Abstract:

This tutorial article demonstrates how time-to-event data can be modelled in a very flexible way by taking advantage of advanced inference methods that have recently been developed for generalized additive mixed models. In particular, we describe the necessary pre-processing steps for transforming such data into a suitable format and show how a variety of effects, including a smooth nonlinear baseline hazard, and potentially nonlinear and nonlinearly time-varying effects, can be estimated and interpreted. We also present useful graphical tools for model evaluation and interpretation of the estimated effects. Throughout, we demonstrate this approach using various application examples. The article is accompanied by a new R-package called pammtools implementing all of the tools described here.

Andersen, PK, Borgan, O, Gill, R, Keiding, N (1992) Statistical Models Based on Counting Processes. Berlin and New York, NY: Springer-Verlag.
Google Scholar
Argyropoulos, C, Unruh, ML (2015) Analysis of time to event outcomes in randomized controlled trials by generalized additive models. PLoS ONE, 10, e0123784. doi: 10.1371/journal.pone.0123784
Google Scholar | Crossref | Medline
Bates, D, Mächler, M, Bolker, B, Walker, S (2015) Fitting linear mixed-effects models using lme4. Journal of Statistical Software, 67, 148. doi: 10.18637/jss.v067.i01
Google Scholar | Crossref | ISI
Bender, A, Scheipl, F (2017, November 14). adibender/pammtools: v0.0.3.2 (Version v0.0.3.2). Zenodo. URL http://doi.org/10.5281/zenodo.1048832
Google Scholar
Bender, A, Groll, A, Scheipl, F (2018, January 14). adibender/pammtutorial-smj: Release v1.0.1 (Version v1.0.1). Zenodo. URL http://doi.org/10.5281/zenodo.1147058
Google Scholar
Bender, A, Scheipl, F, Küchenhoff, H, Day, AG, Hartl, W (2016) Modeling exposure-lag-response associations with penalized piece-wise exponential models (Technical report 108). Ludwig-Maximilians-University URL https://epub.ub.uni-muenchen.de/32010/.
Google Scholar
Berger, M, Schmid, M (2018) Semiparametric regression for discrete time-to-event data. Statistical Modelling, 18 322345.
Google Scholar | SAGE Journals
Clayton, DG (1983) Fitting a general family of failure-time distributions using GLIM. Journal of the Royal Statistical Society. Series C (Applied Statistics), 32, 102109. doi: 10.2307/2347288
Google Scholar
Cox, DR (1972) Regression models and life tables (with discussion). Journal of the Royal Statistical Society, B 34, 187220.
Google Scholar
Demarqui, FN, Loschi, RH, Colosimo, EA (2008) Estimating the grid of time-points for the piecewise exponential model. Lifetime Data Analysis, 14, 333356. doi: 10.1007/s10985-008-9086-0
Google Scholar | Crossref | Medline
Eilers, PHC (1998) Hazard smoothing with B-splines. Proceedings of the 13th International Workshop on Statistical Modelling, New Orleans, La, 200207.
Google Scholar
Eilers, PHC, Marx, BD (1996) Flexible smoothing with B-splines and penalties. Statistical Science, 11, 89121. doi: 10.1214/ss/1038425655
Google Scholar | Crossref | ISI
Fox, J, Weisberg, HS (2011) An R Companion to Applied Regression. Thousand Oaks, CA: SAGE. ISBN 978-1-4129-7514-8.
Google Scholar
Friedman, M (1982) Piecewise exponential models for survival data with covariates. The Annals of Statistics, 10, 101113.
Google Scholar | Crossref | ISI
Friedman, J, Hastie, T, Tibshirani, R (2010) Regularization paths for generalized linear models via coordinate descent. Journal of Statistical Software, 33, 122.
Google Scholar | Crossref | Medline | ISI
Frumento, P (2016) pch: Piecewise constant hazards models for censored and truncated data. R package version 1.3. URL https://CRAN.R-project.org/package=pch
Google Scholar
Gasparrini, A, Scheipl, F, Armstrong, B, Kenward, MG (2017) A penalized framework for distributed lag non-linear models. Biometrics. doi: 10.1111/biom.12645
Google Scholar | Crossref | Medline
Gerds, TA, Kattan, MW, Schumacher, M, Yu, C (2013) Estimating a time-dependent concordance index for survival prediction models with covariate dependent censoring. Statistics in Medicine, 32, 21732184. doi: 10.1002/sim.5681
Google Scholar | Crossref | Medline | ISI
Groll, A, Hastie, T, Tutz, G (2017) Selection of effects in Cox frailty models by regularization methods. Biometrics, 73, 846856.
Google Scholar | Crossref | Medline
Guo, G (1993) Event-history analysis for left-truncated data. Sociological Methodology, 23, 217243. doi: 10.2307/271011
Google Scholar
Hastie, T, Tibshirani, R (1993) Varying-coefficient models. Journal of the Royal Statistical Society. Series B (Methodological), 55, 757796. doi: 10.2307/2345993
Google Scholar
Holford, TR (1980) The analysis of rates and of survivorship using log-linear models. Biometrics, 36, 299305. doi: 10.2307/2529982
Google Scholar | Crossref | Medline | ISI
Hothorn, T, Bühlmann, P (2006) Model-based boosting in high dimensions. Bioinformatics, 22, 28282829.
Google Scholar | Crossref | Medline
Hothorn, T, Bühlmann, P, Kneib, T, Schmid, M, Hofner, B (2016) mboost: Model-based boosting. R package version 2.7-0. URL https://CRAN.R-project.org/package=mboost
Google Scholar
Hurvich, CM, Simonoff, JS, Tsai, C (1998) Smoothing parameter selection in non-parametric regression using an improved Akaike information criterion. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 60, 271293.
Google Scholar | Crossref | ISI
Kalbfleisch, J, Prentice, R (1980) The Statistical Analysis of Failure Time Data. New York, NY: Wiley.
Google Scholar
Klein, JP, Moeschberger, ML (1997) Survival Analysis: Techniques for Censored and Truncated Data. New York, NY: Springer.
Google Scholar | Crossref
Laird, N, Olivier, D (1981) Covariance analysis of censored survival data using log-linear analysis techniques. Journal of the American Statistical Association, 76, 231240. doi: 10.2307/2287816
Google Scholar | Crossref | ISI
Marra, G, Wood, SN (2011) Practical variable selection for generalized additive models. Computational Statistics & Data Analysis, 55, 23722387. doi: 10.1016/j.csda.2011.02.004
Google Scholar | Crossref | ISI
Martinussen, T, Scheike, TH (2006) Dynamic Regression Models for Survival Data. New York, NY: Springer.
Google Scholar
Mayr, A, Hofner, B (2018) Boosting for statistical modelling: A non-technical introduction. Statistical Modelling, 18 365384.
Google Scholar | SAGE Journals
Meier, L, Van de, Geer S, Bühlmann, P (2008) The group LASSO for logistic regression. Journal of the Royal Statistical Society, B 70, 5371.
Google Scholar | Crossref
R Core Team (2016) R: A Language and Environment for Statistical Computing. Vienna: R Foundation for Statistical Computing URL https://www.R-project.org/
Google Scholar
Rodríguez-Girondo, M, Kneib, T, Cadarso-Suárez, C, Abu-Assi, E (2013) Model building in nonproportional hazard regression. Statistics in Medicine, 32, 53015314. doi: 10.1002/sim.5961
Google Scholar | Crossref | Medline | ISI
Rossi, PH, Berk, RA, Lenihan, KJ (1980) Money, Work, and Crime: Experimental Evidence. New York: Academic Press.
Google Scholar
Ruppert, D, Wand, MP, Carroll, RJ (2003) Semiparametric Regression. Cambridge: Cambridge University Press.
Google Scholar | Crossref
Sennhenn-Reulen, H, Kneib, T (2016) Structured fusion LASSO penalized multi-state models. Statistics in Medicine. doi: 10.1002/sim.7017
Google Scholar
Simon, N, Friedman, J, Hastie, T, Tibshirani, R (2011) Regularization paths for Cox's proportional hazards model via coordinate descent. Journal of Statistical Software, 39, 1.
Google Scholar | Crossref | Medline | ISI
Sylvestre, M-P, Abrahamowicz, M (2009) Flexible modeling of the cumulative effects of time-dependent exposures on the hazard. Statistics in Medicine, 28, 34373453. doi: 10.1002/sim.3701
Google Scholar
Therneau, TM (2015) A package for survival analysis in S. R package version 2.38. URL http://cran.us.r-project.org/web/packages/survival/index.html
Google Scholar
Thomas, L, Reyes, EM (2014) Tutorial: Survival estimation for Cox regression models with time-varying coefficients using SAS and R. Journal of Statistical Software, Code Snippets, 61. URL https://www.jstatsoft.org/article/view/v061c01
Google Scholar
Whitehead, J (1980) Fitting Cox's regression model to survival data using GLIM. Journal of the Royal Statistical Society. Series C (Applied Statistics), 29, 268275. doi: 10.2307/2346901
Google Scholar
Wood, SN (2011) Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 73, 336.
Google Scholar | Crossref | ISI
Wood, SN (2012) On p-values for smooth components of an extended generalized additive model. Biometrika, 100, 221228. doi: 10.1093/biomet/ass048
Google Scholar | Crossref
Wood, SN (2017) mgcv: Mixed GAM Computation Vehicle with GCV/AIC/REML Smoothness Estimation. URL https://cran.r-project.org/web/packages/mgcv/index.html
Google Scholar
Wood, SN, Li, Z, Shaddick, G, Augustin, NH (2016) Generalized additive models for gigadata: Modelling the UK black smoke network daily data. Journal of the American Statistical Association, 140. doi: 10.1080/01621459.2016.1195744
Google Scholar | Medline
Wood, SN, Pya, N, Saefken, B (2016) Smoothing parameter and model selection for general smooth models. Journal of the American Statistical Association, 111, 15481563. doi: 10.1080/01621459.2016.1180986
Google Scholar | Crossref | ISI
Access Options

My Account

Welcome
You do not have access to this content.



Chinese Institutions / 中国用户

Click the button below for the full-text content

请点击以下获取该全文

Institutional Access

does not have access to this content.

Purchase Content

24 hours online access to download content

Research off-campus without worrying about access issues. Find out about Lean Library here

Your Access Options


Purchase

SMJ-article-ppv for $37.50
Single Issue 24 hour E-access for $250.00

Cookies Notification

This site uses cookies. By continuing to browse the site you are agreeing to our use of cookies. Find out more.
Top