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Estimation of direct effects for survival data by using the Aalen additive hazards model

Torben Martinussen, Stijn Vansteelandt UGent, Mette Gerster and Jacob von Bornemann Hjelmborg (2011) JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY. 73(5). p.773-788
abstract
We extend the definition of the controlled direct effect of a point exposure on a survival outcome, other than through some given, time-fixed intermediate variable, to the additive hazard scale. We propose two-stage estimators for this effect when the exposure is dichotomous and randomly assigned and when the association between the intermediate variable and the survival outcome is confounded only by measured factors, which may themselves be affected by the exposure. The first stage of the estimation procedure involves assessing the effect of the intermediate variable on the survival outcome via Aalen's additive regression for the event time, given exposure, intermediate variable and confounders. The second stage involves applying Aalen's additive model, given the exposure alone, to a modified stochastic process (i.e. a modification of the observed counting process based on the first-stage estimates). We give the large sample properties of the estimator proposed and investigate its small sample properties by Monte Carlo simulation. A real data example is provided for illustration.
Please use this url to cite or link to this publication:
author
organization
year
type
journalArticle (original)
publication status
published
subject
keyword
Aalen's additive model, Direct effects, Mediation, Sequential G-estimation, Survival data, Time varying confounding, Time varying effects, MARGINAL STRUCTURAL MODELS, CAUSAL, REGRESSION, INTERVENTIONS, MEDIATION
journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
J. R. Stat. Soc. Ser. B-Stat. Methodol.
volume
73
issue
5
pages
773 - 788
Web of Science type
Article
Web of Science id
000295969700007
JCR category
STATISTICS & PROBABILITY
JCR impact factor
3.645 (2011)
JCR rank
2/116 (2011)
JCR quartile
1 (2011)
ISSN
1369-7412
DOI
10.1111/j.1467-9868.2011.00782.x
project
Bioinformatics: from nucleotids to networks (N2N)
language
English
UGent publication?
yes
classification
A1
copyright statement
I have transferred the copyright for this publication to the publisher
id
1988867
handle
http://hdl.handle.net/1854/LU-1988867
date created
2012-01-17 10:05:10
date last changed
2016-12-19 15:42:53
@article{1988867,
  abstract     = {We extend the definition of the controlled direct effect of a point exposure on a survival outcome, other than through some given, time-fixed intermediate variable, to the additive hazard scale. We propose two-stage estimators for this effect when the exposure is dichotomous and randomly assigned and when the association between the intermediate variable and the survival outcome is confounded only by measured factors, which may themselves be affected by the exposure. The first stage of the estimation procedure involves assessing the effect of the intermediate variable on the survival outcome via Aalen's additive regression for the event time, given exposure, intermediate variable and confounders. The second stage involves applying Aalen's additive model, given the exposure alone, to a modified stochastic process (i.e. a modification of the observed counting process based on the first-stage estimates). We give the large sample properties of the estimator proposed and investigate its small sample properties by Monte Carlo simulation. A real data example is provided for illustration.},
  author       = {Martinussen, Torben and Vansteelandt, Stijn and Gerster, Mette and Hjelmborg, Jacob von Bornemann},
  issn         = {1369-7412},
  journal      = {JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY},
  keyword      = {Aalen's additive model,Direct effects,Mediation,Sequential G-estimation,Survival data,Time varying confounding,Time varying effects,MARGINAL STRUCTURAL MODELS,CAUSAL,REGRESSION,INTERVENTIONS,MEDIATION},
  language     = {eng},
  number       = {5},
  pages        = {773--788},
  title        = {Estimation of direct effects for survival data by using the Aalen additive hazards model},
  url          = {http://dx.doi.org/10.1111/j.1467-9868.2011.00782.x},
  volume       = {73},
  year         = {2011},
}

Chicago
Martinussen, Torben, Stijn Vansteelandt, Mette Gerster, and Jacob von Bornemann Hjelmborg. 2011. “Estimation of Direct Effects for Survival Data by Using the Aalen Additive Hazards Model.” Journal of the Royal Statistical Society Series B-statistical Methodology 73 (5): 773–788.
APA
Martinussen, T., Vansteelandt, S., Gerster, M., & Hjelmborg, J. von B. (2011). Estimation of direct effects for survival data by using the Aalen additive hazards model. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 73(5), 773–788.
Vancouver
1.
Martinussen T, Vansteelandt S, Gerster M, Hjelmborg J von B. Estimation of direct effects for survival data by using the Aalen additive hazards model. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY. 2011;73(5):773–88.
MLA
Martinussen, Torben, Stijn Vansteelandt, Mette Gerster, et al. “Estimation of Direct Effects for Survival Data by Using the Aalen Additive Hazards Model.” JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 73.5 (2011): 773–788. Print.