Partitioned GMM Marginal Model for Time Dependent Covariates: Applications to Survey Data

Author(s):  
Elsa Vazquez Arreola ◽  
Jeffrey R. Wilson
2020 ◽  
Vol 0 (0) ◽  
Author(s):  
I-Chen Chen ◽  
Philip M. Westgate

AbstractWhen observations are correlated, modeling the within-subject correlation structure using quantile regression for longitudinal data can be difficult unless a working independence structure is utilized. Although this approach ensures consistent estimators of the regression coefficients, it may result in less efficient regression parameter estimation when data are highly correlated. Therefore, several marginal quantile regression methods have been proposed to improve parameter estimation. In a longitudinal study some of the covariates may change their values over time, and the topic of time-dependent covariate has not been explored in the marginal quantile literature. As a result, we propose an approach for marginal quantile regression in the presence of time-dependent covariates, which includes a strategy to select a working type of time-dependency. In this manuscript, we demonstrate that our proposed method has the potential to improve power relative to the independence estimating equations approach due to the reduction of mean squared error.


2012 ◽  
Vol 31 (10) ◽  
pp. 931-948 ◽  
Author(s):  
Matthew W. Guerra ◽  
Justine Shults ◽  
Jay Amsterdam ◽  
Thomas Ten-Have

2005 ◽  
Vol 88 (10) ◽  
pp. 3655-3662 ◽  
Author(s):  
O. González-Recio ◽  
Y.M. Chang ◽  
D. Gianola ◽  
K.A. Weigel

Author(s):  
Joe Hollinghurst ◽  
Alan Watkins

IntroductionThe electronic Frailty Index (eFI) and the Hospital Frailty Risk Score (HFRS) have been developed in primary and secondary care respectively. Objectives and ApproachOur objective was to investigate how frailty progresses over time, and to include the progression of frailty in a survival analysis.To do this, we performed a retrospective cohort study using linked data from the Secure Anonymised Information Linkage Databank, comprising 445,771 people aged 65-95 living in Wales (United Kingdom) on 1st January 2010. We calculated frailty, using both the eFI and HFRS, for individuals at quarterly intervals for 8 years with a total of 11,702,242 observations. ResultsWe created a transition matrix for frailty states determined by the eFI (states: fit, mild, moderate, severe) and HFRS (states: no score, low, intermediate, high), with death as an absorbing state. The matrix revealed that frailty progressed over time, but that on a quarterly basis it was most likely that an individual remained in the same state. We calculated Hazard Ratios (HRs) using time dependent Cox models for mortality, with adjustments for age, gender and deprivation. Independent eFI and HFRS models showed increased risk of mortality as frailty severity increased. A combined eFI and HFRS revealed the highest risk was primarily determined by the HFRS and revealed further subgroups of individuals at increased risk of an adverse outcome. For example, the HRs (95% Confidence Interval) for individuals with an eFI as fit, mild, moderate and severe with a high HFRS were 18.11 [17.25,19.02], 20.58 [19.93,21.24], 21.45 [20.85,22.07] and 23.04 [22.34,23.76] respectively with eFI fit and no HFRS score as the reference category. ConclusionFrailty was found to vary over time, with progression likely in the 8-year time-frame analysed. We refined HR estimates of the eFI and HFRS for mortality by including time dependent covariates.


2013 ◽  
Vol 1 (2) ◽  
pp. 235-254 ◽  
Author(s):  
Jordan C. Brooks ◽  
Mark J. van der Laan ◽  
Daniel E. Singer ◽  
Alan S. Go

AbstractCausal effects in right-censored survival data can be formally defined as the difference in the marginal cumulative event probabilities under particular interventions. Conventional estimators, such as the Kaplan-Meier (KM), fail to consistently estimate these marginal parameters under dependent treatment assignment or dependent censoring. Several modern estimators have been developed that reduce bias under both dependent treatment assignment and dependent censoring by incorporating information from baseline and time-dependent covariates. In the present article we describe a recently developed targeted minimum loss-based estimation (TMLE) algorithm for general longitudinal data structures and present in detail its application in right-censored survival data with time-dependent covariates. The treatment-specific marginal cumulative event probability is defined via a series of iterated conditional expectations in a time-dependent counting process framework. The TMLE involves an initial estimator of each conditional expectation and sequentially updates these such that the resulting estimator solves the efficient influence curve estimating equation in the nonparametric statistical model. We describe the assumptions required for consistent estimation of statistical parameters and additional assumptions required for consistent estimation of the causal effect parameter. Using simulated right-censored survival data, the mean squared error, bias, and 95% confidence interval coverage probability of the TMLE is compared with those of the conventional KM and the inverse probability of censoring weight estimating equation, conventional maximum likelihood substitution estimator, and the double robustaugmented inverse probability of censoring weighted estimating equation. We conclude the article with estimation of the causal effect of warfarin medical therapy on the probability of “stroke or death” within a 1-year time frame using data from the ATRIA-1 observational cohort of persons with atrial fibrillation. Our results suggest that a fixed policy of warfarin treatment for all patients would result in 2% fewer deaths or strokes within 1-year as compared with a policy of withholding warfarin from all patients.


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