TY - JOUR
T1 - Events per variable for risk differences and relative risks using pseudo-observations
AU - Hansen, Stefan Nygaard
AU - Andersen, Per Kragh
AU - Parner, Erik Thorlund
PY - 2014/10
Y1 - 2014/10
N2 - A method based on pseudo-observations has been proposed for direct regression modeling of functionals of interest with right-censored data, including the survival function, the restricted mean and the cumulative incidence function in competing risks. The models, once the pseudo-observations have been computed, can be fitted using standard generalized estimating equation software. Regression models can however yield problematic results if the number of covariates is large in relation to the number of events observed. Guidelines of events per variable are often used in practice. These rules of thumb for the number of events per variable have primarily been established based on simulation studies for the logistic regression model and Cox regression model. In this paper we conduct a simulation study to examine the small sample behavior of the pseudo-observation method to estimate risk differences and relative risks for right-censored data. We investigate how coverage probabilities and relative bias of the pseudo-observation estimator interact with sample size, number of variables and average number of events per variable.
AB - A method based on pseudo-observations has been proposed for direct regression modeling of functionals of interest with right-censored data, including the survival function, the restricted mean and the cumulative incidence function in competing risks. The models, once the pseudo-observations have been computed, can be fitted using standard generalized estimating equation software. Regression models can however yield problematic results if the number of covariates is large in relation to the number of events observed. Guidelines of events per variable are often used in practice. These rules of thumb for the number of events per variable have primarily been established based on simulation studies for the logistic regression model and Cox regression model. In this paper we conduct a simulation study to examine the small sample behavior of the pseudo-observation method to estimate risk differences and relative risks for right-censored data. We investigate how coverage probabilities and relative bias of the pseudo-observation estimator interact with sample size, number of variables and average number of events per variable.
U2 - 10.1007/s10985-013-9290-4
DO - 10.1007/s10985-013-9290-4
M3 - Journal article
C2 - 24420649
SN - 1380-7870
VL - 20
SP - 584
EP - 598
JO - Lifetime Data Analysis
JF - Lifetime Data Analysis
IS - 4
ER -