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arXiv 2012.02122stat.ME
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面向稀有事件的最优Cox回归子采样方法

Optimal Cox Regression Subsampling Procedure with Rare Events

Nir Keret, Malka Gorfine

AI总结:

针对含稀有事件的大规模生存数据集计算难题,提出为删失样本分配最优采样概率、保留全部失效事件的Cox回归子采样估计量,证明其渐近性质并通过模拟和UK Biobank结直肠癌数据验证有效性。

摘要:

随着医疗健康行业的发展,规模庞大的生存数据集正变得日益普遍。这类数据集带来了传统生存分析应用场景中前所未有的计算挑战。应对海量数据集的一种常用方法是将其降采样到更易处理的规模,使研究人员能够负担得起所需的计算资源。Cox比例风险回归至今仍是分析生存数据最常用的统计模型之一。\n本文研究存在右删失、可能带有左截断且包含稀有事件的场景,即观测到的失效时间仅占总样本的很小一部分。我们提出了基于子采样的Cox回归估计量,通过为删失观测分配最优采样概率,并将所有观测到的失效事件纳入分析,来近似基于全数据偏似然的对应估计量。\n我们在合适的正则条件下证明了所提估计量的渐近性质,并通过模拟研究评估了估计量的有限样本性能。我们进一步将该方法应用于UK Biobank(英国生物银行)的结直肠癌遗传与环境风险因素研究中。

英文摘要:

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for coping with massive datasets is downsampling them to a more manageable size, such that the computational resources can be afforded by the researcher. Cox proportional hazards regression has remained one of the most popular statistical models for the analysis of survival data to-date. This work addresses the settings of right censored and possibly left truncated data with rare events, such that the observed failure times constitute only a small portion of the overall sample. We propose Cox regression subsampling-based estimators that approximate their full-data partial-likelihood-based counterparts, by assigning optimal sampling probabilities to censored observations, and including all observed failures in the analysis. Asymptotic properties of the proposed estimators are established under suitable regularity conditions, and simulation studies are carried out to evaluate the finite sample performance of the estimators. We further apply our procedure on UK-biobank colorectal cancer genetic and environmental risk factors.

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