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      Simulating recurrent event data with hazard functions defined on a total time scale

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          Abstract

          Background

          In medical studies with recurrent event data a total time scale perspective is often needed to adequately reflect disease mechanisms. This means that the hazard process is defined on the time since some starting point, e.g. the beginning of some disease, in contrast to a gap time scale where the hazard process restarts after each event. While techniques such as the Andersen-Gill model have been developed for analyzing data from a total time perspective, techniques for the simulation of such data, e.g. for sample size planning, have not been investigated so far.

          Methods

          We have derived a simulation algorithm covering the Andersen-Gill model that can be used for sample size planning in clinical trials as well as the investigation of modeling techniques. Specifically, we allow for fixed and/or random covariates and an arbitrary hazard function defined on a total time scale. Furthermore we take into account that individuals may be temporarily insusceptible to a recurrent incidence of the event. The methods are based on conditional distributions of the inter-event times conditional on the total time of the preceeding event or study start. Closed form solutions are provided for common distributions. The derived methods have been implemented in a readily accessible R script.

          Results

          The proposed techniques are illustrated by planning the sample size for a clinical trial with complex recurrent event data. The required sample size is shown to be affected not only by censoring and intra-patient correlation, but also by the presence of risk-free intervals. This demonstrates the need for a simulation algorithm that particularly allows for complex study designs where no analytical sample size formulas might exist.

          Conclusions

          The derived simulation algorithm is seen to be useful for the simulation of recurrent event data that follow an Andersen-Gill model. Next to the use of a total time scale, it allows for intra-patient correlation and risk-free intervals as are often observed in clinical trial data. Its application therefore allows the simulation of data that closely resemble real settings and thus can improve the use of simulation studies for designing and analysing studies.

          Electronic supplementary material

          The online version of this article (doi:10.1186/s12874-015-0005-2) contains supplementary material, which is available to authorized users.

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          Most cited references32

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          Modeling Survival Data: Extending the Cox Model

          This is a book for statistical practitioners, particularly those who design and analyze studies for survival and event history data. Its goal is to extend the toolkit beyond the basic triad provided by most statistical packages: the Kaplan-Meier estimator, log-rank test, and Cox regression model. Building on recent developments motivated by counting process and martingale theory, it shows the reader how to extend the Cox model to analyse multiple/correlated event data using marginal and random effects (frailty) models. It covers the use of residuals and diagnostic plots to identify influential or outlying observations, assess proportional hazards and examine other aspects of goodness of fit. Other topics include time-dependent covariates and strata, discontinuous intervals of risk, multiple time scales, smoothing and regression splines, and the computation of expected survival curves. A knowledge of counting processes and martingales is not assumed as the early chapters provide an introduction to this area. The focus of the book is on actual data examples, the analysis and interpretation of the results, and computation. The methods are now readily available in SAS and S-Plus and this book gives a hands-on introduction, showing how to implement them in both packages, with worked examples for many data sets. The authors call on their extensive experience and give practical advice, including pitfalls to be avoided. Terry Therneau is Head of the Section of Biostatistics, Mayo Clinic, Rochester, Minnesota. He is actively involved in medical consulting, with emphasis in the areas of chronic liver disease, physical medicine, hematology, and laboratory medicine, and is an author on numerous papers in medical and statistical journals. He wrote two of the original SAS procedures for survival analysis (coxregr and survtest), as well as the majority of the S-Plus survival functions. Patricia Grambsch is Associate Professor in the Division of Biostatistics, School of Public Health, University of Minnesota. She has collaborated extensively with physicians and public health researchers in chronic liver disease, cancer prevention, hypertension clinical trials and psychiatric research. She is a fellow the American Statistical Association and the author of many papers in medical and statistical journals.
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              Efficacy of a pneumococcal conjugate vaccine against acute otitis media.

              Ear infections are a common cause of illness during the first two years of life. New conjugate vaccines may be able to prevent a substantial portion of cases of acute otitis media caused by Streptococcus pneumoniae. We enrolled 1662 infants in a randomized, double-blind efficacy trial of a heptavalent pneumococcal polysaccharide conjugate vaccine in which the carrier protein is the nontoxic diphtheria-toxin analogue CRM197. The children received either the study vaccine or a hepatitis B vaccine as a control at 2, 4, 6, and 12 months of age. The clinical diagnosis of acute otitis media was based on predefined criteria, and the bacteriologic diagnosis was based on a culture of middle-ear fluid obtained by myringotomy. Of the children who were enrolled, 95.1 percent completed the trial. With the pneumococcal vaccine, there were more local reactions than with the hepatitis B vaccine but fewer than with the combined whole-cell diphtheria-tetanus-pertussis and Haemophilus influenzae type b vaccine that was administered simultaneously. There were 2596 episodes of acute otitis media during the follow-up period between 6.5 and 24 months of age. The vaccine reduced the number of episodes of acute otitis media from any cause by 6 percent (95 percent confidence interval, -4 to 16 percent [the negative number indicates a possible increase in the number of episodes]), culture-confirmed pneumococcal episodes by 34 percent (95 percent confidence interval, 21 to 45 percent), and the number of episodes due to the serotypes contained in the vaccine by 57 percent (95 percent confidence interval, 44 to 67 percent). The number of episodes attributed to serotypes that are cross-reactive with those in the vaccine was reduced by 51 percent, whereas the number of episodes due to all other serotypes increased by 33 percent. The heptavalent pneumococcal polysaccharide-CRM197 conjugate vaccine is safe and efficacious in the prevention of acute otitis media caused by the serotypes included in the vaccine.
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                Author and article information

                Contributors
                jahna@uni-mainz.de
                ingel@uni-mainz.de
                A.Ozga@gmx.net
                Stella.Preussler@web.de
                binderh@uni-mainz.de
                Journal
                BMC Med Res Methodol
                BMC Med Res Methodol
                BMC Medical Research Methodology
                BioMed Central (London )
                1471-2288
                8 March 2015
                8 March 2015
                2015
                : 15
                : 16
                Affiliations
                Institute of Medical Biostatistics, Epidemiology and Informatics, University Medical Center Johannes Gutenberg University Mainz, Obere Zahlbacher Str. 69, Mainz, 55131 Germany
                Article
                5
                10.1186/s12874-015-0005-2
                4387664
                3e4a67b5-515e-4727-8f30-7afaddc23428
                © Jahn-Eimermacher et al.; licensee BioMed Central. 2015

                This is an Open Access article distributed under the terms of the Creative Commons Attribution License ( http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly credited. The Creative Commons Public Domain Dedication waiver ( http://creativecommons.org/publicdomain/zero/1.0/) applies to the data made available in this article, unless otherwise stated.

                History
                : 30 July 2014
                : 5 February 2015
                Categories
                Research Article
                Custom metadata
                © The Author(s) 2015

                Medicine
                andersen-gill,recurrent events,recurrent failure times,simulation,total time,calendar time
                Medicine
                andersen-gill, recurrent events, recurrent failure times, simulation, total time, calendar time

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