Neyman, Markov processes and survival analysis

Lifetime Data Anal. 2013 Jul;19(3):393-411. doi: 10.1007/s10985-013-9250-z. Epub 2013 Mar 2.

Abstract

J. Neyman used stochastic processes extensively in his applied work. One example is the Fix and Neyman (F-N) competing risks model (1951) that uses finite homogeneous Markov processes to analyse clinical trials with breast cancer patients. We revisit the F-N model, and compare it with the Kaplan-Meier (K-M) formulation for right censored data. The comparison offers a way to generalize the K-M formulation to include risks of recovery and relapses in the calculation of a patient's survival probability. The generalization is to extend the F-N model to a nonhomogeneous Markov process. Closed-form solutions of the survival probability are available in special cases of the nonhomogeneous processes, like the popular multiple decrement model (including the K-M model) and Chiang's staging model, but these models do not consider recovery and relapses while the F-N model does. An analysis of sero-epidemiology current status data with recurrent events is illustrated. Fix and Neyman used Neyman's RBAN (regular best asymptotic normal) estimates for the risks, and provided a numerical example showing the importance of considering both the survival probability and the length of time of a patient living a normal life in the evaluation of clinical trials. The said extension would result in a complicated model and it is unlikely to find analytical closed-form solutions for survival analysis. With ever increasing computing power, numerical methods offer a viable way of investigating the problem.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Biostatistics
  • Breast Neoplasms / mortality
  • Breast Neoplasms / therapy
  • Cross-Sectional Studies
  • Female
  • Hepatitis A Antibodies / blood
  • Humans
  • Kaplan-Meier Estimate
  • Markov Chains*
  • Models, Statistical
  • Risk
  • Stochastic Processes
  • Survival Analysis*

Substances

  • Hepatitis A Antibodies