--- title: "Stratified proportional win-fractions (PW) regression of composite endpoints of death and nonfatal event" # subtitle: "Application to the German Breast Cancer Study" author: "Tuo Wang & Lu Mao (lmao@biostat.wisc.edu)" # date: "11/09/2021" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Stratified proportional win-fractions (PW) regression of composite endpoints of death and nonfatal event} %\VignetteEngine{knitr::rmarkdown} \usepackage[utf8]{inputenc} --- ```{r, echo = FALSE, message = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` This vignette demonstrates the use of the `WR` package in fitting the stratified proportional win-fractions (PW) regression model for prioritized composite endpoints consisting of death and a nonfatal event (Wang and Mao, 2022). This is an extension of the unstratified PW model of Mao and Wang (2020, *Biometrics*). ## MODEL & INFERENCE ### Outcome data and modeling target Let $D$ denote the survival time, $T$ time to the first nonfatal event like hospitalization, and $\boldsymbol Z$ a $p$-vector of covariates. The composite outcome is $\boldsymbol Y=(D, T)$, with $D$ prioritized over $T$. Suppose that there are $L$ strata defined by, e.g., patient demographics or study center. In the $l$th stratum $(l=1,\ldots, L)$, if we want to compare the $i$th and $j$th patients, denoted respectively using subscripts $li$ and $lj$, we can use Pocock et al.'s (2012) sequential rule with the "win indicator" defined by \begin{align*} \mathcal W(\boldsymbol Y_{li}, \boldsymbol Y_{lj})(t) & = I(\mbox{subject $i$ wins against subject $j$ by $t$ in stratum $l$})\\ & = I(D_{lj} < D_{li} \wedge t) + I(D_{li} \wedge D_{lj} > t, T_{lj} < T_{li} \wedge t), \end{align*} where $a\wedge b=\min(a,b)$. Then, the (time-dependent) covariate-specific win ratio in the $l$th stratum is \[\mathcal R_l(t;\boldsymbol Z_{li}, \boldsymbol Z_{lj}):= \frac{E\{\mathcal W(\boldsymbol Y_{li}, \boldsymbol Y_{lj})(t)\mid \boldsymbol Z_{li}, \boldsymbol Z_{lj}\}}{E\{\mathcal W(\boldsymbol Y_{lj}, \boldsymbol Y_{li})(t)\mid \boldsymbol Z_{li}, \boldsymbol Z_{lj}\}}.\] ### Model specification The stratified PW model specifies that \begin{equation}\tag{1} \mbox{Stratified PW:}\hspace{3mm} \mathcal R_l(t;\boldsymbol Z_{li}, \boldsymbol Z_{lj})=\exp\{\boldsymbol\beta^{\rm T}(\boldsymbol Z_{li} -\boldsymbol Z_{lj})\},\hspace{3mm} l=1,\ldots, L. \end{equation} That is, we assume that the covariate-specific win ratio in each stratum is invariant to the follow-up time (proportionality of the win fractions) and depends on a common regression parameter $\boldsymbol\beta$. Under model (1), the components of $\boldsymbol\beta$ can be interpreted as the log-win ratios associated with unit increases in the corresponding covariates *within each stratum*. Because model (1) involves only within-stratum comparisons, it does not require proportionality to hold across strata as an unstratified PW model does. ### Number of strata and inference procedure Under (1), we can obtain consistent estimates for the parameter $\boldsymbol\beta$ based on censored data under the independent censoring assumption \[(C_{li}\perp \boldsymbol Y_{li})\mid \boldsymbol Z_{li}.\] for every $l=1,\ldots, L$. There are two approaches to estimating the variance of the resulting estimator $\boldsymbol\beta$, each appropriate in a different context. When the number of strata $L$ is small, such as in the case of sex or race categories, we can apply the variance estimator of the unstratified PW model to each stratum and sum up the stratum-specific variances. We call this the **type I** variance estimator. When $L$ is large, such as in the case of matched pairs (so that $L=n/2$), each stratum need not contain enough subjects to support its own variance estimator. We instead treat the strata as basic units of observation and take a Lindeberg--Feller-type approach to quantifying the variance of the sum of the independent (but not necessarily identically distributed) units. This gives us a **type II** variance estimator. ## BASIC SYNTAX The input data must be in the "long format", with an `ID` vector containing unique patient-level identifiers. In addition, we need a `time` vector containing the event times and a `status` vector indicating the corresponding cause of the event. The vector `status` should be coded as `1`=death; `2`=non-fatal event; `0`=censoring. In the case of recurrent non-fatal events, multiple rows with `status`=2 are allowed. However, by nature of the method, only time to the first episode will be used. Finally, we need a covariate matrix `Z` with the same row as `ID`. Each column of `Z` represents a covariate. All covariates need to be time-constant. The main function to fit the stratified PW model is ```{r,eval=F} obj<-pwreg(ID, time, status, Z, strata, fixedL=TRUE) ``` with `ID`, `time`, `status`, and `Z` as specified above. The optional argument `strata` accepts the (categorical) stratifying variable. The default option `fixedL=TRUE` requests the type I variance estimator (under small $L$) while `fixedL=FALSE` requests the type II variance estimator (under large $L$). The function returns an object of class `pwreg` with a `beta` vector for $\widehat{\boldsymbol\beta}$ and a `Var` matrix for $\text{var}(\widehat{\boldsymbol\beta})$. Score processes to check the proportionality assumption can be computed and plotted by ```{r,eval=F} ## compute the standardized score processes score<-score.proc(obj) ## plot the computed process for the kth covariate plot(score, k) ``` As a rule of thumb, we consider the proportionality to be tenable if the score processes are bounded in $[-2, 2]$. ## AN EXAMPLE WITH THE GERMAN BREAST CANCER STUDY We demonstrate the stratified PW regression methods using a subset of the data from the German Breast Cancer study consisting of 686 patients with primary node positive breast cancer (Sauerbrei et al., 1999). ### Data preparation The study was conducted between July 1984 to December 1989 to assess the effectiveness of hormonal treatment with tamoxifen in addition to standard chemotherapy in reducing the cancer relapse (nonfatal event) and mortality of patients. We first load the `WR` package and the analysis dataset `gbc`. ```{r setup} library(WR) head(gbc) ``` Covariates include: * `hormone`: Treatment indicator: 1=Hormone therapy; 2=standard therapy; * `age` Age at diagnosis (years) * `menopause` Menopausal Status; 1=No; 2=Yes * `grade` Tumor grade, 1-3 * `nodes` Number of nodes involved * `prog_recp` Number of progesterone receptors * `estrg_recp` Number of estrogen receptors The `grade` column in `gbc` is a factor variable. We create dummy variables for `grade`. ```{r} grade_matrix <- model.matrix(~factor(grade),data=gbc) grade_df <- as.data.frame(grade_matrix[,-1]) names(grade_df) <- c("grade2 vs grade1", "grade3 vs grade1") gbc <- cbind.data.frame(gbc[,-8], grade_df) ``` ### Stratification by menopause status Next, we fit a PW model stratified by menopause status. Because the stratifying variable has only two levels, we use the type I variance estimator. ```{r} ## extract the covariate matrix Z from the data ## leaving out menopause as the stratifying variable Z1 <- as.matrix(gbc[,c("hormone", "age", "size", "nodes", "prog_recp", "estrg_recp", "grade2 vs grade1", "grade3 vs grade1")]) ## fit a PW model stratified by the binary menopause status ## use type I variance estimator obj1<-pwreg(ID=gbc$id,time=gbc$time,status=gbc$status, Z=Z1,strata=gbc$menopause,fixedL=TRUE) ## print out the results print(obj1) ``` We can see that, adjusting for other variables and stratifying by menopause status, hormonal treatment makes the patient 1.5 times as likely to have a more favorable outcome (prioritizing survival over cancer relapse), with 95\% confidence interval (1.2, 2.0) and $p$-value 0.003. Next, plot the standardized score process for each covariate: ```{r, fig.height = 7.5, fig.width=7.5} score1 <- score.proc(obj1) oldpar <- par(mfrow = par("mfrow")) par(mfrow = c(3,3)) for(i in c(1:8)){ plot(score1, k = i) abline(h = 0, col="blue",lty=2) abline(h = -2, col="blue",lty=2) abline(h = 2, col="blue",lty=2) } par(oldpar) ``` All curves are bounded between -2 and 2, suggesting no severe violation of the proportionality assumption. ### Stratification by age As illustration, we fit another PW model stratified by finely-cut age groups. ```{r} ## cut age into ~30 groups by quantiles cutpoints <- c(0,unique(quantile(gbc$age[gbc$status<2], seq(0.1,1,by=0.02))),Inf) cutpoints age_group <- cut(gbc$age, breaks = cutpoints, right = FALSE) ``` Now that $L>30$, it would be better to use type II variance estimator for inference. ```{r} ## extract the covariate matrix Z from the data ## leaving out age as the stratifying variable Z2 <- as.matrix(gbc[,c("hormone", "menopause", "size", "nodes", "prog_recp", "estrg_recp", "grade2 vs grade1", "grade3 vs grade1")]) ## fit a PW model stratified by the binary menopause status ## use type II variance estimator because L is large obj2<-pwreg(ID=gbc$id,time=gbc$time,status=gbc$status, Z=Z2,strata=age_group,fixedL=TRUE) ## print out the results print(obj2) ``` We can see that the results are similar to those of the menopause-stratified analysis. One can also check the proportionality assumption in a similar way using the `score.proc()` function. ## References * Mao, L. and Wang, T. (2020). A class of proportional win-fractions regression models for composite outcomes. *Biometrics*, https://doi.org/10.1111/biom.13382. * Pocock, S., Ariti, C., Collier, T., and Wang, D. (2012). The win ratio: a new approach to the analysis of composite endpoints in clinical trials based on clinical priorities. *European Heart Journal*, 33, 176--182. * Sauerbrei, W., Royston, P., Bojar, H., Schmoor, C., & Schumacher, M. (1999). Modelling the effects of standard prognostic factors in node-positive breast cancer. German Breast Cancer Study Group (GBSG). *British Journal of Cancer*, 79, 1752–1760. * Wang, T. and Mao, L. (2022). Stratified Proportional Win-fractions Regression Analysis.