论文标题

在非马尔科夫多状态模型中估算状态职业和过渡概率

Estimating state occupation and transition probabilities in non-Markov multi-state models subject to both random left-truncation and right-censoring

论文作者

Niessl, Alexandra, Allignol, Arthur, Mueller, Carina, Beyersmann, Jan

论文摘要

AALEN-JOHANSEN估算器将Kaplan-Meier估计量概括为独立左截骨和右审查的生存数据,以估计具有有限状态空间的时间固定的Markov模型的过渡概率矩阵。此类多状态模型在随着时间的流逝过程中具有广泛的应用,用于对疾病的复杂课程进行建模,但是马尔可夫的假设通常可能令人怀疑。如果审查完全与多状态数据无关,则已经注意到,由多状态模型的初始经验分布进行标准化的Aalen-Johansen估计量仍始终如一地估计状态职业概率。最近,该结果已扩展到使用地标的过渡概率,这对于动态预测有用。我们通过三种方式对这些结果进行补充。首先,延迟的研究进入是观察性研究中的常见现象,我们将早期的结果扩展到多状态数据也可能会遇到左截断。其次,我们提供了Aalen-Johansen估计量对国家职业概率的一致性的严格证明,在该概率上,地标方法的正确性也铰链,校正,简化和扩展了较早的结果。第三,我们严格的证明激发了野生引导重新采样。我们的左截断发展的发展是由一项关于多种耐药性感染性生物在接受手术的患者中的发生和影响的前瞻性观察性研究所激发的。介绍了真实的数据示例和仿真研究。研究野生引导程序的动机是,与数据替换不同的是,希望拥有一种与非马尔科夫模型一起使用的技术,即受到随机左截断和右审查的技术,以及马尔可夫模型,在左截断和左截断和右审查的情况下,不需要完全随机。

The Aalen-Johansen estimator generalizes the Kaplan-Meier estimator for independently left-truncated and right-censored survival data to estimating the transition probability matrix of a time-inhomogeneous Markov model with finite state space. Such multi-state models have a wide range of applications for modelling complex courses of a disease over the course of time, but the Markov assumption may often be in doubt. If censoring is entirely unrelated to the multi-state data, it has been noted that the Aalen-Johansen estimator, standardized by the initial empirical distribution of the multi-state model, still consistently estimates the state occupation probabilities. Recently, this result has been extended to transition probabilities using landmarking, which is, inter alia, useful for dynamic prediction. We complement these results in three ways. Firstly, delayed study entry is a common phenomenon in observational studies, and we extend the earlier results to multi-state data also subject to left-truncation. Secondly, we present a rigorous proof of consistency of the Aalen-Johansen estimator for state occupation probabilities, on which also correctness of the landmarking approach hinges, correcting, simplifying and extending the earlier result. Thirdly, our rigorous proof motivates wild bootstrap resampling. Our developments for left-truncation are motivated by a prospective observational study on the occurrence and the impact of a multi-resistant infectious organism in patients undergoing surgery. Both the real data example and simulation studies are presented. Studying wild bootstrap is motivated by the fact that, unlike drawing with replacement from the data, it is desirable to have a technique that works both with non-Markov models subject to random left-truncation and right-censoring and with Markov models where left-truncation and right-censoring need not be entirely random.

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