Estimating and comparing time-dependent areas under receiver operating characteristic curves for censored event times with competing risks

The area under the time‐dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with sub...

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Published inStatistics in medicine Vol. 32; no. 30; pp. 5381 - 5397
Main Authors Blanche, Paul, Dartigues, Jean-François, Jacqmin-Gadda, Hélène
Format Journal Article
LanguageEnglish
Published England Blackwell Publishing Ltd 30.12.2013
Wiley Subscription Services, Inc
Subjects
Online AccessGet full text
ISSN0277-6715
1097-0258
1097-0258
DOI10.1002/sim.5958

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Abstract The area under the time‐dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with subjects who undergo the competing events. In this work, we propose nonparametric inverse probability of censoring weighting estimators of the AUC corresponding to these two definitions, and we study their asymptotic properties. We derive confidence intervals and test statistics for the equality of the AUCs obtained with two markers measured on the same subjects. A simulation study is performed to investigate the finite sample behaviour of the test and the confidence intervals. The method is applied to the French cohort PAQUID to compare the abilities of two psychometric tests to predict dementia onset in the elderly accounting for death without dementia competing risk. The ‘timeROC’ R package is provided to make the methodology easily usable. Copyright © 2013 John Wiley & Sons, Ltd.
AbstractList The area under the time-dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with subjects who undergo the competing events. In this work, we propose nonparametric inverse probability of censoring weighting estimators of the AUC corresponding to these two definitions, and we study their asymptotic properties. We derive confidence intervals and test statistics for the equality of the AUCs obtained with two markers measured on the same subjects. A simulation study is performed to investigate the finite sample behaviour of the test and the confidence intervals. The method is applied to the French cohort PAQUID to compare the abilities of two psychometric tests to predict dementia onset in the elderly accounting for death without dementia competing risk. The "timeROC" R package is provided to make the methodology easily usable. [PUBLICATION ABSTRACT]
The area under the time-dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with subjects who undergo the competing events. In this work, we propose nonparametric inverse probability of censoring weighting estimators of the AUC corresponding to these two definitions, and we study their asymptotic properties. We derive confidence intervals and test statistics for the equality of the AUCs obtained with two markers measured on the same subjects. A simulation study is performed to investigate the finite sample behaviour of the test and the confidence intervals. The method is applied to the French cohort PAQUID to compare the abilities of two psychometric tests to predict dementia onset in the elderly accounting for death without dementia competing risk. The "timeROC" R package is provided to make the methodology easily usable.
The area under the time-dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with subjects who undergo the competing events. In this work, we propose nonparametric inverse probability of censoring weighting estimators of the AUC corresponding to these two definitions, and we study their asymptotic properties. We derive confidence intervals and test statistics for the equality of the AUCs obtained with two markers measured on the same subjects. A simulation study is performed to investigate the finite sample behaviour of the test and the confidence intervals. The method is applied to the French cohort PAQUID to compare the abilities of two psychometric tests to predict dementia onset in the elderly accounting for death without dementia competing risk. The 'timeROC' R package is provided to make the methodology easily usable.The area under the time-dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with subjects who undergo the competing events. In this work, we propose nonparametric inverse probability of censoring weighting estimators of the AUC corresponding to these two definitions, and we study their asymptotic properties. We derive confidence intervals and test statistics for the equality of the AUCs obtained with two markers measured on the same subjects. A simulation study is performed to investigate the finite sample behaviour of the test and the confidence intervals. The method is applied to the French cohort PAQUID to compare the abilities of two psychometric tests to predict dementia onset in the elderly accounting for death without dementia competing risk. The 'timeROC' R package is provided to make the methodology easily usable.
The area under the time‐dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For survival analysis with competing risks, two alternative definitions of the specificity may be proposed depending of the way to deal with subjects who undergo the competing events. In this work, we propose nonparametric inverse probability of censoring weighting estimators of the AUC corresponding to these two definitions, and we study their asymptotic properties. We derive confidence intervals and test statistics for the equality of the AUCs obtained with two markers measured on the same subjects. A simulation study is performed to investigate the finite sample behaviour of the test and the confidence intervals. The method is applied to the French cohort PAQUID to compare the abilities of two psychometric tests to predict dementia onset in the elderly accounting for death without dementia competing risk. The ‘timeROC’ R package is provided to make the methodology easily usable. Copyright © 2013 John Wiley & Sons, Ltd.
Author Dartigues, Jean-François
Jacqmin-Gadda, Hélène
Blanche, Paul
Author_xml – sequence: 1
  givenname: Paul
  surname: Blanche
  fullname: Blanche, Paul
  email: Correspondence to: Paul Blanche, INSERM U897 - Equipe de biostatistique, ISPED, Université Bordeaux Segalen, 146 rue Leo Saignat, 33076 Bordeaux cedex, France., Paul.Blanche@isped.u-bordeaux2.fr
  organization: University Bordeaux, ISPED, Centre INSERM U897-Epidémiologie-Biostatistique, F-33000 Bordeaux, France
– sequence: 2
  givenname: Jean-François
  surname: Dartigues
  fullname: Dartigues, Jean-François
  organization: University Bordeaux, ISPED, Centre INSERM U897-Epidémiologie-Biostatistique, F-33000 Bordeaux, France
– sequence: 3
  givenname: Hélène
  surname: Jacqmin-Gadda
  fullname: Jacqmin-Gadda, Hélène
  organization: University Bordeaux, ISPED, Centre INSERM U897-Epidémiologie-Biostatistique, F-33000 Bordeaux, France
BackLink https://www.ncbi.nlm.nih.gov/pubmed/24027076$$D View this record in MEDLINE/PubMed
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Issue 30
Keywords competing risks
discrimination
survival analysis
prognosis
inverse probability of censoring weighting
AUC
Language English
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Cai T, Pepe MS. Semiparametric receiver operating characteristic analysis to evaluate biomarkers for disease. Journal of the American Statistical Association 2002; 97(460):1099-1107. DOI: 10.1198/016214502388618915.
DeLong ER, DeLong DM, Clarke-Pearson DL. Comparing the areas under two or more correlated receiver operating characteristic curves : a nonparametric approach. Biometrics 1988; 44(3):837-845.
Heagerty P, Lumley T, Pepe M. Time-dependent ROC curves for censored survival data and a diagnostic marker. Biometrics 2000; 56(2):337-344. DOI: 10.1111/j.0006-341X.2000.00337.x.
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Blanche P, Dartigues JF, Jacqmin-Gadda H. Review and comparison of ROC curve estimators for a time-dependent outcome with marker-dependent censoring. Biometrical Journal 2013. DOI: 10.1002/bimj.201200045. in press.
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Van der Laan MJ, Robins JM. Unified Methods for Censored Longitudinal Data and Causality. Springer Verlag: New York, 2003.
Tsiatis AA. Semiparametric Theory and Missing Data. Springer Verlag: New York, 2006.
Folstein MF, Folstein SE, McHugh PR et al. "Mini-mental state". A practical method for grading the cognitive state of patients for the clinician. Journal of Psychiatric Research 1975; 12(3):189-198.
Aalen O, Borgan Ø, Gjessing HK, Gjessing S. Survival and Event History Analysis: A Process Point of View. Springer, 2008.
Amieva H, Jacqmin-Gadda H, Orgogozo J, Le Carret N, Helmer C, Letenneur L, Barberger-Gateau P, Fabrigoule C, Dartigues J. The 9-year cognitive decline before dementia of the Alzheimer type: a prospective population-based study. Brain 2005; 128(5):1093. DOI: 10.1093/brain/awh451.
Hung H, Chiang CT. Estimation methods for time-dependent AUC models with survival data. Canadian Journal of Statistics 2010; 38(1):8-26. DOI: 10.1002/cjs.10046.
Akritas MG. Nearest neighbor estimation of a bivariate distribution under random censoring. Annals of Statistics 1994; 22: 1299-1327.
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Saha P, Heagerty P. Time-dependent predictive accuracy in the presence of competing risks. Biometrics 2010; 66(4):999-1011. DOI: 10.1111/j.1541-0420.2009.01375.x.
Foucher Y, Giral M, Soulillou JP, Daures JP. Time-dependent ROC analysis for a three-class prognostic with application to kidney transplantation. Statistics in Medicine 2010; 29(30):3079-3087. DOI: 10.1002/sim.4052.
Chiang C, Hung H. Non-parametric estimation for time-dependent AUC. Journal of Statistical Planning and Inference 2010; 140(5):1162-1174. DOI: 10.1016/j.jspi.2009.10.012.
Heagerty P, Zheng Y. Survival model predictive accuracy and ROC curves. Biometrics 2005; 61(1):92-105. DOI: 10.1111/j.0006-341X.2005.030814.x.
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Uno H, Cai T, Tian L, Wei LJ. Evaluating prediction rules for t-year survivors with censored regression models. Journal of the American Statistical Association 2007; 102(478):527-537. DOI: 10.1198/016214507000000149.
Lin DY, Fleming TR, Wei LJ. Confidence bands for survival curves under the proportional hazards model. Biometrika 1994; 81(1):73-81.
Joly P, Commenges D, Helmer C, Letenneur L. A penalized likelihood approach for an illness-death model with interval-censored data: application to age-specific incidence of dementia. Biostatistics 2002; 3(3):433. DOI: 10.1093/biostatistics/3.3.433.
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References_xml – reference: DeLong ER, DeLong DM, Clarke-Pearson DL. Comparing the areas under two or more correlated receiver operating characteristic curves : a nonparametric approach. Biometrics 1988; 44(3):837-845.
– reference: Heagerty P, Lumley T, Pepe M. Time-dependent ROC curves for censored survival data and a diagnostic marker. Biometrics 2000; 56(2):337-344. DOI: 10.1111/j.0006-341X.2000.00337.x.
– reference: Heagerty P, Zheng Y. Survival model predictive accuracy and ROC curves. Biometrics 2005; 61(1):92-105. DOI: 10.1111/j.0006-341X.2005.030814.x.
– reference: Amieva H, Jacqmin-Gadda H, Orgogozo J, Le Carret N, Helmer C, Letenneur L, Barberger-Gateau P, Fabrigoule C, Dartigues J. The 9-year cognitive decline before dementia of the Alzheimer type: a prospective population-based study. Brain 2005; 128(5):1093. DOI: 10.1093/brain/awh451.
– reference: Beyersmann J, Latouche A, Buchholz A, Schumacher M. Simulating competing risks data in survival analysis. Statistics in Medicine 2009; 28(6):956-971. DOI: 10.1002/sim.3516.
– reference: Dartigues JF, Gagnon M, Barberger-Gateau P, Letenneur L, Commenges D, Sauvel C, Michel P, Salamon R. The PAQUID epidemiological program on brain ageing. Neuroepidemiology 1992; 11(1):14-18.
– reference: Zheng Y, Cai T, Jin Y, Feng Z. Evaluating prognostic accuracy of biomarkers under competing risk. Biometrics 2012; 68(2):388-396. DOI: 10.1111/j.1541-0420.2011.01671.x.
– reference: Kerr KF, Pepe MS. Joint modeling, covariate adjustment, and interaction: contrasting notions in risk prediction models and risk prediction performance. Epidemiology 2011; 22(6):805-812. DOI: 10.1097/EDE.0b013e31823035fb.
– reference: Uno H, Cai T, Tian L, Wei LJ. Evaluating prediction rules for t-year survivors with censored regression models. Journal of the American Statistical Association 2007; 102(478):527-537. DOI: 10.1198/016214507000000149.
– reference: Robins JM, Ritov Y. Toward a curse of dimensionality appropriate (CODA) asymptotic theory for semi-parametric models. Statistics in Medicine 1997; 16: 285-319.
– reference: Scheike T, Zhang M, Gerds T. Predicting cumulative incidence probability by direct binomial regression. Biometrika 2008; 95: 205-220. DOI: 10.1093/biomet/asm096.
– reference: Satten GA, Datta S. The Kaplan-Meier estimator as an inverse-probability-of-censoring weighted average. The American Statistician 2001; 55(3):207-210. DOI: 10.1198/000313001317098185.
– reference: Van der Laan MJ, Robins JM. Unified Methods for Censored Longitudinal Data and Causality. Springer Verlag: New York, 2003.
– reference: Aalen O, Borgan Ø, Gjessing HK, Gjessing S. Survival and Event History Analysis: A Process Point of View. Springer, 2008.
– reference: Hung H, Chiang CT. Estimation methods for time-dependent AUC models with survival data. Canadian Journal of Statistics 2010; 38(1):8-26. DOI: 10.1002/cjs.10046.
– reference: Joly P, Commenges D, Helmer C, Letenneur L. A penalized likelihood approach for an illness-death model with interval-censored data: application to age-specific incidence of dementia. Biostatistics 2002; 3(3):433. DOI: 10.1093/biostatistics/3.3.433.
– reference: Bretz F, Hothorn T, Westfall P. Multiple Comparisons Using R. CRC press, Boca Raton, 2010.
– reference: Saha P, Heagerty P. Time-dependent predictive accuracy in the presence of competing risks. Biometrics 2010; 66(4):999-1011. DOI: 10.1111/j.1541-0420.2009.01375.x.
– reference: Blanche P, Dartigues JF, Jacqmin-Gadda H. Review and comparison of ROC curve estimators for a time-dependent outcome with marker-dependent censoring. Biometrical Journal 2013. DOI: 10.1002/bimj.201200045. in press.
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– reference: Martinussen T, Scheike TH. Dynamic Regression Models for Survival Data. Springer: New York, 2006.
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– reference: Foucher Y, Giral M, Soulillou JP, Daures JP. Time-dependent ROC analysis for a three-class prognostic with application to kidney transplantation. Statistics in Medicine 2010; 29(30):3079-3087. DOI: 10.1002/sim.4052.
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Snippet The area under the time‐dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For...
The area under the time-dependent ROC curve (AUC) may be used to quantify the ability of a marker to predict the onset of a clinical outcome in the future. For...
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StartPage 5381
SubjectTerms Aged
Aged, 80 and over
Area Under Curve
AUC
Biomarkers - analysis
Comparative studies
competing risks
Computer Simulation
Confidence
Confidence Intervals
Data Interpretation, Statistical
Dementia - diagnosis
discrimination
Estimating techniques
France
Humans
inverse probability of censoring weighting
Predictive Value of Tests
prognosis
Psychological Tests
ROC Curve
Simulation
Survival analysis
Title Estimating and comparing time-dependent areas under receiver operating characteristic curves for censored event times with competing risks
URI https://api.istex.fr/ark:/67375/WNG-B3CZS89F-Q/fulltext.pdf
https://onlinelibrary.wiley.com/doi/abs/10.1002%2Fsim.5958
https://www.ncbi.nlm.nih.gov/pubmed/24027076
https://www.proquest.com/docview/1467994129
https://www.proquest.com/docview/1465178389
https://www.proquest.com/docview/1492608304
Volume 32
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