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Accelerated failure time model

From Wikipedia, the free encyclopedia
Parametric model in survival analysis

In thestatistical area ofsurvival analysis, anaccelerated failure time model (AFT model) is aparametric model that provides an alternative to the commonly usedproportional hazards models. Whereas a proportional hazards model assumes that the effect of acovariate is to multiply thehazard by some constant, an AFT model assumes that the effect of a covariate is to accelerate or decelerate the life course of a disease by some constant. There is strong basic science evidence fromC. elegans experiments by Stroustrup et al.[1] indicating that AFT models are the correct model for biological survival processes.

Model specification

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In full generality, the accelerated failure time model can be specified as[2]

λ(t|θ)=θλ0(θt){\displaystyle \lambda (t|\theta )=\theta \lambda _{0}(\theta t)}

whereθ{\displaystyle \theta } denotes the joint effect of covariates, typicallyθ=exp([β1X1++βpXp]){\displaystyle \theta =\exp(-[\beta _{1}X_{1}+\cdots +\beta _{p}X_{p}])}. (Specifying the regression coefficients with a negative sign implies that high values of the covariatesincrease the survival time, but this is merely a sign convention; without a negative sign, they increase the hazard.)

This is satisfied if theprobability density function of the event is taken to bef(t|θ)=θf0(θt){\displaystyle f(t|\theta )=\theta f_{0}(\theta t)}; it then follows for thesurvival function thatS(t|θ)=S0(θt){\displaystyle S(t|\theta )=S_{0}(\theta t)}. From this it is easy[citation needed] to see that the moderated life timeT{\displaystyle T} is distributed such thatTθ{\displaystyle T\theta } and the unmoderated life timeT0{\displaystyle T_{0}} have the same distribution. Consequently,log(T){\displaystyle \log(T)} can be written as

log(T)=log(θ)+log(Tθ):=log(θ)+ϵ{\displaystyle \log(T)=-\log(\theta )+\log(T\theta ):=-\log(\theta )+\epsilon }

where the last term is distributed aslog(T0){\displaystyle \log(T_{0})}, i.e., independently ofθ{\displaystyle \theta }. This reduces the accelerated failure time model toregression analysis (typically alinear model) wherelog(θ){\displaystyle -\log(\theta )} represents the fixed effects, andϵ{\displaystyle \epsilon } represents the noise. Different distributions ofϵ{\displaystyle \epsilon } imply different distributions ofT0{\displaystyle T_{0}}, i.e., different baseline distributions of the survival time. Typically, in survival-analytic contexts, many of the observations are censored: we only know thatTi>ti{\displaystyle T_{i}>t_{i}}, notTi=ti{\displaystyle T_{i}=t_{i}}. In fact, the former case represents survival, while the later case represents an event/death/censoring during the follow-up. These right-censored observations can pose technical challenges for estimating the model, if the distribution ofT0{\displaystyle T_{0}} is unusual.

The interpretation ofθ{\displaystyle \theta } in accelerated failure time models is straightforward:θ=2{\displaystyle \theta =2} means that everything in the relevant life history of an individual happens twice as fast. For example, if the model concerns the development of a tumor, it means that all of the pre-stages progress twice as fast as for the unexposed individual, implying that the expected time until a clinical disease is 0.5 of the baseline time. However, this does not mean that the hazard functionλ(t|θ){\displaystyle \lambda (t|\theta )} is always twice as high - that would be theproportional hazards model.

Statistical issues

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Unlike proportional hazards models, in whichCox's semi-parametric proportional hazards model is more widely used than parametric models, AFT models are predominantly fully parametric i.e. aprobability distribution is specified forlog(T0){\displaystyle \log(T_{0})}. (Buckley and James[3] proposed a semi-parametric AFT but its use is relatively uncommon in applied research; in a 1992 paper, Wei[4] pointed out that the Buckley–James model has no theoretical justification and lacks robustness, and reviewed alternatives.) This can be a problem, if a degree of realistic detail is required for modelling the distribution of a baseline lifetime. Hence, technical developments in this direction would be highly desirable.

When a frailty term is incorporated in the survival model, the regression parameter estimates from AFT models are robust to omittedcovariates, unlike proportional hazards models. They are also less affected by the choice of probability distribution for the frailty term.[5][6]

The results of AFT models are easily interpreted.[7] For example, the results of aclinical trial with mortality as the endpoint could be interpreted as a certain percentage increase in futurelife expectancy on the new treatment compared to the control. So a patient could be informed that he would be expected to live (say) 15% longer if he took the new treatment.Hazard ratios can prove harder to explain in layman's terms.

Distributions used in AFT models

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Thelog-logistic distribution provides the most commonly used AFT model[citation needed]. Unlike theWeibull distribution, it can exhibit a non-monotonic hazard function which increases at early times and decreases at later times. It is somewhat similar in shape to thelog-normal distribution but it has heavier tails. The log-logisticcumulative distribution function has a simpleclosed form, which becomes important computationally when fitting data withcensoring. For the censored observations one needs the survival function, which is the complement of the cumulative distribution function, i.e. one needs to be able to evaluateS(t|θ)=1F(t|θ){\displaystyle S(t|\theta )=1-F(t|\theta )}.

TheWeibull distribution (including theexponential distribution as a special case) can be parameterised as either a proportional hazards model or an AFT model, and is the only family of distributions to have this property. The results of fitting a Weibull model can therefore be interpreted in either framework. However, the biological applicability of this model may be limited by the fact that the hazard function is monotonic, i.e. either decreasing or increasing.

Any distribution on amultiplicatively closed group, such as thepositive real numbers, is suitable for an AFT model. Other distributions include thelog-normal,gamma,hypertabastic,Gompertz distribution, andinverse Gaussian distributions, although they are less popular than the log-logistic, partly as their cumulative distribution functions do not have a closed form. Finally, thegeneralized gamma distribution is a three-parameter distribution that includes theWeibull,log-normal andgamma distributions as special cases.

References

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  1. ^Stroustrup, Nicholas (16 January 2016)."The temporal scaling of Caenorhabditis elegans ageing".Nature.530 (7588):103–107.Bibcode:2016Natur.530..103S.doi:10.1038/nature16550.PMC 4828198.PMID 26814965.
  2. ^Kalbfleisch & Prentice (2002).The Statistical Analysis of Failure Time Data (2nd ed.). Hoboken, NJ: Wiley Series in Probability and Statistics.
  3. ^Buckley, Jonathan; James, Ian (1979), "Linear regression with censored data",Biometrika,66 (3):429–436,doi:10.1093/biomet/66.3.429,JSTOR 2335161
  4. ^Wei, L. J. (1992). "The accelerated failure time model: A useful alternative to the cox regression model in survival analysis".Statistics in Medicine.11 (14–15):1871–1879.doi:10.1002/sim.4780111409.PMID 1480879.
  5. ^Lambert, Philippe; Collett, Dave; Kimber, Alan; Johnson, Rachel (2004),"Parametric accelerated failure time models with random effects and an application to kidney transplant survival",Statistics in Medicine,23 (20):3177–3192,doi:10.1002/sim.1876,hdl:2268/24489,PMID 15449337
  6. ^Keiding, N.; Andersen, P. K.; Klein, J. P. (1997). "The Role of Frailty Models and Accelerated Failure Time Models in Describing Heterogeneity Due to Omitted Covariates".Statistics in Medicine.16 (1–3):215–224.doi:10.1002/(SICI)1097-0258(19970130)16:2<215::AID-SIM481>3.0.CO;2-J.PMID 9004393.
  7. ^Kay, Richard; Kinnersley, Nelson (2002),"On the use of the accelerated failure time model as an alternative to the proportional hazards model in the treatment of time to event data: A case study in influenza",Drug Information Journal,36 (3):571–579,doi:10.1177/009286150203600312

Further reading

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Continuous data
Center
Dispersion
Shape
Count data
Summary tables
Dependence
Graphics
Study design
Survey methodology
Controlled experiments
Adaptive designs
Observational studies
Statistical theory
Frequentist inference
Point estimation
Interval estimation
Testing hypotheses
Parametric tests
Specific tests
Goodness of fit
Rank statistics
Bayesian inference
Correlation
Regression analysis (see alsoTemplate:Least squares and regression analysis
Linear regression
Non-standard predictors
Generalized linear model
Partition of variance
Categorical
Multivariate
Time-series
General
Specific tests
Time domain
Frequency domain
Survival
Survival function
Hazard function
Test
Biostatistics
Engineering statistics
Social statistics
Spatial statistics
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