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Semiparametric analysis of short-term and long-term hazard ratios with two-sample survival data

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  • Song Yang
  • Ross Prentice

Abstract

Standard approaches to semiparametric modelling of two-sample survival data are not appropriate when the two survival curves cross. We introduce a two-sample model that accommodates crossing survival curves. The two scalar parameters of the model have the interpretations of being the short-term and long-term hazard ratios respectively. The time-varying hazard ratio is expressed semiparametrically by the two scalar parameters and an unspecified baseline distribution. The new model includes the Cox model and the proportional odds model as submodels. For inference we use a pseudo maximum likelihood approach that can be expressed via some simple estimating equations, analogous to that for the maximum partial likelihood estimator of the Cox model, that provide consistent and asymptotically normal estimators. Simulation studies show that the estimators perform well for moderate sample sizes. We also illustrate the methods with a real-data example. The new model can be extended easily to the regression setting. Copyright 2005, Oxford University Press.

Suggested Citation

  • Song Yang & Ross Prentice, 2005. "Semiparametric analysis of short-term and long-term hazard ratios with two-sample survival data," Biometrika, Biometrika Trust, vol. 92(1), pages 1-17, March.
    • Handle: RePEc:oup:biomet:v:92:y:2005:i:1:p:1-17
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    File URL: http://hdl.handle.net/10.1093/biomet/92.1.1
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    Citations

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    Cited by:

    1. Nieto-Barajas, Luis E., 2014. "Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 477-490.
    2. Erica Brittain & Dean Follmann & Song Yang, 2008. "Dynamic Comparison of Kaplan–Meier Proportions: Monitoring a Randomized Clinical Trial with a Long-Term Binary Endpoint," Biometrics, The International Biometric Society, vol. 64(1), pages 189-197, March.
    3. Jinhui Zhang & Yanlin Shi & Guogui Huang, 2023. "Expected length of stay at residential aged care facilities in Australia: current and future," Journal of Population Research, Springer, vol. 40(4), pages 1-30, December.
    4. Grzegorz Wyłupek, 2021. "A permutation test for the two-sample right-censored model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 1037-1061, October.
    5. Jiajia Zhang & Timothy Hanson & Haiming Zhou, 2019. "Bayes factors for choosing among six common survival models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(2), pages 361-379, April.
    6. Yang, Song & Zhao, Yichuan, 2007. "Testing treatment effect by combining weighted log-rank tests and using empirical likelihood," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1385-1393, July.
    7. Nubyra Ahmed & Sundarraman Subramanian, 2016. "Semiparametric simultaneous confidence bands for the difference of survival functions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(4), pages 504-530, October.
    8. Guoqing Diao & Anand N. Vidyashankar & Sarah Zohar & Sandrine Katsahian, 2021. "Competing Risks Model with Short-Term and Long-Term Covariate Effects for Cancer Studies," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(1), pages 142-159, April.
    9. Yuan Mengdie & Diao Guoqing, 2014. "Semiparametric Odds Rate Model for Modeling Short-Term and Long-Term Effects with Application to a Breast Cancer Genetic Study," The International Journal of Biostatistics, De Gruyter, vol. 10(2), pages 231-249, November.
    10. Yu-Mei Chang & Chun-Shu Chen & Pao-Sheng Shen, 2012. "A jackknife-based versatile test for two-sample problems with right-censored data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 267-277, April.
    11. Anthony Y. C. Kuk, 2020. "A Non‐Proportional Hazards Model with Hazard Ratio Functions Free from Covariate Values," International Statistical Review, International Statistical Institute, vol. 88(3), pages 715-727, December.
    12. Guoqing Diao & Donglin Zeng & Song Yang, 2013. "Efficient Semiparametric Estimation of Short-Term and Long-Term Hazard Ratios with Right-Censored Data," Biometrics, The International Biometric Society, vol. 69(4), pages 840-849, December.
    13. Seung-Hwan Lee, 2021. "Weighted Log-Rank Statistics for Accelerated Failure Time Model," Stats, MDPI, vol. 4(2), pages 1-11, May.
    14. Yukun Liu & Guosheng Yin, 2017. "Partitioned log-rank tests for the overall homogeneity of hazard rate functions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(3), pages 400-425, July.
    15. Kaihuan Qian & Xiaohua Zhou, 2022. "Weighted Log-Rank Test for Clinical Trials with Delayed Treatment Effect Based on a Novel Hazard Function Family," Mathematics, MDPI, vol. 10(15), pages 1-22, July.
    16. Majid Asadi & Karthik Devarajan & Nader Ebrahimi & Ehsan Soofi & Lauren Spirko‐Burns, 2022. "Elaboration Models with Symmetric Information Divergence," International Statistical Review, International Statistical Institute, vol. 90(3), pages 499-524, December.

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