R/riskRegression: Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks

Implementation of the following methods for event history analysis: Risk regression models for survival endpoints also in the presence of competing risks are fitted using binomial regression based on a time sequence of binary event status variables. A formula interface for the Fine-Gray regression model and an interface for the combination of cause-specific Cox regression models. A toolbox for assessing and comparing performance of risk predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier score and the area under the ROC curve for binary possibly time-dependent outcome. Inverse probability of censoring weighting and pseudo values are used to deal with right censored data. Lists of risk markers and lists of risk models are assessed simultaneously. Cross-validation repeatedly splits the data, trains the risk prediction models on one part of each split and then summarizes and compares the performance across splits.

Installation

library(devtools)
install_github("tagteam/riskRegression")

References

The following references provide the methodological framework for the features of riskRegression.

0. T.A. Gerds and M.W. Kattan (2021). Medical Risk Prediction Models: With Ties to Machine Learning (1st ed.) Chapman and Hall/CRC https://doi.org/10.1201/9781138384484

1. T.A. Gerds and M. Schumacher. Consistent estimation of the expected Brier score in general survival models with right-censored event times. Biometrical Journal, 48(6):1029--1040, 2006.

2. T.A. Gerds and M. Schumacher. Efron-type measures of prediction error for survival analysis. Biometrics, 63(4):1283--1287, 2007.

3. T.A. Gerds, T. Cai, and M. Schumacher. The performance of risk prediction models. Biometrical Journal, 50(4):457--479, 2008.

4. U B Mogensen, H. Ishwaran, and T A Gerds. Evaluating random forests for survival analysis using prediction error curves. Journal of Statistical Software, 50(11), 2012.

5. P. Blanche, J-F Dartigues, and H. Jacqmin-Gadda. Estimating and comparing time-dependent areas under receiver operating characteristic curves for censored event times with competing risks. Statistics in Medicine, 32(30): 5381--5397, 2013.

6. Paul Blanche, Ce'cile Proust-Lima, Lucie Loube`re, Claudine Berr, Jean- Franc,ois Dartigues, and He'le`ne Jacqmin-Gadda. Quantifying and comparing dynamic predictive accuracy of joint models for longitudinal marker and time-to-event in presence of censoring and competing risks. Biometrics, 71 (1):102--113, 2015.

Functions predict.CauseSpecificCox{.verbatim}, predictCox{.verbatim} and iidCox{.verbatim}:

• Brice Ozenne, Anne Lyngholm Sorensen, Thomas Scheike, Christian Torp-Pedersen and Thomas Alexander Gerds. riskRegression: Predicting the Risk of an Event using Cox Regression Models. The R Journal (2017) 9:2, pages 440-460.

@article{gerds2006consistent,
  title =    {Consistent Estimation of the Expected {B}rier Score
                  in General Survival Models with Right-Censored Event
                  Times},
  author =   {Gerds, T.A. and Schumacher, M.},
  journal =  {Biometrical Journal},
  volume =   48,
  number =   6,
  pages =    {1029--1040},
  year =     2006,
  publisher =    {Wiley Online Library}
}

@article{gerds2007efron,
  title =    {Efron-Type Measures of Prediction Error for Survival
                  Analysis},
  author =   {Gerds, T.A. and Schumacher, M.},
  journal =  {Biometrics},
  volume =   63,
  number =   4,
  pages =    {1283--1287},
  year =     2007,
  publisher =    {Wiley Online Library}
}

@article{gerds2008performance,
  title =    {The performance of risk prediction models},
  author =   {Gerds, T.A. and Cai, T. and Schumacher, M.},
  journal =  {Biometrical Journal},
  volume =   50,
  number =   4,
  pages =    {457--479},
  year =     2008,
  publisher =    {Wiley Online Library}
}

@Article{mogensen2012pec,
  title =    {Evaluating random forests for survival analysis
                  using prediction error curves},
  author =   {Mogensen, U B and Ishwaran, H. and Gerds, T A},
  journal =  {Journal of Statistical Software},
  year =     2012,
  volume =   50,
  number =   11
}

@article{Blanche2013statmed,
  title =    "{Estimating and comparing time-dependent areas under
                  receiver operating characteristic curves for
                  censored event times with competing risks}",
  author =   {Blanche, P. and Dartigues, J-F and Jacqmin-Gadda,
                  H.},
  journal =  {Statistics in Medicine},
  volume =   32,
  number =   30,
  pages =    {5381--5397},
  year =     2013
}

@article{blanche2015,
  title =    {Quantifying and comparing dynamic predictive
                  accuracy of joint models for longitudinal marker and
                  time-to-event in presence of censoring and competing
                  risks},
  author =   {Blanche, Paul and Proust-Lima, C{\'e}cile and
                  Loub{\`e}re, Lucie and Berr, Claudine and Dartigues,
                  Jean-Fran{\c{c}}ois and Jacqmin-Gadda,
                  H{\'e}l{\`e}ne},
  journal =  {Biometrics},
  volume =   71,
  number =   1,
  pages =    {102--113},
  year =     2015,
  publisher =    {Wiley Online Library}
}

@article{ozenne2017,
  title =    {riskRegression: Predicting the Risk of an Event
                using Cox Regression Modelss},
  author =   {Ozenne, Brice and Sørensen, Anne Lyngholm 
                and Scheike, Thomas and Torp-Pedersen, Christian
                and Gerds, Thomas Alexander},
  journal =  {The R Journal},
  volume =   9,
  number =   2,
  pages =    {440--460},
  year =     2017
}