Dataset Information

Combining parametric, semi-parametric, and non-parametric survival models with stacked survival models.

ABSTRACT: For estimating conditional survival functions, non-parametric estimators can be preferred to parametric and semi-parametric estimators due to relaxed assumptions that enable robust estimation. Yet, even when misspecified, parametric and semi-parametric estimators can possess better operating characteristics in small sample sizes due to smaller variance than non-parametric estimators. Fundamentally, this is a bias-variance trade-off situation in that the sample size is not large enough to take advantage of the low bias of non-parametric estimation. Stacked survival models estimate an optimally weighted combination of models that can span parametric, semi-parametric, and non-parametric models by minimizing prediction error. An extensive simulation study demonstrates that stacked survival models consistently perform well across a wide range of scenarios by adaptively balancing the strengths and weaknesses of individual candidate survival models. In addition, stacked survival models perform as well as or better than the model selected through cross-validation. Finally, stacked survival models are applied to a well-known German breast cancer study.

SUBMITTER: Wey A

PROVIDER: S-EPMC5963472 | biostudies-other | 2015 Jul

REPOSITORIES: biostudies-other

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Combining parametric, semi-parametric, and non-parametric survival models with stacked survival models.

Wey Andrew A Connett John J Rudser Kyle K

Biostatistics (Oxford, England) 20150205 3

For estimating conditional survival functions, non-parametric estimators can be preferred to parametric and semi-parametric estimators due to relaxed assumptions that enable robust estimation. Yet, even when misspecified, parametric and semi-parametric estimators can possess better operating characteristics in small sample sizes due to smaller variance than non-parametric estimators. Fundamentally, this is a bias-variance trade-off situation in that the sample size is not large enough to take ad ...[more]

PMID: 25662068

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Project description:BackgroundIn health technology assessment, restricted mean survival time and life expectancy are commonly evaluated. Parametric models are typically used for extrapolation. Spline models using a relative survival framework have been shown to estimate life expectancy of cancer patients more reliably; however, more research is needed to assess spline models using an all-cause survival framework and standard parametric models using a relative survival framework.AimTo assess survival extrapolation using standard parametric models and spline models within relative survival and all-cause survival frameworks.MethodsFrom the Swedish Cancer Registry, we identified patients diagnosed with 5 types of cancer (colon, breast, melanoma, prostate, and chronic myeloid leukemia) between 1981 and 1990 with follow-up until 2020. Patients were categorized into 15 cancer cohorts by cancer and age group (18-59, 60-69, and 70-99 y). We right-censored the follow-up at 2, 3, 5, and 10 y and fitted the parametric models within an all-cause and a relative survival framework to extrapolate to 10 y and lifetime in comparison with the observed Kaplan-Meier survival estimates. All cohorts were modeled with 6 standard parametric models (exponential, Weibull, Gompertz, log-logistic, log-normal, and generalized gamma) and 3 spline models (on hazard, odds, and normal scales).ResultsFor predicting 10-y survival, spline models generally performed better than standard parametric models. However, using an all-cause or a relative survival framework did not show any distinct difference. For lifetime survival, extrapolating from a relative survival framework agreed better with the observed survival, particularly using spline models.ConclusionsFor extrapolation to 10 y, we recommend spline models. For extrapolation to lifetime, we suggest extrapolating in a relative survival framework, especially using spline models.HighlightsFor survival extrapolation to 10 y, spline models generally performed better than standard parametric models did. However, using an all-cause or a relative survival framework showed no distinct difference under the same parametric model.Survival extrapolation to lifetime within a relative survival framework agreed well with the observed data, especially using spline models.Extrapolating parametric models within an all-cause survival framework may overestimate survival proportions at lifetime; models for the relative survival approach may underestimate instead.

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Combining parametric, semi-parametric, and non-parametric survival models with stacked survival models.

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Combining parametric, semi-parametric, and non-parametric survival models with stacked survival models.

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