Reduced-rank proportional hazards regression and simulation-based prediction for multi-state models

Statistics in Medicine
Marta FioccoHans C van Houwelingen

Abstract

In this paper we address two issues arising in multi-state models with covariates. The first issue deals with how to obtain parsimony in the modeling of the effect of covariates. The standard way of incorporating covariates in multi-state models is by considering the transitions as separate building blocks, and modeling the effect of covariates for each transition separately, usually through a proportional hazards model for the transition hazard. This typically leads to a large number of regression coefficients to be estimated, and there is a real danger of over-fitting, especially when transitions with few events are present. We extend the reduced-rank ideas, proposed earlier in the context of competing risks, to multi-state models, in order to deal with this issue. The second issue addressed in this paper was motivated by the wish to obtain standard errors of the regression coefficients of the reduced-rank model. We propose a model-based resampling technique, based on repeatedly sampling trajectories through the multi-state model. The same ideas are also used for the estimation of prediction probabilities in general multi-state models and associated standard errors. We use data from the European Group for Blood and Marrow Tra...Continue Reading

References

Jun 15, 2001·Statistics in Medicine·N KeidingM M Horowitz
Apr 16, 2005·Biostatistics·M FioccoJ C Van Houwelingen
Jul 19, 2006·Biometrical Journal. Biometrische Zeitschrift·Hein PutterCornelis J H van de Velde
Oct 13, 2006·Statistics in Medicine·H PutterR B Geskus

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Citations

Sep 19, 2015·Statistics in Medicine·Federico RotoloCatherine Legrand
Mar 17, 2010·Computer Methods and Programs in Biomedicine·Liesbeth C de WreedeHein Putter
Oct 23, 2012·Statistics in Medicine·M A NicolaieH Putter
Feb 11, 2011·Biometrics·Andrew C Titman
Feb 19, 2010·Biometrical Journal. Biometrische Zeitschrift·Hein PutterTheo Stijnen
Jan 26, 2010·Statistics in Medicine·M A NicolaieH Putter
Dec 4, 2014·Annals of Hematology·Michael LausekerUNKNOWN German CML Study Group
Apr 16, 2015·PloS One·Christine EulenburgKarl Wegscheider
Feb 17, 2018·Biometrics·Tobias BluhmkiJan Beyersmann
Jun 5, 2019·Statistics in Medicine·Tobias BluhmkiUNKNOWN COMBACTE-MAGNET consortium
Sep 29, 2019·Statistical Methods in Medical Research·Diego I GallardoMário de Castro
Jul 8, 2020·Statistical Methods in Medical Research·Dominic EdelmannJelle Goeman
Jul 22, 2017·BMC Medical Research Methodology·Maja von CubeMartin Wolkewitz
Feb 9, 2021·Statistics in Medicine·Caroline E WeibullMichael J Crowther
Jan 13, 2021·BMC Medical Research Methodology·Micki HillMichael J Crowther
May 20, 2021·BMC Health Services Research·Mieke DeschepperStijn Vansteelandt
Jun 15, 2021·Statistics in Medicine·Krithika SureshAlexander Tsodikov
Sep 29, 2021·Statistics in Medicine·Yolanda M GómezVinicius F Calsavara
May 21, 2019·Value in Health : the Journal of the International Society for Pharmacoeconomics and Outcomes Research·Devin IncertiJeroen P Jansen

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