Dataset Information

JOINT STRUCTURE SELECTION AND ESTIMATION IN THE TIME-VARYING COEFFICIENT COX MODEL.

ABSTRACT: Time-varying coefficient Cox model has been widely studied and popularly used in survival data analysis due to its flexibility for modeling covariate effects. It is of great practical interest to accurately identify the structure of covariate effects in a time-varying coefficient Cox model, i.e. covariates with null effect, constant effect and truly time-varying effect, and estimate the corresponding regression coefficients. Combining the ideas of local polynomial smoothing and group nonnegative garrote, we develop a new penalization approach to achieve such goals. Our method is able to identify the underlying true model structure with probability tending to one and simultaneously estimate the time-varying coefficients consistently. The asymptotic normalities of the resulting estimators are also established. We demonstrate the performance of our method using simulations and an application to the primary biliary cirrhosis data.

SUBMITTER: Xiao W

PROVIDER: S-EPMC4987133 | biostudies-literature | 2016 Apr

REPOSITORIES: biostudies-literature

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JOINT STRUCTURE SELECTION AND ESTIMATION IN THE TIME-VARYING COEFFICIENT COX MODEL.

Xiao Wei W Lu Wenbin W Zhang Hao Helen HH

Statistica Sinica 20160401 2

Time-varying coefficient Cox model has been widely studied and popularly used in survival data analysis due to its flexibility for modeling covariate effects. It is of great practical interest to accurately identify the structure of covariate effects in a time-varying coefficient Cox model, i.e. covariates with null effect, constant effect and truly time-varying effect, and estimate the corresponding regression coefficients. Combining the ideas of local polynomial smoothing and group nonnegative ...[more]

PMID: 27540275

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Project description:BackgroundThe recent progress in medical research generates an increasing interest in the use of longitudinal biomarkers for characterizing the occurrence of an outcome. The present work is motivated by a study, where the objective was to explore the potential of the long pentraxin 3 (PTX3) as a prognostic marker of Acute Graft-versus-Host Disease (GvHD) after haematopoietic stem cell transplantation. Time-varying covariate Cox model was commonly used, despite its limiting assumptions that marker values are constant in time and measured without error. A joint model has been developed as a viable alternative; however, the approach is computationally intensive and requires additional strong assumptions, in which the impacts of their misspecification were not sufficiently studied.MethodsWe conduct an extensive simulation to clarify relevant assumptions for the understanding of joint models and assessment of its robustness under key model misspecifications. Further, we characterize the extent of bias introduced by the limiting assumptions of the time-varying covariate Cox model and compare its performance with a joint model in various contexts. We then present results of the two approaches to evaluate the potential of PTX3 as a prognostic marker of GvHD after haematopoietic stem cell transplantation.ResultsOverall, we illustrate that a joint model provides an unbiased estimate of the association between a longitudinal marker and the hazard of an event in the presence of measurement error, showing improvement over the time-varying Cox model. However, a joint model is severely biased when the baseline hazard or the shape of the longitudinal trajectories are misspecified. Both the Cox model and the joint model correctly specified indicated PTX3 as a potential prognostic marker of GvHD, with the joint model providing a higher hazard ratio estimate.ConclusionsJoint models are beneficial to investigate the capability of the longitudinal marker to characterize time-to-event endpoint. However, the benefits are strictly linked to the correct specification of the longitudinal marker trajectory and the baseline hazard function, indicating a careful consideration of assumptions to avoid biased estimates.

Dataset Information

JOINT STRUCTURE SELECTION AND ESTIMATION IN THE TIME-VARYING COEFFICIENT COX MODEL.

Publications

JOINT STRUCTURE SELECTION AND ESTIMATION IN THE TIME-VARYING COEFFICIENT COX MODEL.

Similar Datasets

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