riskRegression: Risk Regression Fits a regression model for the risk of an...

In riskRegression: Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks

Risk Regression Fits a regression model for the risk of an event – allowing for competing risks.

Description

This is a wrapper for the function comp.risk from the timereg package. The main difference is one marks variables in the formula that should have a time-dependent effect whereas in comp.risk one marks variables that should have a time constant (proportional) effect.

Usage

riskRegression(
  formula,
  data,
  times,
  link = "relative",
  cause,
  conf.int = TRUE,
  cens.model,
  cens.formula,
  max.iter = 50,
  conservative = TRUE,
  ...
)

Arguments

formula	Formula where the left hand side specifies the event history event.history and the right hand side the linear predictor. See examples.
data	The data for fitting the model in which includes all the variables included in formula.
times	Vector of times. For each time point in times estimate the baseline risk and the timevarying coefficients.
link	"relative" for the absolute risk regression model. "logistic" for the logistic risk regression model. "prop" for the Fine-Gray regression model.
cause	The cause of interest.
conf.int	If TRUE return the iid decomposition, that can be used to construct confidence bands for predictions.
cens.model	Specified the model for the (conditional) censoring distribution used for deriving weights (IFPW). Defaults to "KM" (the Kaplan-Meier method ignoring covariates) alternatively it may be "Cox" (Cox regression).
cens.formula	Right hand side of the formula used for fitting the censoring model. If not specified the right hand side of formula is used.
max.iter	Maximal number of iterations.
conservative	If TRUE use variance formula that ignores the contribution by the estimate of the inverse of the probability of censoring weights
...	Further arguments passed to comp.risk

Author(s)

Thomas A. Gerds [e-mail], Thomas H. Scheike [e-mail]

References

Thomas A Gerds, Thomas H Scheike, and Per K Andersen. Absolute risk regression for competing risks: interpretation, link functions, and prediction. Statistics in medicine, 31(29):3921–3930, 2012.

Scheike, Zhang and Gerds (2008), Predicting cumulative incidence probability by direct binomial regression, Biometrika, 95, 205-220.

Scheike and Zhang (2007), Flexible competing risks regression modelling and goodness of fit, LIDA, 14, 464-483.

Martinussen and Scheike (2006), Dynamic regression models for survival data, Springer.

Examples

library(prodlim)
data(Melanoma,package="riskRegression")
## tumor thickness on the log-scale
Melanoma$logthick <- log(Melanoma$thick)

# Single binary factor

## absolute risk regression
library(survival)
library(prodlim)
fit.arr <- ARR(Hist(time,status)~sex,data=Melanoma,cause=1)
print(fit.arr)
# show predicted cumulative incidences
plot(fit.arr,col=3:4,newdata=data.frame(sex=c("Female","Male")))

## compare with non-parametric Aalen-Johansen estimate
library(prodlim)
fit.aj <- prodlim(Hist(time,status)~sex,data=Melanoma)
plot(fit.aj,conf.int=FALSE)
plot(fit.arr,add=TRUE,col=3:4,newdata=data.frame(sex=c("Female","Male")))

## with time-dependent effect
fit.tarr <- ARR(Hist(time,status)~strata(sex),data=Melanoma,cause=1)
plot(fit.tarr,newdata=data.frame(sex=c("Female","Male")))

## logistic risk regression
fit.lrr <- LRR(Hist(time,status)~sex,data=Melanoma,cause=1)
summary(fit.lrr)


# Single continuous factor

## tumor thickness on the log-scale
Melanoma$logthick <- log(Melanoma$thick)

## absolute risk regression 
fit2.arr <- ARR(Hist(time,status)~logthick,data=Melanoma,cause=1)
print(fit2.arr)
# show predicted cumulative incidences
plot(fit2.arr,col=1:5,newdata=data.frame(logthick=quantile(Melanoma$logthick)))

## comparison with nearest neighbor non-parametric Aalen-Johansen estimate
library(prodlim)
fit2.aj <- prodlim(Hist(time,status)~logthick,data=Melanoma)
plot(fit2.aj,conf.int=FALSE,newdata=data.frame(logthick=quantile(Melanoma$logthick)))
plot(fit2.arr,add=TRUE,col=1:5,lty=3,newdata=data.frame(logthick=quantile(Melanoma$logthick)))

## logistic risk regression
fit2.lrr <- LRR(Hist(time,status)~logthick,data=Melanoma,cause=1)
summary(fit2.lrr)

## change model for censoring weights
library(rms)
fit2a.lrr <- LRR(Hist(time,status)~logthick,
                 data=Melanoma,
                 cause=1,
                 cens.model="cox",
                 cens.formula=~sex+epicel+ulcer+age+logthick)
summary(fit2a.lrr)

##  compare prediction performance
Score(list(ARR=fit2.arr,AJ=fit2.aj,LRR=fit2.lrr),formula=Hist(time,status)~1,data=Melanoma)


# multiple regression
library(riskRegression)
library(prodlim)
# absolute risk model
multi.arr <- ARR(Hist(time,status)~logthick+sex+age+ulcer,data=Melanoma,cause=1)

# stratified model allowing different baseline risk for the two gender
multi.arr <- ARR(Hist(time,status)~thick+strata(sex)+age+ulcer,data=Melanoma,cause=1)

# stratify by a continuous variable: strata(age)
multi.arr <- ARR(Hist(time,status)~tp(thick,power=0)+strata(age)+sex+ulcer,
                 data=Melanoma,
                 cause=1)

fit.arr2a <- ARR(Hist(time,status)~tp(thick,power=1),data=Melanoma,cause=1)
summary(fit.arr2a)
fit.arr2b <- ARR(Hist(time,status)~timevar(thick),data=Melanoma,cause=1)
summary(fit.arr2b)

## logistic risk model
fit.lrr <- LRR(Hist(time,status)~thick,data=Melanoma,cause=1)
summary(fit.lrr)





## nearest neighbor non-parametric Aalen-Johansen estimate
library(prodlim)
fit.aj <- prodlim(Hist(time,status)~thick,data=Melanoma)
plot(fit.aj,conf.int=FALSE)

# prediction performance
x <- Score(list(fit.arr2a,fit.arr2b,fit.lrr),
             data=Melanoma,
             formula=Hist(time,status)~1,
             cause=1,
             split.method="none")

riskRegression documentation built on Sept. 8, 2023, 6:12 p.m.