10.6 Practice Problems
Problem 10.6.1. In an AFT model the time ratio for a new treatment is \(1.5\), and the median survival under the control is \(10\) months. What are the median and the upper quartile under the new treatment, if the control’s upper quartile is \(18\) months?
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Solution. Every quantile is multiplied by \(1.5\): the median is \(15\) months and the upper quartile \(27\) months.
Problem 10.6.2. Show that in an exponential AFT model the hazard ratio for a covariate is the reciprocal of its time ratio.
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Solution. With \(h_0(t) = \lambda \) constant, \(h(t \mid x) = e^{-\beta ^{\mathsf T}x}h_0(te^{-\beta ^{\mathsf T}x}) = \lambda e^{-\beta ^{\mathsf T}x}\), so a unit increase in \(x_j\) multiplies the hazard by \(e^{-\beta _j} = 1/e^{\beta _j}\). This is Theorem 10.2.1 with \(\sigma = 1\).
Problem 10.6.3. A Weibull AFT model has \(\hat \sigma = 0.8\) and a coefficient \(-0.4\) for smoking. Give the time ratio and the hazard ratio, and interpret both.
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Solution. Time ratio \(e^{-0.4} = 0.67\): smokers’ survival times are two-thirds of non-smokers’. Hazard ratio \(e^{0.4/0.8} = e^{0.5} = 1.65\): at any time, smokers’ hazard is \(65\%\) higher. The shape is \(k = 1/0.8 = 1.25\).
Problem 10.6.4. In the log-logistic model of Example 10.3.1, \(\hat \alpha = 1.72\) and the Karnofsky coefficient is \(\log 1.0366 = 0.0360\). By what factor do ten Karnofsky points multiply the odds of dying by any given time?
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Solution. By \(e^{-\alpha \beta \times 10} = e^{-1.72 \times 0.360} = e^{-0.619} = 0.54\): ten points almost halve the odds of having died by any time, the proportional odds reading of the same model.
Problem 10.6.5. Using Example 10.3.1, predict the median survival of a patient on the standard regimen with an adenocarcinoma and a Karnofsky score of \(60\), and of one with a squamous tumour and a score of \(70\).
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Solution. Medians scale with the time ratios. The adenocarcinoma patient: \(107.2 \times 0.4605 = 49\) days. The squamous patient with \(10\) more points: \(107.2 \times 1.4325 = 154\) days.
Problem 10.6.6. Why are Cox–Snell residuals approximately unit exponential when the model is correct, and why is the check weak in the upper tail?
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Solution. \(S(T \mid x)\) is uniform on \((0, 1)\), so \(H(T \mid x) = -\log S(T \mid x)\) is unit exponential; with estimated parameters this holds approximately, and censored \(t_i\) give censored residuals. Few residuals are large, so the estimated cumulative hazard at large \(r\) rests on a handful of subjects and wanders from the line even for a correct model.
Problem 10.6.7. A trial reports a Cox hazard ratio of \(0.70\) and a Weibull AFT time ratio of \(1.32\) for the same treatment, with \(\hat \sigma = 0.78\). Are these consistent, and how would you explain the result to a clinician?
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Solution. The Weibull hazard ratio is \(e^{-\log (1.32)/0.78} = e^{-0.356} = 0.70\), the Cox value, so they agree. For a clinician: patients on the treatment have, at any moment, \(30\%\) lower risk of dying; equivalently, their survival times are about a third longer, so a median of \(12\) months becomes about \(16\).
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