Recurrent Event Survival Analysis

Simone Montemezzani, Stefanie Müller, Christian Sbardella

Statistic Seminar
Monday 16.5.2011

A recurrent event is an event that occurs more than once per subject. We
describe two kind of approaches:

• Counting Process (CP) approach: used when the recurrent events are
treated as identical.

• Stratified Cox (SC) model approaches: used when recurrent events

involve different disease categories and/or the order of the events is
important.

1 Counting Process approach

Different lines of data are treated as independent even though several out-
comes are from the same subject.
Since the recurrent events of each subject are treated as identical we use the
standard Cox PH model to analyze the data:
p
!
X
h(t, X) = h0 (t) exp βj Xj .
j=1

If one or more time-independent variables do not satisfy the PH assumption,

we need to use the SC model or the extended Cox model. If we consider
time-dependent variables, we would use an extended Cox model.
The subjects with more than one interval time (i.e. more than one event)
remain in the risk set until the last interval is completed.

1
1.1 Robust estimation
With the Counting Process approach we consider different lines of data as
independent as if they come from different subject. However, we know that
some of them come from the same subject and hence these observations are
correlated. A technique for adjusting for correlation is the robust estimation,
which adjusts the variance of the estimated coefficients as follows:
Jbn (θ̂)−1 Vbn (θ̂)Jbn (θ̂)−1

where
n
X
Vbn (θ) = ∇ln (θ)(∇ln (θ))T , an estimator of Vn (θ) = V arg (∇ln (θ))
i=1
n
X
∇2 ln (θ), an estimator of Jn (θ) = −Eg ∇2 ln (θ)


J
cn (θ) =
i=1

because: √ D
n(θ̂n − θ∗ ) −→ Normal(0, J1 (θ∗ )−1 V1 (θ∗ )J1 (θ∗ )−1 )

Note: the robust estimation does not adjust the coefficients βbj ’s.

2 Stratified Cox model approaches

We describe three stratified Cox model approaches:

• Conditional 1: it uses the same data layout used for the Counting
Process approach, but a SC model is used instead of a standard Cox
PH model.

• Conditional 2: it uses a different data layout, the start value is always

0 and the stop value is the time interval length.

• Marginal: this approach uses the standard data layout, there is no start
time column but only a stop time column. Moreover all subjects have
as many lines as the subject which experienced the maximum number
of events.

For all three approaches the model used is the SC model.

2
3 A parametric approach using shared frailty
We define a model which includes a frailty α: the model of the kth subject
is the following
p
!
X
hk (t | α, Xjk ) = αk h(t | Xjk ) = αk ptp−1 exp βj Xjk ,
j=1

where α ∼ Γ(1, θ) and h0 (t) = ptp−1 is the baseline hazard of the Weibull
model.
The frailty is included in the model to account the variability of some specific-
factors of the subjects that are otherwise unaccounted by the other predic-
tors.

4 Survival curves
The survival plots with recurrent events makes sense only if we consider
survival to a first event, survival to a second event, and so on:

Survival to a kth event: Sk (t) = P [Tk > t] ,

where Tk is the survival time up to kth event occurs.

Note: the survival curves make sense for the Conditional 2 and Marginal ap-
proaches but they do not make sense for the Conditional 1 approach because
the number of subjects in the risk set is not decreasing.

References
[1] Geyer Charles J., The Sandwich Estimator, 16 December 2003

[2] Kleinbaum D.G. and Klein M., Survival analysis: A self-learning text,
Springer, 2005