A dependent Dirichlet process model for survival data with competing risks

• Published in: Lifetime data analysis Vol. 27; no. 1; pp. 156 - 176
• Main Authors: Shi, Yushu, Laud, Purushottam, Neuner, Joan
• Format: Journal Article
• Language: English
• Published: New York Springer US 2021; Springer Nature B.V
• Subjects: Bayesian analysis; Breast cancer; Dirichlet problem; Economics; Finance; Hazards; Health Sciences; Insurance; Management; Mathematics and Statistics; Medicine; Nonparametric statistics; Operations Research/Decision Theory; Quality Control; Regression models; Reliability; Safety and Risk; Statistics; Statistics for Business; Statistics for Life Sciences; Survival; Survival analysis; Survival analysis; Competing risks; Time-dependent covariate; Nonparametric Bayesian model
• ISSN: 1380-7870; 1572-9249
• DOI: 10.1007/s10985-020-09506-0

In this paper, we first propose a dependent Dirichlet process (DDP) model using a mixture of Weibull models with each mixture component resembling a Cox model for survival data. We then build a Dirichlet process mixture model for competing risks data without regression covariates. Next we extend this model to a DDP model for competing risks regression data by using a multiplicative covariate effect on subdistribution hazards in the mixture components. Though built on proportional hazards (or subdistribution hazards) models, the proposed nonparametric Bayesian regression models do not require the assumption of constant hazard (or subdistribution hazard) ratio. An external time-dependent covariate is also considered in the survival model. After describing the model, we discuss how both cause-specific and subdistribution hazard ratios can be estimated from the same nonparametric Bayesian model for competing risks regression. For use with the regression models proposed, we introduce an omnibus prior that is suitable when little external information is available about covariate effects. Finally we compare the models’ performance with existing methods through simulations. We also illustrate the proposed competing risks regression model with data from a breast cancer study. An R package “DPWeibull” implementing all of the proposed methods is available at CRAN.