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Dynamic Prediction by Landmarking in Event History Analysis

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  • HANS C. VAN HOUWELINGEN

Abstract

. This article advocates the landmarking approach that dynamically adjusts predictive models for survival data during the follow up. This updating is achieved by directly fitting models for the individuals still at risk at the landmark point. Using this approach, simple proportional hazards models are able to catch the development over time for models with time‐varying effects of covariates or data with time‐dependent covariates (biomarkers). To smooth the effect of the landmarking, sequences of models are considered with parametric effects of the landmark time point and fitted by maximizing appropriate pseudo log‐likelihoods that extend the partial log‐likelihood to cover the landmarking approach.

Suggested Citation

  • Hans C. Van Houwelingen, 2007. "Dynamic Prediction by Landmarking in Event History Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(1), pages 70-85, March.
    • Handle: RePEc:bla:scjsta:v:34:y:2007:i:1:p:70-85
    DOI: 10.1111/j.1467-9469.2006.00529.x
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    Cited by:

    1. Gustavo Soutinho & Luís Meira-Machado, 2022. "Methods for checking the Markov condition in multi-state survival data," Computational Statistics, Springer, vol. 37(2), pages 751-780, April.
    2. Kwun Chuen Gary Chan & Fei Gao & Fan Xia, 2021. "Discussion on “Causal mediation of semicompeting risks” by Yen‐Tsung Huang," Biometrics, The International Biometric Society, vol. 77(4), pages 1155-1159, December.
    3. Daniel Commenges & Benoit Liquet & Cécile Proust-Lima, 2012. "Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback–Leibler Risks," Biometrics, The International Biometric Society, vol. 68(2), pages 380-387, June.
    4. Sean M. Devlin & Mithat Gönen & Glenn Heller, 2020. "Measuring the temporal prognostic utility of a baseline risk score," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(4), pages 856-871, October.
    5. Medina-Olivares, Victor & Calabrese, Raffaella & Crook, Jonathan & Lindgren, Finn, 2023. "Joint models for longitudinal and discrete survival data in credit scoring," European Journal of Operational Research, Elsevier, vol. 307(3), pages 1457-1473.
    6. Qi Gong & Douglas E. Schaubel, 2017. "Estimating the average treatment effect on survival based on observational data and using partly conditional modeling," Biometrics, The International Biometric Society, vol. 73(1), pages 134-144, March.
    7. Arthur Allignol & Martin Schumacher & Jan Beyersmann, 2011. "Estimating summary functionals in multistate models with an application to hospital infection data," Computational Statistics, Springer, vol. 26(2), pages 181-197, June.
    8. Kulinskaya, Elena & Gitsels, Lisanne Andra & Bakbergenuly, Ilyas & Wright, Nigel R., 2021. "Dynamic hazards modelling for predictive longevity risk assessment," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 222-231.
    9. Zijing Yang & Chengfeng Zhang & Yawen Hou & Zheng Chen, 2023. "Analysis of dynamic restricted mean survival time based on pseudo‐observations," Biometrics, The International Biometric Society, vol. 79(4), pages 3690-3700, December.
    10. M. A. Nicolaie & J. C. van Houwelingen & T. M. de Witte & H. Putter, 2013. "Dynamic Pseudo-Observations: A Robust Approach to Dynamic Prediction in Competing Risks," Biometrics, The International Biometric Society, vol. 69(4), pages 1043-1052, December.
    11. Gustavo Soutinho & Luís Meira-Machado, 2023. "Nonparametric estimation of the distribution of gap times for recurrent events," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 103-128, March.
    12. Jiehuan Sun & Jose D. Herazo‐Maya & Philip L. Molyneaux & Toby M. Maher & Naftali Kaminski & Hongyu Zhao, 2019. "Regularized Latent Class Model for Joint Analysis of High‐Dimensional Longitudinal Biomarkers and a Time‐to‐Event Outcome," Biometrics, The International Biometric Society, vol. 75(1), pages 69-77, March.
    13. Hein Putter & Hans C. Houwelingen, 2017. "Understanding Landmarking and Its Relation with Time-Dependent Cox Regression," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(2), pages 489-503, December.
    14. Jing Zhang & Jing Ning & Ruosha Li, 2023. "Evaluating Dynamic Discrimination Performance of Risk Prediction Models for Survival Outcomes," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 15(2), pages 353-371, July.
    15. Marlena Maziarz & Patrick Heagerty & Tianxi Cai & Yingye Zheng, 2017. "On longitudinal prediction with time-to-event outcome: Comparison of modeling options," Biometrics, The International Biometric Society, vol. 73(1), pages 83-93, March.
    16. Bin Qiu & Wei Guo & Fan Zhang & Fang Lv & Ying Ji & Yue Peng & Xiaoxi Chen & Hua Bao & Yang Xu & Yang Shao & Fengwei Tan & Qi Xue & Shugeng Gao & Jie He, 2021. "Dynamic recurrence risk and adjuvant chemotherapy benefit prediction by ctDNA in resected NSCLC," Nature Communications, Nature, vol. 12(1), pages 1-11, December.
    17. Liang Li & Sheng Luo & Bo Hu & Tom Greene, 2017. "Dynamic Prediction of Renal Failure Using Longitudinal Biomarkers in a Cohort Study of Chronic Kidney Disease," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(2), pages 357-378, December.
    18. Ruosha Li & Xuelin Huang & Jorge Cortes, 2016. "Quantile residual life regression with longitudinal biomarker measurements for dynamic prediction," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 65(5), pages 755-773, November.
    19. Qi Gong & Douglas E. Schaubel, 2013. "Partly Conditional Estimation of the Effect of a Time-Dependent Factor in the Presence of Dependent Censoring," Biometrics, The International Biometric Society, vol. 69(2), pages 338-347, June.
    20. Yu Zheng & Tianxi Cai, 2017. "Augmented estimation for t‐year survival with censored regression models," Biometrics, The International Biometric Society, vol. 73(4), pages 1169-1178, December.
    21. Dimitris Rizopoulos & Laura A. Hatfield & Bradley P. Carlin & Johanna J. M. Takkenberg, 2014. "Combining Dynamic Predictions From Joint Models for Longitudinal and Time-to-Event Data Using Bayesian Model Averaging," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1385-1397, December.
    22. repec:jss:jstsof:38:i07 is not listed on IDEAS
    23. Xin Wang & Douglas E. Schaubel, 2018. "Modeling restricted mean survival time under general censoring mechanisms," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 176-199, January.
    24. Qing Liu & Gong Tang & Joseph P. Costantino & Chung‐Chou H. Chang, 2020. "Landmark proportional subdistribution hazards models for dynamic prediction of cumulative incidence functions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(5), pages 1145-1162, November.

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