Skip to main content

Advertisement

Log in

On proportional hazards assumption under the random effects models

  • Published:
Lifetime Data Analysis Aims and scope Submit manuscript

Abstract

The proportional hazards mixed-effects model (PHMM) was proposed to handle dependent survival data. Motivated by its application in genetic epidemiology, we study the interpretation of its parameter estimates under violations of the proportional hazards assumption. The estimated fixed effect turns out to be an averaged regression effect over time, while the estimated variance component could be unaffected, inflated or attenuated depending on whether the random effect is on the baseline hazard, and whether the non-proportional regression effect decreases or increases over time. Using the conditional distribution of the covariates we define the standardized covariate residuals, which can be used to check the proportional hazards assumption. The model checking technique is illustrated on a multi-center lung cancer trial.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Chang IS and Hsiung CA (1996). An efficient estimator for proportional hazards models with frailties. Scand J Stat 23: 13–26

    MATH  MathSciNet  Google Scholar 

  • Chang IS, Hsiung CA, Wang MC and Wen CC (2005). An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model. Bernoulli 11: 863–892

    Article  MATH  MathSciNet  Google Scholar 

  • Cox DR (1972). Regression models and life tables (with discussion). J R Stat Soc, Ser B 34: 187–220

    MATH  Google Scholar 

  • Cox DR (1975). Partial likelihood. Biometrika 62: 269–276

    Article  MATH  MathSciNet  Google Scholar 

  • Economou P and Caroni C (2005). Graphical tests for the assumption of gamma and inverse Gaussian frailty distribution. Lifetime Data Anal 11: 565–582

    Article  MATH  MathSciNet  Google Scholar 

  • Gail MH, Wieand S and Piantadosi S (1984). Biased estimates of treatment effect in randomized experiments with nonlinear regressions and omitted covariates. Biometrika 71: 431–444

    Article  MATH  MathSciNet  Google Scholar 

  • Glidden DV (1999). Checking the adequacy of the gamma frailty model for multivariate failure time. Biometrika 86: 381–393

    Article  MATH  MathSciNet  Google Scholar 

  • Glidden DV and Vittinghoff E (2004). Modelling clustered survival data from multicenter clinical trials. Stat Med 23: 369–388

    Article  Google Scholar 

  • Gray R (1995). Test for variation over groups in survival data. J Am Stat Assoc 90: 198–203

    Article  MATH  Google Scholar 

  • Heagerty PJ and Zheng Y (2005). Survival model predictive accuracy and ROC curves. Biometrics 61: 92–105

    Article  MATH  MathSciNet  Google Scholar 

  • Hougaard P (2000) Analysis of multivariate survival Data. Springer-Verlag

  • Jiang J (1998). Asymptotic properties of the empirical BLUP and BLUE in mixed linear models. Stat Sin 8: 861–886

    MATH  Google Scholar 

  • Kosorok MR, Lee BL, Fine JP (2001) Semiparametric inference for proportional hazards frailty regression models. Technical report, Department of Biostatistics, University of Wisconsin.

  • Kosorok MR, Lee BL and Fine JP (2004). Robust inference for proportional hazards univariate frailty regression models. Ann Statist 32: 1448–1491

    Article  MATH  MathSciNet  Google Scholar 

  • Lagakos SW and Schoenfeld DA (1984). Properties of proportional-hazards score tests under misspecified regression models. Biometrics 40: 1037–1048

    Article  MATH  MathSciNet  Google Scholar 

  • Lancaster T and Nickell S (1980). The analysis of re-employment probabilities for the unemployed. J R Stat Soc, Ser A 143(2): 141–165

    Article  MATH  Google Scholar 

  • Li H, Thompson EA and Wijsman EM (1998). Semiparametric estimation of major gene effects for age of onset. Gen Epidemiol 15: 279–298

    Article  Google Scholar 

  • Liu I, Blacker DL, Xu R, Fitzmaurice G, Lyons MJ and Tsuang MT (2004). Genetic and environmental contributions to the development of alcohol dependence in male twins. Archives of General Psychiatry 61: 897–903

    Article  Google Scholar 

  • Liu I, Blacker DL, Xu R, Fitzmaurice G, Tsuang MT and Lyons MJ (2004). Genetic and environmental contributions to age of onset of alcohol dependence symptoms in male twins. Addiction 99(11): 1403–1409

    Article  Google Scholar 

  • Liu I, Xu R, Blacker DL, Fitzmaurice G, Lyons MJ and Tsuang MT (2005). The application of a proportional hazards model with random effects to twin data. Beha Gen 190(2): 781–789

    Article  Google Scholar 

  • Ma R, Krewski D and Burnett RT (2003). Random effects Cox model: a Poisson modelling approach. Biometrika 90: 157–169

    Article  MATH  MathSciNet  Google Scholar 

  • Murphy S (1994). Consistency in a proportional hazards model incorporating a random effect. Ann Stat 22: 712–731

    MATH  MathSciNet  Google Scholar 

  • Murphy S (1995). Asymptotic theory for the frailty model. Ann of Stat 23: 182–198

    MATH  MathSciNet  Google Scholar 

  • Murphy S and Vaart A (2000). On profile likelihood. J Am Stat Asso 95: 449–485

    Article  MATH  Google Scholar 

  • Murray DM, Varnell SP and Blitstein JL (2004). Design and analysis of group-randomized trials: a review of recent methodological developments. A J Public Health 94: 423–432

    Google Scholar 

  • O’Quigley J (2003). Khmaladze-type graphical evaluation of the proportional hazards assumption. Biometrika 90: 577–584

    Article  MathSciNet  Google Scholar 

  • O’Quigley J and Stare J (2002). Proportional hazards models with frailties and random effects. Stat Med 21: 3219–3233

    Article  Google Scholar 

  • O’Quigley J, Xu R (1998) Goodness-of-fit in survival analysis. In: Armitage P, Colton T (eds) Encyclopedia of Biostatistics, vol 2. Wiley, pp 1731–1745

  • O’Quigley J and Xu R (2001). Explained variation in proportional hazards regression. In: Crowley, J (eds) Handbook of Statistics in Clinical Oncology, pp 397–410. Marcel Dekker, Inc., New York

    Google Scholar 

  • Parner E (1998). Asymptotic theory for the correlated gamma-frailty model. The Annals of Statistics 26: 183–214

    Article  MATH  MathSciNet  Google Scholar 

  • Paik MC, Tsai WY and Ottman R (1994). Multivariate survival analysis using piecewise gamma frailty. Biometrics 50: 975–988

    Article  MATH  Google Scholar 

  • Ripatti S, Gatz M, Pedersen NL and Palmgren J (2003). Three-state frailty model for age at onset of dementia and death in Swedish twins. Gen Epidemiol 24: 139–149

    Article  Google Scholar 

  • Ripatti S, Larsen K and Palmgren J (2002). Maximum likelihood inference for multivariate frailty models using an automated Monte Carlo EM algorithm. Lifetime Data Anal 8: 349–360

    Article  MATH  MathSciNet  Google Scholar 

  • Ripatti S and Palmgren J (2000). Estimation of multivariate frailty models using penalized partial likelihood. Biometrics 56: 1016–1022

    Article  MATH  MathSciNet  Google Scholar 

  • Shorack GR and Wellner JA (1986). Empirical Processes with Applications to Statistics. Wiley, New York

    Google Scholar 

  • Solomon PJ (1984). Effect of misspecification of regression models in the analysis of survival data. Biometrika 71: 291–298

    Article  MATH  MathSciNet  Google Scholar 

  • Spiekerman CF and Lin DY (1996). Checking the marginal Cox model for correlated failure time data. Biometrika 83: 143–156

    Article  MATH  MathSciNet  Google Scholar 

  • Struthers CA and Kalbfleisch JD (1986). Misspecified proportional hazard models. Biometrika 73: 363–369

    Article  MATH  MathSciNet  Google Scholar 

  • Sylvester R, Collette L, Suciu S, Baron B, Legrand C, Gorlia T, Collins G, Coens C, Declerck L, Therasse P and Glabbeke M (2002). Statistical methodology of phase III cancer clinical trials: advances and future perspectives. Eur J Cancer 38: S162–S168

    Article  Google Scholar 

  • Vaida F and Xu R (2000). Proportional hazards model with random effects. Stat Med 19: 3309–3324

    Article  Google Scholar 

  • Viswanathan B and Manatunga AK (2001). Diagnostic plots for assessing the frailty distribution in multivariate survival data. Lifetime Data Anal 7: 143–155

    Article  MATH  MathSciNet  Google Scholar 

  • Xu R (2004). Proportional hazards model with mixed effects: a review with applications to twin data. Metodoloski Zvezki: J Stat Soc Slovenia 1(1): 205–212

    Google Scholar 

  • Xu R, Gamst A, Donohue M, Vaida F, Harrington DP (2006) Using profile likelihood for semiparametric model selection with application to proportional hazards mixed models. Harvard University Biostatistics Working Paper Series. http://www.bepress.com/harvardbiostat/paper43.

  • Xu R and Harrington DP (2001). A semiparametric estimate of treatment effects with censored data.. Biometrics 57: 875–885

    Article  MathSciNet  Google Scholar 

  • Xu R and O’Quigley J (2000). Estimating average regression effect under non-proportional hazards. Biostatistics 1: 423–439

    Article  MATH  Google Scholar 

  • Xu R and O’Quigley J (2000). Proportional hazards estimate of the conditional survival function. J R Stat Soc Ser B 62: 667–680

    Article  MATH  MathSciNet  Google Scholar 

  • Yau KKW (2001). Multilevel models for survival analysis with random effects. Biometrics 57: 96–102

    Article  MathSciNet  Google Scholar 

  • Yau KKW and McGilchrist CA (1998). ML and REML estimation in survival analysis with time dependent correlated frailty. Stat in Med 17: 1201–1214

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ronghui Xu.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xu, R., Gamst, A. On proportional hazards assumption under the random effects models. Lifetime Data Anal 13, 317–332 (2007). https://doi.org/10.1007/s10985-007-9041-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10985-007-9041-5

Keywords

Navigation