Division of Biostatistics, German Cancer Research Center, Heidelberg, Germany.
Biomedical Data Sciences, Leiden University, Leiden, The Netherlands.
Stat Methods Med Res. 2020 Dec;29(12):3666-3683. doi: 10.1177/0962280220938402. Epub 2020 Jul 6.
Standard tests for the Cox model, such as the likelihood ratio test or the Wald test, do not perform well in situations, where the number of covariates is substantially higher than the number of observed events. This issue is perpetuated in competing risks settings, where the number of observed occurrences for each event type is usually rather small. Yet, appropriate testing methodology for competing risks survival analysis with few events per variable is missing. In this article, we show how to extend the global test for survival by Goeman et al. to competing risks and multistate models[Per journal style, abstracts should not have reference citations. Therefore, can you kindly delete this reference citation.]. Conducting detailed simulation studies, we show that both for type I error control and for power, the novel test outperforms the likelihood ratio test and the Wald test based on the cause-specific hazards model in settings where the number of events is small compared to the number of covariates. The benefit of the global tests for competing risks survival analysis and multistate models is further demonstrated in real data examples of cancer patients from the European Society for Blood and Marrow Transplantation.
Cox 模型的标准检验,如似然比检验或 Wald 检验,在协变量数量远远高于观察到的事件数量的情况下表现不佳。在竞争风险情况下,这种情况会持续存在,因为每种事件类型的观察到的发生次数通常很小。然而,对于每个变量的事件数量很少的竞争风险生存分析,缺少适当的检验方法。在本文中,我们展示了如何将 Goeman 等人的用于生存分析的全局检验扩展到竞争风险和多状态模型中。通过详细的模拟研究,我们表明,对于Ⅰ类错误控制和功效,在与协变量数量相比,事件数量较少的情况下,新的检验在类型 I 错误控制和功效方面均优于基于特定原因的危害模型的似然比检验和 Wald 检验。在来自欧洲血液和骨髓移植学会的癌症患者的真实数据示例中,进一步证明了竞争风险生存分析和多状态模型的全局检验的优势。