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.

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.

Generalized survival models for correlated time-to-event data.

Our aim is to develop a rich and coherent framework for modeling correlated time-to-event data, including (1) survival regression models with different links and (2) flexible modeling for time-dependent and nonlinear effects with rich postestimation. We extend the class of generalized survival models, which expresses a transformed survival in terms of a linear predictor, by incorporating a shared frailty or random effects for correlated survival data. The proposed approach can include parametric or penalized smooth functions for time, time-dependent effects, nonlinear effects, and their interactions. The maximum (penalized) marginal likelihood method is used to estimate the regression coefficients and the variance for the frailty or random effects. The optimal smoothing parameters for the penalized marginal likelihood estimation can be automatically selected by a likelihood-based cross-validation criterion. For models with normal random effects, Gauss-Hermite quadrature can be used to obtain the cluster-level marginal likelihoods. The Akaike Information Criterion can be used to compare models and select the link function. We have implemented these methods in the R package rstpm2. Simulating for both small and larger clusters, we find that this approach performs well. Through 2 applications, we demonstrate (1) a comparison of proportional hazards and proportional odds models with random effects for clustered survival data and (2) the estimation of time-varying effects on the log-time scale, age-varying effects for a specific treatment, and two-dimensional splines for time and age.

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.

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.

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.

Nonparametric Estimation of a Recurrent Survival Function.

Recurrent event data are frequently encountered in studies with longitudinal designs. Let the recurrence time be the time between two successive recurrent events. Recurrence times can be treated as a type of correlated survival data in statistical analysis. In general, because of the ordinal nature of recurrence times, statistical methods that are appropriate for standard correlated survival data in marginal models may not be applicable to recurrence time data. Specifically, for estimating the marginal survival function, the Kaplan-Meier estimator derived from the pooled recurrence times serves as a consistent estimator for standard correlated survival data but not for recurrence time data. In this article we consider the problem of how to estimate the marginal survival function in nonparametric models. A class of nonparametric estimators is introduced. The appropriateness of the estimators is confirmed by statistical theory and simulations. Simulation and analysis from schizophrenia data are presented to illustrate the estimators' performance.