Competing risks analysis of correlated failure time data

We develop methods for competing risks analysis when individual event times are correlated within clusters. Clustering arises naturally in clinical genetic studies and other settings. We develop a nonparametric estimator of cumulative incidence, and obtain robust pointwise standard errors that account for within-cluster correlation. We modify the two-sample Gray and Pepe-Mori tests for correlated competing risks data, and propose a simple two-sample test of the difference in cumulative incidence at a landmark time. In simulation studies, our estimators are asymptotically unbiased, and the modified test statistics control the type I error. The power of the respective two-sample tests is differentially sensitive to the degree of correlation; the optimal test depends on the alternative hypothesis of interest and the within-cluster correlation. For purposes of illustration, we apply our methods to a family-based prospective cohort study of hereditary breast/ovarian cancer families. For women with BRCA1 mutations, we estimate the cumulative incidence of breast cancer in the presence of competing mortality from ovarian cancer, accounting for significant within-family correlation.

Analyzing survival curves at a fixed point in time for paired and clustered right-censored data

In clinical trials, information about certain time points may be of interest in making decisions about treatment effectiveness. Rather than comparing entire survival curves, researchers can focus on the comparison at fixed time points that may have a clinical utility for patients. For two independent samples of right-censored data, Klein et al. (2007) compared survival probabilities at a fixed time point by studying a number of tests based on some transformations of the Kaplan-Meier estimators of the survival function. However, to compare the survival probabilities at a fixed time point for paired right-censored data or clustered right-censored data, their approach would need to be modified. In this paper, we extend the statistics to accommodate the possible within-paired correlation and within-clustered correlation, respectively. We use simulation studies to present comparative results. Finally, we illustrate the implementation of these methods using two real data sets.

A Gaussian Copula Model for Multivariate Survival Data

We consider a Gaussian copula model for multivariate survival times. Estimation of the copula association parameter is easily implemented with existing software using a two-stage estimation procedure. Using the Gaussian copula, we are able to test whether the association parameter is equal to zero. When the association term is positive, the model can be extended to incorporate cluster-level frailty terms. Asymptotic properties are derived under the two-stage estimation scheme. Simulation studies verify finite sample utility. We apply the method to a Children's Oncology Group multi-center study of acute lymphoblastic leukemia. The analysis estimates marginal treatment effects and examines potential clustering within treatment institution.

Impact of model misspecification in shared frailty survival models

Survival models incorporating random effects to account for unmeasured heterogeneity are being increasingly used in biostatistical and applied research. Specifically, unmeasured covariates whose lack of inclusion in the model would lead to biased, inefficient results are commonly modeled by including a subject-specific (or cluster-specific) frailty term that follows a given distribution (eg, gamma or lognormal). Despite that, in the context of parametric frailty models, little is known about the impact of misspecifying the baseline hazard or the frailty distribution or both. Therefore, our aim is to quantify the impact of such misspecification in a wide variety of clinically plausible scenarios via Monte Carlo simulation, using open-source software readily available to applied researchers. We generate clustered survival data assuming various baseline hazard functions, including mixture distributions with turning points, and assess the impact of sample size, variance of the frailty, baseline hazard function, and frailty distribution. Models compared include standard parametric distributions and more flexible spline-based approaches; we also included semiparametric Cox models. The resulting bias can be clinically relevant. In conclusion, we highlight the importance of fitting models that are flexible enough and the importance of assessing model fit. We illustrate our conclusions with two applications using data on diabetic retinopathy and bladder cancer. Our results show the importance of assessing model fit with respect to the baseline hazard function and the distribution of the frailty: misspecifying the former leads to biased relative and absolute risk estimates, whereas misspecifying the latter affects absolute risk estimates and measures of heterogeneity.

Mixture cure models with time-varying and multilevel frailties for recurrent event data

Many medical studies yield data on recurrent clinical events from populations which consist of a proportion of cured patients in the presence of those who experience the event at several times (uncured). A frailty mixture cure model has recently been postulated for such data, with an assumption that the random subject effect (frailty) of each uncured patient is constant across successive gap times between recurrent events. We propose two new models in a more general setting, assuming a multivariate time-varying frailty with an AR(1) correlation structure for each uncured patient and addressing multilevel recurrent event data originated from multi-institutional (multi-centre) clinical trials, using extra random effect terms to adjust for institution effect and treatment-by-institution interaction. To solve the difficulties in parameter estimation due to these highly complex correlation structures, we develop an efficient estimation procedure via an EM-type algorithm based on residual maximum likelihood (REML) through the generalised linear mixed model (GLMM) methodology. Simulation studies are presented to assess the performances of the models. Data sets from a colorectal cancer study and rhDNase multi-institutional clinical trial were analyzed to exemplify the proposed models. The results demonstrate a large positive AR(1) correlation among frailties across successive gap times, indicating a constant frailty may not be realistic in some situations. Comparisons of findings with existing frailty models are discussed.

Bayesian Variable Selection under the Proportional Hazards Mixed-effects Model

Over the past decade much statistical research has been carried out to develop models for correlated survival data; however, methods for model selection are still very limited. A stochastic search variable selection (SSVS) approach under the proportional hazards mixed-effects model (PHMM) is developed. The SSVS method has previously been applied to linear and generalized linear mixed models, and to the proportional hazards model with high dimensional data. Because the method has mainly been developed for hierarchical normal mixture distributions, it operates on the linear predictor under the Cox type models. The PHMM naturally incorporates the normal distribution via the random effects, which enables SSVS to efficiently search through the candidate variable space. The approach was evaluated through simulation, and applied to a multi-center lung cancer clinical trial data set, for which the variable selection problem was previously debated upon in the literature.

A lean additive frailty model: With an application to clustering of melanoma in Norwegian families

Additive frailty models are used to model correlated survival data. However, the complexity of the models increases with cluster size to the extent that practical usage becomes increasingly challenging. We present a modification of the additive genetic gamma frailty (AGGF) model, the lean AGGF (L-AGGF) model, which alleviates some of these challenges by using a leaner additive decomposition of the frailty. The performances of the models were compared and evaluated in a simulation study. The L-AGGF model was used to analyze population-wide data on clustering of melanoma in 2 391 125 two-generational Norwegian families, 1960-2015. Using this model, we could analyze the complete data set, while the original model limited the analysis to a restricted data set (with cluster sizes≤ 7 $$ \le 7 $$ ). We found a substantial clustering of melanoma in Norwegian families and large heterogeneity in melanoma risk across the population, where 52% of the frailty was attributed to the 10% of the population at highest unobserved risk. Due to the improved scalability, the L-AGGF model enables a wider range of analyses of population-wide data compared to the AGGF model. Moreover, the methods outlined here make it possible to perform these analyses in a computationally efficient manner.