Multiple imputation in Cox regression when there are time-varying effects of covariates

Statistics in Medicine
Ruth H Keogh, Tim P Morris

Abstract

In Cox regression, it is important to test the proportional hazards assumption and sometimes of interest in itself to study time-varying effects (TVEs) of covariates. TVEs can be investigated with log hazard ratios modelled as a function of time. Missing data on covariates are common and multiple imputation is a popular approach to handling this to avoid the potential bias and efficiency loss resulting from a "complete-case" analysis. Two multiple imputation methods have been proposed for when the substantive model is a Cox proportional hazards regression: an approximate method (Imputing missing covariate values for the Cox model in Statistics in Medicine (2009) by White and Royston) and a substantive-model-compatible method (Multiple imputation of covariates by fully conditional specification: accommodating the substantive model in Statistical Methods in Medical Research (2015) by Bartlett et al). At present, neither accommodates TVEs of covariates. We extend them to do so for a general form for the TVEs and give specific details for TVEs modelled using restricted cubic splines. Simulation studies assess the performance of the methods under several underlying shapes for TVEs. Our proposed methods give approximately unbiased TV...Continue Reading

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Citations

Mar 15, 2019·Biometrical Journal. Biometrische Zeitschrift·Matteo Quartagno, James R Carpenter
Jan 18, 2019·Statistics in Medicine·Tim P MorrisMichael J Crowther
Sep 2, 2020·Therapeutic Innovation & Regulatory Science·Yiming ChenNorman Stockbridge
Jul 17, 2019·Pharmaceutical Statistics·Andrew AtkinsonJames R Carpenter
May 26, 2020·Clinical Infectious Diseases : an Official Publication of the Infectious Diseases Society of America·Andrew AtkinsonUNKNOWN Opportunistic Infections Project Working Group of the Collaboration of Observational HIV Epidemiological Research Europe (CO
Feb 25, 2021·Biometrical Journal. Biometrische Zeitschrift·James R Carpenter, Melanie Smuk

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Software Mentioned

MTVE
Approx
coxph
SAS
SMC
R
Stata
‐ Approx
TVE
smcfcs

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