Statistical Modelling 16 (5) (2016), 409–428

Time-dependent ROC methodology to evaluate the predictive accuracy of semiparametric multi-state models in the presence of competing risks: An application to peritoneal dialysis programme

Laetitia Teixeira
Institute of Biomedical Sciences Abel Salazar,
University of Porto,
Porto,
Portugal
e-mail: lcteixeira@icbas.up.pt

and

ISPUP-EPIUnit,
University of Porto,
Porto,
Portugal


Carmen Cadarso-Suárez
Unit of Biostatistics,
Department of Statistics and Operations Research,
School of Medicine,
University of Santiago de Compostela,
Santiago de Compostela,
Spain


Anabela Rodrigues
Institute of Biomedical Sciences Abel Salazar,
University of Porto,
Porto,
Portugal


and

Nephrology Department,
CHP-Hospital Geral de Santo António,
Porto,
Portugal


Denisa Mendonça
Institute of Biomedical Sciences Abel Salazar,
University of Porto,
Porto,
Portugal


and

ISPUP-EPIUnit,
University of Porto,
Porto,
Portugal


Abstract:

The evaluation of peritoneal dialysis (PD) programmes requires the use of statistical methods that suit the complexity of such programmes. Multi-state regression models taking competing risks into account are a good example of suitable approaches. In this work, multi-state structured additive regression (STAR) models combined with penalized splines (P-splines) are proposed to evaluate peritoneal dialysis programmes. These models are very flexible since they may consider smooth estimates of baseline transition intensities and the inclusion of time-varying and smooth covariate effects at each transition. A key issue in survival analysis is the quantification of the time-dependent predictive accuracy of a given regression model, which is typically assessed using receiver operating characteristic (ROC)’based methodologies. The main objective of the present study is to adapt the concept of time-dependent ROC curve, and their corresponding area under the curve (AUC), to a multi-state competing risks framework. All statistical methodologies discussed in this work were applied to PD survival data. Using a multi-state competing risks framework, this study explored the effects of major clinical covariates on survival such as age, sex, diabetes and previous renal replacement therapy. Such multi-state model was composed of one transient state (peritonitis) and several absorbing states (death, transfer to haemodialysis and renal transplantation). The application of STAR models combined with time-dependent ROC curves revealed important conclusions not previously reported in the nephrology literature when using standard statistical methodologies. For practical application, all the statistical methods proposed in this article were implemented in R and we wrote and made available a script named as NestedCompRisks.

Keywords:

time-dependent ROC curve; competing risks; multi-state models; peritoneal dialysis; STAR model; survival analysis.

Downloads:

Example data and code in zipped archive.
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