Marginal Survival Functions Research Articles

Functional equations involving Sibuya’s dependence function

We introduce a new probability aging notion via a functional equation based on the tail invariance of Sibuya’s dependence function which is specified as the ratio between the joint survival function and the product of its marginal survival functions. Solutions of the functional equation are generated by Gumbel’s type I bivariate exponential distribution and independence law. In a particular setting, we construct a version of Gumbel’s law with a singular component.

A latent class model for competing risks

Survival data analysis becomes complex when the proportional hazards assumption is violated at population level or when crude hazard rates are no longer estimators of marginal ones. We develop a Bayesian survival analysis method to deal with these situations, on the basis of assuming that the complexities are induced by latent cohort or disease heterogeneity that is not captured by covariates and that proportional hazards hold at the level of individuals. This leads to a description from which risk-specific marginal hazard rates and survival functions are fully accessible, 'decontaminated' of the effects of informative censoring, and which includes Cox, random effects and latent class models as special cases. Simulated data confirm that our approach can map a cohort's substructure and remove heterogeneity-induced informative censoring effects. Application to data from the Uppsala Longitudinal Study of Adult Men cohort leads to plausible alternative explanations for previous counter-intuitive inferences on prostate cancer. The importance of managing cardiovascular disease as a comorbidity in women diagnosed with breast cancer is suggested on application to data from the Swedish Apolipoprotein Mortality Risk Study. Copyright © 2017 John Wiley & Sons, Ltd.

A fully nonparametric estimator of the marginal survival function based on case-control clustered age-at-onset data.

Consider a popular case-control family study where individuals with a disease under study (case probands) and individuals who do not have the disease (control probands) are randomly sampled from a well-defined population. Possibly right-censored age at onset and disease status are observed for both probands and their relatives. For example, case probands are men diagnosed with prostate cancer, control probands are men free of prostate cancer, and the prostate cancer history of the fathers of the probands is also collected. Inherited genetic susceptibility, shared environment, and common behavior lead to correlation among the outcomes within a family. In this article, a novel nonparametric estimator of the marginal survival function is provided. The estimator is defined in the presence of intra-cluster dependence, and is based on consistent smoothed kernel estimators of conditional survival functions. By simulation, it is shown that the proposed estimator performs very well in terms of bias. The utility of the estimator is illustrated by the analysis of case-control family data of early onset prostate cancer. To our knowledge, this is the first article that provides a fully nonparametric marginal survival estimator based on case-control clustered age-at-onset data.

The performance of different propensity score methods for estimating absolute effects of treatments on survival outcomes: A simulation study

Observational studies are increasingly being used to estimate the effect of treatments, interventions and exposures on outcomes that can occur over time. Historically, the hazard ratio, which is a relative measure of effect, has been reported. However, medical decision making is best informed when both relative and absolute measures of effect are reported. When outcomes are time-to-event in nature, the effect of treatment can also be quantified as the change in mean or median survival time due to treatment and the absolute reduction in the probability of the occurrence of an event within a specified duration of follow-up. We describe how three different propensity score methods, propensity score matching, stratification on the propensity score and inverse probability of treatment weighting using the propensity score, can be used to estimate absolute measures of treatment effect on survival outcomes. These methods are all based on estimating marginal survival functions under treatment and lack of treatment. We then conducted an extensive series of Monte Carlo simulations to compare the relative performance of these methods for estimating the absolute effects of treatment on survival outcomes. We found that stratification on the propensity score resulted in the greatest bias. Caliper matching on the propensity score and a method based on earlier work by Cole and Hernán tended to have the best performance for estimating absolute effects of treatment on survival outcomes. When the prevalence of treatment was less extreme, then inverse probability of treatment weighting-based methods tended to perform better than matching-based methods.

Nonparametric rank based estimation of bivariate densities given censored data conditional on marginal probabilities

In this note we develop a new Kaplan-Meier product-limit type estimator for the bivariate survival function given right censored data in one or both dimensions. Our derivation is based on extending the constrained maximum likelihood density based approach that is utilized in the univariate setting as an alternative strategy to the approach originally developed by Kaplan and Meier (1958). The key feature of our bivariate survival function is that the marginal survival functions correspond exactly to the Kaplan-Meier product limit estimators. This provides a level of consistency between the joint bivariate estimator and the marginal quantities as compared to other approaches. The approach we outline in this note may be extended to higher dimensions and different censoring mechanisms using the same techniques.

Extending the Archimedean Copula Methodology to Model Multivariate Survival Data Grouped in Clusters of Variable Size

Summary For the analysis of clustered survival data, two different types of model that take the association into account are commonly used: frailty models and copula models. Frailty models assume that, conditionally on a frailty term for each cluster, the hazard functions of individuals within that cluster are independent. These unknown frailty terms with their imposed distribution are used to express the association between the different individuals in a cluster. Copula models in contrast assume that the joint survival function of the individuals within a cluster is given by a copula function, evaluated in the marginal survival function of each individual. It is the copula function which describes the association between the lifetimes within a cluster. A major disadvantage of the present copula models over the frailty models is that the size of the different clusters must be small and equal to set up manageable estimation procedures for the different model parameters. We describe a copula model for clustered survival data where the clusters are allowed to be moderate to large and varying in size by considering the class of Archimedean copulas with completely monotone generator. We develop both one- and two-stage estimators for the copula parameters. Furthermore we show the consistency and asymptotic normality of these estimators. Finally, we perform a simulation study to investigate the finite sample properties of the estimators. We illustrate the method on a data set containing the time to first insemination in cows, with cows clustered in herds.

Estimation of the joint survival function for successive duration times under double-truncation and right-censoring

ABSTRACTIn incident cohort studies, survival data often include subjects who have had an initiate event at recruitment and may potentially experience two successive events (first and second) during the follow-up period. When disease registries or surveillance systems collect data based on incidence occurring within a specific calendar time interval, the initial event is usually subject to double truncation. Furthermore, since the second duration process is observable only if the first event has occurred, double truncation and dependent censoring arise. In this article, under the two sampling biases with an unspecified distribution of truncation variables, we propose a nonparametric estimator of the joint survival function of two successive duration times using the inverse-probability-weighted (IPW) approach. The consistency of the proposed estimator is established. Based on the estimated marginal survival functions, we also propose a two-stage estimation procedure for estimating the parameters of copula model. The bootstrap method is used to construct confidence interval. Numerical studies demonstrate that the proposed estimation approaches perform well with moderate sample sizes.

Hazard Estimation With Bivariate Survival Data and Copula Density Estimation

Bivariate survival function can be expressed as the composition of marginal survival functions and a bivariate copula and, consequently, one may estimate bivariate hazard functions via marginal hazard estimation and copula density estimation. Leveraging on earlier developments on penalized likelihood density and hazard estimation, a nonparametric approach to bivariate hazard estimation is being explored in this article. The new ingredient here is the nonparametric estimation of copula density, a subject of interest by itself, and to accommodate survival data one needs to allow for censoring and truncation in the setting. A simple copularization process is implemented to convert density estimates into copula densities, and a cross-validation scheme is devised for density estimation under censoring and truncation. Empirical performances of the techniques are investigated through simulation studies, and potential applications are illustrated using real-data examples and open-source software.

Estimation of association parameters in copula models for bivariate left-truncated and right-censored data

We investigate the problem of estimating the association between two related survival variables when they follow a copula model and bivariate left-truncated and right-censored data are available. By expressing truncation probability as the functional of marginal survival functions, we propose a two-stage estimation procedure for estimating the parameters of Archimedean copulas. The asymptotic properties of the proposed estimators are established. Simulation studies are conducted to investigate the finite sample properties of the proposed estimators. The proposed method is applied to a bivariate RNA data.

Semiparametric model for semi-competing risks data with application to breast cancer study.

For many forms of cancer, patients will receive the initial regimen of treatments, then experience cancer progression and eventually die of the disease. Understanding the disease process in patients with cancer is essential in clinical, epidemiological and translational research. One challenge in analyzing such data is that death dependently censors cancer progression (e.g., recurrence), whereas progression does not censor death. We deal with the informative censoring by first selecting a suitable copula model through an exploratory diagnostic approach and then developing an inference procedure to simultaneously estimate the marginal survival function of cancer relapse and an association parameter in the copula model. We show that the proposed estimators possess consistency and weak convergence. We use simulation studies to evaluate the finite sample performance of the proposed method, and illustrate it through an application to data from a study of early stage breast cancer.

Copula-graphic estimators for the marginal survival function with censoring indicators missing at random

In this paper, we propose three copula-graphic estimators for the survival function with censoring indicators missing at random in the dependent censoring situation and develop their asymptotic properties. Simulations and data analysis are conducted to evaluate their performances.

Dynamic frailty models based on compound birth-death processes.

Frailty models are used in survival analysis to model unobserved heterogeneity. They accommodate such heterogeneity by the inclusion of a random term, the frailty, which is assumed to multiply the hazard of a subject (individual frailty) or the hazards of all subjects in a cluster (shared frailty). Typically, the frailty term is assumed to be constant over time. This is a restrictive assumption and extensions to allow for time-varying or dynamic frailties are of interest. In this paper, we extend the auto-correlated frailty models of Henderson and Shimakura and of Fiocco, Putter and van Houwelingen, developed for longitudinal count data and discrete survival data, to continuous survival data. We present a rigorous construction of the frailty processes in continuous time based on compound birth-death processes. When the frailty processes are used as mixtures in models for survival data, we derive the marginal hazards and survival functions and the marginal bivariate survival functions and cross-ratio function. We derive distributional properties of the processes, conditional on observed data, and show how to obtain the maximum likelihood estimators of the parameters of the model using a (stochastic) expectation-maximization algorithm. The methods are applied to a publicly available data set.

A Semi-stationary Copula Model Approach for Bivariate Survival Data with Interval Sampling.

In disease registries, bivariate survival data are typically collected under interval sampling. It refers to a situation when entry into a registry is at the time of the first failure event (i.e., HIV infection) within a calendar time window. For all the cases in the registry, time of the initiating event (i.e., birth) is retrospectively identified, and subsequently the second failure event (i.e., death) is observed during follow-up. In this paper we discuss how interval sampling introduces bias into the data. Given the sampling design that the first event occurs within a specific time interval, the first failure time is doubly truncated, and the second failure time is possibly informatively right censored. Consider semi-stationary condition that the disease progression is independent of when the initiating event occurs. Under this condition, this paper adopts copula models to assess association between the bivariate survival times with interval sampling. We first obtain bias-corrected estimators of marginal survival functions, and estimate association parameter of copula model by a two-stage procedure. In the second part of the work, covariates are incorporated into the survival distributions via the proportional hazards models. Inference of the association measure in copula model is established, where the association is allowed to depend on covariates. Asymptotic properties of proposed estimators are established, and finite sample performance is evaluated by simulation studies. The method is applied to a community-based AIDS study in Rakai to investigate dependence between age at infection and residual lifetime without and with adjustment for HIV subtype.

A Class of Permutation Tests for the Equality of Two Marginal Survival Functions Using Paired Censored Data

We studied several test statistics for testing the equality of marginal survival functions of paired censored data. The null distribution of the test statistics was approximated by permutation. These tests do not require explicit modeling or estimation of the within-pair correlation, accommodate both paired data and singletons, and the computation is straightforward with most statistical software. Numerical studies showed that these tests have competitive size and power performance. One test statistic has higher power than previously published test statistics when the two survival functions under comparison cross. We illustrate use of these tests in a propensity score matched dataset.

Dynamic modeling of general three-state [formula omitted]-out-of-[formula omitted]:G systems: Permanent-based computational results

This paper is concerned with dynamic reliability analysis of three-state k-out-of-n:G systems. It is assumed that the components and the systems can be in three states: perfect functioning, partial performance and complete failure. Using the concept of permanent, we study marginal and joint survival functions for the lifetime of two different three-state k-out-of-n:G systems that consist of independent and nonidentical components. Illustrative examples are also provided for the components which follow the Markov degradation process.

Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula

Abstract Given a random sample from a dependent censored variable ( X , δ ) = ( min ( T , C ) , 1 ( T C ) ) , general formulas are given for possible marginal survival functions of the failure time T and the censoring time C under the assumption that their underlying copula is Archimedean. These formulas are used to establish the relationship between these possible survival functions, along with useful identifiability results. A new estimator of the marginal survival functions is also proposed, under the assumption that the underlying Archimedean copula is known. Bias formulas for this estimator and other existing estimators are derived. Simulation studies show that the new estimator is comparable with the copula-graphic estimator proposed by Zheng and Klein (1995) and Rivest and Wells (2001), as well as with the estimator of Zheng and Klein (1994) under the Archimedean copula assumption.

Efficient estimation of semiparametric copula models for bivariate survival data

A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators.

Dependent competing risks: Cause elimination and its impact on survival

The dependent competing risks model of human mortality is considered, assuming that the dependence between lifetimes is modelled by a multivariate copula function. The effect on the overall survival of removing one or more causes of death is explored under two alternative definitions of removal, ignoring the causes and eliminating them. Under the two definitions of removal, expressions for the overall survival functions in terms of the specified copula (density) and the net (marginal) survival functions are given. The net survival functions are obtained as a solution to a system of non-linear differential equations, which relates them through the specified copula (derivatives) to the crude (sub-) survival functions, estimated from data. The overall survival functions in a model with four competing risks, cancer, cardiovascular diseases, respiratory diseases and all other causes grouped together, have been implemented and evaluated, based on cause-specific mortality data for England and Wales published by the Office for National Statistics, for the year 2007. We show that the two alternative definitions of removal of a cause of death have different effects on the overall survival and in particular on the life expectancy at birth and at age 65, when one, two or three of the competing causes are removed. An important conclusion is that the eliminating definition is better suited for practical use in competing risks’ applications, since it is more intuitive, and it suffices to consider only positive dependence between the lifetimes which is not the case under the alternative ignoring definition.

Estimating the survival functions in a censored semi-competing risks model

Rivest and Wells (2001) proposed estimators of the marginal survival functions in a right-censored model that assumes an Archimedean copula between the survival time and the censoring time. We study the extension of these estimators to the context of right-censored semi-competing risks data with an independent second level censoring time. We intensively use martingale techniques to derive their large sample properties under mild assumptions on the true distribution of the data. As compared to the simpler context of right-censored data, a primary difference is the need to enlarge the filtrations with respect to which we use the Doob-Meyer decompositions of counting processes.

Large sample properties for a class of copulas in bivariate survival analysis

This work is concerned with asymptotic properties of the bivariate survival function estimator using the functional relationship between marginal survival functions and a class of copulas for the dependence structure. Specifically, we study consistency and weak convergence of the bivariate survival function estimator obtained considering a two-step procedure of estimation. The obtained results are found from a key decomposition of the bivariate survival function in quantities that can be studied separately. In particular, we use relating results to almost sure and weak convergence of estimators, almost sure convergence of uniformly equicontinuous functions, and the delta method for functionals.