--- title: "Introduction to CoxAalenCR" author: "Shikhar Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi" date: "`r Sys.Date()`" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Introduction to CoxAalenCR} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r setup, include=FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.width = 6, fig.height = 4 ) library(CoxAalenCR) ``` ## Overview The `CoxAalenCR` package implements the additive-multiplicative Cox-Aalen subdistribution hazard regression model for competing risks data as developed by Li and Long (2019). The package offers: 1. **Flexible covariate modeling**: Time-varying non-parametric additive effects via Aalen's model (Aalen, 1980) and constant multiplicative effects via a Cox proportional hazard model. 2. **Covariate-adjusted censoring weights**: Inverse probability of censoring weighting (IPCW) using both Kaplan-Meier weights (Fine and Gray, 1999) and covariate-dependent Cox censoring weights (He et al., 2016; Li and Long, 2019). 3. **Cumulative Incidence Function (CIF) prediction**: Pointwise standard errors and confidence intervals based on asymptotic influence functions. 4. **Goodness-of-fit testing**: Supremum and Cramer-von Mises resampling tests for evaluating constant vs. time-varying covariate effects. 5. **Monte Carlo simulation**: Data generation matching the exact simulation setups in Li and Long (2019). ## Model Specification Let $T_i = \min(\tilde{T}_i, C_i)$ be the observed time, $\Delta_i = I(\tilde{T}_i \le C_i)$ the censoring indicator, and $\varepsilon_i \in \{1, 2\}$ the cause of failure. The subdistribution hazard for cause 1 (the event of interest) is: $$\lambda_1(t; X, Z) = (\alpha^T(t)X) \exp(\beta^T Z)$$ where: - $X$ is a $q \times 1$ vector of additive covariates with time-varying effects $\alpha(t)$, - $Z$ is a $p \times 1$ vector of multiplicative covariates with constant effects $\beta$. The cumulative incidence function (CIF) for cause 1 is: $$F_1(t; X, Z) = 1 - \exp\left\{-\int_0^t (\alpha^T(u)X) \exp(\beta^T Z) du\right\}$$ ## Simulating Competing Risks Data We simulate a dataset under the Cox censoring scenario with 20% censoring: ```{r} set.seed(123) dat <- simulate_coxaalen( n = 150, p = 0.3, alpha = 1.0, beta1 = 1.0, beta2 = 1.0, censoring = "cox", cens_rate = 0.20 ) head(dat) table(dat$status) ``` ## Model Fitting ### Formula Interface The package provides a formula interface where additive and multiplicative covariates are separated by `|`: ```{r} fit <- cox_aalen( formula = survival::Surv(time, status) ~ X | Z, data = dat, W = ~ W, weight_type = "cox" ) summary(fit) ``` ### Parameter Inference ```{r} # Multiplicative coefficient coef(fit) # Variance-covariance matrix vcov(fit) # 95% Confidence interval confint(fit) ``` ## Goodness-of-Fit Test for Time-Varying Effects We can test whether the effect of covariate $X$ is indeed time-varying using the supremum test: ```{r} set.seed(123) test_res <- time_varying_test(fit, B = 100) print(test_res) ``` ## CIF Prediction We predict cumulative incidence functions for subjects with different covariate values: ```{r} new_profiles <- data.frame( X = c(0.2, 0.8), Z = c(0.5, 0.5) ) pred <- predict(fit, newdata = new_profiles, se.fit = TRUE) # Plot predicted CIF curves plot_cif(fit, newdata = cbind(1, new_profiles$X), newZ = matrix(new_profiles$Z, ncol = 1)) ``` ## Cumulative Additive Coefficient Paths ```{r} plot_cumulative_coef(fit) ``` ## Real Data Application: Tamoxifen Breast Cancer Study The package includes the clinical trial dataset of 641 women aged 50 or older with early breast cancer: ```{r} data(tamoxifen) head(tamoxifen) table(tamoxifen$status) # Fit Cox-Aalen model with age and treatment in additive part and pathsize in multiplicative part fit_tam <- cox_aalen( formula = survival::Surv(time, status) ~ age + treatment | pathsize, data = tamoxifen, W = ~ age, weight_type = "cox" ) summary(fit_tam) ``` ## References - Aalen, O. O. (1980). A model for non-parametric regression analysis of counting processes. *Mathematical Statistics and Probability Theory*, 2, 1-25. - Fine, J. P. and Gray, R. J. (1999). A proportional hazards model for the subdistribution of a competing risk. *Journal of the American Statistical Association*, 94(446), 496-509. - Fyles, A. W., McCready, D. R., Manchul, L. A., et al. (2004). Tamoxifen with or without breast irradiation in women 50 years of age or older with early breast cancer. *New England Journal of Medicine*, 351(10), 963-970. - He, P., Ewell, M. and Scheike, T. H. (2016). A proportional hazards regression model for the subdistribution with covariates-adjusted censoring weight for competing risks data. *Scandinavian Journal of Statistics*, 43(1), 103-122. - Li, W. and Long, Y. (2019). An Additive-Multiplicative Cox-Aalen Subdistribution Hazard Model for Competing Risks Data. *Journal of Systems Science and Complexity*, 32(6), 1727-1746. - Martinussen, T. and Scheike, T. H. (2002). A flexible additive multiplicative hazard model. *Biometrika*, 89(2), 283-298. - Pintilie, M. (2006). *Competing Risks: A Practical Perspective*. John Wiley & Sons, Chichester. ISBN:978-0-470-87068-6. - Scheike, T. H. and Zhang, M. J. (2002). An additive-multiplicative Cox-Aalen regression model. *Scandinavian Journal of Statistics*, 29(1), 75-88.