AN ILLNESS-DEATH PROCESS WITH TIME-DEPENDENT COVARIATES

A general model for the illness-death stochastic process with covariates has been developed for the analysis of survival data. This model incorporates important baseline and time-dependent covariates to make proper adjustment for the transition probabilities and survival probabilities. The follow-up period is subdivided into small intervals and a constant hazard is assumed for each interval. An approximation formula is derived to estimate the transition parameters when the exact transition time is unknown.^ The method developed is illustrated by using data from a study on the prevention of the recurrence of a myocardial infarction and subsequent mortality, the Beta-Blocker Heart Attack Trial (BHAT). This method provides an analytical approach which simultaneously includes provision for both fatal and nonfatal events in the model. According to this analysis, the effectiveness of the treatment can be compared between the Placebo and Propranolol treatment groups with respect to fatal and nonfatal events. ^

Interim analysis of clinical trials: Simulation studies of fractional Brownian motion

Interim clinical trial monitoring procedures were motivated by ethical and economic considerations. Classical Brownian motion (Bm) techniques for statistical monitoring of clinical trials were widely used. Conditional power argument and α-spending function based boundary crossing probabilities are popular statistical hypothesis testing procedures under the assumption of Brownian motion. However, it is not rare that the assumptions of Brownian motion are only partially met for trial data. Therefore, I used a more generalized form of stochastic process, called fractional Brownian motion (fBm), to model the test statistics. Fractional Brownian motion does not hold Markov property and future observations depend not only on the present observations but also on the past ones. In this dissertation, we simulated a wide range of fBm data, e.g., H = 0.5 (that is, classical Bm) vs. 0.5< H <1, with treatment effects vs. without treatment effects. Then the performance of conditional power and boundary-crossing based interim analyses were compared by assuming that the data follow Bm or fBm. Our simulation study suggested that the conditional power or boundaries under fBm assumptions are generally higher than those under Bm assumptions when H > 0.5 and also matches better with the empirical results. ^

Developing the follow-up schedules for women with breast cancer

Background: The follow-up care for women with breast cancer requires an understanding of disease recurrence patterns and the follow-up visit schedule should be determined according to the times when the recurrence are most likely to occur, so that preventive measure can be taken to avoid or minimize the recurrence. Objective: To model breast cancer recurrence through stochastic process with an aim to generate a hazard function for determining a follow-up schedule. Methods: We modeled the process of disease progression as the time transformed Weiner process and the first-hitting-time was used as an approximation of the true failure time. The women's "recurrence-free survival time" or a "not having the recurrence event" is modeled by the time it takes Weiner process to cross a threshold value which represents a woman experiences breast cancer recurrence event. We explored threshold regression model which takes account of covariates that contributed to the prognosis of breast cancer following development of the first-hitting time model. Using real data from SEER-Medicare, we proposed models of follow-up visits schedule on the basis of constant probability of disease recurrence between consecutive visits. Results: We demonstrated that the threshold regression based on first-hitting-time modeling approach can provide useful predictive information about breast cancer recurrence. Our results suggest the surveillance and follow-up schedule can be determined for women based on their prognostic factors such as tumor stage and others. Women with early stage of disease may be seen less frequently for follow-up visits than those women with locally advanced stages. Our results from SEER-Medicare data support the idea of risk-controlled follow-up strategies for groups of women. Conclusion: The methodology we proposed in this study allows one to determine individual follow-up scheduling based on a parametric hazard function that incorporates known prognostic factors.^

Forecasting cost based on a stochastic utilization plan and a fixed cost function

The application of Markov processes is very useful to health-care problems. The objective of this study is to provide a structured methodology of forecasting cost based upon combining a stochastic model of utilization (Markov Chain) and deterministic cost function. The perspective of the cost in this study is the reimbursement for the services rendered. The data to be used is the OneCare database of claim records of their enrollees over a two-year period of January 1, 1996–December 31, 1997. The model combines a Markov Chain that describes the utilization pattern and its variability where the use of resources by risk groups (age, gender, and diagnosis) will be considered in the process and a cost function determined from a fixed schedule based on real costs or charges for those in the OneCare claims database. The cost function is a secondary application to the model. Goodness-of-fit will be used checked for the model against the traditional method of cost forecasting. ^