A Conceptual Approach To Survival Analysis
A Conceptual Approach To Survival Analysis
Survival Analysis
Laura Lee Johnson, Ph.D.
Associate Director
Division of Biostatistics III
Center for Drug Evaluation and Research
US Food and Drug Administration
IPPCR Course Fall 2015
P = 0.00006
DOD/BRB/NIAID
(Note: Survival Analysis)
• What is that graph in the last slide?
– Kaplan Meier curves
• What are they telling me?
Define the Outcome Variable
• What is the event?
– What is the y-axis?
– Mother-Infant HIV transmission; testing
positive
• Where is the time origin?
– Infant birth?
• What is the time scale?
– Weeks
• How is time at which the event ‘occurs’
defined?
Kaplan Meier (KM)
• One way to estimate survival
– Or in this case, transmission of HIV
• Nice, simple, can compute by hand
• Can add stratification factors
• No sensible interpretation for
competing risks
• Cannot evaluate covariates like Cox
model
• Kaplan Meier is a workhorse
At First Interim Analysis
P = 0.00006
Preventing Mother-Infant HIV
Transmission
• DSMB recommended stopping (after careful
review of data quality and completeness,
toxicity, transmission rates)
• Trial leaders and NIH agreed
• Zidovudine provided to those in control
group
• United States Public Health Service (USPHS)
national guidelines modified
SURVIVAL OR TIME-TO-EVENT
ANALYSIS
Why Survival (Time to Event)
Analysis
• New cancer treatment
– Want to know if it extends a person’s life 5
months longer than current treatments
• Survival is about events and when they
happen
– Death, infection, MI, hospitalization
– Recurrence of cancer after treatment
– Marriage, soccer goal
– Light bulb fails, computer crashes
– Balloon filling with air bursts
14
Why Survival Analysis?
Hypertension
• Treat it
– Lower/Normal blood pressure (BP)
– Want to extend healthy life, prevent heart
attacks…events in time
• Follow people, see how many die and have
events like MI and when
• What if Intervention lowers blood pressure
but after 20+ years people die two years
before a similar person not on medicine?
– Goal accomplished?
– COX 2 inhibitors
15
People with lower X live longer!
• Many times from an observational
study
• Instigate a change in blood pressure,
weight, something
– Do you get a similar change in
outcome?
– Perhaps
16
People live too long to follow!
• We can only hope (and that they live
well and feel great, are productive, and
all that)
• Many surrogates
• Even more surrogates for events (in
particular death)
• Sometimes follow people a long time
17
What is Survival
• Survival analysis deals with making
inference about EVENT RATES
• Rate at t = Rate among those at risk at t
• Look at Median survival (50%) not Mean
survival
– Mean: need everyone to have an
event
18
Outline
How to Measure Time and Events
Survival and Hazard Functions
• Truncation and Censoring
• Competing Risks
• Models and Hypothesis Testing
• Example
• Conclusions
19
What is a Model?
• Basic
Y = β0 + β1 X1 +…+ βp Xp
– Y = outcome or response variable
– β = coefficient
– X = covariate, variable
• Survival
λ(t) = λ0(t) exp{ β1 X1 +…+ βp Xp}
– λ0(t) = baseline hazard
– β1,…, βp = regression coefficients
– X1,…, Xp = prognostic factors
20
Vocabulary
• Survival vs. time-to-event
• Outcome variable = event time
• Examples of events:
– HIV positive test, AIDS defining event,
Mother-Infant HIV transmission
– Systolic blood pressure or Cholesterol
below a cut
• BMJ 17 October 2009 article on follow-up of
MIST trial: incidence of pregnancy
– Time in years to first live birth after index
miscarriage
21
Time Notation
• t: for time axis
– t = 0 is the time origin
• T: random outcome variable
– time at which event occurs
22
Vocabulary
• t = time
– Baseline = 0 months
– 6, 12, 18, 24 months, etc.
• S(t) = Survival at time t
• P[ T ≥ t ] = Probability Time of event is
greater than time t
23
Define the Outcome Variable
• What is the event? (Death?)
• Where is the time origin? (Diagnosis?)
• What is the time scale? (Weeks? Years?)
• Then what?
– Need to know the time the event occurs
– May or may not use covariates
• Could do a logistic regression model
– Yes/No outcome
– Not focus of lecture
24
Choice of Time Scale
Scale Origin Comment
Study time Dx or Rx Clinical Trials
Study time First Exposure (Occupational)
Epidemiology
Age Birth (subject) Epidemiology
25
Treatment for a Cancer
• Event = death
• Time origin = date of surgery
• Time scale = time (months)
• T = time from surgical treatment to
death
• Graph = P[ T ≥ t ] vs t
26
Proportion Alive
0.0 0.2 0.4 0.6 0.8 1.0
3 4 0
1
2 5 6
Months since surgery
7
8
9
27
Example Numbers
• S(9) = P[ T ≥ 9 ] = 0.25
• 25% is the probability the time from
surgical treatment to death is greater
than 9 months
• “9 month post-resection survival is
25%”
• 0 ≤ S(t) ≤ 1
28
Survival Function
• S(t) = P[ T ≥ t ] = 1 – P[ T < t ]
• Plot: Y axis = % alive, X axis = time
• Proportion of population still without
the event by time t
Survival Function in English
• Event = death, scale = months since Rx
• “S(t) = 0.3 at t = 60”
• “The 5 year survival probability is 30%”
• “70% of patients die within the first 5
years”
34
Toxin Effect on Lung Cancer Risk
• Occupational exposure at nickel refinery
• Event = death from lung cancer
• Origin = first exposure
– Employment at refinery
• Scale = years since first exposure
• T = time: first employed to death from LC
35
Population Mortality
• Event = death
• Time origin = date of birth
• Time scale = age (years)
• T = age at death
36
Volume of Air a Balloon Can
Tolerate
• Event = balloon bursts
• t = ml of air infused
• Origin = 0 ml of air in the balloon
• T = ml of air in balloon when it bursts
37
Unique Features of Survival
Analysis
• Event involved
• Progression on a dimension (usually
time) until the event happens
• Length of progression may vary among
subjects
• Event might not happen for some
subjects
38
Sample Size Considerations
• Event may not ever happen for some
subjects
– Sample sizes based on number of
events
– Work backwards to figure out # of
subjects
• Covariates must be considered (age,
total exposure, etc)
39
Outline
How to Measure Time and Events
Survival and Hazard Functions
Truncation and Censoring
• Competing Risks
• Models and Hypothesis Testing
• Example
• Conclusions
40
Truncation and Censoring
• Truncation is about entering the study
– Right: Only sample those with Event of
interest (cancer registry) (underestimate)
– Left: short survival may be overlooked
(>65 years of age) (overestimate)
• Censoring is about leaving the study
– Right: Incomplete follow-up (common)
– Left: Observed time > survival time (know
the subject exists)
• Independence is key
41
Left Truncation
• Mention more in epi vs medical studies
– Medical: zero-out at time of diagnosis or
treatment
• Key Assumption
– Those who enter the study at time t are a
random sample of those in the population
still at risk at t
– Allows one to estimate the hazard function
λ(t) in a valid way
• Who is the audience and will they generalize
42
Censoring
• Incomplete observations
• Right
– Incomplete follow-up
– Common and Easy to deal with
• Left
– Event has occurred before T0, but
exact time is unknown
– Not easy to deal with
43
Left Censoring
• Age smoking starts
– Data from interviews of 12 year olds
– 12 year old reports regular smoking
– Does not remember when he started
smoking regularly
• Study of incidence of CMV infection in
children
– Two subjects already infected at
enrollment
44
One Form of Right Censoring:
Withdrawals
• Must be unrelated to the subsequent
risk of event for ‘independent
censoring’ to hold
• Accidental death is usually ok
• Moves out of area (moribund unlikely to
move)
45
Right Censoring
10
8 6
Patient
4 2
0
0 5 10 15 20
Age (months)
46
Types of Censoring
• Type I censoring
– T* same for all subjects
– Everyone followed for 1 year
• Type II censoring
– Stop observation when a set number of
events have occurred
– Replace all light bulbs when 4 have failed
• Random censorship
– Our focus, more general than Type I
47
Notation
• T = event time
• T* = observation time
– T if event occurs
– Follow-up time otherwise
• ∂ = failure indicator
– 1 if T* = T
– 0 if T* < T
– “censor” or “censor indicator”
48
Key Assumption:
Independent Censoring
• Those still at risk at time t in the study
are a random sample of the population
at risk at time t, for all t
49
Independent Censoring:
If you have Covariates
• Censoring must be independent within group
– Censoring must be ‘independent’ given X
– Censoring can depend on X
• Among those with the same values of X,
censored subjects must be at similar risk of
subsequent events as subjects with
continued follow-up
• Censoring can be different across groups
50
Censoring Examples
• At five year follow-up patients have not died
• Follow school group from age 5 until 25
– Ask students when they start smoking
– Answering “never” is an example of right
censoring
• Early in trial older subjects are not enrolled
– Amount of time could be on study?
– Condition on age: ok
– Do not condition on age: the estimates will
be biased because censoring is not
independent
51
Take Away: Study Types
• Clinical studies
– Time origin = enrollment, treatment begins
– Time axis = time on study
– Right censoring common
• Epidemiological studies
– Time axis = age
– Right censoring common
– Left truncation common
52
Bottom Line
• Standard methods to deal with right
censoring and left truncation
• Key assumption is that those at risk at t
are a random sample from the
population of interest at risk at t
53
Survival Analysis
• Models mostly for the hazard function
• Accommodates incomplete observation
of T
• Censoring
– Observation of T is ‘right censored’ if
we observed only that T > last follow-
up time for a subject
54
Typical Intervention Trial
• Accrual into the study over 2 years
• Data analysis at year 3
• Reasons for exiting a study
– Died
– Alive at study end
– Withdrawal for non-study related
reasons (LTFU)
– Other reasons, including dying from
other causes (which leads us to…)
55
Outline
How to Measure Time and Events
Survival and Hazard Functions
Truncation and Censoring
Competing Risks
• Models and Hypothesis Testing
• Example
• Conclusions
56
Competing Risks
• Multiple causes of death/failure
• Special considerations of competing
risk events described in the literature
• Example:
– event = cancer diagnosis/recurrence
– death from myocardial infarction (MI)
= competing risk
• No basis for believing the
independence assumption
57
Competing Risks
• Interpretation of λ(t) = “risk of cancer at
t when the risk of death from MI does
not exist” isn’t practically meaningful
• Rather, interpret λ(t) = “risk of cancer
among those at risk of cancer at t”
– This will exclude MI deaths (if you are
dead from an MI you are not at risk of
cancer) and that is ok
58
Polar Bear Plunge Club Death
Rates (fiction)
• Annual death rates
– 3% taking dip 1Jan in Lake Michigan
– 2% Males all other causes
– 1% Female all other causes
• Over a decade
– 25% of women died from taking a dip
in Lake Michigan 1 Jan
– 24% of men died from taking a dip in
Lake Michigan 1 Jan
59
Polar Bear Club Death Rates
(fiction)
• Why does it harm women?
• Over a decade
– 33.5% of women died from all other
causes
– 40% of men died from all other
causes
• There are more women to harm
• People die of something
– Which means they cannot die from
something else
60
Bottom Line
• We make inference about λobs(t) = event
rate among subjects under observation
at t
• We can interpret it as λ(t) = event rate
among subjects with T ≥ t, if censoring
is independent
61
Outline
How to Measure Time and Events
Survival and Hazard Functions
Truncation and Censoring
Competing Risks
Models and Hypothesis Testing
• Example
• Conclusions
62
Kaplan Meier
• One way to estimate survival
– Or other events (transmission of HIV)
• Nice, simple, can compute by hand
• Can add stratification factors
• No sensible interpretation for
competing risks
• Cannot evaluate covariates like Cox
model
• Kaplan Meier is a workhorse
63
Kaplan Meier
• Multiply together a series of conditional
probabilities
Time ti # at risk # events Ŝ
0 20 0 1.00
5 20 2 [1-(2/20)]*1.00=0.90
6 18 0 [1-(0/18)]*0.90=0.90
10 15 1 [1-(1/15)]*0.90=0.84
13 14 2 (1-(2/14)]*0.84=0.72
64
Proportion Surviving (95% Confidence)
0.6 0.7 0.8 0.9 1.0
10 0
5
Survival Time
15
Kaplan Meier Curve
20
65
Kaplan Meier Estimator
• One estimate of S(t)
– Use the same idea when looking at 1- S(t)
• Need independent censoring
– If high risk subjects enter the study late
then early on the K-M curve will come
down faster than it should
• Censored observations provide information
about risk of death while on study
• What are those little hash marks on the
curves? Mark times people were censored
66
Kaplan Meier
• Just the outcome is in many models
• One or more stratification variables
may be added
– Intervention
– Gender
– Age categories
• Quick and Dirty
67
How to Test? At a Given Time
• H0: S1(t) = S2(t)
• Form test statistic
Sˆ1 (t ) Sˆ2 (t )
Z
2
Sˆ1 ( t )
2
Sˆ2 ( t )
68
Simple Inference
• For single event data inference about
rates → inference for S(t)
– No time dependent covariates, no
recurrent events, no competing risk
events
• Logrank statistics compare event rates
and allow the same generality as right
censoring, left truncation
69
Log Rank
• H0: S1(.) = S2(.)
• Test overall survival
• 2 independent samples from the
same population
• Observed # events vs. Expected #
• Software; statistician should check
• Some variations and some
assumptions
70
Log Rank
• Confounding
• Are prognostic factors balanced
between treatment groups?
• Can see a difference using logrank, but
just bias
71
Stratified Log Rank
• Compare survival within each stratum
• Essentially perform test within each
stratum
• Can prognostic factor be categorized?
• Enough people per stratum?
• Loss of power
• Significance test, no estimates of
difference
72
At First Interim Analysis
(1/3 of projected infant infections)
P = 0.00006
DOD/BRB/NIAID 73
Cox Models
Proportional Hazards: Cox
• Cox Proportional Hazards model
λ(t) = λ0(t) exp{ β1 X1 +…+ βp Xp}
• λ0(t) = baseline hazard
• β1,…, βp = regression coefficients
• X1,…, Xp = prognostic factors
• β = 0 → hazard ratio = 1
– Two groups have the same survival
experience
• eβ = relative rate (relative risk) (RR)
75
Cox Proportional Hazards Model
• Add covariates to the model
• No need to stratify
• Change in a prognostic factor →
proportional change in the hazard (on
the log scale)
• Statistical software
• Can test the effect of the prognostic
factor as in linear regression - H0: β=0
76
Cox Model for Event Rates
• Provides a framework for making
inference about covariate effects
• Semi-parametric
– λ0(t) completely unspecified
• Multiplicative - eβx
– Effect of covariate is to multiply the
rate by a factor
77
Cox cont.
• Requires either that
– RR is constant over time
(proportional hazards), or
– That we model RR over time
• Allows time-dependent covariates and
stratification factors
78
Age Example
• Early in trial older subjects are not
enrolled
• If age is not in the Kaplan Meier then
the KM estimate is biased because
censoring is not independent
• Put age in the Cox model – conditioned
on age; ok
79
Age Example (cont.)
• If I follow everyone for 1 year, am I ok?
• Not necessarily
– The study is not proportional by age
to the population risk set
– Could try to over sample older people
later in the study to make the final
study more correctly proportional
• Easier to condition on age?
80
Testing Proportional Hazards
• λ(t) = λ0(t) exp{ β1 age + β2 drug}
• exp{ β1age+β2drug+β3age*ln(t)+β4 drug *ln(t)}
• Look at p-values associated with β3 and β4
(Wald tests)
• Do a partial likelihood ratio test comparing
the two models
• Look at Schoenfeld residual plots
81
Testing Proportional Hazards
Variable Coef SE P-value 95%CI
Drug 0.58 0.25 0.020 (0.09, 1.1)
Age 0.18 0.03 <0.001 (0.12, 0.25)
84
Take Home
• Choose the right method and test
• Kaplan Meier – simple
– Logrank tests – useful, potentially
misleading
• Cox Proportional Hazards – workhorse
– Not everything is proportional –
check
– Consider more general Cox models
• Time matters
• Changes in protocol matter
Outline
How to Measure Time and Events
Survival and Hazard Functions
Truncation and Censoring
Competing Risks
Models and Hypothesis Testing
Example
• Conclusions
86
Example
• Series of prospective cohort and
randomized clinical studies evaluating
survival of patients with liver cirrhosis
– Compare a ‘new’ treatment, D-
penicillamine with placebo
– Conflicting reports
• One study appears to report a two year
survival probability of 0.88, calculated
with Kaplan Meier
Lancet 1981, Gut 1985, NEJM 1985, Cochrane review 2009 87
Trial Information
• Data collected at randomization
– Lots of information (stage)
– Presence/absence of ascites
– Prothrombin time in seconds -10
• Cox model you might see
• λ(t) = λ0(t) exp{ -0.135 XTRT+1.737 XA+0.346 XP}
88
What is this model?
• λ(t) = λ0(t) exp{ -0.135 XTRT+1.737 XA+0.346 XP}
• XTRT: 1 = D-penicillamine, 0 = placebo
• XA: 1 = ascites, 0 = no ascites
• XP: Prothrombin time – 10
– Continuous, in seconds
• λ0(t) is the event rate at time t in the placebo
arm for subjects without ascites with a
prothrombin time of 10 seconds
89
λ(t) = λ0(t) exp{ -0.135 XTRT+1.737 XA+0.346 XP}
90
Worked Out
(t ) 0 (t ) exp{-0.135 X TRT +1.737 X A +0.346 X P }
e 0.135 * e1.737 * e0
0 1.737 0
e *e *e
92
But…
• Physicians were initially reluctant to
enter patients with ascites on the trial
because of potential toxicity concerns
• After about a year and a half
recruitment became more
representative of the clinic population
93
Effects on the Validity of the
Kaplan Meier (KM) Estimator
• Censoring is not independent
• At large t, the risk sets will not include
patients with ascites because they were not
recruited early enough and therefore are
censored early.
• The hazard function will be biased too small
for larger t and so Ŝ will be larger than the
population survival function at large t.
94
In Short, What If
• From first participant entered until the
end of study: 4 years
• Enroll for 3 years
– Can be on study at least 1 year and
up to 4 years
• Followed enrollment to end of study
• Do not start fully enrolling ascites until
year 1.5
95
Ascites Participants
• On study at least 1 yr and up to 2.5 yr
• Do not have full population/risk set
information at time t > 2.5 years
• At time points t > 2.5 the study does not
include a representative population
– Ascites → worse prognosis
– KM estimate at t > 2.5 too high
– Hazard is too small at larger t
96
Cox Model: Doomed Regression
Coefficient Estimates?
• No bias because conditional on
covariates (including XA)
• Censoring must be independent GIVEN
X
• Censoring is independent and that is all
that is required for consistency of the
partial likelihood estimator (i.e. the
coefficients)
97
Outline
How to Measure Time and Events
Survival and Hazard Functions
Truncation and Censoring
Competing Risks
Models and Hypothesis Testing
Example
Conclusions
98
Survival Analysis
• Survival analysis deals with making
inference about EVENT RATES
• Rate at t = Rate among those at risk at t
• Look at Median survival (50%) not Mean
survival
– Mean: need everyone to have an event
• Cox Regression is the most robust method
• Kaplan Meier curves do not have sensible
interpretations for competing risks
99
Survival Analysis Can Handle
• Right censoring
• Left truncation
• Recurrent events
• Competing risks, etc.
101
Inference: Log Rank
• Logrank statistics compare event rates
and allow the same generality as right
censoring, left truncation
• For single event data inference about
rates → inference for S(t)
– No time dependent covariates, no
recurrent events, no competing risk
events
102
Cox Model for Event Rates
• Provides a framework for making
inference about covariate effects
• Semi-parametric
– λ0(t) completely unspecified
• Multiplicative - eβx
– Effect of covariate is to multiply the
rate by a factor
103
Cox cont.
• Requires either that
– RR is constant over time
(proportional hazards), or
– That we model RR over time
• Allows time-dependent covariates and
stratification factors
104
Truncation and Censoring
• Independence is key
• Truncation is about entering the study
– Right: Event has occurred (e.g. cancer
registry)
– Left: Have the event and fall out of view
before they can enter to be counted
• Censoring is about leaving the study
– Right: Incomplete follow-up (common)
– Left: Observed time > survival time
105
Analysis Follows Design
Questions → Hypotheses →
Experimental Design → Samples →
Data → Analyses →Conclusions
• Take all of your design information to a
statistician early and often
– Guidance
– Assumptions
106
Questions?
• Thanks!
• Please fill out the course evaluations
• Post specific examples
• Send questions to the appropriate
board for each lecture
107