The hazard function plays a central role in survival analysis. In a homogeneous population, the distribution of the time to event, described by the hazard, is the same for each individual. Heterogeneity in the distributions can be accounted for by including covariates in a model for the hazard, for instance a proportional hazards model. In this model, individuals with the same value of the covariates will have the same distribution. It is natural to think that not all covariates that are thought to influence the distribution of the survival outcome are included in the model. This implies that there is unobserved heterogeneity; individuals with the same value of the covariates may have different distributions. One way of accounting for this unobserved heterogeneity is to include random effects in the model. In the context of hazard models for time to event outcomes, such random effects are called frailties, and the resulting models are called frailty models. In this tutorial, we study frailty models for survival outcomes. We illustrate how frailties induce selection of healthier individuals among survivors, and show how shared frailties can be used to model positively dependent survival outcomes in clustered data. The Laplace transform of the frailty distribution plays a central role in relating the hazards, conditional on the frailty, to hazards and survival functions observed in a population. Available software, mainly in R, will be discussed, and the use of frailty models is illustrated in two different applications, one on center effects and the other on recurrent events.
In many healthcare settings, benchmarking for complex procedures has become a mandatory requirement by competent authorities, regulators, payers and patients to assure clinical performance, cost-effectiveness and safe care of patients. In several countries inside and outside Europe, benchmarking systems have been established for haematopoietic stem cell transplantation (HSCT), but access is not universal. As benchmarking is now integrated into the FACT-JACIE standards, the EBMT and JACIE established a Clinical Outcomes Group (COG) to develop and introduce a universal system accessible across EBMT members. Established systems from seven European countries (United Kingdom,
When analyzing correlated time to event data, shared frailty (random effect) models are particularly attractive. However, the estimation of such models has proved challenging. In semiparametric models, this is further complicated by the presence of the nonparametric baseline hazard. Although recent years have seen an increased availability of software for fitting frailty models, most software packages focus either on a small number of distributions of the random effect, or support only on a few data scenarios. frailtyEM is an R package that provides maximum likelihood estimation of semiparametric shared frailty models using the expectation-maximization algorithm. The implementation is consistent across several scenarios, including possibly left truncated clustered failures and recurrent events in both calendar time and gap time formulation. A large number of frailty distributions belonging to the power variance function family are supported. Several methods facilitate access to predicted survival and cumulative hazard curves, both for an individual and on a population level. An extensive number of summary measures and statistical tests are also provided.
Multivariate survival data are frequently encountered in biomedical applications in the form of clustered failures (or recurrent events data). A popular way of analyzing such data is by using shared frailty models, which assume that the proportional hazards assumption holds conditional on an unobserved cluster‐specific random effect. Such models are often incorporated in more complicated joint models in survival analysis.
If the random effect distribution has finite expectation, then the conditional proportional hazards assumption does not carry over to the marginal models. It has been shown that, for univariate data, this makes it impossible to distinguish between the presence of unobserved heterogeneity (eg, due to missing covariates) and marginal nonproportional hazards. We show that time‐dependent covariate effects may falsely appear as evidence in favor of a frailty model also in the case of clustered failures or recurrent events data, when the cluster size or number of recurrent events is small. When true unobserved heterogeneity is present, the presence of nonproportional hazards leads to overestimating the frailty effect. We show that this phenomenon is somewhat mitigated as the cluster size grows.
We carry out a simulation study to assess the behavior of test statistics and estimators for frailty models in such contexts. The gamma, inverse Gaussian, and positive stable shared frailty models are contrasted using a novel software implementation for estimating semiparametric shared frailty models. Two main questions are addressed in the contexts of clustered failures and recurrent events: whether covariates with a time‐dependent effect may appear as indication of unobserved heterogeneity and whether the additional presence of unobserved heterogeneity can be detected in this case. Finally, the practical implications are illustrated in a real‐world data analysis example.
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