Comparison of two discrimination indexes in the categorisation of continuous predictors in time-to-event studies

  1. Irantzu Barrio 3
  2. María Xosé Rodríguez-Álvarez 1
  3. Luis Meira-Machado 2
  4. Cristobal Esteban 4
  5. Inmaculada Arostegui 3
  1. 1 Departamento de Estadística e Investigación Operativa and Biomedical Research Centre (CINBIO). Universidade de Vigo
  2. 2 University of Minho,
  3. 3 Departamento de Matemática Aplicada y Estadística e Investigación Operativa. Universidad del País Vasco UPV/EHU
  4. 4 Red de Investigación de Servicios de Salud en Enfermedades Crónicas
    info

    Red de Investigación de Servicios de Salud en Enfermedades Crónicas

    Madrid, España

Revista:
Sort: Statistics and Operations Research Transactions

ISSN: 1696-2281

Ano de publicación: 2017

Volume: 41

Número: 1

Páxinas: 73-92

Tipo: Artigo

Outras publicacións en: Sort: Statistics and Operations Research Transactions

Resumo

The Cox proportional hazards model is the most widely used survival prediction model for analysing time-to-event data. To measure the discrimination ability of a survival model the concordance probability index is widely used. In this work we studied and compared the performance of two different estimators of the concordance probability when a continuous predictor variable is categorised in a Cox proportional hazards regression model. In particular, we compared the c-index and the concordance probability estimator. We evaluated the empirical performance of both estimators through simulations. To categorise the predictor variable we propose a methodology which considers the maximal discrimination attained for the categorical variable. We applied this methodology to a cohort of patients with chronic obstructive pulmonary disease, in particular, we categorised the predictor variable forced expiratory volume in one second in percentage.

Información de financiamento

This study was supported by grants IT620-13 from the Departamento de Educaci?n, Pol?tica Ling??stica y Cultura del Gobierno Vasco, MTM2013-40941-P, MTM2014-55966-P and MTM2016-74931-P from the Ministerio de Econom?a y Competitividad and FEDER and the Agrupamento INBIOMED from DXPCTSUG-FEDER unhamaneira de facer Europa (2012/273). Mar?a Xos? Rodr?guez-?lvarez acknowledges financial support for Severo Ochoa Program SEV-2013-0323 and Basque Government BERC Program 2014-2017. Lu?s Meira-Machado acknowledges financial support for Portuguese Funds through FCT-"Funda??o para a Ci?ncia e a Tecnologia", within Project UID/MAT/00013/2013. The collection of the COPD data used for this study was supported in part by grants PI020510 from the Fondo de Investigaci?n Sanitaria and 200111002, 2005111008, from the Departamento de Salud del Gobierno Vasco and the Research Committee Hospital Galdakao-Usansolo.

Referencias bibliográficas

  • Almagro, P., Martinez-Camblor, P., Soriano, J., Marin, J., Alfageme, I., Casanova, C., Esteban, C., SolerCataluña, J., De-Torres, J., and Celli, B. (2014). Finding the best thresholds of FEV1 and dyspnea to predict 5-year survival in COPD patients: the COCOMICS study. PLoS One, 9:e89866.
  • Barrio, I., Arostegui, I., Rodrı́guez-Álvarez, M. X., and Quintana, J. M. (2016). A new approach to categorising continuous variables in prediction models: Proposal and validation. Statistical Methods in Medical Research, in press.
  • Bestall, J. C., Paul, E. A., Garrod, R., Garnham, R., Jones, P. W., and Wedzicha, J. A. (1999). Usefulness of the medical research council (MRC) dyspnoea scale as a measure of disability in patients with chronic obstructive pulmonary disease. Thorax, 54, 581–586.
  • Buist, A. S., Vollmer, W. M., and McBurnie, M. A. (2008). Worldwide burden of COPD in high-and low-income countries. Part I. The Burden of Obstructive Lung Disease (BOLD) Initiative. The International Journal of Tuberculosis and Lung Disease, 12, 703–708.
  • Celli, B. R., Cote, C. G., Marin, J. M., Casanova, C., Montes de Oca, M., Mendez, R. A., Pinto Plata, V., and Cabral, H. J. (2004). The body-mass index, airflow obstruction, dyspnea, and exercise capacity index in chronic obstructive pulmonary disease. New England Journal of Medicine, 350, 1005–1012.
  • Cox, D. R. (1972). Regression models and life-tables (with discussion). Journal of the Royal Statistical Society, Series B, 34, 187–220.
  • Cox, D. R. and Oakes, D. (1984). Analysis of Survival Data. CRC Press. Esteban, C., Arostegui, I., Aburto, M., Moraza, J., Quintana, J. M., Aizpiri, S., Basualdo, L. V., and Capelastegui, A. (2014). Influence of changes in physical activity on frequency of hospitalization in chronic obstructive pulmonary disease. Respirology, 19, 330–338.
  • Esteban, C., Quintana, J. M., Aburto, M., Moraza, J., and Capelastegui, A. (2006). A simple score for assessing stable chronic obstructive pulmonary disease. QJM An International Journal of Medicine, 99, 751–759.
  • Faraggi, D. and Simon, R. (1996). A simulation study of cross-validation for selecting an optmimal cutpoint in univariate survival analysis. Statistics in Medicine, 15, 2203–2213.
  • Fletcher, C. M., Elmes, P. C., Fairbairn, A. S., and Wood, C. H. (1959). The significance of respiratory symptoms and the diagnosis of chronic bronchitis in a working population. British Medical Journal, 2, 257.
  • Gönen, M. and Heller, G. (2005). Concordance probability and discriminatory power in proportional hazards regression. Biometrika, 92, 965–970.
  • Grambsch, P. M. and Therneau, T. M. (1994). Proportional hazards tests and diagnostics based on weighted residuals. Biometrika, 81, 515–526.
  • Harrell, F. E. (2015). rms: Regression Modeling Strategies. R package version 4.3-0.
  • Harrell, F. E., Califf, R. M., Pryor, D. B., Lee, K. L., and Rosati, R. A. (1982). Evaluating the yield of medical tests. JAMA: The Journal of the American Medical Association, 247, 2543–2546.
  • Heagerty, P. J. and Zheng, Y. (2005). Survival model predictive accuracy and ROC curves. Biometrics, 61, 92–105.
  • Jones, R. C., Donaldson, G. C., Chavannes, N. H., Kida, K., Dickson-Spillmann, M., Harding, S., Wedzicha, J. A., Price, D., and Hyland, M. E. (2009). Derivation and validation of a composite index of severity in chronic obstructive pulmonary disease: the DOSE index. American Journal of Respiratory and Critical Care Medicine, 180, 1189–1195.
  • Lausen, B. and Schumacher, M. (1996). Evaluating the effect of optimized cutoff values in the assessment of prognostic factors. Computational Statistics & Data Analysis, 21, 307–326.
  • Liu, X. and Jin, Z. (2015). Optimal survival time-related cut-point with censored data. Statistics in Medicine, 34, 515–524.
  • Marin, J. M., Alfageme, I., Almagro, P., Casanova, C., Esteban, C., Soler-Cataluña, J. J., de Torres, J. P.,
  • Martı́nez-Camblor, P., Miravitlles, M., Celli, B. R., and Soriano, J. B. (2013). Multicomponent indices to predict survival in COPD: the COCOMICS study. European Respiratory Journal, 42, 323–332.
  • Mebane, W. R. and Sekhon, J. S. (2011). Genetic optimization using derivatives: the rgenoud package for R. Journal of Statistical Software, 42, 1–26.
  • Meira-Machado, L. and Faria, S. (2014). A simulation study comparing modeling approaches in an illnessdeath multi-state model. Communications in Statistics-Simulation and Computation, 43(5), 929– 946.
  • Mo, Q., Gonen, M., and Heller, G. (2012). CPE: Concordance Probability Estimates in Survival Analysis. R package version 1.4.4.
  • Pencina, M. J. and D’Agostino, R. B. (2004). Overall c as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation. Statistics in medicine, 23(13), 2109–2123.
  • Pepe, M. S., Zheng, Y., Jin, Y., Huang, Y., Parikh, C. R., and Levy, W. C. (2008). Evaluating the roc performance of markers for future events. Lifetime data analysis, 14(1), 86–113.
  • Puhan, M. A., Garcia-Aymerich, J., Frey, M., ter Riet, G., Antó, J. M., Agustı́, A. G., Gómez, F. P., Rodrı́guez-Roisı́n, R., Moons, K. G., Kessels, A. G., and Held, U. (2009). Expansion of the prognostic assessment of patients with chronic obstructive pulmonary disease: the updated bode index and the ado index. The Lancet, 374, 704–711.
  • R Core Team (2016). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing.
  • Rabe, K. F., Hurd, S., Anzueto, A., Barnes, P. J., Buist, S. A., Calverley, P., Fukuchi, Y., Jenkins, C., Rodriguez-Roisin, R., van Weel, C., and Zielinski, J. (2007). Global strategy for the diagnosis, management, and prevention of chronic obstructive pulmonary disease: Gold executive summary. American Journal of Respiratory and Critical Care Medicine, 176, 532–555.
  • Rota, M., Antolini, L., and Valsecchi, M. G. (2015). Optimal cut-point definition in biomarkers: the case of censored failure time outcome. BMC Medical Research Methodology, 15, 24.
  • Schmid, M. and Potapov, S. (2012). A comparison of estimators to evaluate the discriminatory power of time-to-event models. Statistics in Medicine, 31, 2588–2609.
  • Sima, C. S. and Gönen, M. (2013). Optimal cutpoint estimation with censored data. Journal of Statistical Theory and Practice, 7, 345–359.
  • Steyerberg, E. W., Moons, K. G.M., van der Windt, D. A., Hayden, J. A., Perel, P., Schroter, S., Riley, R. D., Hemingway, H., Altman, D. G., and Group, P. (2013). Prognosis research strategy (PROGRESS) 3: prognostic model research. PLoS Medicine, 10, e1001381.
  • Turner, E., Dobson, J., and Pocock, J. (2010). Categorisation of continuous risk factors in epidemiological publications: a survey of current practice. Epidemiologic Perspectives & Innovations, 7, 9.
  • Vestbo, J., Hurd, S. S., Agustı́, A. G., Jones, P. W., Vogelmeier, C., Anzueto, A., Barnes, P. J., Fabbri, L. M., Martinez, F. J., Nishimura, M., Stockley, R. A., Sin, D. D., and Rodriguez-Roisin, R. (2013). Global strategy for the diagnosis, management, and prevention of chronic obstructive pulmonary disease: Gold executive summary. American Journal of Respiratory and Critical Care Medicine, 187, 347–365.