Analysis of competing risks data and simulation of data following predened subdistribution hazards


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1 Analysis of competing risks data and simulation of data following predened subdistribution hazards Bernhard Haller Institut für Medizinische Statistik und Epidemiologie Technische Universität München Research Seminar 1 / 31
2 Table of contents 1 The competing risks problem 2 Hazard based analyses and the mixture model approach 3 Simulating competing risks data following a predened subdistribution hazard 4 Estimating causespecic and subdistribution hazards from a mixture model 2 / 31
3 Table of contents 1 The competing risks problem 2 Hazard based analyses and the mixture model approach 3 Simulating competing risks data following a predened subdistribution hazard 4 Estimating causespecic and subdistribution hazards from a mixture model 3 / 31
4 Introduction Timetoevent analysis Subjects can fail from one out of K mutually exclusive types of event Often relevant in clinical studies: Primary endpoint: Time to cancerspecic death / cardiac death /... Special methods have to be conducted 4 / 31
5 Basic quantities Basic quantities: Cumulative incidence function (CIF): F k (t) = P(T t, D = k) = t 0 λ k (s)s(s )ds Causespecic hazard (CSH): P(t T < t + t, K = k T t) λ k (t) = lim t 0 t Overall survivor function S(t): S(t) = ( exp K Λ l (t) ) l=1 Dierent methods available for the analysis of competing risks data The naïve KaplanMeier estimator gives a biased estimate for the probability of an event of type k up to time t 5 / 31
6 Table of contents 1 The competing risks problem 2 Hazard based analyses and the mixture model approach 3 Simulating competing risks data following a predened subdistribution hazard 4 Estimating causespecic and subdistribution hazards from a mixture model 6 / 31
7 Causespecic hazards regression Regression based on the causespecic hazards (Prentice et al. 1978): Focus on causespecic hazard rates using e.g. a Coxtype regression model: λ k (t X) = λ k,0 (t)exp(β k X) Can be performed using standard Coxregression software treating competing events as censored observations Estimated CIFs depend on CSHs for all event types t ( K F k (t X) = λ k (s X) exp 0 l=1 Λ l (t X)ds CSHs completely determine the competing risks process Higher CSH for an event k does not necessarily translate into a higher event probability for k ) 7 / 31
8 The subdistribution hazard Introduced by Gray (1988) Aim of the subdistribution hazard: A hazard function that is directly linked to the CIF in the presence of competing risks Denition of the subdistribution hazard (SDH) for event k: γ k (t) = lim t 0 P(t T < t + t, D = k T t {T < t, D k}). Subjects failing from an event D k remain in the risk set (until their potential censoring time). t For the SDH (as known from standard survival analysis): F k (t X) = 1 exp ( Γ k (t X) ) Competing events are considered implicitly in the adapted risk set 8 / 31
9 Subdistribution hazard regession Introduced by Fine & Gray (1999) Focusing on the SDH for the event of interest Individuals failing from an event D k remain in the risk set until their potential censoring time Censoring time distribution is estimated from the censored observations Competing events are weighted using the inverse probability of censoring weighting (IPCW) approach A Coxtype regression model was proposed for the SDH: γ k (t X) = γ k;0 (t) exp(β k X) Proportionality assumption often questionable in practice. 9 / 31
10 The mixture model approach Alternative regression approach  introduced by Larson and Dinse (1985) P(T, D) = P(D) P(T D) Proposed: Logistic regression for type of event, parametric model for conditional event time distributions Larson & Dinse (1985): piecewiseexponential Lau et al. (2011): generalized gamma distribution Likelihood contribution of subject i: L i = [π i f 1 (t i )] I (d i =1) [(1 π i )f 2 (t i )] I (d i =2) [π i S 1 (t i ) + (1 π i )S 2 (t i )] I (d i =0) with f k (t) and S k (t) denoting quantities of the cond. event time distributions Numerical maximization to determine MLestimates 10 / 31
11 Table of contents 1 The competing risks problem 2 Hazard based analyses and the mixture model approach 3 Simulating competing risks data following a predened subdistribution hazard 4 Estimating causespecic and subdistribution hazards from a mixture model 11 / 31
12 Simulation following predened causespecic hazards Beyersmann et al. (2009), example for two possible event types: Dene CSHs depending on covariates: λ 1 (t X), λ 2 (t X) Determine the overall hazard rate: λ(t X) = λ 1 (t X) + λ 2 (t X). Generate an event time t i for subject i with hazard rate λ(t x i ). Determine the event type d i by running a Bernoulli experiment P(D i = 1) = λ 1(t x i ) / ( λ 1(t x i ) + λ 2(t x i ) ) P(D i = 2) = λ 2(t x i ) / ( λ 1(t x i ) + λ 2(t x i ) ) Draw possible censoring times from a censoring time distribution and determine event time and status accordingly. Used in several research articles for investigation of competing risks methods. 12 / 31
13 Simulation following predened subdistribution hazards Dierent approaches focusing on the SDHs were introduced Simulation mainly conducted using unit exponential mixture distributions Simulation using exible prespecied subdistribution hazards not possible Idea by Beyersmann et al. (2009): Use relationship between CSH and SDH: ( λ 1 (t X) = γ 1 (t X) 1 + F ) 2(t X) S(t X) Specify SDH for event of interest and one CSH Calculate other CSH following (1) Simulate event times using the CSHs to obtain data following the prespecied SDHs (1) 13 / 31
14 Simulation following predened subdistribution hazards Problems: Certain constraints on dierent quantities All hazard functions have to be nonnegative for all time points t > 0. lim F k(t X) < 1 lim γ k(t X) = 0 t t lim λ k(t X) = lim γ k(t X) t 0 t 0 Simulation following timevarying CSHs needed 14 / 31
15 Simulation following predened subdistribution hazards Example: ( γ 1 (t) = exp λ 1 (t) = t ln(2) λ 2 (t X) = γ 1 (t X) λ 1 (t X) d dt ( = exp ) ( ) γ1 (t X) ln λ 1 (t X) t ln(2) ) ln(2) 15 / 31
16 Two methods for data generation (I) Aim: Generate event times with hazard rate λ(t X) = λ 1 (t X) + λ 2 (t X) Inversion method (see e.g. Bender et. al (2005)) U = exp( ) Λ(t X) T = Λ 1 ( ln U) U U[0, 1] Λ 1 (z) is the inverse function of the cumulative overall hazard function In general, numerical procedures for the cumulative overall hazard function the solution of U = ( exp Λ(t X) ) Can become very timeconsuming 16 / 31
17 Two methods for data generation (II) Based on binomial algorithm (by Sylvestre & Abrahamowicz (2008)) Event time generation for discrete timepoints Start with subject i = 1 Begin at time t j = 1 Prob. for any event at time t j for subject i: p(t j x i ) = λ 1 (t j x i ) + λ 2 (t j x i ) Perform Bernoulli experiment to determine whether i failed at t j Event at t j Determine type of event Continue for subject i+1 No event at t j : Continue for timepoint t j / 31
18 The Binomial approach Investigated for dierent scenarios One group Two groups, constant SD hazard ratio Two groups, timevarying SD hazard ratio One quantitative covariate Multiple covariates (SDH regression model) Established methods were used to analyse the generated data Good behaviour of the data generating process Can lead to bindings in event times Amount of binding can be controlled by choice of hazard functions Published in: Haller B, Ulm K (2013) Flexible simulation of competing risks data following prespecied subdistribution hazards. Journal of Statistical Computation and Simulation. doi: / / 31
19 Table of contents 1 The competing risks problem 2 Hazard based analyses and the mixture model approach 3 Simulating competing risks data following a predened subdistribution hazard 4 Estimating causespecic and subdistribution hazards from a mixture model 19 / 31
20 The mixture model  notation (following Lau et. al, 2011) P(T, D X) = P(D X) P(T D, X) Probability for an event of type k: π k (X) = P(D = k X) Density function of the conditional eventtime distribution: f k (t D = k, X)) Cum. density fct. of the cond. eventtime distribution: F k (t D = k, X)) Survivor function of the conditional eventtime distribution: S k (t D = k, X) Subdensity function: f k (t X) = f k(t D = k, X) π k (X) Subdistribution function: F k (t X) = F k(t D = k, X) π k (X) 20 / 31
21 The mixture model  relationships Following Lau et al. (2011) Causespecic hazard function: λ k (t X) Subdistribution hazard function: γ k (t X) Overall survival function: S(t X) ( K S(t X) = exp Λ l (t X) ) = K π k (X) S k (t D = k, X)) l=1 l=1 Cumulative incidence function: F k (t X) F k (t X) = t 0 ( λ k (s X) exp F k (t X) = 1 exp ( Γ k (t X) ) F k (t X) = F k(t D = k, X) π k (X) K l=1 ) Λ l (t X)ds 21 / 31
22 Estimating CSH and SDH from a mixture model CSH: λ k (t X) = f (t X)/S(t X) k ( ) SDH: γ k (t X) = f (t X)/ 1 F (t X) k k Proposal by Lau et al: Use a generalized gamma distribution for conditional event times Allows exible estimation of CSHs and SDHs f (t) = λ ( λ 2 (e β t) λ/σ) λ 2 exp ( λ 2 (e β λ/σ ) t) σtγ(λ 2 ) 22 / 31
23 The generalized gamma distribution β=ln(0.5), λ=1, σ=1 β=ln(0.8), λ=0.4, σ=1.75 β=ln(1), λ=0.1, σ=0.5 Hazard function Time Problems / issues: Numerical instabilities Weighting of extreme observations Are all relevant forms covered? 23 / 31
24 Alternative approach: penalized Bsplines Dene set of basis functions B k (t), e.g. cubic splines The hazard function can be modelled using B k (t), e.g. (Rosenberg, 1995): h(t θ) = K k= 3 B k (t) exp(θ) Roughness of the estimated hazard function will be penalized using a smoothing parameter λ a matrix D, e.g. second order dierences D 2 = Maximize penalized LogLikelihood: l pen = l(θ; t, d, B) 1 2 λ θ D k Dk θ Find ML estimates by numerical optimization 24 / 31
25 Possible approach Illustration of Pspline approach for one possible endpoint True hazard Basis functions Hazard function Time 25 / 31
26 Pspline approach Simulated example: λ = True hazard Weighted basis functions Estimated hazard Hazard function Time 26 / 31
27 Pspline approach Simulated example: λ = True hazard Weighted basis functions Estimated hazard Hazard function Time 27 / 31
28 Adapting the PSpline approach for the mixture model Dierent approaches available (hazard function, cumulative hazard function) Penalty matrix has to be adapted Implementation (R) Numerical maximization to nd MLestimates Stable results? Computation time? Condence interval estimation for HRs (bootstrap) 28 / 31
29 Outlook Comparison of generalized gamma and Pspline approach Real data examples:: Data used by Lau et al. (2011) are available in R Simulated data Data generated according to mixture model approach Predened CSHs Predened SDHs Investigate roles of Smoothing parameter Number and placing of knots Penalisation Amount of censoring... Estimating average hazard ratios in adequate situations 29 / 31
30 References (I) Bender R, Augustin T, Blettner M (2005) Generating survival times to simulate Cox proportional hazards models. Stat Med 24: Beyersmann J, Latouche A, BuchholzA, SchumacherM (2009) Simulating competing risks data in survival analysis. Stat Med 28(6): Fine JP, Gray RJ (1999) A proportional hazards model for the subdistribution of a competing risk. J Am Stat Assoc 94: Gray R (1988) A class of ksample tests for comparing the cumulative incidence function in the presence of a competing risk. Ann Stat 16: Larson MG, Dinse GE (1985) A mixture model for the regression analysis of competing risks data. J R Stat Soc Ser C 34: / 31
31 References (II) Lau B, Cole S, Gange S (2011) Parametric mixture models to evaluate and summarize hazard ratios in the presence of competing risks with timedependent hazards and delayed entry. Stat Med 30: Prentice R, Kalbeisch J, Peterson A, Flournoy N, Farewell V, Breslow N (1978) The analysis of failure times in the presence of competing risks. Biometrics 34: Rosenberg PS (1995) Hazard function estimation using BSplines. Biometrics 51: Sylvestre MP, Abrahamowicz M (2008) Comparison of algorithms to generate event times conditional on timedependent covariates. Stat Med, 27(14): / 31
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