Survival Analysis in R (2023)

The basics

Survival data are time-to-event data that consist of a distinct starttime and end time.

Examples from cancer:

• Time from surgery to death
• Time from start of treatment to progression
• Time from response to recurrence

Time-to-event data are common in many other fields. Some otherexamples include:

• Time from HIV infection to development of AIDS
• Time to heart attack
• Time to onset of substance abuse
• Time to initiation of sexual activity
• Time to machine malfunction

Because time-to-event data are common in many fields, it also goes bynames besides survival analysis including:

• Reliability analysis
• Duration analysis
• Event history analysis
• Time-to-event analysis

A key feature of survival data is censoring.

RICH JT, NEELY JG, PANIELLO RC, VOELKER CCJ, NUSSENBAUM B, WANG EW. APRACTICAL GUIDE TO UNDERSTANDING KAPLAN-MEIER CURVES. Otolaryngologyhead and neck surgery: official journal of American Academy ofOtolaryngology Head and Neck Surgery. 2010;143(3):331-336. doi:10.1016/j.otohns.2010.05.007.

A subject may be censored due to:

• Loss to follow-up
• Withdrawal from study
• No event by end of fixed study period

Specifically these are examples of right censoring.Left censoring and interval censoring are also possible, and methodsexist to analyze these types of data, but this tutorial will be focus onright censoring.

To illustrate the impact of censoring, suppose we have the followingdata:

How would we compute the proportion who are event-free at 10years?

• Subjects 6 and 7 were event-free at 10 years.
• Subjects 2, 9, and 10 had the event before 10years.
• Subjects 1, 3, 4, 5, and 8 were censored before 10years, so we don’t know whether they had the event or not at 10years. But we know something about them - that they were each followedfor a certain amount of time without the event of interest prior tobeing censored.

Survival analysis techniques provide a way to appropriatelyaccount for censored patients in the analysis.

Other reasons specialized analysis techniques are needed:

• The distribution of follow-up times is skewed, and may differbetween censored patients and those with events
• Follow-up times are always positive

Example of the distribution of follow-up times according to eventstatus:

To analyze survival data, we need to know the observed time \(Y_i\) and the event indicator \(\delta_i\). For subject \(i\):

• Observed time \(Y_i = \min(T_i,C_i)\) where \(T_i\) = eventtime and \(C_i\) = censoring time
• Event indicator \(\delta_i\) = 1 ifevent observed (i.e.\(T_i \leq C_i\)),= 0 if censored (i.e.\(T_i >C_i\))

The probability that a subject will survive beyond any givenspecified time

\[S(t) = Pr(T>t) = 1 -F(t)\]

\(S(t)\): survival function \(F(t) = Pr(T \leq t)\): cumulativedistribution function

In theory the survival function is smooth; in practice we observeevents on a discrete time scale.

The survival probability at a certain time, \(S(t)\), is a conditional probability ofsurviving beyond that time, given that an individual has survived justprior to that time. The survival probability can be estimated as thenumber of patients who are alive without loss to follow-up at that time,divided by the number of patients who were alive just prior to thattime.

The Kaplan-Meier estimate of survival probability ata given time is the product of these conditional probabilities up untilthat given time.

At time 0, the survival probability is 1, i.e.\(S(t_0) = 1\).

Packages

In this section, we will use the following packages:

# install.packages(c("survival", "lubridate", "ggsurvfit", "gtsummary", "tidycmprsk"))# remotes::install_github("zabore/condsurv")# remotes::install_github("zabore/ezfun")library(survival)library(lubridate)library(ggsurvfit)library(gtsummary)library(tidycmprsk)library(condsurv)

The lung dataset

Throughout this section, we will use the lung datasetfrom the {survival} package as example data. The data contain subjectswith advanced lung cancer from the North Central Cancer Treatment Group.We will focus on the following variables throughout this tutorial:

• time: Observed survival time in days
• status: censoring status 1=censored, 2=dead
• sex: 1=Male, 2=Female

Note that the status is coded in a non-standard way in thisdataset. Typically you will see 1=event, 0=censored. Let’s recodeit to avoid confusion:

lung <- lung %>% mutate( status = recode(status, `1` = 0, `2` = 1) )

Now we have:

• time: Observed survival time in days
• status: censoring status 0=censored, 1=dead
• sex: 1=Male, 2=Female

Here are the first 6 observations:

head(lung[, c("time", "status", "sex")])

## time status sex## 1 306 1 1## 2 455 1 1## 3 1010 0 1## 4 210 1 1## 5 883 1 1## 6 1022 0 1

Note: the Surv() function in the {survival}package accepts by default TRUE/FALSE, where TRUE is event and FALSE iscensored; 1/0 where 1 is event and 0 is censored; or 2/1 where 2 isevent and 1 is censored. Please take care to ensure the eventindicator is properly formatted.

Calculating survival times

Data will often come with start and end dates rather thanpre-calculated survival times. The first step is to make sure these areformatted as dates in R.

Let’s create a small example dataset with variablessx_date for surgery date and last_fup_date forthe last follow-up date:

date_ex <- tibble( sx_date = c("2007-06-22", "2004-02-13", "2010-10-27"), last_fup_date = c("2017-04-15", "2018-07-04", "2016-10-31") )date_ex

## # A tibble: 3 × 2## sx_date last_fup_date## <chr> <chr> ## 1 2007-06-22 2017-04-15 ## 2 2004-02-13 2018-07-04 ## 3 2010-10-27 2016-10-31

We see these are both character variables, but we need them to beformatted as dates.

We will use the {lubridate} package to work with dates. In this case,we need to use the ymd() function to change the format,since the dates are currently in the character format where the yearcomes first, followed by the month, and followed by the day.

date_ex <- date_ex %>% mutate( sx_date = ymd(sx_date), last_fup_date = ymd(last_fup_date) )date_ex

## # A tibble: 3 × 2## sx_date last_fup_date## <date> <date> ## 1 2007-06-22 2017-04-15 ## 2 2004-02-13 2018-07-04 ## 3 2010-10-27 2016-10-31

Now we see that the two dates are formatted as date rather than ascharacter. Access the help page with ?ymd to see all dateformat options.

Now that the dates are formatted, we need to calculate the differencebetween start and end dates in some units, usually months or years.Using the {lubridate} package, the operator %--% designatesa time interval, which is then converted to the number of elapsedseconds using as.duration() and finally converted to yearsby dividing by dyears(1), which gives the number of secondsin a year.

date_ex <- date_ex %>% mutate( os_yrs = as.duration(sx_date %--% last_fup_date) / dyears(1) )date_ex

## # A tibble: 3 × 3## sx_date last_fup_date os_yrs## <date> <date> <dbl>## 1 2007-06-22 2017-04-15 9.82## 2 2004-02-13 2018-07-04 14.4 ## 3 2010-10-27 2016-10-31 6.01

Now we have our observed time for use in survival analysis.

Note: we need to load the {lubridate} package using a callto library in order to be able to access the specialoperators (similar to situation with pipes - i.e.we can’t uselubridate::ymd() and then expect to use the specialoperators).

Creating survival objects and curves

The Kaplan-Meier method is the most common way to estimate survivaltimes and probabilities. It is a non-parametric approach that results ina step function, where there is a step down each time an eventoccurs.

The Surv() function from the {survival} package createsa survival object for use as the response in a model formula. There willbe one entry for each subject that is the survival time, which isfollowed by a + if the subject was censored. Let’s look atthe first 10 observations:

Surv(lung$time, lung$status)[1:10]

## [1] 306 455 1010+ 210 883 1022+ 310 361 218 166

We see that subject 1 had an event at time 306 days, subject 2 had anevent at time 455 days, subject 3 was censored at time 1010 days,etc.

The survfit() function creates survival curves using theKaplan-Meier method based on a formula. Let’s generate the overallsurvival curve for the entire cohort, assign it to objects1, and look at the structure using str():

s1 <- survfit(Surv(time, status) ~ 1, data = lung)str(s1)

## List of 16## $ n : int 228## $ time : num [1:186] 5 11 12 13 15 26 30 31 53 54 ...## $ n.risk : num [1:186] 228 227 224 223 221 220 219 218 217 215 ...## $ n.event : num [1:186] 1 3 1 2 1 1 1 1 2 1 ...## $ n.censor : num [1:186] 0 0 0 0 0 0 0 0 0 0 ...## $ surv : num [1:186] 0.996 0.982 0.978 0.969 0.965 ...## $ std.err : num [1:186] 0.0044 0.00885 0.00992 0.01179 0.01263 ...## $ cumhaz : num [1:186] 0.00439 0.0176 0.02207 0.03103 0.03556 ...## $ std.chaz : num [1:186] 0.00439 0.0088 0.00987 0.01173 0.01257 ...## $ type : chr "right"## $ logse : logi TRUE## $ conf.int : num 0.95## $ conf.type: chr "log"## $ lower : num [1:186] 0.987 0.966 0.959 0.947 0.941 ...## $ upper : num [1:186] 1 1 0.997 0.992 0.989 ...## $ call : language survfit(formula = Surv(time, status) ~ 1, data = lung)## - attr(*, "class")= chr "survfit"

Some key components of this survfit object that will beused to create survival curves include:

• time: the timepoints at which the curve has a step,i.e.at least one event occurred
• surv: the estimate of survival at the correspondingtime

Kaplan-Meier plots

We will use the {ggsurvfit} package to generate Kaplan-Meier plots.This package aims to ease plotting of time-to-event endpoints using thepower of the {ggplot2} package. See http://www.danieldsjoberg.com/ggsurvfit/index.htmlfor details.

Note: alternatively, survival plots can be created usingbase R or the {survminer} package.

The {ggsurvfit} package works best if you create thesurvfit object using the includedggsurvfit::survfit2() function, which uses the same syntaxto what we saw previously with survival::survfit(). Theggsurvfit::survfit2() tracks the environment from thefunction call, which allows the plot to have better default values forlabeling and p-value reporting.

survfit2(Surv(time, status) ~ 1, data = lung) %>% ggsurvfit() + labs( x = "Days", y = "Overall survival probability" )

The default plot in ggsurvfit() shows the step functiononly. We can add the confidence interval usingadd_confidence_interval():

survfit2(Surv(time, status) ~ 1, data = lung) %>% ggsurvfit() + labs( x = "Days", y = "Overall survival probability" ) + add_confidence_interval()

Typically we will also want to see the numbers at risk in a tablebelow the x-axis. We can add this usingadd_risktable():

survfit2(Surv(time, status) ~ 1, data = lung) %>% ggsurvfit() + labs( x = "Days", y = "Overall survival probability" ) + add_confidence_interval() + add_risktable()

Plots can be customized using many standard {ggplot2} options.

Estimating \(x\)-year survival

One quantity often of interest in a survival analysis is theprobability of surviving beyond a certain number of years, \(x\).

For example, to estimate the probability of surviving to \(1\) year, use summary with thetimes argument (Note: the timevariable in the lung data is actually in days, so we needto use times = 365.25)

summary(survfit(Surv(time, status) ~ 1, data = lung), times = 365.25)

## Call: survfit(formula = Surv(time, status) ~ 1, data = lung)## ## time n.risk n.event survival std.err lower 95% CI upper 95% CI## 365 65 121 0.409 0.0358 0.345 0.486

We find that the \(1\)-yearprobability of survival in this study is 41%.

The associated lower and upper bounds of the 95% confidence intervalare also displayed.

The \(1\)-year survival probabilityis the point on the y-axis that corresponds to \(1\) year on the x-axis for the survivalcurve.

What happens if you use a “naive” estimate?

121 of the 228 patients in the lung data died by \(1\) year so the “naive” estimate iscalculated as:

\[\Big(1 - \frac{121}{228}\Big) \times 100= 47\%\] You get an incorrect estimate of the\(1\)-year probability of survival whenyou ignore the fact that 42 patients were censored before \(1\) year.

Recall the correct estimate of the \(1\)-year probability of survival,accounting for censoring using the Kaplan-Meier method, was 41%.

Ignoring censoring leads to an overestimate of theoverall survival probability. Imagine two studies, each with 228subjects. There are 165 deaths in each study. Censoring is ignored inone (pink line), censoring is accounted for in the other (blue line).The censored subjects only contribute information for a portion of thefollow-up time, and then fall out of the risk set, thus pulling down thecumulative probability of survival. Ignoring censoring erroneouslytreats patients who are censored as part of the risk set for the entirefollow-up period.

We can produce nice tables of \(x\)-time survival probability estimatesusing the tbl_survfit() function from the {gtsummary}package:

survfit(Surv(time, status) ~ 1, data = lung) %>% tbl_survfit( times = 365.25, label_header = "**1-year survival (95% CI)**" )

Estimating median survival time

Another quantity often of interest in a survival analysis is theaverage survival time, which we quantify using the median. Survivaltimes are not expected to be normally distributed so the mean is not anappropriate summary.

We can obtain the median survival directly from thesurvfit object:

survfit(Surv(time, status) ~ 1, data = lung)

## Call: survfit(formula = Surv(time, status) ~ 1, data = lung)## ## n events median 0.95LCL 0.95UCL## [1,] 228 165 310 285 363

We see the median survival time is 310 days The lower and upperbounds of the 95% confidence interval are also displayed.

Median survival is the time corresponding to a survival probabilityof \(0.5\):

What happens if you use a “naive” estimate?

Summarize the median survival time among the 165 patients whodied:

lung %>% filter(status == 1) %>% summarize(median_surv = median(time))

## median_surv## 1 226

You get an incorrect estimate of median survivaltime of 226 days when you ignore the fact that censored patients alsocontribute follow-up time.

Recall the correct estimate of median survival timeis 310 days.

Ignoring censoring will lead to an underestimate ofmedian survival time because the follow-up time that censored patientscontribute is excluded (pink line). The true survival curve accountingfor censoring in the lung data is shown in blue forcomparison.

We can produce nice tables of median survival time estimates usingthe tbl_survfit() function from the {gtsummary}package:

survfit(Surv(time, status) ~ 1, data = lung) %>% tbl_survfit( probs = 0.5, label_header = "**Median survival (95% CI)**" )

Comparing survival times between groups

We can conduct between-group significance tests using a log-ranktest. The log-rank test equally weights observations over the entirefollow-up time and is the most common way to compare survival timesbetween groups. There are versions that more heavily weight the early orlate follow-up that could be more appropriate depending on the researchquestion (see ?survdiff for different test options).

We get the log-rank p-value using the survdiff function.For example, we can test whether there was a difference in survival timeaccording to sex in the lung data:

survdiff(Surv(time, status) ~ sex, data = lung)

## Call:## survdiff(formula = Surv(time, status) ~ sex, data = lung)## ## N Observed Expected (O-E)^2/E (O-E)^2/V## sex=1 138 112 91.6 4.55 10.3## sex=2 90 53 73.4 5.68 10.3## ## Chisq= 10.3 on 1 degrees of freedom, p= 0.001

We see that there was a significant difference in overall survivalaccording to sex in the lung data, with a p-value of p =0.001.

The Cox regression model

We may want to quantify an effect size for a single variable, orinclude more than one variable into a regression model to account forthe effects of multiple variables.

The Cox regression model is a semi-parametric model that can be usedto fit univariable and multivariable regression models that havesurvival outcomes.

\[h(t|X_i) = h_0(t) \exp(\beta_1 X_{i1} +\cdots + \beta_p X_{ip})\]

\(h(t)\): hazard, or theinstantaneous rate at which events occur \(h_0(t)\): underlying baseline hazard

Some key assumptions of the model:

• non-informative censoring
• proportional hazards

Note: parametric regression models for survival outcomes arealso available, but they won’t be addressed in this tutorial

We can fit regression models for survival data using thecoxph() function from the {survival} package, which takes aSurv() object on the left hand side and has standard syntaxfor regression formulas in R on the right hand side.

coxph(Surv(time, status) ~ sex, data = lung)

## Call:## coxph(formula = Surv(time, status) ~ sex, data = lung)## ## coef exp(coef) se(coef) z p## sex -0.5310 0.5880 0.1672 -3.176 0.00149## ## Likelihood ratio test=10.63 on 1 df, p=0.001111## n= 228, number of events= 165

We can obtain tables of results using thetbl_regression() function from the {gtsummary} package,with the option to exponentiate set to TRUE to return the hazard ratiorather than the log hazard ratio:

coxph(Surv(time, status) ~ sex, data = lung) %>% tbl_regression(exp = TRUE) 

The quantity of interest from a Cox regression model is ahazard ratio (HR). The HR represents the ratio ofhazards between two groups at any particular point in time. The HR isinterpreted as the instantaneous rate of occurrence of the event ofinterest in those who are still at risk for the event. It isnot a risk, though it is commonly mis-interpreted assuch. If you have a regression parameter \(\beta\), then HR = \(\exp(\beta)\).

A HR < 1 indicates reduced hazard of death whereas a HR > 1indicates an increased hazard of death.

So the HR = 0.59 implies that 0.59 times as many females are dying asmales, at any given time. Stated differently, females have asignificantly lower hazard of death than males in these data.

The BMT dataset

Throughout this section we will use the BMT dataset from{SemiCompRisks} package as an example dataset. The data consist of 137bone marrow transplant patients. Variables of interest include:

• T1 time (in days) to death or last follow-up
• delta1 death indicator; 1=Dead, 0=Alive
• TA time (in days) to acute graft-versus-hostdisease
• deltaA acute graft-versus-host disease indicator;1-Developed acute graft-versus-host disease, 0-Never developed acutegraft-versus-host disease

First, load the data for use in examples throughout:

# install.packages("SemiCompRisks)data(BMT, package = "SemiCompRisks")

Here are the first 6 observations:

head(BMT[, c("T1", "delta1", "TA", "deltaA")])

## T1 delta1 TA deltaA## 1 2081 0 67 1## 2 1602 0 1602 0## 3 1496 0 1496 0## 4 1462 0 70 1## 5 1433 0 1433 0## 6 1377 0 1377 0

Landmark approach

1. Select a fixed time after baseline as your landmark time.Note: this should be done based on clinical information, priorto data inspection
2. Subset population for those followed at least until landmark time.Note: always report the number excluded due to the event ofinterest or censoring prior to the landmark time.
3. Calculate follow-up from landmark time and apply traditionallog-rank tests or Cox regression.

In the BMT data, interest is in the association betweenacute graft versus host disease (aGVHD) and survival. But aGVHD isassessed after the transplant, which is our baseline, or start offollow-up, time.

Step 1 Select landmark time

Typically aGVHD occurs within the first 90 days following transplant,so we use a 90-day landmark.

Step 2 Subset population for those followed at leastuntil landmark time

lm_dat <- BMT %>% filter(T1 >= 90) 

We exclude 15 patients who were not followed until the landmark timeof 90 days.

Note: All 15 excluded patients died before the 90 daylandmark.

Step 3 Calculate follow-up time from landmark andapply traditional methods.

lm_dat <- lm_dat %>% mutate( lm_T1 = T1 - 90 )

survfit2(Surv(lm_T1, delta1) ~ deltaA, data = lm_dat) %>% ggsurvfit() + labs( x = "Days from 90-day landmark", y = "Overall survival probability" ) + add_risktable()

In Cox regression you can use the subset option incoxph to exclude those patients who were not followedthrough the landmark time, and we can view the results using thetbl_regression() function from the {gtsummary} package:

coxph( Surv(T1, delta1) ~ deltaA, subset = T1 >= 90, data = BMT ) %>% tbl_regression(exp = TRUE)

Time-dependent covariate approach

An alternative to a landmark analysis is incorporation of atime-dependent covariate. This may be more appropriate than landmarkanalysis when:

• the value of a covariate is changing over time
• there is not an obvious landmark time
• use of a landmark would lead to many exclusions

Analysis of time-dependent covariates requires setup of a specialdataset, in a format known as counting process format. See the detailedpaper on this by the author of the {survival} package UsingTime Dependent Covariates and Time Dependent Coefficients in the CoxModel.

There was no ID variable in the BMT data, which isneeded to create the special dataset, so create an ID variable calledmy_id:

BMT <- rowid_to_column(BMT, "my_id")

Use the tmerge function with the event andtdc function options to create the special dataset.

• tmerge() creates a long dataset with multiple timeintervals for the different covariate values for each patient
• event() creates the new event indicator to go with thenewly created time intervals
• tdc() creates the time-dependent covariate indicator togo with the newly created time intervals

td_dat <- tmerge( data1 = BMT %>% select(my_id, T1, delta1), data2 = BMT %>% select(my_id, T1, delta1, TA, deltaA), id = my_id, death = event(T1, delta1), agvhd = tdc(TA) )

To see what this does, let’s look at the data for the first 5individual patients. The variables of interest in the original datalooked like:

## my_id T1 delta1 TA deltaA## 1 1 2081 0 67 1## 2 2 1602 0 1602 0## 3 3 1496 0 1496 0## 4 4 1462 0 70 1## 5 5 1433 0 1433 0

The new dataset for these same patients looks like:

## my_id T1 delta1 tstart tstop death agvhd## 1 1 2081 0 0 67 0 0## 2 1 2081 0 67 2081 0 1## 3 2 1602 0 0 1602 0 0## 4 3 1496 0 0 1496 0 0## 5 4 1462 0 0 70 0 0## 6 4 1462 0 70 1462 0 1## 7 5 1433 0 0 1433 0 0

We see that patients 1 and 4 now have multiple rows of data becausethey both developed aGVHD at some point in time after baseline.

Now we can analyze this time-dependent covariate as usual using Coxregression with coxph and an alteration to our use ofSurv to include arguments to both time andtime2:

coxph( Surv(time = tstart, time2 = tstop, event = death) ~ agvhd, data = td_dat ) %>% tbl_regression(exp = TRUE)

We find that acute graft versus host disease is not significantlyassociated with death using either landmark analysis or a time-dependentcovariate.

Often one will want to use landmark analysis for visualization of asingle covariate, and Cox regression with a time-dependent covariate forunivariable and multivariable modeling.

The Melanoma dataset

We will use the Melanoma data from the {MASS} package toillustrate these concepts. It contains variables:

• time survival time in days, possibly censored.
• status 1 died from melanoma, 2 alive, 3 dead from othercauses.
• sex 1 = male, 0 = female.
• age age in years.
• year of operation.
• thickness tumor thickness in mm.
• ulcer 1 = presence, 0 = absence.

# install.packages("MASS")data(Melanoma, package = "MASS")

The status variable in these data are coded in anon-standard way. Let’s recode to avoid confusion:

Melanoma <- Melanoma %>% mutate( status = as.factor(recode(status, `2` = 0, `1` = 1, `3` = 2)) )

Now we have:

• status 0=alive, 1=died from melanoma, 2=dead from othercauses.

Here are the first 6 patients:

head(Melanoma)

## time status sex age year thickness ulcer## 1 10 2 1 76 1972 6.76 1## 2 30 2 1 56 1968 0.65 0## 3 35 0 1 41 1977 1.34 0## 4 99 2 0 71 1968 2.90 0## 5 185 1 1 52 1965 12.08 1## 6 204 1 1 28 1971 4.84 1

Cumulative incidence for competing risks

A non-parametric estimate of the cumulative incidence of the event ofinterest. At any point in time, the sum of the cumulative incidence ofeach event is equal to the total cumulative incidence of any event (nottrue in the cause-specific setting). Gray’s test is a modifiedChi-squared test used to compare 2 or more groups.

Estimate the cumulative incidence in the context of competing risksusing the cuminc function from the {tidycmprsk} package. Bydefault this requires the status to be a factor variable with censoredpatients coded as 0.

cuminc(Surv(time, status) ~ 1, data = Melanoma)

## ## time n.risk estimate std.error 95% CI ## 1,000 171 0.127 0.023 0.086, 0.177 ## 2,000 103 0.230 0.030 0.174, 0.291 ## 3,000 54 0.310 0.037 0.239, 0.383 ## 4,000 13 0.339 0.041 0.260, 0.419 ## 5,000 1 0.339 0.041 0.260, 0.419 ## ## time n.risk estimate std.error 95% CI ## 1,000 171 0.034 0.013 0.015, 0.066 ## 2,000 103 0.050 0.016 0.026, 0.087 ## 3,000 54 0.058 0.017 0.030, 0.099 ## 4,000 13 0.106 0.032 0.053, 0.179 ## 5,000 1 0.106 0.032 0.053, 0.179

We can use the ggcuminc() function from the {ggsurvfit}package to plot the cumulative incidence. By default it plots the firstevent type only. So the following plot shows the cumulative incidence ofdeath from melanoma:

cuminc(Surv(time, status) ~ 1, data = Melanoma) %>% ggcuminc() + labs( x = "Days" ) + add_confidence_interval() + add_risktable()

If we want to include both event types, specify the outcomes in theggcuminc(outcome=) argument:

cuminc(Surv(time, status) ~ 1, data = Melanoma) %>% ggcuminc(outcome = c("1", "2")) + ylim(c(0, 1)) + labs( x = "Days" )

Now let’s say we wanted to examine death from melanoma or othercauses in the Melanoma data, according toulcer, the presence or absence of ulceration. We canestimate the cumulative incidence at various times by group and displaythat in a table using the tbl_cuminc() function from the{tidycmprsk} package, and add Gray’s test to test for a differencebetween groups over the entire follow-up period using theadd_p() function.

cuminc(Surv(time, status) ~ ulcer, data = Melanoma) %>% tbl_cuminc( times = 1826.25, label_header = "**{time/365.25}-year cuminc**") %>% add_p()

Then we can see the plot of death due to melanoma, according toulceration status, as before using ggcuminc() from the{ggsurvfit} package:

cuminc(Surv(time, status) ~ ulcer, data = Melanoma) %>% ggcuminc() + labs( x = "Days" ) + add_confidence_interval() + add_risktable()

Competing risks regression

There are two approaches to competing risks regression:

1. Cause-specific hazards
   • instantaneous rate of occurrence of the given type of event insubjects who are currently event‐free
   • estimated using Cox regression (coxph function)
2. Subdistribution hazards
   • instantaneous rate of occurrence of the given type of event insubjects who have not yet experienced an event of that type
   • estimated using Fine-Gray regression (crrfunction)

Let’s say we’re interested in looking at the effect of age and sex ondeath from melanoma, with death from other causes as a competingevent.

The crr() function from the {tidycmprsk} package willestimate the subdistribution hazards.

crr(Surv(time, status) ~ sex + age, data = Melanoma)

## ## Variable Coef SE HR 95% CI p-value ## sex 0.588 0.272 1.80 1.06, 3.07 0.030 ## age 0.013 0.009 1.01 0.99, 1.03 0.18

And we can generate tables of formatted results using thetbl_regression() function from the {gtsummary} package,with the option exp = TRUE to obtain the hazard ratioestimates:

crr(Surv(time, status) ~ sex + age, data = Melanoma) %>% tbl_regression(exp = TRUE)

We see that male sex (recall that 1=male, 0=female in these data) issignificantly associated with increased hazard of death due to melanoma,whereas age was not significantly associated with death due tomelanoma.

Alternatively, if we wanted to use the cause-specific hazardsregression approach, we first need to censor all subjects who didn’thave the event of interest, in this case death from melanoma, and thenuse coxph as before. So patients who died from other causesare now censored for the cause-specific hazard approach to competingrisks. Again we generate a table of formatted results using thetbl_regression() function from the {gtsummary} package:

coxph( Surv(time, ifelse(status == 1, 1, 0)) ~ sex + age, data = Melanoma ) %>% tbl_regression(exp = TRUE)

And in this case we obtain similar results using the two approachesto competing risks regression.

Assessing proportional hazards

One assumption of the Cox proportional hazards regression model isthat the hazards are proportional at each point in time throughoutfollow-up. The cox.zph() function from the {survival}package allows us to check this assumption. It results in two mainthings:

1. A hypothesis test of whether the effect of each covariate differsaccording to time, and a global test of all covariates at once.
   • This is done by testing for an interaction effect between thecovariate and log(time)
   • A significant p-value indicates that the proportional hazardsassumption is violated
2. Plots of the Schoenfeld residuals
   • Deviation from a zero-slope line is evidence that the proportionalhazards assumption is violated

mv_fit <- coxph(Surv(time, status) ~ sex + age, data = lung)cz <- cox.zph(mv_fit)print(cz)

## chisq df p## sex 2.608 1 0.11## age 0.209 1 0.65## GLOBAL 2.771 2 0.25

plot(cz)

Here we see that with p-values >0.05, we do not reject the nullhypothesis, and conclude that the proportional hazards assumption issatisfied for each individual covariate, and also for the modeloverall.

Smooth survival plot

Sometimes you will want to visualize a survival estimate according toa continuous variable. The sm.survival function from thesm package allows you to do this for a quantile of thedistribution of survival data. The default quantile isp = 0.5 for median survival.

# install.packages("sm")library(sm)sm.options( list( xlab = "Age (years)", ylab = "Median time to death (years)") )sm.survival( x = lung$age, y = lung$time, status = lung$status, h = sd(lung$age) / nrow(lung)^(-1/4) )

• The x’s represent events
• The o’s represent censoring
• The line is a smoothed estimate of median survival according to age
  • In this case, too smooth!

The option h is the smoothing parameter. This should berelated to the standard deviation of the continuous covariate, \(x\). Suggested to start with \(\frac{sd(x)}{n^{-1/4}}\) then reduce by\(1/2\), \(1/4\), etc to get a good amount ofsmoothing. The previous plot was too smooth so let’s reduce it by \(1/6\):

sm.survival( x = lung$age, y = lung$time, status = lung$status, h = (1/6) * sd(lung$age) / nrow(lung)^(-1/4) )

Now we can see that median time to death decreases slightly as ageincreases.

Conditional survival

Sometimes it is of interest to generate survival estimates among agroup of patients who have already survived for some length of time.

\[S(y|x) = \frac{S(x +y)}{S(x)}\]

• \(y\): number of additionalsurvival years of interest
• \(x\): number of years a patienthas already survived

Zabor, E., Gonen, M., Chapman, P., & Panageas, K. (2013). Dynamicprognostication using conditional survival estimates. Cancer, 119(20),3589-3592.

The estimates are easy to generate with basic math on your own, andare also implemented in the {condsurv} package available from https://github.com/zabore/condsurv.

We can use the conditional_surv_est() function from the{condsurv} package to get estimates and 95% confidence intervals. Let’scondition on survival to 6-months

fit1 <- survfit(Surv(time, status) ~ 1, data = lung)prob_times <- seq(365.25, 182.625 * 4, 182.625)purrr::map_df( prob_times, ~conditional_surv_est( basekm = fit1, t1 = 182.625, t2 = .x) ) %>% mutate(months = round(prob_times / 30.4)) %>% select(months, everything()) %>% kable()

Recall that our initial \(1\)-yearsurvival estimate was 0.41. We see that for patients who have alreadysurvived 12 months this increases to 0.58.

We can also visualize conditional survival data based on differentlengths of time survived using the condKMggplot() functionfrom the {condsurv} package:

gg_conditional_surv( basekm = fit1, at = prob_times, main = "Conditional survival in lung data", xlab = "Days" ) + labs(color = "Conditional time")

The resulting plot has one survival curve for each time on which wecondition. In this case the first line is the overall survival curvesince it is conditioning on time 0.