msSurv: Nonparametric Estimation for Multistate Models In msSurv: Nonparametric Estimation for Multistate Models

Description

The function uses the counting process and at risk set of event times to calculate the state occupation probabilities, as well as the state entry and exit time distributions, for a general, possibly non-Markov, model. It also calculates the transition probability matrices and covariance matrices for the state occupation probabilities and transition probabilities.

Usage

 1 msSurv(Data, tree, cens.type="ind", LT=FALSE, bs=FALSE, B=200)

Arguments

 Data Data with counting-process style of input. Columns should be named "id", "start" (needed if LT=TRUE, optional otherwise), "stop", "start.stage", and "end.stage". tree A graphNEL graph with the nodes and edges of the multistate model. cens.type A character string specifying whether censoring is independent ("ind") or state dependent ("dep"). Default is "ind". LT Logical argument specifying whether data are subject to left truncation. Default is FALSE. bs Logical argument specifying whether to use the bootstrap to calculate the variance. The bootstrap is needed for the variance of the state entry/exit distributions, for state-dependent censoring, and for state occupation probabilities when there is more than one possible initial starting state. Default is FALSE. B The number of bootstrap iterations, when bs=TRUE.

Details

Data are from a possibly non-Markovian multistate model with a directed tree structure and subject to right censoring and possibly left truncation.

State 0 is reserved as the censoring state.

State occupation probabilities are calculated according to the formula given in Datta & Satten (2001).

State entry and exit time distributions are calculated using state occupation probabilities.

The transition probability matrices are estimates using the Aalen-Johansen estimator described in Andersen et al. (1993). The transition probability is the (i,j)th entry of the transition matrix. Datta and Satten (2001) showed that the Aalen-Johansen estimator remained valid for non-Markov systems.

The covariance matrix for transition probability is computed componentwise following formula (4.4.20) in Andersen et al. (1993, p. 295) for independent censoring. The bootstrap is needed for state-dependent censoring, and also for the variance of the state entry/exit distributions, and for state occupation probabilities when there is more than one possible initial starting state.

Value

An object of S4 class msSurv with the following slots:

 tree A graphNEL object with the nodes and edges of the multistate model. ns Number of states. et Event times. pos.trans Possible transitions between states. nt.states Non-terminal states. dNs The counting process. Ys The "at-risk" set. sum_dNs Counting process for total transitions out of each state. dNs.K The weighted counting process. Ys.K The weighted "at-risk" set. sum_dNs.K Weighted counting process for total transitions out of each state. ps State occupation probabilities. AJs An array containing matrices of Aalen-Johansen estimates. I.dA Array with all the I+dA transition matrices for Aalen-Johansen computation. cov.AJs Variance-covariance matrices of the transition probabilities (A-J estimates). var.sop Variance of state occupation probability. cov.dA A matrix containing the covariance of dA matrices used for computation of cov(P(s,t)). Fnorm Normalized state entry time distributions. Fsub State entry time sub-distributions. Gnorm Normalized state exit time distributions. Gsub State exit time sub-distributions. Fnorm.var Variance of the normalized state entry time distributions. Fsub.var Variance of the state entry time sub-distributions. Gnorm.var Variance of normalized state exit time distributions. Gsub.var Variance of state exit time sub-distributions.

Note

State 0 is reserved as the censoring state.

Author(s)

Nicole Ferguson <[email protected]>, Somnath Datta <[email protected]>, Guy Brock <[email protected]>

References

Nicole Ferguson, Somnath Datta, Guy Brock (2012). msSurv: An R Package for Nonparametric Estimation of Multistate Models. Journal of Statistical Software, 50(14), 1-24. URL http://www.jstatsoft.org/v50/i14/.

Andersen, P.K., Borgan, O., Gill, R.D. and Keiding, N. (1993). Statistical models based on counting processes. Springer Series in Statistics. New York, NY: Springer.

Datta, S. and Satten G.A. (2001). Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models. Statistics and Probability Letters, 55(4): 403-411.

Datta S, Satten GA (2002). Estimation of Integrated Transition Hazards and Stage Occupation Probabilities for Non-Markov Systems under Dependent Censoring. Biometrics, 58(4), 792-802.