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Development and performance of npde for the evaluation of time-to-event models

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Abstract

Purpose

Normalised prediction distribution errors (npde) are used to graphically and statistically evaluate mixed-effect models for continuous responses. In this study, our aim was to extend npde to time-to-event (TTE) models and evaluate their performance.

Methods

Let V denote a dataset with censored TTE observations. The null hypothesis (H0) is that observations in V can be described by model M. We extended npde to TTE models using imputations to take into account censoring. We then evaluated their performance in terms of type I error and power to detect model misspecifications for TTE data by means of a simulation study with different sample sizes.

Results

Type I error was found to be close to the expected 5% significance level for all sample sizes tested. The npde were able to detect misspecifications in the baseline hazard as well as in the link between the longitudinal variable and the survival function. The ability to detect model misspecifications increased as the difference in the shape of the survival function became more apparent. As expected, the power also increased as the sample size increased. Imputing the censored events tended to decrease the percentage of rejections.

Conclusions

We have shown that npde can be readily extended to TTE data and that they perform well with an adequate type I error.

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Abbreviations

BLQ:

Below the limit of quantification

IIV:

Inter-individual variability

KM:

Kaplan Meier

KMVPC:

Kaplan Meier visual predictive check

NLMEM:

Nonlinear mixed-effect models

npde:

Normalised prediction distribution errors

pd:

Prediction discrepancies

PSA:

Prostate-specific antigen

TTE:

Time to event

VPC:

Visual predictive check

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ACKNOWLEDGMENTS AND DISCLOSURES

Marc Cerou received funding from Institut de Recherches Internationales Servier. The authors thank Hervé Le Nagard and Francois Cohen for the use of the computer cluster services hosted on the “Centre de Biomodélisation UMR1137” and Solène Desmée for her help with setting up the simulation study.

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Correspondence to M. Cerou.

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Cerou, M., Lavielle, M., Brendel, K. et al. Development and performance of npde for the evaluation of time-to-event models. Pharm Res 35, 30 (2018). https://doi.org/10.1007/s11095-017-2291-3

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  • DOI: https://doi.org/10.1007/s11095-017-2291-3

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