comp.risk: Competings Risks Regression

In timereg: Flexible Regression Models for Survival Data

Competings Risks Regression

Description

Fits a semiparametric model for the cause-specific quantities :

for a known link-function h() and known prediction-function g(t,x,z) for the probability of dying from cause 1 in a situation with competing causes of death.

Usage

comp.risk(
  formula,
  data = parent.frame(),
  cause,
  times = NULL,
  Nit = 50,
  clusters = NULL,
  est = NULL,
  fix.gamma = 0,
  gamma = 0,
  n.sim = 0,
  weighted = 0,
  model = "fg",
  detail = 0,
  interval = 0.01,
  resample.iid = 1,
  cens.model = "KM",
  cens.formula = NULL,
  time.pow = NULL,
  time.pow.test = NULL,
  silent = 1,
  conv = 1e-06,
  weights = NULL,
  max.clust = 1000,
  n.times = 50,
  first.time.p = 0.05,
  estimator = 1,
  trunc.p = NULL,
  cens.weights = NULL,
  admin.cens = NULL,
  conservative = 1,
  monotone = 0,
  step = NULL
)

Arguments

formula	a formula object, with the response on the left of a '~' operator, and the terms on the right. The response must be a survival object as returned by the ‘Event’ function. The status indicator is not important here. Time-invariant regressors are specified by the wrapper const(), and cluster variables (for computing robust variances) by the wrapper cluster().
data	a data.frame with the variables.
cause	For competing risk models specificies which cause we consider.
times	specifies the times at which the estimator is considered. Defaults to all the times where an event of interest occurs, with the first 10 percent or max 20 jump points removed for numerical stability in simulations.
Nit	number of iterations for Newton-Raphson algorithm.
clusters	specifies cluster structure, for backwards compability.
est	possible starting value for nonparametric component of model.
fix.gamma	to keep gamma fixed, possibly at 0.
gamma	starting value for constant effects.
n.sim	number of simulations in resampling.
weighted	Not implemented. To compute a variance weighted version of the test-processes used for testing time-varying effects.
model	"additive", "prop"ortional, "rcif", or "logistic".
detail	if 0 no details are printed during iterations, if 1 details are given.
interval	specifies that we only consider timepoints where the Kaplan-Meier of the censoring distribution is larger than this value.
resample.iid	to return the iid decomposition, that can be used to construct confidence bands for predictions
cens.model	specified which model to use for the ICPW, KM is Kaplan-Meier alternatively it may be "cox"
cens.formula	specifies the regression terms used for the regression model for chosen regression model. When cens.model is specified, the default is to use the same design as specified for the competing risks model.
time.pow	specifies that the power at which the time-arguments is transformed, for each of the arguments of the const() terms, default is 1 for the additive model and 0 for the proportional model.
time.pow.test	specifies that the power the time-arguments is transformed for each of the arguments of the non-const() terms. This is relevant for testing if a coefficient function is consistent with the specified form A_l(t)=beta_l t^time.pow.test(l). Default is 1 for the additive model and 0 for the proportional model.
silent	if 0 information on convergence problems due to non-invertible derviates of scores are printed.
conv	gives convergence criterie in terms of sum of absolute change of parameters of model
weights	weights for estimating equations.
max.clust	sets the total number of i.i.d. terms in i.i.d. decompostition. This can limit the amount of memory used by coarsening the clusters. When NULL then all clusters are used. Default is 1000 to save memory and time.
n.times	only uses 50 points for estimation, if NULL then uses all points, subject to p.start condition.
first.time.p	first point for estimation is pth percentile of cause jump times.
estimator	default estimator is 1.
trunc.p	truncation weight for delayed entry, P(T > entry.time | Z_i), typically Cox model.
cens.weights	censoring weights can be given here rather than calculated using the KM, cox or aalen models.
admin.cens	censoring times for the administrative censoring
conservative	set to 0 to compute correct variances based on censoring weights, default is conservative estimates that are much quicker.
monotone	monotone=0, uses estimating equations montone=1 uses
step	step size for Fisher-Scoring algorithm.

Details

We consider the following models : 1) the additive model where h(x)=1-\exp(-x) and

2) the proportional setting that includes the Fine & Gray (FG) "prop" model and some extensions where h(x)=1-\exp(-\exp(x)) and

The FG model is obtained when x=1, but the baseline is parametrized as \exp(A(t)).

The "fg" model is a different parametrization that contains the FG model, where h(x)=1-\exp(-x) and

The FG model is obtained when x=1.

3) a "logistic" model where h(x)=\exp(x)/( 1+\exp(x)) and

The "logistic2" is

The simple logistic model with just a baseline can also be fitted by an alternative procedure that has better small sample properties see prop.odds.subist().

4) the relative cumulative incidence function "rcif" model where h(x)=\exp(x) and

The "rcif2"

Where p by default is 1 for the additive model and 0 for the other models. In general p may be powers of the same length as z.

Since timereg version 1.8.4. the response must be specified with the Event function instead of the Surv function and the arguments. For example, if the old code was

comp.risk(Surv(time,cause>0)~x1+x2,data=mydata,cause=mydata$cause,causeS=1)

the new code is

comp.risk(Event(time,cause)~x1+x2,data=mydata,cause=1)

Also the argument cens.code is now obsolete since cens.code is an argument of Event.

Value

returns an object of type 'comprisk'. With the following arguments:

cum	cumulative timevarying regression coefficient estimates are computed within the estimation interval.
var.cum	pointwise variances estimates.
gamma	estimate of proportional odds parameters of model.
var.gamma	variance for gamma.
score	sum of absolute value of scores.
gamma2	estimate of constant effects based on the non-parametric estimate. Used for testing of constant effects.
obs.testBeq0	observed absolute value of supremum of cumulative components scaled with the variance.
pval.testBeq0	p-value for covariate effects based on supremum test.
obs.testBeqC	observed absolute value of supremum of difference between observed cumulative process and estimate under null of constant effect.
pval.testBeqC	p-value based on resampling.
obs.testBeqC.is	observed integrated squared differences between observed cumulative and estimate under null of constant effect.
pval.testBeqC.is	p-value based on resampling.
conf.band	resampling based constant to construct 95% uniform confidence bands.
B.iid	list of iid decomposition of non-parametric effects.
gamma.iid	matrix of iid decomposition of parametric effects.
test.procBeqC	observed test process for testing of time-varying effects
sim.test.procBeqC	50 resample processes for for testing of time-varying effects
conv	information on convergence for time points used for estimation.

Author(s)

Thomas Scheike

References

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

data(bmt); 

clust <- rep(1:204,each=2)
addclust<-comp.risk(Event(time,cause)~platelet+age+tcell+cluster(clust),data=bmt,
cause=1,resample.iid=1,n.sim=100,model="additive")
###

addclust<-comp.risk(Event(time,cause)~+1+cluster(clust),data=bmt,cause=1,
		    resample.iid=1,n.sim=100,model="additive")
pad <- predict(addclust,X=1)
plot(pad)

add<-comp.risk(Event(time,cause)~platelet+age+tcell,data=bmt,
cause=1,resample.iid=1,n.sim=100,model="additive")
summary(add)

par(mfrow=c(2,4))
plot(add); 
### plot(add,score=1) ### to plot score functions for test

ndata<-data.frame(platelet=c(1,0,0),age=c(0,1,0),tcell=c(0,0,1))
par(mfrow=c(2,3))
out<-predict(add,ndata,uniform=1,n.sim=100)
par(mfrow=c(2,2))
plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=1)

## fits additive model with some constant effects 
add.sem<-comp.risk(Event(time,cause)~
const(platelet)+const(age)+const(tcell),data=bmt,
cause=1,resample.iid=1,n.sim=100,model="additive")
summary(add.sem)

out<-predict(add.sem,ndata,uniform=1,n.sim=100)
par(mfrow=c(2,2))
plot(out,multiple=0,uniform=1,col=1:3,lty=1,se=0)

## Fine & Gray model 
fg<-comp.risk(Event(time,cause)~
const(platelet)+const(age)+const(tcell),data=bmt,
cause=1,resample.iid=1,model="fg",n.sim=100)
summary(fg)

out<-predict(fg,ndata,uniform=1,n.sim=100)

par(mfrow=c(2,2))
plot(out,multiple=1,uniform=0,col=1:3,lty=1,se=0)

## extended model with time-varying effects
fg.npar<-comp.risk(Event(time,cause)~platelet+age+const(tcell),
data=bmt,cause=1,resample.iid=1,model="prop",n.sim=100)
summary(fg.npar); 

out<-predict(fg.npar,ndata,uniform=1,n.sim=100)
head(out$P1[,1:5]); head(out$se.P1[,1:5])

par(mfrow=c(2,2))
plot(out,multiple=1,uniform=0,col=1:3,lty=1,se=0)

## Fine & Gray model with alternative parametrization for baseline
fg2<-comp.risk(Event(time,cause)~const(platelet)+const(age)+const(tcell),data=bmt,
cause=1,resample.iid=1,model="prop",n.sim=100)
summary(fg2)

#################################################################
## Delayed entry models, 
#################################################################
nn <- nrow(bmt)
entrytime <- rbinom(nn,1,0.5)*(bmt$time*runif(nn))
bmt$entrytime <- entrytime
times <- seq(5,70,by=1)

bmtw <- prep.comp.risk(bmt,times=times,time="time",entrytime="entrytime",cause="cause")

## non-parametric model 
outnp <- comp.risk(Event(time,cause)~tcell+platelet+const(age),
		   data=bmtw,cause=1,fix.gamma=1,gamma=0,
 cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
par(mfrow=c(2,2))
plot(outnp)

outnp <- comp.risk(Event(time,cause)~tcell+platelet,
		   data=bmtw,cause=1,
 cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
par(mfrow=c(2,2))
plot(outnp)


## semiparametric model 
out <- comp.risk(Event(time,cause)~const(tcell)+const(platelet),data=bmtw,cause=1,
 cens.weights=bmtw$cw,weights=bmtw$weights,times=times,n.sim=0)
summary(out)

timereg documentation built on Jan. 17, 2023, 5:11 p.m.