Wu Tingxuan, Li Longhai, Feng Cindy
Department of Mathematics and Statistics, University of Saskatchewan, Saskatoon, CA, Canada.
School of Public Health, University of Saskatchewan, Saskatoon, CA, Canada.
J Appl Stat. 2024 May 16;52(1):28-58. doi: 10.1080/02664763.2024.2355551. eCollection 2025.
Survival analysis often involves modeling hazard functions while considering frailty to account for unobserved cluster-level factors in clustered survival data. Shared frailty models have gained popularity for this purpose, but assessing covariate functional form in these models presents unique challenges. Martingale and deviance residuals are commonly used for visually assessing covariate functional form against continuous covariates. Nevertheless, their subjective nature and lack of a reference distribution make it challenging to derive numerical statistical tests from these residuals. To address these limitations, we propose 'Z-residuals', a novel diagnostic tool designed for shared frailty models, leveraging the concept of randomized survival probability and introducing both graphical and numerical tests. To implement this approach, we develop an R package to compute Z-residuals for shared frailty models. Through extensive simulation studies, we demonstrate the high power of our derived numerical test for assessing the functional form of covariates. To validate the effectiveness of our method, we apply it to a real data application concerning the modelling of survival time for acute myeloid leukemia patients. Our Z-residual diagnosis results reveal the inadequacy of log-transformation of the covariate, highlighting the limitations of other diagnostic methods for effectively assessing covariate functional form in shared frailty models.
生存分析通常涉及在考虑脆弱性的情况下对风险函数进行建模,以解释聚类生存数据中未观察到的聚类水平因素。共享脆弱模型为此目的而受到欢迎,但评估这些模型中的协变量函数形式带来了独特的挑战。鞅残差和偏差残差通常用于直观地评估协变量函数形式与连续协变量的关系。然而,它们的主观性以及缺乏参考分布使得从这些残差中推导数值统计检验具有挑战性。为了解决这些局限性,我们提出了“Z残差”,这是一种为共享脆弱模型设计的新型诊断工具,它利用随机生存概率的概念,并引入了图形和数值检验。为了实现这种方法,我们开发了一个R包来计算共享脆弱模型的Z残差。通过广泛的模拟研究,我们证明了我们推导的数值检验在评估协变量函数形式方面具有很高的功效。为了验证我们方法的有效性,我们将其应用于一个关于急性髓系白血病患者生存时间建模的实际数据应用中。我们的Z残差诊断结果揭示了协变量对数变换的不足,突出了其他诊断方法在有效评估共享脆弱模型中协变量函数形式方面的局限性。