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Partial-linear single-index transformation models with censored data

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Abstract

In studies with time-to-event outcomes, multiple, inter-correlated, and time-varying covariates are commonly observed. It is of great interest to model their joint effects by allowing a flexible functional form and to delineate their relative contributions to survival risk. A class of semiparametric transformation (ST) models offers flexible specifications of the intensity function and can be a general framework to accommodate nonlinear covariate effects. In this paper, we propose a partial-linear single-index (PLSI) transformation model that reduces the dimensionality of multiple covariates into a single index and provides interpretable estimates of the covariate effects. We develop an iterative algorithm using the regression spline technique to model the nonparametric single-index function for possibly nonlinear joint effects, followed by nonparametric maximum likelihood estimation. We also propose a nonparametric testing procedure to formally examine the linearity of covariate effects. We conduct Monte Carlo simulation studies to compare the PLSI transformation model with the standard ST model and apply it to NYU Langone Health de-identified electronic health record data on COVID-19 hospitalized patients’ mortality and a Veteran’s Administration lung cancer trial.

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Data availability

The COVID-19 de-identified EHR data that support the findings of this study are available from New York University Langone Health. Restrictions apply to the availability of the data.

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Acknowledgements

The authors thank Dr. Donglin Zeng for sharing the original MATLAB code and materials for the semiparametric transformation models. The authors thank the associate editor and two reviewers for their constructive and insightful suggestions that greatly improved the paper. This work was partially supported by the U.S. National Institutes of Health grant R01ES032808.

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Lee, M., Troxel, A.B. & Liu, M. Partial-linear single-index transformation models with censored data. Lifetime Data Anal (2024). https://doi.org/10.1007/s10985-024-09624-z

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