An official website of the United States government
Failure time data subject to various types of censoring commonly arise in epidemiological and biomedical studies. Motivated by an AIDS clinical trial, we consider regression analysis of failure time data that include exact and left‐, interval‐, and/or right‐censored observations, which are often referred to as partly interval‐censored failure time data. We study the effects of potentially time‐dependent covariates on partly interval‐censored failure time via a class of semiparametric transformation models that includes the widely used proportional hazards model and the proportional odds model as special cases. We propose an EM algorithm for the nonparametric maximum likelihood estimation and show that it unifies some existing approaches developed for traditional right‐censored data or purely interval‐censored data. In particular, the proposed method reduces to the partial likelihood approach in the case of right‐censored data under the proportional hazards model. We establish that the resulting estimator is consistent and asymptotically normal. In addition, we investigate the proposed method via simulation studies and apply it to the motivating AIDS clinical trial.
more »
« less
Semiparametric regression analysis of case‐cohort studies with multiple interval‐censored disease outcomes
Interval‐censored failure time data commonly arise in epidemiological and biomedical studies where the occurrence of an event or a disease is determined via periodic examinations. Subject to interval‐censoring, available information on the failure time can be quite limited. Cost‐effective sampling designs are desirable to enhance the study power, especially when the disease rate is low and the covariates are expensive to obtain. In this work, we formulate the case‐cohort design with multiple interval‐censored disease outcomes and also generalize it to nonrare diseases where only a portion of diseased subjects are sampled. We develop a marginal sieve weighted likelihood approach, which assumes that the failure times marginally follow the proportional hazards model. We consider two types of weights to account for the sampling bias, and adopt a sieve method with Bernstein polynomials to handle the unknown baseline functions. We employ a weighted bootstrap procedure to obtain a variance estimate that is robust to the dependence structure between failure times. The proposed method is examined via simulation studies and illustrated with a dataset on incident diabetes and hypertension from the Atherosclerosis Risk in Communities study.
more »
« less
- Award ID(s):
- 1916170
- PAR ID:
- 10453451
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Statistics in Medicine
- Volume:
- 40
- Issue:
- 13
- ISSN:
- 0277-6715
- Page Range / eLocation ID:
- p. 3106-3123
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Abstract Statistical analysis of longitudinal data often involves modeling treatment effects on clinically relevant longitudinal biomarkers since an initial event (the time origin). In some studies including preventive HIV vaccine efficacy trials, some participants have biomarkers measured starting at the time origin, whereas others have biomarkers measured starting later with the time origin unknown. The semiparametric additive time-varying coefficient model is investigated where the effects of some covariates vary nonparametrically with time while the effects of others remain constant. Weighted profile least squares estimators coupled with kernel smoothing are developed. The method uses the expectation maximization approach to deal with the censored time origin. The Kaplan–Meier estimator and other failure time regression models such as the Cox model can be utilized to estimate the distribution and the conditional distribution of left censored event time related to the censored time origin. Asymptotic properties of the parametric and nonparametric estimators and consistent asymptotic variance estimators are derived. A two-stage estimation procedure for choosing weight is proposed to improve estimation efficiency. Numerical simulations are conducted to examine finite sample properties of the proposed estimators. The simulation results show that the theory and methods work well. The efficiency gain of the two-stage estimation procedure depends on the distribution of the longitudinal error processes. The method is applied to analyze data from the Merck 023/HVTN 502 Step HIV vaccine study.more » « less
-
Summary Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serve as important building blocks for forecasting and model building. Decades of research have advanced methods for functional principal component analysis, often assuming independence between the observation times and longitudinal outcomes. Yet such assumptions are fragile in real-world settings where observation times may be driven by outcome-related processes. Rather than ignoring the informative observation time process, we explicitly model the observational times by a general counting process dependent on time-varying prognostic factors. Identification of the mean, covariance function and functional principal components ensues via inverse intensity weighting. We propose using weighted penalized splines for estimation and establish consistency and convergence rates for the weighted estimators. Simulation studies demonstrate that the proposed estimators are substantially more accurate than the existing ones in the presence of a correlation between the observation time process and the longitudinal outcome process. We further examine the finite-sample performance of the proposed method using the Acute Infection and Early Disease Research Program study.more » « less
-
Abstract The analysis of time series data with detection limits is challenging due to the high‐dimensional integral involved in the likelihood. Existing methods are either computationally demanding or rely on restrictive parametric distributional assumptions. We propose a semiparametric approach, where the temporal dependence is captured by parametric copula, while the marginal distribution is estimated non‐parametrically. Utilizing the properties of copulas, we develop a new copula‐based sequential sampling algorithm, which provides a convenient way to calculate the censored likelihood. Even without full parametric distributional assumptions, the proposed method still allows us to efficiently compute the conditional quantiles of the censored response at a future time point, and thus construct both point and interval predictions. We establish the asymptotic properties of the proposed pseudo maximum likelihood estimator, and demonstrate through simulation and the analysis of a water quality data that the proposed method is more flexible and leads to more accurate predictions than Gaussian‐based methods for non‐normal data.The Canadian Journal of Statistics47: 438–454; 2019 © 2019 Statistical Society of Canadamore » « less
-
Subsampling is a practical strategy for analyzing vast survival data, which are progressively encountered across diverse research domains. While the optimal subsampling method has been applied to inferences for Cox models and parametric accelerated failure time (AFT) models, its application to semi‐parametric AFT models with rank‐based estimation have received limited attention. The challenges arise from the non‐smooth estimating function for regression coefficients and the seemingly zero contribution from censored observations in estimating functions in the commonly seen form. To address these challenges, we develop optimal subsampling probabilities for both event and censored observations by expressing the estimating functions through a well‐defined stochastic process. Meanwhile, we apply an induced smoothing procedure to the non‐smooth estimating functions. As the optimal subsampling probabilities depend on the unknown regression coefficients, we employ a two‐step procedure to obtain a feasible estimation method. An additional benefit of the method is its ability to resolve the issue of underestimation of the variance when the subsample size approaches the full sample size. We validate the performance of our estimators through a simulation study and apply the methods to analyze the survival time of lymphoma patients in the surveillance, epidemiology, and end results program.more » « less
