Diao Guoqing, Zeng Donglin, Yang Song
Department of Statistics, George Mason University, Fairfax, Virginia, U.S.A.
Biometrics. 2013 Dec;69(4):840-9. doi: 10.1111/biom.12097. Epub 2013 Nov 4.
The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the proportional hazards model and the proportional odds model as sub-models, and accommodates crossing survival curves. The model leaves the baseline hazard unspecified and the two model parameters can be interpreted as the short-term and long-term hazard ratios. Inference procedures were developed based on a pseudo score approach. Although extension to accommodate covariates was mentioned, no formal procedures have been provided or proved. Furthermore, the pseudo score approach may not be asymptotically efficient. We study the extension of the short-term and long-term hazard ratio model of Yang and Prentice (2005) to accommodate potentially time-dependent covariates. We develop efficient likelihood-based estimation and inference procedures. The nonparametric maximum likelihood estimators are shown to be consistent, asymptotically normal, and asymptotically efficient. Extensive simulation studies demonstrate that the proposed methods perform well in practical settings. The proposed method successfully captured the phenomenon of crossing hazards in a cancer clinical trial and identified a genetic marker with significant long-term effect missed by using the proportional hazards model on age-at-onset of alcoholism in a genetic study.
在科学研究中,常用的用于截尾失效时间数据的Cox模型中的比例风险假设常常被违反。Yang和Prentice(2005)提出了一种新颖的半参数两样本模型,该模型包括比例风险模型和比例优势模型作为子模型,并能处理交叉生存曲线。该模型未指定基线风险,两个模型参数可解释为短期和长期风险比。基于伪得分方法开发了推断程序。虽然提到了扩展以纳入协变量,但尚未提供或证明正式程序。此外,伪得分方法可能不是渐近有效的。我们研究了Yang和Prentice(2005)的短期和长期风险比模型的扩展,以纳入潜在的时间依存协变量。我们开发了基于似然的有效估计和推断程序。非参数最大似然估计量被证明是一致的、渐近正态的且渐近有效的。广泛的模拟研究表明,所提出的方法在实际应用中表现良好。所提出的方法在一项癌症临床试验中成功捕捉到了交叉风险现象,并在一项遗传学研究中识别出了一个具有显著长期效应的基因标记,而使用比例风险模型在酒精中毒发病年龄上却遗漏了该标记。