For modern evidence-based medicine, a well thought-out risk scoring system for predicting the occurrence of a clinical event plays an important role in selecting prevention and treatment strategies. Such an index system is often established based on the subject’s “baseline” genetic or clinical markers via a working parametric or semi-parametric model. To evaluate the adequacy of such a system, C-statistics are routinely used in the medical literature to quantify the capacity of the estimated risk score in discriminating among subjects with different event times. The C-statistic provides a global assessment of a fitted survival model for the continuous event time rather than focuses on the prediction of t-year survival for a fixed time. When the event time is possibly censored, however, the population parameters corresponding to the commonly used C-statistics may depend on the study-specific censoring distribution. In this article, we present a simple C-statistic without this shortcoming. The new procedure consistently estimates a conventional concordance measure which is free of censoring. We provide a large sample approximation to the distribution of this estimator for making inferences about the concordance measure. Results from numerical studies suggest that the new procedure performs well in finite sample.
This paper presents a new class of graphical and numerical methods for checking the adequacy of the Cox regression model. The procedures are derived from cumulative sums of martingale-based residuals over follow-up time and/or covariate values. The distributions of these stochastic processes under the assumed model can be approximated by zero-mean Gaussian processes. Each observed process can then be compared, both visually and analytically, with a number of simulated realizations from the approximate null distribution. These comparisons enable the data analyst to assess objectively how unusual the observed residual patterns are. Special attention is given to checking the functional form of a covariate, the form of the link function, and the validity of the proportional hazards assumption. An omnibus test, consistent against any model misspecification, is also studied. The proposed techniques are illustrated with two real data sets.
The counting process with the Cox-type intensity function has been commonly used to analyse recurrent event data. This model essentially assumes that the underlying counting process is a time-transformed Poisson process and that the covariates have multiplicative effects on the mean and rate functions of the counting process. Recently, Pepe and Cai, and Lawless and coworkers have proposed semiparametric procedures for making inferences about the mean and rate functions of the counting process without the Poisson-type assumption. In this paper, we provide a rigorous justi®cation of such robust procedures through modern empirical process theory. Furthermore, we present an approach to constructing simultaneous con®dence bands for the mean function and describe a class of graphical and numerical techniques for checking the adequacy of the ®tted mean and rate models. The advantages of the robust procedures are demonstrated through simulation studies. An illustration with multiple-infection data taken from a clinical study on chronic granulomatous disease is also provided.
In a longitudinal clinical study to compare two groups, the primary end point is often the time to a specific event (eg, disease progression, death). The hazard ratio estimate is routinely used to empirically quantify the between-group difference under the assumption that the ratio of the two hazard functions is approximately constant over time. When this assumption is plausible, such a ratio estimate may capture the relative difference between two survival curves. However, the clinical meaning of such a ratio estimate is difficult, if not impossible, to interpret when the underlying proportional hazards assumption is violated (ie, the hazard ratio is not constant over time). Although this issue has been studied extensively and various alternatives to the hazard ratio estimator have been discussed in the statistical literature, such crucial information does not seem to have reached the broader community of health science researchers. In this article, we summarize several critical concerns regarding this conventional practice and discuss various well-known alternatives for quantifying the underlying differences between groups with respect to a time-to-event end point. The data from three recent cancer clinical trials, which reflect a variety of scenarios, are used throughout to illustrate our discussions. When there is not sufficient information about the profile of the between-group difference at the design stage of the study, we encourage practitioners to consider a prespecified, clinically meaningful, model-free measure for quantifying the difference and to use robust estimation procedures to draw primary inferences.
A broad class of rank-based monotone estimating functions is developed for the semiparametric accelerated failure time model with censored observations. The corresponding estimators can be obtained via linear programming, and are shown to be consistent and asymptotically normal. The limiting covariance matrices can be estimated by a resampling technique, which does not involve nonparametric density estimation or numerical derivatives. The new estimators represent consistent roots of the non-monotone estimating equations based on the familiar weighted log-rank statistics. Simulation studies demonstrate that the proposed methods perform well in practical settings. Two real examples are provided.
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