Ding the hazard ratio function shape in this setting was important

Ding the hazard ratio function shape in this setting was important to integrating the clinical trial data with a large body of preceding observational literature that had failed to identify an early hazard ratio increase (e.g. Manson and others, 2003; Prentice and others, 2005). We organize the article as follows: In Section 2, the short-term and long-term hazard ratio model and the hazard ratio estimate are described. Pointwise confidence intervals of the hazard ratio are established. Simultaneous confidence bands for the hazard ratio and the average hazard ratio are provided in Section 3. Simulation MGCD516MedChemExpress Sitravatinib results are presented in Section 4. Application to data from the WHI trial is given in Section 5. Some concluding remarks are given in Section 6. Proofs of the asymptotic results are contained in the Supplementary Material available at Biostatistics online. 2. H AZARD RATIO FUNCTION ESTIMATION Let T1 , . . . , Tn be the pooled lifetimes of the 2 groups, with T1 , . . . , Tn 1 , n 1 < n, constituting the control group having the survivor function SC . Let C1 , . . . , Cn be the censoring variables, and Z i = I (i > n 1 ), i = 1, . . . , n, where I () is the indicator function. The available data consist of the independent triplets (X i , i , Z i ), i = 1, . . . , n, where X i = min(Ti , Ci ) and i = I (Ti Ci ). We assume that Ti and Ci are independent given Z i . The censoring variables (Ci ‘s) need not be identically distributed, and in particular, the 2 groups may have different censoring patterns. For t < 0 with 0 defined in (1.2), let R(t) be the the odds function 1/SC (t) - 1 of the control group. The model of Yang and Prentice (2005) can be expressed as i (t) = e-1 Z i dR(t) 1 , -2 Z i R(t) dt +e h(t) = i = 1, . . . , n, t < 0 , (2.1)where i (t) is the hazard function for Ti given Z i . Under the model, the hazard ratio is e-1 1 + R(t) . + e-2 R(t)To estimate h(t), we need to estimate the parameter = (1 , 2 )T and the baseline function R(t), where "T " denotes transpose. Let us first introduce the estimators from Yang and Prentice (2005). Definen nK (t) =I (X ii=t),H j (t; b) =i e-b j Z i I (X it),i=j = 1, 2,where b = (b1 , b2 )T . Let < 0 be such that lim K ( ) > 0,n(2.2)with probability 1. For t ^ P(t; b) =, let 1- H2 (s; b) , K (s) ^ R(t; b) = 1 ^ P(t; b)0 ts t^ P- (s; b) H1 (ds; b), K (s)Estimation of the 2-sample hazard ratio function using a semiparametric model^ where H2 (s; b) denotes the jump of H2 (s; b) in s and P- (s; b) denotes the left Naramycin A msds continuous (in s) version ^ of P(s; b), Define the martingale residuals ^ Mi (t; b) = i I (X itt) -I (X is)^ e-b1 Z i + e-b2 Z i R(s; b)^ R(ds; b),in.^ ^ ^ Yang and Prentice (2005) proposed a pseudo maximum likelihood estimator = (1 , 2 )T of , which is the zero of Q(b), wherenQ(b) = with f i = ( f 1i , f 2i )T , where f 1i (t; b) = Z i e-b1 Z ii=^ f i (t; b) Mi (dt; b),(2.3)^ e-b1 Z i + e-b2 Z i R(t; b),f 2i (t; b) =^ Z i e-b2 Z i R(t; b) . ^ e-b1 Z i + e-b2 Z i R(t; b)^ ^ ^ Once is obtained, R(t) can be estimated by R(t; ), and the hazard ratio h(t) can be estimated by ^ h(t) = ^ ^ 1 + R(t; ) . ^ ^ e-1 + e-2 R(t; )^ In Appendix A of the Supplementary Material available at Biostatistics online, we show that h(t) is strongly consistent for h(t) under model (2.1). ^ To study the distributional properties of h(t), let Wn (t) = ^ For the asymptotic distribution of , define A(t) = K 1 (t) = (t) = ^ e-2 R(t; ) ^ ^ + e-2 R(t; ) e-1 + e-2 R(t; ) e-1 , t), K 2 (t) = I (X ii>n 1 T^ n(h(.Ding the hazard ratio function shape in this setting was important to integrating the clinical trial data with a large body of preceding observational literature that had failed to identify an early hazard ratio increase (e.g. Manson and others, 2003; Prentice and others, 2005). We organize the article as follows: In Section 2, the short-term and long-term hazard ratio model and the hazard ratio estimate are described. Pointwise confidence intervals of the hazard ratio are established. Simultaneous confidence bands for the hazard ratio and the average hazard ratio are provided in Section 3. Simulation results are presented in Section 4. Application to data from the WHI trial is given in Section 5. Some concluding remarks are given in Section 6. Proofs of the asymptotic results are contained in the Supplementary Material available at Biostatistics online. 2. H AZARD RATIO FUNCTION ESTIMATION Let T1 , . . . , Tn be the pooled lifetimes of the 2 groups, with T1 , . . . , Tn 1 , n 1 < n, constituting the control group having the survivor function SC . Let C1 , . . . , Cn be the censoring variables, and Z i = I (i > n 1 ), i = 1, . . . , n, where I () is the indicator function. The available data consist of the independent triplets (X i , i , Z i ), i = 1, . . . , n, where X i = min(Ti , Ci ) and i = I (Ti Ci ). We assume that Ti and Ci are independent given Z i . The censoring variables (Ci ‘s) need not be identically distributed, and in particular, the 2 groups may have different censoring patterns. For t < 0 with 0 defined in (1.2), let R(t) be the the odds function 1/SC (t) - 1 of the control group. The model of Yang and Prentice (2005) can be expressed as i (t) = e-1 Z i dR(t) 1 , -2 Z i R(t) dt +e h(t) = i = 1, . . . , n, t < 0 , (2.1)where i (t) is the hazard function for Ti given Z i . Under the model, the hazard ratio is e-1 1 + R(t) . + e-2 R(t)To estimate h(t), we need to estimate the parameter = (1 , 2 )T and the baseline function R(t), where "T " denotes transpose. Let us first introduce the estimators from Yang and Prentice (2005). Definen nK (t) =I (X ii=t),H j (t; b) =i e-b j Z i I (X it),i=j = 1, 2,where b = (b1 , b2 )T . Let < 0 be such that lim K ( ) > 0,n(2.2)with probability 1. For t ^ P(t; b) =, let 1- H2 (s; b) , K (s) ^ R(t; b) = 1 ^ P(t; b)0 ts t^ P- (s; b) H1 (ds; b), K (s)Estimation of the 2-sample hazard ratio function using a semiparametric model^ where H2 (s; b) denotes the jump of H2 (s; b) in s and P- (s; b) denotes the left continuous (in s) version ^ of P(s; b), Define the martingale residuals ^ Mi (t; b) = i I (X itt) -I (X is)^ e-b1 Z i + e-b2 Z i R(s; b)^ R(ds; b),in.^ ^ ^ Yang and Prentice (2005) proposed a pseudo maximum likelihood estimator = (1 , 2 )T of , which is the zero of Q(b), wherenQ(b) = with f i = ( f 1i , f 2i )T , where f 1i (t; b) = Z i e-b1 Z ii=^ f i (t; b) Mi (dt; b),(2.3)^ e-b1 Z i + e-b2 Z i R(t; b),f 2i (t; b) =^ Z i e-b2 Z i R(t; b) . ^ e-b1 Z i + e-b2 Z i R(t; b)^ ^ ^ Once is obtained, R(t) can be estimated by R(t; ), and the hazard ratio h(t) can be estimated by ^ h(t) = ^ ^ 1 + R(t; ) . ^ ^ e-1 + e-2 R(t; )^ In Appendix A of the Supplementary Material available at Biostatistics online, we show that h(t) is strongly consistent for h(t) under model (2.1). ^ To study the distributional properties of h(t), let Wn (t) = ^ For the asymptotic distribution of , define A(t) = K 1 (t) = (t) = ^ e-2 R(t; ) ^ ^ + e-2 R(t; ) e-1 + e-2 R(t; ) e-1 , t), K 2 (t) = I (X ii>n 1 T^ n(h(.