tranSurv:Transformation Model Based Survival Curve Estimation with Dependent Left Truncation

Description

A package that estimates survival curve under a dependent truncation and independent right censoring via a structural transformation method. The package also includes hypothesis test of quasi-independence based on the conditional Kendall's tau of Martin and Betensky (2005) and two versions of the inverse probability weighted Kendall's tau of Austin and Betensky (2014).

Author(s)

Maintainer: Sy Han (Steven) Chiou schiou@smu.edu

Authors:

• Jing Qian qian@schoolph.umass.edu

References

Martin E. and Betensky R. A. (2005), Testing quasi-independence of failure and truncation times via conditional Kendall's tau, Journal of the American Statistical Association, 100 (470): 484-492.

Austin, M. D. and Betensky R. A. (2014), Eliminating bias due to censoring in Kendall's tau estimators for quasi-independence of truncation and failure, Computational Statistics & Data Analysis, 73: 16-26.

Chiou, S., Austin, M., Qian, J. and Betensky R. A. (2016), Transformation model estimation of survival under dependent truncation and independent censoring, Statistical Methods in Medical Research, 28 (12): 3785-3798.

See Also

Useful links:

• https://github.com/stc04003/tranSurv

• Report bugs at https://github.com/stc04003/tranSurv/issues

This is the Surv function imported from survival

Description

This function is imported from the survival package, used to create survival objects to be fitted with trReg() and trSurvfit. See Surv for the documentation on Surv.

Value

a Surv object representing left-truncated and right-censored data, as defined in the 'survival' package.

Conditional Kendall's tau

Description

Computes the conditional Kendall's tau and inference

Usage

cKendall(
  trun,
  obs,
  delta = NULL,
  method = "MB",
  weights = NULL,
  a = 0,
  trans = "linear",
  ...
)

Arguments

Details

This function performs statistical test for quasi-independence between truncation time and failure time. The hypothesis test is based on the conditional Kendall's tau of Martin and Betensky (2005) and the two versions of the inverse probability weighted Kendall's tau of Austin and Betensky (2014).

The output contains the following components:

PE

consistent point estimate of the conditional Kendall's tau.

SE

asymptotic standard error of the conditional Kendall's tau estimator.

STAT

the value of the normal test statistic.

p.value

the (Wald) p-value of the test.

trans

the transformation model (if applied).

a

the estimated transformation parameter.

Value

A numeric value representing the unconditional Kendall's tau.

References

Martin E. and Betensky R. A. (2005), Testing quasi-independence of failure and truncation times via conditional Kendall's tau, Journal of the American Statistical Association, 100 (470): 484-492.

Austin, M. D. and Betensky R. A. (2014), Eliminating bias due to censoring in Kendall's tau estimators for quasi-independence of truncation and failure, Computational Statistics & Data Analysis, 73: 16-26.

See Also

trSurvfit

Examples

data(channing, package = "boot")
chan <- subset(channing, sex == "Male" & entry < exit)
attach(chan)
cKendall(entry, exit, cens)
cKendall(entry, exit, cens, method = "IPW1")
cKendall(entry, exit, cens, method = "IPW2")
detach(chan)

Goodness of fit based on left-truncated regression model

Description

Provide goodness-of-fit diagnostics for the transformation model.

Usage

gof(x, B = 200, P = 1)

Arguments

Details

The goodness of fit assessment of the transformation model focus on the structure of the transformation model, which has the form:

h(U) = (1 + a)^{-1} \times (h(T) + ah(X)),

where T is the truncation time, X is the observed failure time, U is the transformed truncation time that is quasi-independent from X and h(\cdot) is a monotonic transformation function. With the condition, T < X, assumed to be satisfied, the structure of the transformation model implies

X - T = -(1 + a) E(U) + (1 + a) X - (1 + a) \times [U - E(U)] := \beta_0 + \beta_1X + \epsilon.

The regression estimates can be obtained by the left-truncated regression model (Karlsson and Lindmark, 2014). To evaluate the goodness of fit of the transformation model, the gof() function directly test the linearity in X by considering larger model that are nonlinear in X. In particular, we expand the covariates X to P piecewise linearity terms and test for equality of the associated coefficients.

Value

A list containing the following elements

coefficients

the regression coefficients of the left-truncated regression model.

pval

the p-value for the equality of the piecewise linearity terms in the expanded model. See Details.

input

the class of the inputted object, x.

dat.gof

a data frame used in fitting the inputted model x.

References

Karlsson, M., Lindmark, A. (2014) truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models, Journal of Statistical Software, 57 (14), pp 1–19.

Examples

data(channing, package = "boot")
chan <- subset(channing, entry < exit)
fit <- trReg(Surv(entry, exit, cens) ~ sex, data = chan)
gof(fit, B = 10)

Kendall's tau

Description

Computes the unconditional Kendall's tau

Usage

kendall(x, y = NULL)

Arguments

Details

This function computes the unconditional Kendall's tau (the Kendall rank correlation coefficient) for two variables. The returned value is equivalent to that from cor with method = "kendall", but kendall is implemented in C.

Value

The output is a numeric value for the unconditional Kendall's tau.

A numeric value representing the unconditional Kendall's tau.

References

Kendall, M. G. (1938), A new measure of rank correlation, Biometrika, 81–93.

See Also

cor

Examples

library(MASS)
set.seed(1)
dat <- mvrnorm(5000, c(0, 0), matrix(c(1, .5, .5, 1), 2))
## True kendall's tau is 2 * asin(.5) / pi
system.time(print(kendall(dat)))
system.time(print(cor(dat, method = "kendall")))

Plot the survival estimation based on the structural transformation model

Description

Plot the survival estimation for an trSurvfit/trReg object.

Usage

## S3 method for class 'trSurvfit'
plot(x, ...)

Arguments

Value

A ggplot object.

Examples

data(channing, package = "boot")
chan <- subset(channing, entry < exit)

plot(trReg(Surv(entry, exit, cens) ~ 1, data = chan))

Product-Moment Correlation Coefficient

Description

pmcc computes the conditional product-moment correlation coefficient proposed by Chen et al. (1996). The conditional product-moment correlation coefficient uses only the uncensored events.

Usage

pmcc(trun, obs, a = 0, trans = "linear")

Arguments

Value

A numeric value representing the product-moment correlation coefficient.

#' @seealso trSurvfit

Examples

data(channing, package = "boot")
chan <- subset(channing, sex == "Male" & entry < exit & cens == 1)
with(chan, pmcc(entry, exit)) ## cannot handle right censored data

Fitting regression model via structural transformation model

Description

trReg fits transformation model under dependent truncation and independent censoring via a structural transformation model.

Usage

trReg(
  formula,
  data,
  subset,
  tFun = "linear",
  method = c("kendall", "adjust"),
  B = 0,
  control = list()
)

Arguments

Details

The main assumption on the structural transformation model is that it assumes there is a latent, quasi-independent truncation time that is associated with the observed dependent truncation time, the event time, and an unknown dependence parameter through a specified function. The structure of the transformation model is of the form:

h(U) = (1 + a)^{-1} \times (h(T) + ah(X)),

where T is the truncation time, X is the observed failure time, U is the transformed truncation time that is quasi-independent from X and h(\cdot) is a monotonic transformation function. The condition, T < X, is assumed to be satisfied. The quasi-independent truncation time, U, is obtained by inverting the test for quasi-independence by one of the following methods:

method = "kendall"

by minimizing the absolute value of the restricted inverse probability weighted Kendall's tau or maximize the corresponding p-value. This is the same procedure used in the trSUrvfit() function.

method = "adjust"

includes a function of latent truncation time, U, as a covariate. A piece-wise function is constructed based on (Q + 1) indicator functions on whether U falls in the Qth and the (Q+1)th percentile, where Q is the number of cutpoints used. See control for details. The transformation parameter, a, is then chosen to minimize the significance of the coefficient parameter.

Value

A trReg object containing the following components:

PE

A named numeric matrix of point estimates and related statistics (e.g., coefficient, exponentiated coefficient, standard error, z-score, and p-value).

varNames

Character string giving the name(s) of the covariates.

SE

A numeric vector contains the bootstrap standard error.

a

Estimated transformation parameter.

Call

The matched call to the fitting function.

B, Q, P

Model parameters; B is the bootstrap sapmle, Q is the number of cutpoints, and P is the number of break points. See Details.

tFun

A function defining the transformation model.

vNames

Character vector of covariate names.

method

Character string specifying the estimation method (e.g., "kendall" or "adjust").

.data

A data frame used in fitting.

See Also

trSurvfit

Examples

data(channing, package = "boot")
chan <- subset(channing, entry < exit)
trReg(Surv(entry, exit, cens) ~ sex, data = chan)

Auxiliary for Controlling trSurvfit Fitting

Description

Auxiliary function as user interface for trSurvfit fitting.

Usage

trSurv.control(
  interval = c(-1, 20),
  lower = min(interval),
  upper = max(interval)
)

Arguments

Value

A list containing the upper and lower bounds in fitting.

See Also

trSurvfit

Estimating survival curves via structural transformation model

Description

trSurvfit estimates survival curves under dependent truncation and independent censoring via a structural transformation model.

Usage

trSurvfit(
  trun,
  obs,
  delta = NULL,
  tFun = "linear",
  plots = FALSE,
  control = trSurv.control(),
  ...
)

Arguments

Details

A structural transformation model assumes there is a latent, quasi-independent truncation time that is associated with the observed dependent truncation time, the event time, and an unknown dependence parameter through a specified funciton. The dependence parameter is chosen to either minimize the absolute value of the restricted inverse probability weighted Kendall's tau or maximize the corresponding p-value. The marginal distribution for the truncation time and the event time are completely left unspecified.

The structure of the transformation model is of the form:

h(U) = (1 + a)^{-1} \times (h(T) + ah(X)),

where T is the truncation time, X is the observed failure time, U is the transformed truncation time that is quasi-independent from X and h(\cdot) is a monotonic transformation function. The condition, T < X, is assumed to be satisfied. The quasi-independent truncation time, U, is obtained by inverting the test for quasi-independence by either minimizing the absolute value of the restricted inverse probability weighted Kendall's tau or maximize the corresponding p-value.

At the current version, three transformation structures can be specified. trans = "linear" corresponds to

h(X) = 1;

trans = "log" corresponds to

h(X) = log(X);

trans = "exp" corresponds to

h(X) = exp(X).

Value

The output contains the following components:

surv

is a data.frame contains the survival probabilities estimates.

byTau

a list contains the estimator of transformation parameter:

par

is the best set of transformation parameter found;

obj

is the value of the inverse probability weighted Kendall's tau corresponding to 'par'.

byP

a list contains the estimator of transformation parameter:

par

is the best set of transformation parameter found;

obj

is the value of the inverse probability weighted Kendall's tau corresponding to 'par'.

qind

a data frame consists of two quasi-independent variables:

trun

is the transformed truncation time;

obs

is the corresponding uncensored failure time.

References

Martin E. and Betensky R. A. (2005), Testing quasi-independence of failure and truncation times via conditional Kendall's tau, Journal of the American Statistical Association, 100 (470): 484-492.

Austin, M. D. and Betensky R. A. (2014), Eliminating bias due to censoring in Kendall's tau estimators for quasi-independence of truncation and failure, Computational Statistics & Data Analysis, 73: 16-26.

Chiou, S., Austin, M., Qian, J. and Betensky R. A. (2018), Transformation model estimation of survival under dependent truncation and independent censoring, Statistical Methods in Medical Research, 28 (12): 3785-3798.

Examples

data(channing, package = "boot")
chan <- subset(channing, sex == "Male" & entry < exit)

## No display
(fit <- with(chan, trSurvfit(entry, exit, cens)))

## With diagnostic plots and the survival estimate
with(chan, trSurvfit(entry, exit, cens, plots = TRUE))

## Plots survival estimate

plot(fit)

Weighted conditional Kendall's tau

Description

This is function computes the perturbed version of the conditional Kendall's tau.

Usage

wKendall(trun, obs, delta = NULL, weights = NULL)

Arguments

Value

A numeric value representing the weighted conditional Kendall's tau.

Examples

data(channing, package = "boot")
chan <- subset(channing, sex == "Male" & entry < exit)
## When weights is not specified, this function reduces to condKendall()
with(chan, wKendall(entry, exit, cens))
mean(replicate(1000, with(chan, wKendall(entry, exit, cens, rexp(nrow(chan))))))