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Testing for decreasing heterogeneity in a new time-varying frailty model

Author

Listed:
  • Marco Munda

    (Université catholique de Louvain)

  • Catherine Legrand

    (Université catholique de Louvain)

  • Luc Duchateau

    (Faculty of Veterinary Medicine Ghent University)

  • Paul Janssen

    (Hasselt University)

Abstract

Frailty models adjust for between-cluster variability in survival data by including a cluster-specific random factor, the frailty term, in the Cox model. The frailty term is assumed to be constant over time. This assumption is questionable in some particular settings, e.g., in cancer clinical trials on chronic myeloid leukaemia. We therefore relax the time-constant heterogeneity assumption and consider frailty models with a time-varying frailty term. Instead of working with hazard models, we rather model the log cumulative hazard function, making use of the mixed model framework, and introduce a time-varying random effect at that level. Simulations demonstrate that the proposed method has acceptable size and power to detect time-dependent clustering. The method is applied to data from a large-scale multicentre clinical trial in patients with chronic myeloid leukaemia.

Suggested Citation

  • Marco Munda & Catherine Legrand & Luc Duchateau & Paul Janssen, 2016. "Testing for decreasing heterogeneity in a new time-varying frailty model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 591-606, December.
    • Handle: RePEc:spr:testjl:v:25:y:2016:i:4:d:10.1007_s11749-015-0468-9
    DOI: 10.1007/s11749-015-0468-9
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    References listed on IDEAS

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    1. Teodorescu, B. & Van Keilegom, I., 2010. "A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring," LIDAM Reprints ISBA 2010019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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    4. Bianca Teodorescu & Ingrid Keilegom & Ricardo Cao, 2010. "Generalized time-dependent conditional linear models under left truncation and right censoring," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 465-485, June.
    5. Teodorescu, B. & Van Keilegom, I. & Cao, R., 2010. "Generalized time-dependent conditional linear models under left truncation and right censoring," LIDAM Reprints ISBA 2010014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    6. Gerda Claeskens & Rosemary Nguti & Paul Janssen, 2008. "One-sided tests in shared frailty models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 69-82, May.
    7. Goele Massonnet & Paul Janssen & Tomasz Burzykowski, 2008. "Fitting Conditional Survival Models to Meta‐Analytic Data by Using a Transformation Toward Mixed‐Effects Models," Biometrics, The International Biometric Society, vol. 64(3), pages 834-842, September.
    8. Michael L. Pennell & David B. Dunson, 2006. "Bayesian Semiparametric Dynamic Frailty Models for Multiple Event Time Data," Biometrics, The International Biometric Society, vol. 62(4), pages 1044-1052, December.
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