Frailty Models and Other Survival Models Framingham Heart Study - PowerPoint PPT Presentation

Loading...

PPT – Frailty Models and Other Survival Models Framingham Heart Study PowerPoint presentation | free to view - id: 10f818-NDcyZ



Loading


The Adobe Flash plugin is needed to view this content

Get the plugin now

View by Category
About This Presentation
Title:

Frailty Models and Other Survival Models Framingham Heart Study

Description:

Must satisfy baseline proportional hazards ... To explore issues of frailty models ... Deviance residuals are basically smoothed out Martingale residuals ... – PowerPoint PPT presentation

Number of Views:1007
Avg rating:3.0/5.0
Slides: 37
Provided by: stat283
Category:

less

Write a Comment
User Comments (0)
Transcript and Presenter's Notes

Title: Frailty Models and Other Survival Models Framingham Heart Study


1
Frailty Models and Other Survival
Models (Framingham Heart Study)
  • June 28, 2003
  • Usha Govindarajulu
  • Prof. Ralph B DAgostino,Sr.

2
Outline of presentation
  • Motivation for frailty research
  • List of models
  • Procedures for selecting models
  • Results

3
Cox proportional hazards model
  • Cox model
  • Typically used for survival modeling
  • Must satisfy baseline proportional hazards
    assumption (restriction)
  • What if have a mixture of hazards in the
    population or heterogeneity of the hazards?

4
Hazard Plot for af data (all days)
5
Intent of frailty research
  • To explore issues of frailty models
  • To see if a frailty model would be appropriate to
    model the Framingham Heart Study atrial
    fibrillation data and other relevant data
  • To potentially derive a new frailty model

6
What is Frailty?
  • Frailty models are basically random effect
    survival models
  • The random effect, or frailty describes
    unexplained heterogeneity, the influence of
    unobserved risk factors in the model
  • The concept of frailty may be used to explain the
    unaccounted for heterogeneity which leads to the
    differential survival patterns of members of a
    population (Keiding et al 1997, Vaupel et al
    1979)

7
Basic terminology (contd)
  • The proportional hazards model implies that the
    hazard function is fully determined by x, the
    observed covariate vector,
  • But there may be unobservable covariates not
    represented in this model, which does not include
    a residual term.
  •  
  • Therefore, Vaupel (1979) introduced a
    multiplicative term, z, to the hazard rate, to
    account for the unobserved population
    heterogeneity.
  • h(t,x) z . h0(t)exp(xb)

8
Basic terminology (contd)
  • This term, z, called frailty, varies from
    individual to individual and is not observable.
  • The distribution of z of the population G(z),
    must be specified.
  • Since the hazard function is non-negative, z must
    be restricted to non-negative values.
  • Another way to write the above model, showing how
    z fits into the error, e, is
  •  
  • h(t,x) h0(t)exp(xb e)
  • where e log(z).

9
Univariate and Multivariate
  • Frailty models are either univariate or
    multivariate (Gutierrez, 2002 Hougaard, 1995)
  • Univariate frailty model (per subject basis)
  • Unexplained heterogeneity varies from individual
    to individual
  • The frailty, the random effect, is an individual
    variable
  • Multivariate frailty model (grouping factor)
  • The unexplained heterogeneity is shared among
    individuals
  • The frailty, is a variable common to several
    individuals
  • Individuals are in units or groups that are
    chosen at random from the population
  • (i.e. families, sibling groups)

10
Univariate case
  • Focus on univariate case since most of the data
    in our research is on a per subject basis
  • Hougaard (1995) points out the impact of
    unmeasured covariates can lead to transformation
    of the hazard function and the coefficients of
    the measured covariates
  • Accounting for frailty is important

11
Atrial fibrillation (af) dataset
  • Time to event defined as time between 1st atrial
    fibrillation event and 1st stroke
  • Right censoring if event had not occurred within
    5 years, observation was censored
  • Frailty was used on unique ids and assumed a
    particular distribution
  • Possible risk factors age, gender, smoking
    status, LVH, sbp, treatment of hypertension,
    diabetes, MI, valvular disease, congestive heart
    failure, previous stroke

12
Other survival models
  • Interest came about for use as comparisons to
    standard survival models and frailty models
  • Also, have tried to develop a set of guidelines
    on how to select the appropriate survival model
    for a particular dataset
  • Other survival models that were applicable
  • Non-proportional Weibull model
  • Bailey-Makeham model

13
LIST OF ALL MODELS
  • Standard survival models
  • Frailty models
  • Non-proportional Weibull model
  • Bailey-Makeham model
  • New model

14
How to select best survival model with or without
frailty
  • Choose between semi-parametric and parametric
    model
  • Test model assumptions
  • Decide which variables to incorporate into the
    model
  • Choose between frailty vs non-frailty model
  • Performance measures

15
How to select best survival model with or without
frailty (continued)
  • 1)Choose between semi-parametric and parametric
    model
  • Must decide if want baseline hazard to roam
    freely (semi-parametric) or baseline hazard to be
    specified (parametric)
  • 2)Test model assumptions
  • Semi-parametric
  • Test if baseline proportional hazards assumption
    met
  • Plot of Schoenfeld residuals vs time can be used
    to assumption (Grambsch and Therneau, 1994)

16
How to select best survival model with or without
frailty (continued)
  • 2)Test model assumptions (continued)
  • Parametric models (Klein and Moeschberger, 1997)
  • Test of shape parameter
  • Test null hypothesis that shape parameter equals
    1 vs it does not by comparing LR of Weibull model
    to LR of exponential model
  • If fail to reject H0, then assume model follows
    exponential
  • Plot of log(H(tx) vs log(time)
  • A straight line indicates Weibull model is a good
    fit
  • If slope1, then exponential model is fine

17
How to select best survival model with or without
frailty (continued)
  • 2)Test model assumptions (continued)
  • Parametric models (continued)
  • Plot of deviance residuals vs time
  • Deviance residuals are basically smoothed out
    Martingale residuals
  • A plot of deviance residuals vs time provides a
    check of models adequacy
  • Cox-Snell residuals
  • Plot estimated cumulative hazard vs Cox-Snell
    residuals

18
Example Cox-Snell residuals
19
How to select best survival model with or without
frailty (continued)
  • 3)Decide which variables to incorporate into the
    model
  • Variable selection procedures
  • i.e. backwards elimination, stepwise regression
  • Statistical significance
  • Clinical interest to investigators

20
How to select best survival model with or without
frailty (continued)
  • 4)Choose between frailty vs non-frailty
  • Plot hazard function and see if frailty model is
    appropriate
  • See if frailty effect is significant, if not,
    default is non-frailty model
  • 5)Performance measures
  • Used to judge discrimination and calibration
  • c-statistic (for survival model)
  • Judges discrimination by testing if predictive
    probability function produces higher predicted
    probabilities for those who develop events than
    for those who survived and did not (Nam, 2000)

21
How to select best survival model with or without
frailty (continued)
  • 5)Performance measures (continued)
  • Used to judge discrimination and calibration
    (ctd)
  • Calibration
  • A chi-square statistic goodness of fit test
    extended from the generalized linear model to a
    survival model (Nam, 2000)

22
A) Usual survival models
  • Cox proportional hazards model
  • Accelerated failure time (AFT) model
  • NOTE Results for these will be presented with
    frailty models for comparison

23
B) Frailty models
  • Cox frailty model
  • Uses Cox proportional hazards model and
    incorporates frailty as a random variable, i.e.
    z, multiplied onto the hazard
  • h(t,x) z . h0(t)exp(xb)
  • Modeled the frailty as gamma-distributed as
    followed in literature
  • Best implemented in Splus

24
B) Frailty models (continued) Cox frailty model
(results)
25
B) Frailty models (continued)
  • Parametric frailty model
  • AFT model
  • Modeled the frailty again as inverse gaussian
    distributed
  • Implemented in STATA

26
B) Frailty models (continued) Parametric frailty
models (Results)
27
C) Non-proportional Weibull Model
  • The natural logarithm of the survival time, T,
    has location, ?, and dispersion, ?, so to compute
    the probability that time to event is less than
    some time t, (Anderson et al, 19911990)
  • Anderson (1991) further defined his model
    allowing the dispersion to vary as a function of
    the location

28
C) Non-proportional Weibull model (continued)
  • Was published by Anderson et al (19901991) and
    revised
  • Is an AFT model with a varying scale parameter
  • This accounts for non-proportionality

29
C) Non-proportional Weibull model Results
Note LogL(full) -1312.74 plt.05
30
D) Bailey-Makeham Model
  • Published in Bailey et al (1977)
  • Choice of the exponential model constrains these
    parameters to be positive values and consistent
    with the model
  • Hazard consists of 3 components

31
D) Bailey-Makeham Model (continued)
  • Does not assume proportionality of the hazards
  • Can show effects of variables in the short-term
    and long-term
  • Run in user-created stand alone program to
    estimate model

32
D) Bailey-Makeham Model (continued) Results
LRTs of signficance for variables in
Bailey-Makeham model
Note LogL(full) -1300.431
33
Performance measures c-statistic (continued)
34
E) New Model
  • Model incorporating frailty as a function of
    covariates
  • Estimated by Monte Carlo Markov Chain
  • Results and interpretations are currently being
    finalized and will be summarized in thesis
  • Please correspond if want to know more about this
    model later

35
References
  • Anderson KM (1991). A nonproportional hazards
    Weibull accelerated failure time regression
    model. Biometrics 47, 281-288.
  • Anderson KM, Odell PM., Wilson PWF, and Kannel
    WB. (1990). Cardiovascular disease risk profiles.
    AHJ 121, 293-8.
  • Grambsch P and Therneau T (1994). Proportional
    hazards tests and diagnostics based on weighted
    residuals. Biometrika. 81 515-26.
  • Gutierrez RG (2002). Parametric frailty and
    shared frailty survival models. The Stata
    Journal. 2(1) 22-44.

36
References (continued)
  • Hougaard P (1995) Frailty models for survival
    data. Lifetime Data Analysis. 1 255-273.
  • Klein JP and Moeschberger ML (1997) Survival
    analysis Techniques for censored and truncated
    data. New York Springer.
  • Keiding N, Andersen PK, and Klein JP (1997). The
    role of frailty models and accelerated failure
    time models in describing heterogeneity due to
    omitted covariates. Statistics in Medicine. 16
    215-224.
  • Nam, B. (2000) Discrimination and calibration in
    survival analysis. Boston Univ.,(Unpublished
    thesis).
About PowerShow.com