Skip to main content
Top
Published in:

07-11-2022

Targeted maximum likelihood estimation for causal inference in survival and competing risks analysis

Authors: Helene C. W. Rytgaard, Mark J. van der Laan

Published in: Lifetime Data Analysis | Issue 1/2024

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

Targeted maximum likelihood estimation (TMLE) provides a general methodology for estimation of causal parameters in presence of high-dimensional nuisance parameters. Generally, TMLE consists of a two-step procedure that combines data-adaptive nuisance parameter estimation with semiparametric efficiency and rigorous statistical inference obtained via a targeted update step. In this paper, we demonstrate the practical applicability of TMLE based causal inference in survival and competing risks settings where event times are not confined to take place on a discrete and finite grid. We focus on estimation of causal effects of time-fixed treatment decisions on survival and absolute risk probabilities, considering different univariate and multidimensional parameters. Besides providing a general guidance to using TMLE for survival and competing risks analysis, we further describe how the previous work can be extended with the use of loss-based cross-validated estimation, also known as super learning, of the conditional hazards. We illustrate the usage of the considered methods using publicly available data from a trial on adjuvant chemotherapy for colon cancer. R software code to implement all considered algorithms and to reproduce all analyses is available in an accompanying online appendix on Github.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Literature
go back to reference Andersen PK, Borgan O, Gill RD, Keiding N (1993) Statistical models based on counting processes. Springer, New YorkCrossRef Andersen PK, Borgan O, Gill RD, Keiding N (1993) Statistical models based on counting processes. Springer, New YorkCrossRef
go back to reference Benkeser D, Carone M, Gilbert PB (2018) Improved estimation of the cumulative incidence of rare outcomes. Stat Med 37(2):280–293MathSciNetCrossRef Benkeser D, Carone M, Gilbert PB (2018) Improved estimation of the cumulative incidence of rare outcomes. Stat Med 37(2):280–293MathSciNetCrossRef
go back to reference Benkeser D, van der Laan M (2016) The highly adaptive lasso estimator. In: Proceedings of the... International conference on data science and advanced analytics. IEEE international conference on data science and advanced analytics, NIH Public Access, vol 2016, p 689 Benkeser D, van der Laan M (2016) The highly adaptive lasso estimator. In: Proceedings of the... International conference on data science and advanced analytics. IEEE international conference on data science and advanced analytics, NIH Public Access, vol 2016, p 689
go back to reference Bibaut AF, van der Laan MJ (2019) Fast rates for empirical risk minimization over càdlàg functions with bounded sectional variation norm. arXiv e-prints arXiv:1907.09244, 1907.09244 Bibaut AF, van der Laan MJ (2019) Fast rates for empirical risk minimization over càdlàg functions with bounded sectional variation norm. arXiv e-prints arXiv:​1907.​09244, 1907.09244
go back to reference Bickel PJ, Klaassen CAJ, Ritov Y, Wellner JA (1993) Efficient and adaptive inference in semiparametric models. Indian J Stat 62:157–160 Bickel PJ, Klaassen CAJ, Ritov Y, Wellner JA (1993) Efficient and adaptive inference in semiparametric models. Indian J Stat 62:157–160
go back to reference Cai W, van der Laan MJ (2019) One-step targeted maximum likelihood estimation for time-to-event outcomes. Biometrics 76(3):722–733MathSciNetCrossRef Cai W, van der Laan MJ (2019) One-step targeted maximum likelihood estimation for time-to-event outcomes. Biometrics 76(3):722–733MathSciNetCrossRef
go back to reference Cox DR (1972) Regression models and life-tables. J R Stat Soc: Ser B (Methodol) 34(2):187–202MathSciNet Cox DR (1972) Regression models and life-tables. J R Stat Soc: Ser B (Methodol) 34(2):187–202MathSciNet
go back to reference Friedman J, Hastie T, Tibshirani R (2010) Regularization paths for generalized linear models via coordinate descent. J Stat Softw 33(1):1–22CrossRef Friedman J, Hastie T, Tibshirani R (2010) Regularization paths for generalized linear models via coordinate descent. J Stat Softw 33(1):1–22CrossRef
go back to reference Gill RD, van der Laan MJ, Wellner JA (1995) Inefficient estimators of the bivariate survival function for three models. Annales de l’Institut Henri Poincaré 31:545–597MathSciNet Gill RD, van der Laan MJ, Wellner JA (1995) Inefficient estimators of the bivariate survival function for three models. Annales de l’Institut Henri Poincaré 31:545–597MathSciNet
go back to reference Gill RD, Robins JM (2001) Causal inference for complex longitudinal data: the continuous case. Ann Stat 29:1785–1811MathSciNetCrossRef Gill RD, Robins JM (2001) Causal inference for complex longitudinal data: the continuous case. Ann Stat 29:1785–1811MathSciNetCrossRef
go back to reference Gray RJ (1988) A class of \(k\)-sample tests for comparing the cumulative incidence of a competing risk. Ann Stat 16(3):1141–1154MathSciNetCrossRef Gray RJ (1988) A class of \(k\)-sample tests for comparing the cumulative incidence of a competing risk. Ann Stat 16(3):1141–1154MathSciNetCrossRef
go back to reference Hernan MA, Robins JM (2020) Causal inference. Chapman & Hall/CRC, Boca Raton Hernan MA, Robins JM (2020) Causal inference. Chapman & Hall/CRC, Boca Raton
go back to reference Hubbard AE, van der L MJ, Robins JM (2000) Nonparametric locally efficient estimation of the treatment specific survival distribution with right censored data and covariates in observational studies. In: Statistical models in epidemiology, the environment, and clinical trials, Springer, Berlin, pp 135–177 Hubbard AE, van der L MJ, Robins JM (2000) Nonparametric locally efficient estimation of the treatment specific survival distribution with right censored data and covariates in observational studies. In: Statistical models in epidemiology, the environment, and clinical trials, Springer, Berlin, pp 135–177
go back to reference Moertel CG, Fleming TR, Macdonald JS, Haller DG, Laurie JA, Goodman PJ, Ungerleider JS, Emerson WA, Tormey DC, Glick JH, Veeder MH, Mailliard JA (1990) Levamisole and fluorouracil for adjuvant therapy of resected colon carcinoma. N Engl J Med 322(6):352–358CrossRef Moertel CG, Fleming TR, Macdonald JS, Haller DG, Laurie JA, Goodman PJ, Ungerleider JS, Emerson WA, Tormey DC, Glick JH, Veeder MH, Mailliard JA (1990) Levamisole and fluorouracil for adjuvant therapy of resected colon carcinoma. N Engl J Med 322(6):352–358CrossRef
go back to reference Moertel CG, Fleming TR, Macdonald JS, Haller DG, Laurie JA, Tangen CM, Ungerleider JS, Emerson WA, Tormey DC, Glick JH, Mailliard JA (1995) Fluorouracil plus levamisole as effective adjuvant therapy after resection of stage III colon carcinoma: a final report. Ann Intern Med 122(5):321–326CrossRef Moertel CG, Fleming TR, Macdonald JS, Haller DG, Laurie JA, Tangen CM, Ungerleider JS, Emerson WA, Tormey DC, Glick JH, Mailliard JA (1995) Fluorouracil plus levamisole as effective adjuvant therapy after resection of stage III colon carcinoma: a final report. Ann Intern Med 122(5):321–326CrossRef
go back to reference Moore KL, van der Laan MJ (2009) Application of time-to-event methods in the assessment of safety in clinical trials. In: Design and analysis of clinical trials with time-to-event endpoints. Taylor & Francis, London, pp 455–482 Moore KL, van der Laan MJ (2009) Application of time-to-event methods in the assessment of safety in clinical trials. In: Design and analysis of clinical trials with time-to-event endpoints. Taylor & Francis, London, pp 455–482
go back to reference Moore KL, van der Laan MJ (2009) Covariate adjustment in randomized trials with binary outcomes: targeted maximum likelihood estimation. Stat Med 28(1):39–64MathSciNetCrossRef Moore KL, van der Laan MJ (2009) Covariate adjustment in randomized trials with binary outcomes: targeted maximum likelihood estimation. Stat Med 28(1):39–64MathSciNetCrossRef
go back to reference Moore KL, van der Laan MJ (2009) Increasing power in randomized trials with right censored outcomes through covariate adjustment. J Biopharm Stat 19(6):1099–1131MathSciNetCrossRef Moore KL, van der Laan MJ (2009) Increasing power in randomized trials with right censored outcomes through covariate adjustment. J Biopharm Stat 19(6):1099–1131MathSciNetCrossRef
go back to reference Murphy SA (1995) Likelihood ratio-based confidence intervals in survival analysis. J Am Stat Assoc 90(432):1399–1405MathSciNetCrossRef Murphy SA (1995) Likelihood ratio-based confidence intervals in survival analysis. J Am Stat Assoc 90(432):1399–1405MathSciNetCrossRef
go back to reference Robins JM, Rotnitzky A (1992) Recovery of information and adjustment for dependent censoring using surrogate markers. In: AIDS epidemiology, Springer, Berlin pp 297–331 Robins JM, Rotnitzky A (1992) Recovery of information and adjustment for dependent censoring using surrogate markers. In: AIDS epidemiology, Springer, Berlin pp 297–331
go back to reference Robins J (1986) A new approach to causal inference in mortality studies with a sustained exposure period-application to control of the healthy worker survivor effect. Math Model 7(9–12):1393–1512MathSciNetCrossRef Robins J (1986) A new approach to causal inference in mortality studies with a sustained exposure period-application to control of the healthy worker survivor effect. Math Model 7(9–12):1393–1512MathSciNetCrossRef
go back to reference Rytgaard HCW, Eriksson F, van der Laan MJ (2021b) Estimation of time-specific intervention effects on continuously distributed time-to-event outcomes by targeted maximum likelihood estimation. arXiv preprint arXiv:2106.11009 Rytgaard HCW, Eriksson F, van der Laan MJ (2021b) Estimation of time-specific intervention effects on continuously distributed time-to-event outcomes by targeted maximum likelihood estimation. arXiv preprint arXiv:​2106.​11009
go back to reference Rytgaard HCW, van der Laan MJ (2021) One-step tmle to target cause-specific absolute risks and survival curves. arXiv preprint arXiv:2107.01537 Rytgaard HCW, van der Laan MJ (2021) One-step tmle to target cause-specific absolute risks and survival curves. arXiv preprint arXiv:​2107.​01537
go back to reference Rytgaard HC, Gerds TA, van der Laan MJ (2021a) Continuous-time targeted minimum loss-based estimation of intervention-specific mean outcomes. Annals of Statistics (just accepted) Rytgaard HC, Gerds TA, van der Laan MJ (2021a) Continuous-time targeted minimum loss-based estimation of intervention-specific mean outcomes. Annals of Statistics (just accepted)
go back to reference Simon N, Friedman J, Hastie T, Tibshirani R (2011) Regularization paths for cox’s proportional hazards model via coordinate descent. J Stat Softw 39(5):1CrossRef Simon N, Friedman J, Hastie T, Tibshirani R (2011) Regularization paths for cox’s proportional hazards model via coordinate descent. J Stat Softw 39(5):1CrossRef
go back to reference Stitelman OM, van der Laan MJ (2011) Targeted maximum likelihood estimation of time-to-event parameters with time-dependent covariates. Division of Biostatistics, University of California, Berkeley, Technical report Stitelman OM, van der Laan MJ (2011) Targeted maximum likelihood estimation of time-to-event parameters with time-dependent covariates. Division of Biostatistics, University of California, Berkeley, Technical report
go back to reference Stitelman OM, Wester CW, De Gruttola V, van der Laan MJ (2011) Targeted maximum likelihood estimation of effect modification parameters in survival analysis. Int J Biostat 7(1):1–34MathSciNetCrossRef Stitelman OM, Wester CW, De Gruttola V, van der Laan MJ (2011) Targeted maximum likelihood estimation of effect modification parameters in survival analysis. Int J Biostat 7(1):1–34MathSciNetCrossRef
go back to reference Tibshirani R (1997) The lasso method for variable selection in the cox model. Stat Med 16(4):385–395CrossRef Tibshirani R (1997) The lasso method for variable selection in the cox model. Stat Med 16(4):385–395CrossRef
go back to reference van der Laan MJ, Dudoit S (2003) Unified cross-validation methodology for selection among estimators and a general cross-validated adaptive epsilon-net estimator: finite sample oracle inequalities and examples van der Laan MJ, Dudoit S (2003) Unified cross-validation methodology for selection among estimators and a general cross-validated adaptive epsilon-net estimator: finite sample oracle inequalities and examples
go back to reference van der Laan M, Gruber S (2016) One-step targeted minimum loss-based estimation based on universal least favorable one-dimensional submodels. Int J Biostat 12(1):351–378MathSciNetCrossRef van der Laan M, Gruber S (2016) One-step targeted minimum loss-based estimation based on universal least favorable one-dimensional submodels. Int J Biostat 12(1):351–378MathSciNetCrossRef
go back to reference van der Laan MJ, Robins JM (2003) Unified methods for censored longitudinal data and causality. Springer, BerlinCrossRef van der Laan MJ, Robins JM (2003) Unified methods for censored longitudinal data and causality. Springer, BerlinCrossRef
go back to reference van der Laan MJ, Rubin D (2006) Targeted maximum likelihood learning. Int J Biostat 2(1):1043–1043MathSciNet van der Laan MJ, Rubin D (2006) Targeted maximum likelihood learning. Int J Biostat 2(1):1043–1043MathSciNet
go back to reference van der Laan MJ, Rose S (2011) Targeted learning: causal inference for observational and experimental data. Springer, BerlinCrossRef van der Laan MJ, Rose S (2011) Targeted learning: causal inference for observational and experimental data. Springer, BerlinCrossRef
go back to reference van der Laan MJ, Rose S (2018) Targeted learning in data science: causal inference for complex longitudinal studies. Springer, BerlinCrossRef van der Laan MJ, Rose S (2018) Targeted learning in data science: causal inference for complex longitudinal studies. Springer, BerlinCrossRef
go back to reference van der Vaart AW (2000) Asymptotic statistics, vol 3. Cambridge University Press, Cambridge van der Vaart AW (2000) Asymptotic statistics, vol 3. Cambridge University Press, Cambridge
go back to reference van der Vaart AW, Wellner JA (1996) Weak convergence. In: Weak convergence and empirical processes. Springer, Berlin, pp 16–28 van der Vaart AW, Wellner JA (1996) Weak convergence. In: Weak convergence and empirical processes. Springer, Berlin, pp 16–28
go back to reference van der Vaart AW, Dudoit S, van der Laan MJ (2006) Oracle inequalities for multi-fold cross validation. Stat Decis 24(3):351–371MathSciNetCrossRef van der Vaart AW, Dudoit S, van der Laan MJ (2006) Oracle inequalities for multi-fold cross validation. Stat Decis 24(3):351–371MathSciNetCrossRef
go back to reference Westling T, van der Laan MJ, Carone M (2020) Correcting an estimator of a multivariate monotone function with isotonic regression. Electr J Stat 14(2):3032–3069MathSciNet Westling T, van der Laan MJ, Carone M (2020) Correcting an estimator of a multivariate monotone function with isotonic regression. Electr J Stat 14(2):3032–3069MathSciNet
Metadata
Title
Targeted maximum likelihood estimation for causal inference in survival and competing risks analysis
Authors
Helene C. W. Rytgaard
Mark J. van der Laan
Publication date
07-11-2022
Publisher
Springer US
Published in
Lifetime Data Analysis / Issue 1/2024
Print ISSN: 1380-7870
Electronic ISSN: 1572-9249
DOI
https://doi.org/10.1007/s10985-022-09576-2

Premium Partner