Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

The Landmark Approach:

An Introduction and Application to
Dynamic Prediction in Competing Risks

Hein Putter

Department of Medical Statistics and Bioinformatics

Leiden University Medical Center

Dynamic prediction workshop, Bordeaux

October 10, 2013

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Outline
Landmarking
Background
Dynamic prediction
Why dynamic prediction?
Illustration
Multi-state approach
Dynamic prediction and landmarking
Basic idea
Landmark (super) models
Landmarking in action
Landmarking and competing risks
Competing risks
Dynamic pseudo-observations
Discussion
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Background

Landmarking
Origin of landmarking
I Origin: debate on the effect of response to chemotherapy
on survival (Anderson JR, Cain KC, Gelber RD, 1983, J
Clin Oncol 1, 710-719)
I Common way of analysis: make two groups, a "responder"
group and a "non-responder" group and compare survival
between these two groups
I Problem with this approach: a potential responder will only
belong to the "responder" group if he/she survives until
time of response
I Individuals in the responder group are immortal for some
time, this gives them an unfair survival advantage:
immortal time bias
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Background

Time-dependent covariates

I The problem comes in a number of disguises

I Effect of recurrence on survival in cancer
I Effect of transplant failure on survival in transplant studies
I Effect of compliance on recurrence
I Effect of drug-specific adverse events on recurrence
I Effect of winning an Oscar on survival for US actors (Ann
Intern Med)
I Unfortunately the incorrect approach is still prevalent in
medical journals

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Background

Correct approaches

I Crucial issue: "responder" versus "non-responder" is

something that is not known at baseline
I When studying survival, it is not allowed to make groups
based on something that will happen in the future
I Two alternatives proposed
I Time-dependent covariate
I Landmark
I Consider response at fixed point in time (landmark)
I Remove patients with event (or censored) before landmark
from analysis

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Why dynamic prediction?

Dynamic prediction

I Prediction is often well known from start

treatment/diagnosis/...
I Depends on patient characteristics known at baseline
I Patient comes back for regular (6 months eg) checks
I Baseline covariates have not changed
I But event history (clinical events) may have changed
I Biomarkers ...
I As a result, prognosis will have changed
I Also if patient has had no events
I Prediction needs to be updated (dynamic prediction)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Illustration

US Health and Retirement Study (HRS)

I HRS: number of nationally representative cohorts
I Here only oldest cohort (AHEAD) used, born before 1923,
aged 70 and older in 1993
I Outcome of interest: overall survival; time scale is age
I Time-fixed covariates Z at entry: gender, education, BMI,
smoking
I Time-dependent covariate

1, if subject is ADL-disabled at age t;
ZADL (t) =
0, otherwise.
I Basic Activities of Daily Living (walking, bathing, dressing,
toileting, feeding), disabled if "with difficulty" for ≥ 1 item

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Illustration

US Health and Retirement Study (HRS)

I HRS: number of nationally representative cohorts
I Here only oldest cohort (AHEAD) used, born before 1923,
aged 70 and older in 1993
I Outcome of interest: overall survival; time scale is age
I Time-fixed covariates Z at entry: gender, education, BMI,
smoking
I Time-dependent covariate

1, if subject is ADL-disabled at age t;
ZADL (t) =
0, otherwise.
I Basic Activities of Daily Living (walking, bathing, dressing,
toileting, feeding), disabled if "with difficulty" for ≥ 1 item
I Objective: dynamic prediction of survival of at least 10
years beyond age s, with given ADL-disability status at age
s and given covariates
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Illustration

Covariates
Covariate N (%)
Gender
Male 1564 (39%)
Female 2468 (61%)
Education
Less than high school 1736 (43%)
High school 1212 (30%)
Some college 1084 (27%)
BMI
≤ 25 2244 (56%)
25 – 30 1388 (34%)
> 30 390 (10%)
Smoking
Never 1997 (50%)
Past 1683 (42%)
Current 324 (8%)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Multi-state approach

Multi-state approach
I Multi-state model; process X (t) in time, taking values
I 0: alive without ADL disability
I 1: alive with ADL disability
I 2: dead
0. Healthy 1. Disabled

2. Death

I Reversible illness-death model

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Multi-state approach

Multi-state approach
I Multi-state model; process X (t) in time, taking values
I 0: alive without ADL disability
I 1: alive with ADL disability
I 2: dead
0. Healthy 1. Disabled

2. Death

I Reversible illness-death model

I Objective: estimation of P(X (s + w) < 2|X (s) = 0, Z ∗ ) and
P(X (s + w) < 2|X (s) = 1, Z ∗ ) for given Z ∗

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Multi-state approach

Estimated transition hazards

Healthy−>Disabled
Healthy−>Dead
Disabled−>Healthy
Disabled−>Dead
5
4
Cumulative hazard

3
2
1
0

75 80 85 90 95 100 105

Age

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Multi-state approach

Dynamic prediction for the multi-state model

If the Markov assumption holds
I There are no easy closed-form expressions for the
prediction probabilities (because the multi-state model is
reversible)
I The Aalen-Johansen estimator can be used to obtain
estimates of prediction probabilities but is laborious
I Implemented in mstate

Otherwise
I If the Markov assumption does not hold, we would have to
use (micro-)simulation
I In our data, there is evidence that history of ADL-disability
increases disability rate (⇒ violation of Markov assumption)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Basic idea

Dynamic prediction and landmarking

I Idea to use landmarking for dynamic prediction stems from
van Houwelingen (2007)
I Suppose we want to estimate the probability, given alive at
age 80, of survival until age 90

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Basic idea

Dynamic prediction and landmarking

I Idea to use landmarking for dynamic prediction stems from
van Houwelingen (2007)
I Suppose we want to estimate the probability, given alive at
age 80, of survival until age 90
I The basic idea
I Suppose that we had an enormous database at our
disposal
I We would select a subset of the data, consisting of
everyone alive at age 80

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Basic idea

Dynamic prediction and landmarking

I Idea to use landmarking for dynamic prediction stems from
van Houwelingen (2007)
I Suppose we want to estimate the probability, given alive at
age 80, of survival until age 90
I The basic idea
I Suppose that we had an enormous database at our
disposal
I We would select a subset of the data, consisting of
everyone alive at age 80 (a landmark data set)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Basic idea

Dynamic prediction and landmarking

I Idea to use landmarking for dynamic prediction stems from
van Houwelingen (2007)
I Suppose we want to estimate the probability, given alive at
age 80, of survival until age 90
I The basic idea
I Suppose that we had an enormous database at our
disposal
I We would select a subset of the data, consisting of
everyone alive at age 80 (a landmark data set)
I And simply count how many are alive at age 90 and
calculate proportion

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Basic idea

Dynamic prediction and landmarking

I Idea to use landmarking for dynamic prediction stems from
van Houwelingen (2007)
I Suppose we want to estimate the probability, given alive at
age 80, of survival until age 90
I The basic idea
I Suppose that we had an enormous database at our
disposal
I We would select a subset of the data, consisting of
everyone alive at age 80 (a landmark data set)
I And simply count how many are alive at age 90 and
calculate proportion
I If there is censoring, we would estimate the probability
using Kaplan-Meier
I If there are also covariates involved, we could incorporate
them in a Cox model
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmark (super) models

Landmarking in general terms

For each of a set of landmark time points s ∈ [s0 , s1 ]
I Construct corresponding landmark data set, by selecting
all individuals at risk at s
I Define Z (s): current vector of predictors, including
intermediate events (depends on landmarking time point s)
I Fit simple Cox model

λ(t | Z (s), s) = λ0 (t | s) exp(β(s)> Z (s))

for s ≤ t ≤ thor , enforcing administrative censoring at thor

I After having obtained estimates β̂(s) and Λ̂0 (t | s):
I Estimate of prediction probability P(T > thor | T > s, Z ∗ (s))
is then given by exp(− exp(β̂(s)> Z ∗ (s))Λ̂0 (thor | s))

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmark (super) models

Robustness

I Note: for fixed s and thor , the Cox model

λ(t | Z (s), s) = λ0 (t | s) exp(β(s)> Z (s))

uses Z (s) as time-fixed covariates and β(s) as time-fixed

covariate effects
I Xu & O’Quigley (2000) and van Houwelingen (2007): even
if the effect of Z (s) is time-varying, the above model give
accurate (dynamic) predictions provided
I Administrative censoring is enforced at thor during
estimation of the Cox model
I Prediction is only used at thor

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmark (super) models

Combining information

I Estimate parameters by fitting simple Cox model

λ(t | Z (s), s) = λ0 (t | s) exp(β(s)> Z (s))

for s ≤ t ≤ thor , enforcing administrative censoring at thor

I Can be done for each landmark point separately
I But we would expect the coefficients β(s) to depend on s
in a smooth way
I Can use splines or parametric model, eg

β(s) = β0 + β1 s

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmark (super) models

How to implement it

I Fitting this combined model can be done using standard

software
I Stack the landmark data sets
I Stratify by landmark
I Estimated coefficients are correct, but for standard errors
we need correction for the fact that data of the same
patient are used repeatedly
I Sandwich estimators (Lin & Wei, 1989)
I Baseline hazard estimated by Breslow estimator
I Depends on s unless both Z (s) and β(s) are constant

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmark (super) models

Baseline hazards
I Baseline hazards for different landmark time points s may
be combined
I To add more structure and to make it easier to interpret the
models
I We may assume a model
λ0 (t | s) = λ0 (t) exp(θ(s))
with θ(s0 ) = 0 for identifiability
I In our application we take
θ(s) = θ1 s + θ2 s2
I Model can be fitted directly by applying a simple Cox
model to the stacked data set
I Landmark time s not used as stratifying variable but as
covariate
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

Set-up
I Endpoint is survival in a window of fixed width w = 10
years from the moment of prediction
I Landmark time points used: 16 points, equally spaced,
from age 75 to age 90
I For each landmark (prediction) time point, construct
landmark data set, containing all relevant information
needed for the prediction
I In all data sets we take all patients still at risk (alive),
compute the current value of ADL-disability, and set the
horizon at thor = tLM + 10 years
I At each landmark point we fit a simple Cox model on
(tLM , thor ) and use that to obtain a prediction of survival at
thor + 10

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

The landmark data sets

2000
ADL disabled
Healthy
1500
1000
500
0

75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

Regression coefficients
Regression coefficients with 95% confidence intervals
75 80 85 90

SMOpast SMOcurrent
1.5
1.0
0.5
0.0
−0.5
−1.0
BMI325−30 BMI3>30 ADLADL disabled
Regression coefficient

1.5
1.0
0.5
0.0
−0.5
−1.0
educ3HighSchool educ3SomeCollege sexfemale
1.5
1.0
0.5
0.0
−0.5
−1.0
75 80 85 90 75 80 85 90

Landmark age

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

Landmark super model

Covariate Category B SE
Gender Female -0.465 0.063
Education High school -0.111 0.068
College -0.234 0.072
BMI 25–30 -0.344 0.065
> 30 -0.135 0.098
ADL ADL disabled 0.636 0.050
Smoking Past smoker 0.389 0.166
×s -1.020 0.586
×s2 0.739 0.506
Current smoker 1.024 0.205
×s -1.460 0.810
×s2 0.538 0.794
θ(s) s 0.971 0.424
s2 0.021 0.356
s = (s − 75)/15
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

With corresponding baselines

1.2

2.5
1.0
0.8
Cumulative hazard

2.0
exp(theta(s))
0.6
0.4

1.5
0.2

1.0
0.0

75 80 85 90 95 75 80 85 90

Age Age (s)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

Regression coefficients
Blue lines are the (landmark-varying) supermodel effect
estimates 75 80 85 90

SMOpast SMOcurrent
1.5
1.0
0.5
0.0
−0.5
−1.0
Regression coefficient

BMI325−30 BMI3>30 ADLADL disabled

1.5
1.0
0.5
0.0
−0.5
−1.0
educ3HighSchool educ3SomeCollege sexfemale
1.5
1.0
0.5
0.0
−0.5
−1.0
75 80 85 90 75 80 85 90

Landmark age

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

Dynamic predictions from the landmark super

Healthy
model ADL disabled
75 80 85 90

Male − Never smoker Male − Past smoker Male − Current smoker

0.8

0.6
Probability of surviving next 10 years

0.4

0.2

Female − Never smoker Female − Past smoker Female − Current smoker

0.8

0.6

0.4

0.2

75 80 85 90 75 80 85 90

Age at prediction

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Landmarking in action

Software
dynpred
I It is not so difficult to write your own code in the statistical
package of your choice
I In R, package dynpred is available on CRAN
(cran.r-project.org)
I The companion package of the book "Dynamic Prediction
in Clinical Survival Analysis" by Hans van Houwelingen and
myself (Chapman & Hall)
I Functions available to create landmark data sets, applying
administrative censoring at horizon (cutLM ), and to
calculate dynamic "death within window" curves (Fwindow)
I On the book website
http://www.msbi.nl/DynamicPrediction, R code
(using the dynpred package) of all the analyses in the
book is available for download
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Competing risks

Data (EBMT)
I 5582 CML patients with transplantation (SCT) between
1997 and 2003
I Two competing risks: "relapse" (Rel) and "non-relapse
mortality" (NRM)
Cumulative incidences

1.0
Cumulative incidences

0.8 RFS

0.6

NRM
0.4

0.2
Relapse
0.0

0 2 4 6 8 10 12

Years since SCT

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Competing risks

Events of interest
I Objective:
I To give prognosis of the disease/recovery process after
SCT for a patient with a given post-transplant history
I Prediction to be based on covariates
I Baseline: year of SCT, risk score (low, medium, high)
I Time-dependent: Acute Graft-versus-Host-Disease
(aGvHD)
aGvHD
I Low or high grade
1.0
Cumulative incidences

0.8

0.6

0.4
High grade
0.2
Low grade
0.0

0 1 2 3 4

Months since SCT

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Competing risks

Time-dependent covariates
I Define

Zlow (t) = 1{occurrence of low grade aGvHD before time t}

Zhigh (t) = 1{occurrence of high grade aGvHD before time t}

Objective
I For a patient, alive without relapse at time s after SCT, with
given covariates Z ∗ (s), what is the probability that he/she
will
I have had relapse before time s + w
I have died without relapse before time s + w
I In our application: w is five years

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Competing risks

Competing risks: notation

I J types of failure
I T̃ time of failure, C censoring time, T = min(T̃ , C)
I D: type of failure, ∆ = D if failure occurred, 0 otherwise
I Z (t) vector of covariates (possibly time-dependent)
I We observe (Ti , ∆i , Zi (·)) for individual i
I Assume censoring is independent of (T̃ , D) given
covariates
I Cumulative incidences

Fj (t|s) = P(T ≤ t, D = j|T > s)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Competing risks

Landmarking and competing risks

Approach based on cause-specific hazards
I Select a number of landmark time points
I For landmark time point s
I Construct landmark data set, by selecting subjects at risk at
s; denote by Ds
I Define Z (s): current (at s) vector of predictors
I Fit Cox models on the cause-specific hazards

λj (t | Z (s), s) = λj0 (t | s) exp(βj (s)> Z (s))

I Obtain estimates β̂j (s) and λ̂j0 (t | s)

I For given (new) patient calculate patient-specific
λ̂j (t | Z ∗ (s), s) = λ̂j0 (t | s) exp(β̂j (s)> Z ∗ (s))
I Calculate Z t
∗
F̂j (t | Z (s), s) = λ̂j (u | Z ∗ (s), s)Ŝ(u − | Z ∗ (s), s)du
s
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Competing risks

Cause-specific hazards approach

I Cortese & Andersen (2010) looked at fixed set of landmark
time points and over the whole future
I No administrative censoring applied
I Nicolaie et al. (2012): interested in fixed width predictions
I To be obtained at a continuum of prediction time points
I Administrative censoring applied (robust against violations
of proportional hazards)
I Super models, combining different landmark models in one,
were used
I For both approaches
I Covariate effects are expressed in terms of the rates
(cause-specific hazards), not directly on the risks
(cumulative incidences)
I Fine-Gray type approach combined with landmarking
I Done in Cortese & Andersen (2010) approach
(straightforward, because no super models)
I Not directly for Nicolaie et al. (2012)
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Modeling: intuition from complete data

Fix cause of interest j and fix s
I For individual i within Ds , the survivors at s, define

Yi = 1{Ti ≤ s + w, Di = j}

I Expectation of Yi in Ds is P(Ti ≤ s + w, Di = j | Ti > s)

I General idea: specify a model for µi (β) = E(Yi |Ti > s, Zi )
I For some link function g, postulate

g(µi (β)) = β0 (s) + β > (s)Zi (s)

I Score equation from binomial likelihood

ns
X ∂µi (β) 1
· · [yi − µi ] = 0
∂β µi (1 − µi )
i=1
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Obtaining dynamic predictions

I For a new patient with covariate vector Z∗

I Estimate of P(T ≤ s + w, D = j|T > s, Z∗ (s)) is

bj (s + w|Z∗ (s), s) = g −1 (βb0 (s) + βb> (s)Z∗ (s)),

F

I Its variance is estimated consistently by

 dg −1 (x) 2
· (Z∗ )> · var(
c β) b · Z∗
dx |x=βb> Z∗

(delta-method)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Dynamic pseudo-observations
I Recall
Yi = 1{Ti ≤ s + w, Di = j}
I Unfortunately, not available for censored patients !
I Define the dynamic pseudo-observation
(−i)
θ̂is = ns F̂j (s + w|s) − (ns − 1)F̂j (s + w|s),

where
X dij
F̂j (s + w|s) = · Ŝ(ti − |s),
ni
s<ti ≤s+w

with
I dij = no of cause j events at ti ; ni = no at risk at ti

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Properties of dynamic pseudo-observations

No censoring

θ̂is = 1{Ti ≤ s + w, Di = j}

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Properties of dynamic pseudo-observations

No censoring

θ̂is = 1{Ti ≤ s + w, Di = j}

With censoring
I (P1) θ̂is is asymptotically independent of θ̂ls for individuals
i 6= l as ns → ∞
I (P2) θ̂is is asymptotically independent of θ̂ls0 for individuals
0
i 6= l and landmark time points s 6= s as ns , ns0 → ∞
 
I (P3) E θ̂is |Ti >
 s, Zi equals asymptotically its theoretical

counterpart E 1{Ti ≤ s + w, Di = j}|Ti > s, , Zi as ns → ∞
(Follow more or less directly from results in Graw et al. (2009).)
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Censored data
Fixed s
I Yi = 1{Ti ≤ s + w, Di = j}, i ∈ Ds not observed
I Retain score equations and replace yi by
pseudo-observations θ̂is
I The quasi-score equation is
ns
X ∂µi (β) 1
· · [θ̂is − µi ] = 0
∂β µi (1 − µi )
i=1

I Estimating equations are asymptotically unbiased (⇒

asymptotic normality of β̂)
I Note: we calculate only one pseudo-observation per
individual

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Obtaining dynamic predictions

I For a new patient with covariate vector Z∗

I Estimate of P(T ≤ s + w, D = j|T > s, Z∗ (s)) is

bj (s + w|Z∗ (s), s) = g −1 (βb0 (s) + βb> (s)Z∗ (s)),

F

I Its variance is estimated consistently by

 dg −1 (x) 2
· (Z∗ )> · var(
c β) b · Z∗
dx |x=βb> Z∗

(delta-method)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Super models: setup

I Define a set of landmark time points 0 ≤ s1 < . . . < sK ≤ τ

I Construct the corresponding landmark data sets Dk := Dsk
I Define the dynamic pseudo-observation θbik of individual i
at time sk + w
I Note again: only one per subject per sk (namely at sk + w)
I Define
θ̂i = (θ̂ik , k ∈ Li ), Li ⊂ {1, . . . , K }
I Longitudinal vector θ̂i truncated by death (Kurland &
Heagerty 2005)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Super models
I Define µik = µi (sk ) = P(Ti ≤ sk + w, Di = j | Ti > sk )
I GLM
g(µik |Zi (sk )) = β0 (sk ) + β > (sk )Zi (sk ),
I Choose smooth model for l th component of β(s)

βl (s) = βl> hl (s) ⇒ β(s) = H(s)β

I The quasi-score equation for regression parameter β is

n n
X X ∂µi (β)
U(β) = Ui (β) = · Vi−1 (θbi − µi ) = 0
∂β
i=1 i=1

I Asymptotic unbiasedness of these estimation equations

follows (only for independence working correlation!)
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Dynamic prediction in super models

I For a new patient with covariate vector Z∗

I The estimate of P(T ≤ s + w, D = j|T > s, Z∗ (s)) is

bj (s + w|Z∗ , s) = g −1 (βb0 (s) + βb> (s)Z∗ (s)),

F

with β(s)
b = H(s)β̂
I Its variance is estimated consistently by
 dg −1 (x) 2
· (Z∗ )> · H(s) · var(
c β) b · H(s)> · Z∗
dx b > Z∗
|x=(β)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Scatter-plot
Relapse
0.0 0.5 1.0 0.0 0.5 1.0

1.2
0 months

0.6
0.984 0.961 0.947 0.913

0.0
●
●
●
●
●
●
●
●●●
●

3 months
●
●
●●
●
●
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0.983 0.973 0.947

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0.0 0.6 1.2 0.0 0.5 1.0 0.0 0.5 1.0 1.5

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Model Covariate Relapse NRM

βb SE(β)
b βb SE(β)
b
Intercept
Constant -1.160 0.027 -1.156 0.029
s 0.839 0.126 -3.603 0.165
s2 -1.072 0.129 2.080 0.183
Year of transplantation
Constant 0.530 0.126 -0.591 0.125
s -1.165 0.657 1.604 0.718
s2 0.553 0.678 -1.079 0.766
Risk score
Low risk
Medium risk 0.166 0.022 0.431 0.025
High risk 0.725 0.039 0.880 0.042
Low grade aGvHD
Constant -0.490 0.030 0.168 0.102
s 2.032 0.461
s2 -1.738 0.436
High grade aGvHD
Constant -1.305 0.054 1.916 0.129
s -0.416 0.579
s2 -0.524 0.545

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Regression coefficients of EBMT risk score

Risk score
Relapse NRM

1
Low risk Low risk
Medium risk Medium risk
High risk High risk
Regression coefficients

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0.0 0.4 0.8 0.0 0.4 0.8

Time s of landmark (years)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

Regression coefficients of aGvHD

High grade aGvHD
Relapse NRM

3
Separate models Separate models
Supermodel Supermodel

2
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Time s of landmark (years)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic pseudo-observations

5-yr prediction probabilities

Low risk Medium risk High risk

1.0
No aGvHD No aGvHD No aGvHD
Low grade Low grade Low grade
High grade High grade High grade

0.8
Predicted probabilities at s + 5 years
Relapse

Cif1.pred.s2no

Cif1.pred.s3no
0.6

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No aGvHD No aGvHD No aGvHD

Low grade Low grade Low grade
Time of landmark (years)
High grade Time of landmark (years)
High grade Time of landmark (years)
High grade
0.8

●
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0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

Time of landmark (years) Time s of

Timelandmark
of landmark (years)(years)
Time of landmark (years)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Discussion

I For each landmark time point sk we only use (need)

dynamic pseudo-observations at one fixed horizon (sk + w)
I No proportional hazards assumptions needed
I Gain in robustness
I But possible loss of efficiency
I Method is direct and straightforward to implement in GEE
software (especially using the pseudo package)
I Correlation structure of dynamic pseudo-observations is
ignored in the estimating equations of the super models

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Discussion (general)
Advantages of standard approach
I It is standard
I There is software
I You gain biological understanding (hopefully) by modeling
the effects of covariates on transitions
Advantages of landmarking
I It is more direct; no need for complicated formulas for
prediction
I Predictions obtained from multi-state model may be off the
mark if assumptions are violated or if model fit is not good
I Sparse model (considerably fewer parameters than
multi-state model)

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

References
Cortese, G. and Andersen, P. K. (2009).
Competing risks and time-dependent covariates.
Biom J 32: 138–158.
Graw, F. and Gerds, T. A. and Schumacher, M. (2009).
On pseudo-values for regression analysis in multi-state models.
Lifetime Data Anal 15: 241–255.
van Houwelingen, H. C. (2007).
Dynamic prediction by landmarking in event history analysis.
Scand J Stat 34: 70–85.
Kurland, B. F. and Heagerty, P. J. (2005).
Directly parameterized regression conditioning on being alive: analysis of
longitudinal data truncated by deaths.
Biostat 6: 241–258.
Nicolaie, M. A. and van Houwelingen, H. C. and de Witte, T. M. and Putter,
H. (2012).
Dynamic prediction in competing risks by landmarking.
Stat Med, in press.

Dynamic prediction Hein Putter

Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

References
H. C. van Houwelingen (2007).
Dynamic prediction by landmarking in event history analysis.
Scand. J. Stat. 34: 70–85.
H. C. van Houwelingen and H. Putter (2008).
Dynamic predicting by landmarking as an alternative for multi-state modeling: an
application to acute lymphois leukemia data.
Lifetime Data Anal. 14: 447–463.
H. C. van Houwelingen and H. Putter (2012).
Dynamic Predicting in Clinical Survival Analysis.
Chapman & Hall.
D. Y. Lin and L. J. Wei (1989).
The robust inference for the Cox proportional hazards model.
JASA 84: 1074–1078.
R. Xu and J. O’Quigley (2000).
Estimating average regression effects under non-proportional hazards.
Biostatistics 1: 423–439.
Y. Y. Zheng and P. J. Heagerty (2005).
Partly conditional survival models for longitudinal data.
Biometrics 61: 379–391.
Dynamic prediction Hein Putter
Landmarking Dynamic prediction Dynamic prediction and landmarking Landmarking and competing risks Discussion

Dynamic Prediction in Clinical Survival Analysis

Dynamic prediction Hein Putter