event such as disease progression. We generalize the technique of artificial censoring, which is a popular way to handle dependent censoring, under flexible model assumptions on the two types of events. The proposed method is applied to analyse a data set of bone marrow transplantation.     

Modeling of semi-competing risks by means of first passage times of a stochastic process

In semi-competing risks one considers a terminal event, such as death of a person, and a non-terminal event, such as disease recurrence. We present a model where the time to the terminal event is the first passage time to a fixed level c in a stochastic process, while the time to the non-terminal event is represented by the first passage time of the same process to a stochastic threshold S, assumed to be independent of the stochastic process. In order to be explicit, we let the stochastic process be a gamma process, but other processes with independent increments may alternatively be used. For semi-competing risks this appears to be a new modeling approach, being an alternative to traditional approaches based on illness-death models and copula models. In this paper we consider a fully parametric approach. The likelihood function is derived and statistical inference in the model is illustrated on both simulated and real data.     

Estimating cross quantile residual ratio with left-truncated semi-competing risks data

A semi-competing risks setting often arises in biomedical studies, involving both a nonterminal event and a terminal event. Cross quantile residual ratio (Yang and Peng in Biometrics 72:770–779, 2016) offers a flexible and robust perspective to study the dependency between the nonterminal and the terminal events which can shed useful scientific insight. In this paper, we propose a new nonparametric estimator of this dependence measure with left truncated semi-competing risks data. The new estimator overcomes the limitation of the existing estimator that is resulted from demanding a strong assumption on the truncation mechanism. We establish the asymptotic properties of the proposed estimator and develop inference procedures accordingly. Simulation studies suggest good finite-sample performance of the proposed method. Our proposal is illustrated via an application to Denmark diabetes registry data.     

Sieve Estimation of Constant and Time-Varying Coefficients in Nonlinear Ordinary Differential Equation Models by Considering Both Numerical Error and Measurement Error

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least squares (NLS) estimator is investigated in this study. A numerical algorithm such as the Runge-Kutta method is used to approximate the ODE solution. The asymptotic properties are established for the proposed estimators considering both numerical error and measurement error. The B-spline is used to approximate the time-varying coefficients, and the corresponding asymptotic theories in this case are investigated under the framework of the sieve approach. Our results show that if the maximum step size of the p-order numerical algorithm goes to zero at a rate faster than n(-1/(p∧4)), the numerical error is negligible compared to the measurement error. This result provides a theoretical guidance in selection of the step size for numerical evaluations of ODEs. Moreover, we have shown that the numerical solution-based NLS estimator and the sieve NLS estimator are strongly consistent. The sieve estimator of constant parameters is asymptotically normal with the same asymptotic co-variance as that of the case where the true ODE solution is exactly known, while the estimator of the time-varying parameter has the optimal convergence rate under some regularity conditions. The theoretical results are also developed for the case when the step size of the ODE numerical solver does not go to zero fast enough or the numerical error is comparable to the measurement error. We illustrate our approach with both simulation studies and clinical data on HIV viral dynamics.     

Modeling marginal features in studies of recurrent events in the presence of a terminal event

We study models for recurrent events with special emphasis on the situation where a terminal event acts as a competing risk for the recurrent events process and where there may be gaps between periods during which subjects are at risk for the recurrent event. We focus on marginal analysis of the expected number of events and show that an Aalen–Johansen type estimator proposed by Cook and Lawless is applicable in this situation. A motivating example deals with psychiatric hospital admissions where we supplement with analyses of the marginal distribution of time to the competing event and the marginal distribution of the time spent in hospital. Pseudo-observations are used for the latter purpose.

     

Time-varying coefficients in a multivariate frailty model: Application to breast cancer recurrences of several types and death

During their follow-up, patients with cancer can experience several types of recurrent events and can also die. Over the last decades, several joint models have been proposed to deal with recurrent events with dependent terminal event. Most of them require the proportional hazard assumption. In the case of long follow-up, this assumption could be violated. We propose a joint frailty model for two types of recurrent events and a dependent terminal event to account for potential dependencies between events with potentially time-varying coefficients. For that, regression splines are used to model the time-varying coefficients. Baseline hazard functions (BHF) are estimated with piecewise constant functions or with cubic M-Splines functions. The maximum likelihood estimation method provides parameter estimates. Likelihood ratio tests are performed to test the time dependency and the statistical association of the covariates. This model was driven by breast cancer data where the maximum follow-up was close to 20 years.     

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

Bandwidth plays an important role in determining the performance of nonparametric estimators, such as the local constant estimator. In this article, we propose a Bayesian approach to bandwidth estimation for local constant estimators of time-varying coefficients in time series models. We establish a large sample theory for the proposed bandwidth estimator and Bayesian estimators of the unknown parameters involved in the error density. A Monte Carlo simulation study shows that (i) the proposed Bayesian estimators for bandwidth and parameters in the error density have satisfactory finite sample performance; and (ii) our proposed Bayesian approach achieves better performance in estimating the bandwidths than the normal reference rule and cross-validation. Moreover, we apply our proposed Bayesian bandwidth estimation method for the time-varying coefficient models that explain Okun’s law and the relationship between consumption growth and income growth in the U.S. For each model, we also provide calibrated parametric forms of the time-varying coefficients. Supplementary materials for this article are available online.     

Joint modeling of longitudinal data with a dependent terminal event

ABSTRACT

Longitudinal data often arise in longitudinal follow-up studies, and there may exist a dependent terminal event such as death that stops the follow-up. In this article, we propose a new joint modeling for the analysis of longitudinal data with informative observation times via a dependent terminal event and two latent variables. Estimating equations are developed for parameter estimation, and asymptotic properties of the resulting estimators are established. In addition, a generalization of the joint model with time-varying coefficients for the longitudinal response variable is considered, and goodness-of-fit methods for assessing the adequacy of the model are also provided. The proposed method works well in our simulation studies, and is applied to a data set from a bladder cancer study.     

Mixed-Poisson Point Process with Partially-Observed Covariates: Ecological Momentary Assessment of Smoking

Ecological Momentary Assessment is an emerging method of data collection in behavioral research that may be used to capture the times of repeated behavioral events on electronic devices, and information on subjects' psychological states through the electronic administration of questionnaires at times selected from a probability-based design as well as the event times. A method for fitting a mixed Poisson point process model is proposed for the impact of partially-observed, time-varying covariates on the timing of repeated behavioral events. A random frailty is included in the point-process intensity to describe variation among subjects in baseline rates of event occurrence. Covariate coefficients are estimated using estimating equations constructed by replacing the integrated intensity in the Poisson score equations with a design-unbiased estimator. An estimator is also proposed for the variance of the random frailties. Our estimators are robust in the sense that no model assumptions are made regarding the distribution of the time-varying covariates or the distribution of the random effects. However, subject effects are estimated under gamma frailties using an approximate hierarchical likelihood. The proposed approach is illustrated using smoking data.     

Efficient estimation for time-varying coefficient longitudinal models

For estimation of time-varying coefficient longitudinal models, the widely used local least-squares (LS) or covariance-weighted local LS smoothing uses information from the local sample average. Motivated by the fact that a combination of multiple quantiles provides a more complete picture of the distribution, we investigate quantile regression-based methods to improve efficiency by optimally combining information across quantiles. Under the working independence scenario, the asymptotic variance of the proposed estimator approaches the Cramér–Rao lower bound. In the presence of dependence among within-subject measurements, we adopt a prewhitening technique to transform regression errors into independent innovations and show that the prewhitened optimally weighted quantile average estimator asymptotically achieves the Cramér–Rao bound for the independent innovations. Fully data-driven bandwidth selection and optimal weights estimation are implemented through a two-step procedure. Monte Carlo studies show that the proposed method delivers more robust and superior overall performance than that of the existing methods.     

Inverse probability of censoring weighting for visual predictive checks of time-to-event models with time-varying covariates

When constructing models to summarize clinical data to be used for simulations, it is good practice to evaluate the models for their capacity to reproduce the data. This can be done by means of Visual Predictive Checks (VPC), which consist of several reproductions of the original study by simulation from the model under evaluation, calculating estimates of interest for each simulated study and comparing the distribution of those estimates with the estimate from the original study. This procedure is a generic method that is straightforward to apply, in general. Here we consider the application of the method to time-to-event data and consider the special case when a time-varying covariate is not known or cannot be approximated after event time. In this case, simulations cannot be conducted beyond the end of the follow-up time (event or censoring time) in the original study. Thus, the simulations must be censored at the end of the follow-up time. Since this censoring is not random, the standard KM estimates from the simulated studies and the resulting VPC will be biased. We propose to use inverse probability of censoring weighting (IPoC) method to correct the KM estimator for the simulated studies and obtain unbiased VPCs. For analyzing the Cantos study, the IPoC weighting as described here proved valuable and enabled the generation of VPCs to qualify PKPD models for simulations. Here, we use a generated data set, which allows illustration of the different situations and evaluation against the known truth.     

Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure

This paper considers the analysis of time to event data in the presence of collinearity between covariates. In linear and logistic regression models, the ridge regression estimator has been applied as an alternative to the maximum likelihood estimator in the presence of collinearity. The advantage of the ridge regression estimator over the usual maximum likelihood estimator is that the former often has a smaller total mean square error and is thus more precise. In this paper, we generalized this approach for addressing collinearity to the Cox proportional hazards model. Simulation studies were conducted to evaluate the performance of the ridge regression estimator. Our approach was motivated by an occupational radiation study conducted at Oak Ridge National Laboratory to evaluate health risks associated with occupational radiation exposure in which the exposure tends to be correlated with possible confounders such as years of exposure and attained age. We applied the proposed methods to this study to evaluate the association of radiation exposure with all-cause mortality.     

A Marginal Additive Rates Model for Recurrent Event Data with a Terminal Event

Recurrent events data with a terminal event often arise in many longitudinal studies. Most of existing models assume multiplicative covariate effects and model the conditional recurrent event rate given survival. In this article, we propose a marginal additive rates model for recurrent events with a terminal event, and develop two procedures for estimating the model parameters. The asymptotic properties of the resulting estimators are established. In addition, some numerical procedures are presented for model checking. The finite-sample behavior of the proposed methods is examined through simulation studies, and an application to a bladder cancer study is also illustrated.