Examples

Introduction

This vignette aims to provide a more thorough introduction to the features in multistateutils than the brief overview in the README. It uses the same example dataset and models, but has more examples and accompanying discussion.

Example data

This guide assumes familiarity with multi-state modelling in R, this section in particular glosses over the details and just prepares models and data in order to demonstrate the features of multistateutils. If you are unfamiliar with multi-state modelling then I would recommend reading de Wreede, Fiocco, and Putter (2011) or the mstate tutorial by Putter.

For these examples the ebmt3 data set from mstate will be used. This provides a simple illness-death model of patients following transplant. The initial state is patient having received transplantation, pr referring to platelet recovery (the ‘illness’), with relapse-free-survival (rfs) being the only sink state.

library(mstate)
data(ebmt3)
#>   id prtime prstat rfstime rfsstat dissub   age            drmatch    tcd
#> 1  1     23      1     744       0    CML   >40    Gender mismatch No TCD
#> 2  2     35      1     360       1    CML   >40 No gender mismatch No TCD
#> 3  3     26      1     135       1    CML   >40 No gender mismatch No TCD
#> 4  4     22      1     995       0    AML 20-40 No gender mismatch No TCD
#> 5  5     29      1     422       1    AML 20-40 No gender mismatch No TCD
#> 6  6     38      1     119       1    ALL   >40 No gender mismatch No TCD

mstate provides a host of utility functions for working with multi-state models. For example, the trans.illdeath() function provides the required transition matrix for this state structure (transMat should be used when greater flexibility is required).

tmat <- trans.illdeath(c('transplant', 'pr', 'rfs'))
tmat
#>             to
#> from         transplant pr rfs
#>   transplant         NA  1   2
#>   pr                 NA NA   3
#>   rfs                NA NA  NA

The final data preparation step is to form the data from a wide format (each row corresponding to a patient) to a long format, where each row represents a potential patient-transition. The msprep function from mstate handles this for us. We’ll keep both the age and dissub covariates in this example.

long <- msprep(time=c(NA, 'prtime', 'rfstime'),
status=c(NA, 'prstat', 'rfsstat'),
data=ebmt3,
trans=tmat,
keep=c('age', 'dissub'))
#> An object of class 'msdata'
#>
#> Data:
#>   id from to trans Tstart Tstop time status age dissub
#> 1  1    1  2     1      0    23   23      1 >40    CML
#> 2  1    1  3     2      0    23   23      0 >40    CML
#> 3  1    2  3     3     23   744  721      0 >40    CML
#> 4  2    1  2     1      0    35   35      1 >40    CML
#> 5  2    1  3     2      0    35   35      0 >40    CML
#> 6  2    2  3     3     35   360  325      1 >40    CML

Clock-reset Weibull models will be fitted to these 3 transitions, which are semi-Markov models. Simulation is therefore needed to obtain transition probabilities as the Kolmogorov forward differential equation is no longer valid with the violation of the Markov assumption. We are going to assume that the baseline hazard isn’t proportional between transitions and there are no shared transition effects for simplicity’s sake.

library(flexsurv)
models <- lapply(1:3, function(i) {
flexsurvreg(Surv(time, status) ~ age + dissub, data=long, dist='weibull')
})

Estimating transition probabilities

Transition probabilities are defined as the probability of being in a state $$j$$ at a time $$t$$, given being in state $$h$$ at time $$s$$, as shown below where $$X(t)$$ gives the state an individual is in at $$t$$. This is all conditional on the individual parameterised by their covariates and history, which for this semi-Markov model only influences transition probabilities through state arrival times.

$P_{h,j}(s, t) = \Pr(X(t) = j\ |\ X(s) = h)$

We’ll estimate the transition probabilities of an individual with the covariates age=20-40 and dissub=AML at 1 year after transplant.

newdata <- data.frame(age="20-40", dissub="AML")

The function that estimates transition probabilities is called predict_transitions and has a very similar interface to flexsurv::pmatrix.simfs. The parameters in the above equation have the following argument names:

• $$t$$ - times (must be supplied)
• $$s$$ - start_times (defaults to 0)
• $$h$$ - not specified as the probabilities are calculated for all states
• $$j$$ - not specified as the probabilities are calculated for all states

The code example below shows how to calculate transition probabilities for $$t=365$$ (1 year) with $$s=0$$; the transition probabilities for every state at 1 year after transplant given being in every state at transplant time. As with pmatrix.simfs, although all the probabilities for every pairwise combination of states are calculated, they are sometimes redundant. For example, $$P_{h,j}(0, 365)$$ where $$h=j=\text{rfs}$$ is hardly a useful prediction.

library(multistateutils)
predict_transitions(models, newdata, tmat, times=365)
#>     age dissub start_time end_time start_state transplant        pr
#> 1 20-40    AML          0      365  transplant  0.4689727 0.1960009
#> 2 20-40    AML          0      365          pr  0.0000000 0.6860803
#> 3 20-40    AML          0      365         rfs  0.0000000 0.0000000
#>         rfs
#> 1 0.3350264
#> 2 0.3139197
#> 3 1.0000000

Note that this gives very similar responses to pmatrix.simfs.

pmatrix.simfs(models, tmat, newdata=newdata, t=365)
#>         [,1]    [,2]    [,3]
#> [1,] 0.47134 0.19118 0.33748
#> [2,] 0.00000 0.68671 0.31329
#> [3,] 0.00000 0.00000 1.00000

Confidence intervals can be constructed in the same fashion as pmatrix.simfs, using draws from the multivariate-normal distribution of the parameter estimates.

predict_transitions(models, newdata, tmat, times=365, ci=TRUE, M=10)
#>     age dissub start_time end_time start_state transplant_est    pr_est
#> 1 20-40    AML          0      365  transplant      0.4694436 0.1946468
#> 2 20-40    AML          0      365          pr      0.0000000 0.6889348
#> 3 20-40    AML          0      365         rfs      0.0000000 0.0000000
#>     rfs_est transplant_2.5%   pr_2.5%  rfs_2.5% transplant_97.5%  pr_97.5%
#> 1 0.3359096       0.4573342 0.1770981 0.3199084        0.4822301 0.2038494
#> 2 0.3110652       0.0000000 0.6706948 0.2923926        0.0000000 0.7076074
#> 3 1.0000000       0.0000000 0.0000000 1.0000000        0.0000000 0.0000000
#>   rfs_97.5%
#> 1 0.3535072
#> 2 0.3293052
#> 3 1.0000000

Which gives rather different results to those obtained from pmatrix.simfs which seem to be too wide and the estimate value is far different to that obtained when run without CIs. I’m unsure why this is the case.

pmatrix.simfs(models, tmat, newdata=newdata, t=365, ci=TRUE, M=9)
#>           [,1]      [,2]      [,3]
#> [1,] 0.4444444 0.1111111 0.4444444
#> [2,] 0.0000000 0.7777778 0.2222222
#> [3,] 0.0000000 0.0000000 1.0000000
#> attr(,"lower")
#>           [,1]      [,2] [,3]
#> [1,] 0.2194444 0.0000000    0
#> [2,] 0.0000000 0.3333333    0
#> [3,] 0.0000000 0.0000000    1
#> attr(,"upper")
#>           [,1]      [,2]      [,3]
#> [1,] 0.7777778 0.4444444 0.6666667
#> [2,] 0.0000000 1.0000000 0.6666667
#> [3,] 0.0000000 0.0000000 1.0000000
#> attr(,"class")
#> [1] "fs.msm.est"

Note that on a single individual the speed-up isn’t present, with multistateutils taking 4 times longer than flexsurv, although the difference between 1.2s and 0.3s isn’t that noticeable in interactive work. The main benefit comes when estimating more involved probabilities, as will be demonstrated next.

library(microbenchmark)
microbenchmark("multistateutils"=predict_transitions(models, newdata, tmat, times=365),
"flexsurv"=pmatrix.simfs(models, tmat, newdata=newdata, t=365), times=10)
#> Unit: milliseconds
#>             expr       min       lq     mean    median        uq       max
#>  multistateutils 1450.1096 1488.913 1616.460 1602.2209 1697.7792 1815.5686
#>         flexsurv  264.0724  273.015  289.901  277.7024  298.0332  381.1725
#>  neval cld
#>     10   b
#>     10  a

Estimating probabilities at multiple times

Frequently, it is desirable to estimate transition probabilities at multiple values of $$t$$, in order to build up a picture of an individual’s disease progression. pmatrix.simfs only allows a scalar for $$t$$, so estimating probabilities at multiple values requires manually iterating through the time-scale. In the example below we will calculate transition probabilities at yearly intervals for 9 years.

predict_transitions(models, newdata, tmat, times=seq(9)*365)
#>      age dissub start_time end_time start_state transplant        pr
#> 1  20-40    AML          0      365  transplant  0.4699190 0.1929019
#> 2  20-40    AML          0      365          pr  0.0000000 0.6845554
#> 3  20-40    AML          0      365         rfs  0.0000000 0.0000000
#> 4  20-40    AML          0      730  transplant  0.3535870 0.2067148
#> 5  20-40    AML          0      730          pr  0.0000000 0.5951183
#> 6  20-40    AML          0      730         rfs  0.0000000 0.0000000
#> 7  20-40    AML          0     1095  transplant  0.2846022 0.2090303
#> 8  20-40    AML          0     1095          pr  0.0000000 0.5358009
#> 9  20-40    AML          0     1095         rfs  0.0000000 0.0000000
#> 10 20-40    AML          0     1460  transplant  0.2382730 0.2051978
#> 11 20-40    AML          0     1460          pr  0.0000000 0.4907316
#> 12 20-40    AML          0     1460         rfs  0.0000000 0.0000000
#> 13 20-40    AML          0     1825  transplant  0.2043994 0.1994890
#> 14 20-40    AML          0     1825          pr  0.0000000 0.4544598
#> 15 20-40    AML          0     1825         rfs  0.0000000 0.0000000
#> 16 20-40    AML          0     2190  transplant  0.1774322 0.1943790
#> 17 20-40    AML          0     2190          pr  0.0000000 0.4237590
#> 18 20-40    AML          0     2190         rfs  0.0000000 0.0000000
#> 19 20-40    AML          0     2555  transplant  0.1565132 0.1875923
#> 20 20-40    AML          0     2555          pr  0.0000000 0.3985892
#> 21 20-40    AML          0     2555         rfs  0.0000000 0.0000000
#> 22 20-40    AML          0     2920  transplant  0.1395664 0.1813845
#> 23 20-40    AML          0     2920          pr  0.0000000 0.3763652
#> 24 20-40    AML          0     2920         rfs  0.0000000 0.0000000
#> 25 20-40    AML          0     3285  transplant  0.1244361 0.1759551
#> 26 20-40    AML          0     3285          pr  0.0000000 0.3565460
#> 27 20-40    AML          0     3285         rfs  0.0000000 0.0000000
#>          rfs
#> 1  0.3371791
#> 2  0.3154446
#> 3  1.0000000
#> 4  0.4396982
#> 5  0.4048817
#> 6  1.0000000
#> 7  0.5063675
#> 8  0.4641991
#> 9  1.0000000
#> 10 0.5565292
#> 11 0.5092684
#> 12 1.0000000
#> 13 0.5961116
#> 14 0.5455402
#> 15 1.0000000
#> 16 0.6281888
#> 17 0.5762410
#> 18 1.0000000
#> 19 0.6558944
#> 20 0.6014108
#> 21 1.0000000
#> 22 0.6790491
#> 23 0.6236348
#> 24 1.0000000
#> 25 0.6996088
#> 26 0.6434540
#> 27 1.0000000

In pmatrix.simfs it is up to the user to manipulate the output to make it interpretable. Again, the probabilities agree with each other.

do.call('rbind', lapply(seq(9)*365, function(t) {
pmatrix.simfs(models, tmat, newdata=newdata, t=t)
}))
#>          [,1]    [,2]    [,3]
#>  [1,] 0.47188 0.19051 0.33761
#>  [2,] 0.00000 0.68541 0.31459
#>  [3,] 0.00000 0.00000 1.00000
#>  [4,] 0.35126 0.20851 0.44023
#>  [5,] 0.00000 0.59446 0.40554
#>  [6,] 0.00000 0.00000 1.00000
#>  [7,] 0.28244 0.20925 0.50831
#>  [8,] 0.00000 0.53275 0.46725
#>  [9,] 0.00000 0.00000 1.00000
#> [10,] 0.23928 0.20773 0.55299
#> [11,] 0.00000 0.48841 0.51159
#> [12,] 0.00000 0.00000 1.00000
#> [13,] 0.20376 0.20019 0.59605
#> [14,] 0.00000 0.45401 0.54599
#> [15,] 0.00000 0.00000 1.00000
#> [16,] 0.17816 0.19415 0.62769
#> [17,] 0.00000 0.41977 0.58023
#> [18,] 0.00000 0.00000 1.00000
#> [19,] 0.15853 0.18885 0.65262
#> [20,] 0.00000 0.39682 0.60318
#> [21,] 0.00000 0.00000 1.00000
#> [22,] 0.13946 0.17990 0.68064
#> [23,] 0.00000 0.37160 0.62840
#> [24,] 0.00000 0.00000 1.00000
#> [25,] 0.12302 0.17257 0.70441
#> [26,] 0.00000 0.35692 0.64308
#> [27,] 0.00000 0.00000 1.00000

By removing this boilerplate code, the speed increase starts to show, with the calculation of 8 additional time-points only increasing the runtime by 61% from 1.2s to 2s, while flexsurv has a twelve-fold increase from 0.3s to 3.7s.

microbenchmark("multistateutils"=predict_transitions(models, newdata, tmat, times=seq(9)*365),
"flexsurv"={do.call('rbind', lapply(seq(9)*365, function(t) {
pmatrix.simfs(models, tmat, newdata=newdata, t=t)}))
}, times=10)
#> Unit: seconds
#>             expr      min       lq     mean   median       uq      max
#>  multistateutils 2.025035 2.113716 2.182311 2.183984 2.243815 2.325735
#>         flexsurv 2.420008 2.580471 2.694608 2.687120 2.734314 2.989838
#>  neval cld
#>     10  a
#>     10   b

Changing start time

pmatrix.simfs limits the user to using $$s=0$$. In predict_transitions this is fully customisable. For example, the call below shows estimates the 1-year transition probabilities conditioned on the individual being alive at 6 months (technically it also calculates the transition probabilities conditioned on being dead at 6 months in the third row, but these aren’t helpful). Notice how the probabilities of being dead at 1 year have decreased as a result.

predict_transitions(models, newdata, tmat, times=365, start_times = 365/2)
#>     age dissub start_time end_time start_state transplant         pr
#> 1 20-40    AML      182.5      365  transplant  0.8164485 0.07595593
#> 2 20-40    AML      182.5      365          pr  0.0000000 0.89971977
#> 3 20-40    AML      182.5      365         rfs  0.0000000 0.00000000
#>         rfs
#> 1 0.1075956
#> 2 0.1002802
#> 3 1.0000000

Multiple values of $$s$$ can be provided, such as the quarterly predictions below.

predict_transitions(models, newdata, tmat, times=365,
start_times = c(0.25, 0.5, 0.75) * 365)
#>     age dissub start_time end_time start_state transplant         pr
#> 1 20-40    AML      91.25      365  transplant  0.7001847 0.11577411
#> 2 20-40    AML      91.25      365          pr  0.0000000 0.83025200
#> 3 20-40    AML      91.25      365         rfs  0.0000000 0.00000000
#> 4 20-40    AML     182.50      365  transplant  0.8140735 0.07635835
#> 5 20-40    AML     182.50      365          pr  0.0000000 0.89605232
#> 6 20-40    AML     182.50      365         rfs  0.0000000 0.00000000
#> 7 20-40    AML     273.75      365  transplant  0.9138192 0.03739553
#> 8 20-40    AML     273.75      365          pr  0.0000000 0.95043123
#> 9 20-40    AML     273.75      365         rfs  0.0000000 0.00000000
#>          rfs
#> 1 0.18404122
#> 2 0.16974800
#> 3 1.00000000
#> 4 0.10956817
#> 5 0.10394768
#> 6 1.00000000
#> 7 0.04878523
#> 8 0.04956877
#> 9 1.00000000

Finally, any combination of number of $$s$$ and $$t$$ can be specified provided that all $$s$$ are less than $$min(t)$$.

predict_transitions(models, newdata, tmat, times=seq(2)*365,
start_times = c(0.25, 0.5, 0.75) * 365)
#>      age dissub start_time end_time start_state transplant         pr
#> 1  20-40    AML      91.25      365  transplant  0.6984386 0.11962717
#> 2  20-40    AML      91.25      365          pr  0.0000000 0.83520010
#> 3  20-40    AML      91.25      365         rfs  0.0000000 0.00000000
#> 4  20-40    AML      91.25      730  transplant  0.5279922 0.16228331
#> 5  20-40    AML      91.25      730          pr  0.0000000 0.72185167
#> 6  20-40    AML      91.25      730         rfs  0.0000000 0.00000000
#> 7  20-40    AML     182.50      365  transplant  0.8139833 0.07745797
#> 8  20-40    AML     182.50      365          pr  0.0000000 0.90025963
#> 9  20-40    AML     182.50      365         rfs  0.0000000 0.00000000
#> 10 20-40    AML     182.50      730  transplant  0.6153394 0.13685740
#> 11 20-40    AML     182.50      730          pr  0.0000000 0.77728256
#> 12 20-40    AML     182.50      730         rfs  0.0000000 0.00000000
#> 13 20-40    AML     273.75      365  transplant  0.9116234 0.03793103
#> 14 20-40    AML     273.75      365          pr  0.0000000 0.95167270
#> 15 20-40    AML     273.75      365         rfs  0.0000000 0.00000000
#> 16 20-40    AML     273.75      730  transplant  0.6891515 0.11301821
#> 17 20-40    AML     273.75      730          pr  0.0000000 0.82058739
#> 18 20-40    AML     273.75      730         rfs  0.0000000 0.00000000
#>           rfs
#> 1  0.18193422
#> 2  0.16479990
#> 3  1.00000000
#> 4  0.30972453
#> 5  0.27814833
#> 6  1.00000000
#> 7  0.10855878
#> 8  0.09974037
#> 9  1.00000000
#> 10 0.24780322
#> 11 0.22271744
#> 12 1.00000000
#> 13 0.05044556
#> 14 0.04832730
#> 15 1.00000000
#> 16 0.19783030
#> 17 0.17941261
#> 18 1.00000000

Note that obtaining these additional probabilities does not increase the runtime of the function.

microbenchmark("time"=predict_transitions(models, newdata, tmat,
times=seq(2)*365,
start_times = c(0.25, 0.5, 0.75)*365),
times=10)
#> Unit: seconds
#>  expr      min       lq     mean   median       uq      max neval
#>  time 1.788811 1.875935 1.937403 1.912523 1.966886 2.159704    10

Multiple individuals

It’s useful to be able to estimating transition probabilities for multiple individuals at once, for example to see how the outcomes differ for patients with different characteristics. predict_transitions simply handles multiple rows supplied to newdata.

newdata_multi <- data.frame(age=c("20-40", ">40"), dissub=c("AML", "CML"))
predict_transitions(models, newdata_multi, tmat, times=365)
#>     age dissub start_time end_time start_state transplant        pr
#> 1 20-40    AML          0      365  transplant  0.4674171 0.1923438
#> 2 20-40    AML          0      365          pr  0.0000000 0.6825798
#> 3 20-40    AML          0      365         rfs  0.0000000 0.0000000
#> 4   >40    CML          0      365  transplant  0.4289364 0.1984512
#> 5   >40    CML          0      365          pr  0.0000000 0.6588705
#> 6   >40    CML          0      365         rfs  0.0000000 0.0000000
#>         rfs
#> 1 0.3402391
#> 2 0.3174202
#> 3 1.0000000
#> 4 0.3726124
#> 5 0.3411295
#> 6 1.0000000

As with multiple times, pmatrix.simfs only handles a single individual at a time.

pmatrix.simfs(models, tmat, newdata=newdata_multi, t=365)
#> Error in basepar[i, ] <- add.covs(x[[i]], x[[i]]$res.t[x[[i]]$dlist$pars, : number of items to replace is not a multiple of replacement length And the user has to manually iterate through each new individual they would like to estimate transition probabilities for. do.call('rbind', lapply(seq(nrow(newdata_multi)), function(i) { pmatrix.simfs(models, tmat, newdata=newdata_multi[i, ], t=365) })) #> [,1] [,2] [,3] #> [1,] 0.47068 0.19060 0.33872 #> [2,] 0.00000 0.68909 0.31091 #> [3,] 0.00000 0.00000 1.00000 #> [4,] 0.42763 0.19850 0.37387 #> [5,] 0.00000 0.65224 0.34776 #> [6,] 0.00000 0.00000 1.00000 Time-dependent covariates The Markov assumption has already been violated by the use of a clock-reset time-scale, which is why we are using simulation in the first place. We can therefore add an other violation without it affecting our methodology. Owing to the use of clock-reset, the model does not take time-since-transplant into account for patients who have platelet recovery. This could be an important prognostic factor in that individual’s survival. Similar scenarios are common in multi-state modelling, and are termed state-arrival times. We’ll make a new set of models, where the transition from pr to rfs (transition 3) takes time-since-transplant into account. This information is already held in the Tstart variable produced by msprep. models_arrival <- lapply(1:3, function(i) { if (i == 3) { flexsurvreg(Surv(time, status) ~ age + dissub + Tstart, data=long, dist='weibull') } else { flexsurvreg(Surv(time, status) ~ age + dissub, data=long, dist='weibull') } }) Looking at the coefficient for this variable and it does seem to be prognostic for time-to-rfs. models_arrival[[3]] #> Call: #> flexsurvreg(formula = Surv(time, status) ~ age + dissub + Tstart, #> data = long, dist = "weibull") #> #> Estimates: #> data mean est L95% U95% se #> shape NA 4.75e-01 4.58e-01 4.92e-01 8.64e-03 #> scale NA 1.97e+03 1.53e+03 2.55e+03 2.59e+02 #> age20-40 4.76e-01 5.95e-02 -2.01e-01 3.20e-01 1.33e-01 #> age>40 3.28e-01 -4.25e-01 -7.03e-01 -1.47e-01 1.42e-01 #> dissubALL 2.07e-01 -2.37e-01 -4.90e-01 1.71e-02 1.29e-01 #> dissubCML 3.99e-01 3.34e-01 1.23e-01 5.45e-01 1.08e-01 #> Tstart 7.95e+00 3.27e-02 2.64e-02 3.90e-02 3.22e-03 #> exp(est) L95% U95% #> shape NA NA NA #> scale NA NA NA #> age20-40 1.06e+00 8.18e-01 1.38e+00 #> age>40 6.54e-01 4.95e-01 8.63e-01 #> dissubALL 7.89e-01 6.13e-01 1.02e+00 #> dissubCML 1.40e+00 1.13e+00 1.73e+00 #> Tstart 1.03e+00 1.03e+00 1.04e+00 #> #> N = 5577, Events: 2010, Censored: 3567 #> Total time at risk: 2940953 #> Log-likelihood = -15286.67, df = 7 #> AIC = 30587.34 To estimate transition probabilities for models with state-arrival times, the variables needs to be included in newdata with an initial value, i.e. the value this variable has when the global clock is 0. newdata_arrival <- data.frame(age="20-40", dissub="AML", Tstart=0) Then in predict_transitions simply specify which variables in newdata are time-dependent, that is they increment at each transition along with the current clock value. This is particularly useful for modelling patient age at each state entry, rather than at the starting state. Notice how this slightly changes the probability of being in rfs from a person starting in transplant compared to the example below that omits the tcovs argument. predict_transitions(models_arrival, newdata_arrival, tmat, times=365, tcovs='Tstart') #> age dissub Tstart start_time end_time start_state transplant pr #> 1 20-40 AML 0 0 365 transplant 0.4686074 0.2204156 #> 2 20-40 AML 0 0 365 pr 0.0000000 0.6527343 #> 3 20-40 AML 0 0 365 rfs 0.0000000 0.0000000 #> rfs #> 1 0.3109769 #> 2 0.3472657 #> 3 1.0000000 predict_transitions(models_arrival, newdata_arrival, tmat, times=365) #> age dissub Tstart start_time end_time start_state transplant pr #> 1 20-40 AML 0 0 365 transplant 0.4717672 0.1835184 #> 2 20-40 AML 0 0 365 pr 0.0000000 0.6472682 #> 3 20-40 AML 0 0 365 rfs 0.0000000 0.0000000 #> rfs #> 1 0.3447145 #> 2 0.3527318 #> 3 1.0000000 This functionality is implemented in pmatrix.simfs, but the tcovs argument actually has no impact on the transition probabilities, as evidenced below. pmatrix.simfs(models_arrival, tmat, newdata=newdata_arrival, t=365, tcovs='Tstart') #> [,1] [,2] [,3] #> [1,] 0.46821 0.18423 0.34756 #> [2,] 0.00000 0.64516 0.35484 #> [3,] 0.00000 0.00000 1.00000 pmatrix.simfs(models_arrival, tmat, newdata=newdata_arrival, t=365) #> [,1] [,2] [,3] #> [1,] 0.47146 0.18363 0.34491 #> [2,] 0.00000 0.64799 0.35201 #> [3,] 0.00000 0.00000 1.00000 Mixture of distributions Sometimes greater flexibility in the model structure is required, so that every transition isn’t obliged to use the same distribution. This could be useful if any transitions have few observations and would benefit from a simpler model such as an exponential, or if there is a requirement to use existing models from literature. Furthermore, if prediction is the goal, then it could be the case that allowing different distributions for each transition offers better overall fit. An example is shown below, where each transition uses a different distribution family. models_mix <- lapply(1:3, function(i) { if (i == 1) { flexsurvreg(Surv(time, status) ~ age + dissub, data=long, dist='weibull') } else if (i == 2) { flexsurvreg(Surv(time, status) ~ age + dissub, data=long, dist='exp') } else { flexsurvreg(Surv(time, status) ~ age + dissub, data=long, dist='lnorm') } }) predict_transitions handles these cases with no problems; currently the following distributions are supported: • Weibull • Gamma • Exponential • Log-normal • Log-logistic • Gompertz predict_transitions(models_mix, newdata, tmat, times=365) #> age dissub start_time end_time start_state transplant pr #> 1 20-40 AML 0 365 transplant 0.5399486 0.2051936 #> 2 20-40 AML 0 365 pr 0.0000000 0.6502348 #> 3 20-40 AML 0 365 rfs 0.0000000 0.0000000 #> rfs #> 1 0.2548578 #> 2 0.3497652 #> 3 1.0000000 pmatrix.simfs does not seem to function correctly under these situations. pmatrix.simfs(models_mix, tmat, newdata=newdata, t=365) #> [,1] [,2] [,3] #> [1,] 0.24991 0.00038 0.74971 #> [2,] 0.00000 0.00000 1.00000 #> [3,] 0.00000 0.00000 1.00000 Length of stay Similarly, the length of stay functionality provided by totlos.simfs has also been extended to allow for estimates at multiple time-points, states, and individuals to be calculated at the same time. As shown below, the function parameters are very similar and the estimates are very close to those produced by totlos.simf. length_of_stay(models, newdata=newdata, tmat, times=365.25*3, start_state='transplant') #> age dissub t start_state transplant pr rfs #> 1 20-40 AML 1095.75 transplant 485.8422 208.6771 401.2306 totlos.simfs(models, tmat, t=365.25*3, start=1, newdata=newdata) #> 1 2 3 #> 484.5698 204.9828 406.1974 Rather than provide a example for each argument like in the previous section, the code chunk below demonstrates that vectors can be provided to both times and start, and newdata accept a data frame with multiple rows. length_of_stay(models, newdata=data.frame(age=c(">40", ">40"), dissub=c('CML', 'AML')), tmat, times=c(1, 3, 5)*365.25, start_state=c('transplant', 'pr')) #> age dissub t start_state transplant pr rfs #> 1 >40 CML 365.25 transplant 104.35800 29.69458 48.57242 #> 2 >40 AML 365.25 transplant 96.76163 31.97558 53.88779 #> 3 >40 CML 365.25 pr NA 136.89014 45.73486 #> 4 >40 AML 365.25 pr NA 132.45761 50.16739 #> 5 >40 CML 1095.75 transplant 222.39434 103.71705 221.76361 #> 6 >40 AML 1095.75 transplant 197.74962 107.18295 242.94243 #> 7 >40 CML 1095.75 pr NA 341.83419 206.04081 #> 8 >40 AML 1095.75 pr NA 323.83676 224.03824 #> 9 >40 CML 1826.25 transplant 297.18278 175.16040 440.78182 #> 10 >40 AML 1826.25 transplant 258.79311 175.92531 478.40658 #> 11 >40 CML 1826.25 pr NA 505.10349 408.02151 #> 12 >40 AML 1826.25 pr NA 472.17028 440.95472 State flow diagram Another feature in multistateutils is a visualization of a predicted pathway through the state transition model, calculated using dynamic prediction and provided in the function plot_predicted_pathway. It estimates state occupancy probabilities at discrete time-points and displays the flow between them in the manner of a Sankey diagram. This visualization, an example of which is shown below for the 20-40 year old AML patient with biennial time-points, differs from traditional stacked line graph plots that only display estimates conditioned on a single time-point and starting state, i.e. a fixed $$s$$ and $$h$$ in the transition probability specification. plot_predicted_pathway instead displays dynamic predictions, where both $$s$$ and $$h$$ are allowed to vary and are updated at each time-point. Note that the image below is actually an HTML widget and therefore interactive - try moving the states around. In the future I might try and implement a default optimal layout, along with explicitly displaying the time-scale. $P_{h,j}(s, t) = \Pr(X(t) = j\ |\ X(s) = h)$ time_points <- seq(0, 10, by=2) * 365.25 plot_predicted_pathway(models, tmat, newdata, time_points, 1) Discrete event simulation In addition to predicting an individual’s progression through the statespace, we can also simulate an entire cohort’s passage. This is useful for situations where we have a heterogeneous group and are interested in obtaining estimates of measures such as the amount of time spent in each state for individuals with certain covariates. A common use is in health economic modelling, where multi-state models are used to represent patient treatment pathways with costs associated with each treatment state. The application of multi-state modelling in these contexts is often referred to as discrete event simulation and can be used to estimate the total number of patients receiving a certain treatment in a given timeframe, or survival rates of individuals with certain characteristics. The cohort_simulation function provides this functionality, and is specified very similarly to the other functions in this package, requiring: • a list of fitted flexsurv parametric models • a transition matrix of the same format used above • characteristics of individuals to be simulated stored in a data frame sim <- cohort_simulation(models, ebmt3[, c('age', 'dissub')], tmat) The output is a long data frame where each row corresponds to an individual entering a new state. The first rows below show that every individual enters the system in state 1 at time 0, which is the default behaviour. head(sim) #> id age dissub state time #> 1 0 >40 CML transplant 0 #> 2 2 >40 CML transplant 0 #> 3 6 20-40 CML transplant 0 #> 4 14 >40 CML transplant 0 #> 5 30 <=20 ALL transplant 0 #> 6 62 <=20 ALL transplant 0 These initial conditions can be changed; for example, the start_state argument accepts either a single value representing the state that everyone enters in, or a vector of values with as many entries as there are observations in newdata. The simulation below evenly splits patients between starting in the initial state (transplant) and platelet recovery (state 2). sim2 <- cohort_simulation(models, ebmt3[, c('age', 'dissub')], tmat, start_state = sample(c(1, 2), nrow(ebmt3), replace=T)) head(sim2) #> id age dissub state time #> 1 0 >40 CML pr 0 #> 2 2 >40 CML pr 0 #> 3 6 20-40 CML pr 0 #> 4 14 >40 CML pr 0 #> 5 30 <=20 ALL pr 0 #> 6 62 <=20 ALL pr 0 Likewise, the individuals don’t have to enter the simulation at $$t=0$$. The start_time parameter is specified in the same manner as start_state, accepting either a single value or a vector containing a time for each individual. The example below shows the case where individuals enter the system every 10 days, which means having a transplant in the ebmt3 dataset we’ve been using. sim3 <- cohort_simulation(models, ebmt3[, c('age', 'dissub')], tmat, start_state = sample(c(1, 2), nrow(ebmt3), replace=T), start_time = seq(0, 10*(nrow(ebmt3)-1), by=10)) head(sim3) #> id age dissub state time #> 1 0 >40 CML transplant 0.00000 #> 2 1 >40 CML transplant 10.00000 #> 3 2 >40 CML pr 20.00000 #> 4 0 >40 CML rfs 24.62828 #> 5 3 20-40 AML pr 30.00000 #> 6 4 20-40 AML transplant 40.00000 It is often useful to run a simulation over a set time-period; for example, if we are interested in looking at the cost to the health care provider from treating a particular disease over 10 years. The time_limit argument allows for this use-case by terminating the simulation at the given time. The model below uses the same incidence model of a transplant every ten days but now terminates at 10 years, which is reflected in the simulation output. sim4 <- cohort_simulation(models, ebmt3[, c('age', 'dissub')], tmat, start_state = sample(c(1, 2), nrow(ebmt3), replace=T), start_time = seq(0, 10*(nrow(ebmt3)-1), by=10), time_limit = 10*365.25) tail(sim4) #> id age dissub state time #> 625 361 >40 AML pr 3610.000 #> 626 362 >40 CML transplant 3620.000 #> 627 363 20-40 ALL pr 3630.000 #> 628 364 20-40 AML transplant 3640.000 #> 629 236 <=20 CML rfs 3645.622 #> 630 365 20-40 AML transplant 3650.000 Old age mortality One challenge with using simulation to obtain estimates is that it is possible to generate unrealistic situations, such as a person living for several hundred years, due to the use of unbounded probability distributions to model event times. For example, in the output of the first cohort simulation from the previous section, the oldest patient dies 616 years after the transplant! sim %>% arrange(desc(time)) %>% head() #> id age dissub state time #> 1 1933 20-40 CML rfs 225073.7 #> 2 1194 <=20 CML rfs 193852.1 #> 3 1537 20-40 AML rfs 176811.2 #> 4 445 20-40 AML rfs 134576.9 #> 5 1573 >40 CML rfs 108092.2 #> 6 861 20-40 AML rfs 101983.3 To combat this, each of prediction_transitions, length_of_stay, and cohort_simulation allow the option to specify a hard limit after which a patient is considered dead, effectively placing bounds on the transition time distributions. This is achieved through 3 arguments: • agelimit: This is either FALSE, in which case no limit is applied, or is a numeric value detailing the requested limit • agecol: The column in newdata that holds the patient age at entry to the simulation • agescale: Often, age is measured on a different time-scale to the rest of the study. For example, in many health studies age will be measured in years while study time will be recorded in months or days. This argument provides the scaling factor to be applied to the individual’s age to place it on the same time-scale as the study. Defaults to 1. The example below shows how to use this in practice. Firstly, however, a dummy continuous age covariate needs to be added, as ebmt3 only provides age groups. Here we are saying that anyone is considered dead at the age of 100 (not 100 years after having the transplant). # Make dataset with age in n_lt20 <- sum(ebmt3$age == '<=20')
n_gt20 <- sum(ebmt3$age == '20-40') n_gt40 <- sum(ebmt3$age == '>40')
ebmt3$age_cont <- 0 ebmt3$age_cont[ebmt3$age == '<=20'] <- runif(n_lt20, 1, 20) ebmt3$age_cont[ebmt3$age == '20-40'] <- runif(n_gt20, 21, 40) ebmt3$age_cont[ebmt3\$age == '>40'] <- runif(n_gt40, 40, 80)

sim5 <- cohort_simulation(models, ebmt3[, c('age', 'dissub', 'age_cont')], tmat,
agelimit=36525, agecol='age_cont')

The maximum state entry time is now 96 years, which means they died at the age of 100, showing that the hard limit is working.

NB: these arguments are also in the predict_transitions and length_of_stay functions, although they are less useful there.

sim5 %>%
arrange(desc(time)) %>%
#>     id  age dissub  age_cont  state     time
#> 1 1250 <=20    CML  4.174992 oldage 35000.08
#> 2 1349 <=20    ALL  1.058736    rfs 34454.84
#> 3  973 <=20    AML  6.309030 oldage 34220.63
#> 4 1693 <=20    AML  7.023016 oldage 33959.84
#> 5 1415 <=20    AML  9.710997 oldage 32978.06
#> 6  158 <=20    AML 11.458598 oldage 32339.75

msrep2

A large part of working with multi-state models involves converting raw data into a format suitable for transition-specific analysis. The mstate package provides the msprep function to aid with this; it converts from a wide data frame where each row corresponds to a given individual, to a long based format where each row relates to a possible state transition (observed or not).

As an example using the same ebmt3 dataset, we have the initial dataset in a wide format with: - a patient identifier (id) - two possible states that can be entered, specified by entry time (prtime and rfstime) and entry indicator (prstat, rfsstat) - individual level covariates (dissub, age, drmatch, tcd).

head(ebmt3)
#>   id prtime prstat rfstime rfsstat dissub   age            drmatch    tcd
#> 1  1     23      1     744       0    CML   >40    Gender mismatch No TCD
#> 2  2     35      1     360       1    CML   >40 No gender mismatch No TCD
#> 3  3     26      1     135       1    CML   >40 No gender mismatch No TCD
#> 4  4     22      1     995       0    AML 20-40 No gender mismatch No TCD
#> 5  5     29      1     422       1    AML 20-40 No gender mismatch No TCD
#> 6  6     38      1     119       1    ALL   >40 No gender mismatch No TCD
#>   age_cont
#> 1 59.73023
#> 2 53.74845
#> 3 65.54929
#> 4 22.66798
#> 5 36.65974
#> 6 78.09712

msprep then uses the transition matrix to form a data frame with each possible transition in the rows, for example, rows 1 and 2 reflect that individual 1 was in state 1 at time 0 and moved into state 2 at 23 days, thereby censoring the transition from 1->3 at the same timepoint.

long <- msprep(time=c(NA, 'prtime', 'rfstime'),
status=c(NA, 'prstat', 'rfsstat'),
data=ebmt3,
trans=tmat,
keep=c('age', 'dissub'))
#> An object of class 'msdata'
#>
#> Data:
#>   id from to trans Tstart Tstop time status age dissub
#> 1  1    1  2     1      0    23   23      1 >40    CML
#> 2  1    1  3     2      0    23   23      0 >40    CML
#> 3  1    2  3     3     23   744  721      0 >40    CML
#> 4  2    1  2     1      0    35   35      1 >40    CML
#> 5  2    1  3     2      0    35   35      0 >40    CML
#> 6  2    2  3     3     35   360  325      1 >40    CML

This is a very useful function since it saves a lot of time munging the data and is used in every multi-state modelling related analysis I do.

However, it does have one slight limitation, in that the required wide format of the input data isn’t necessarily a natural way of organising state entry data. See Wickham (2014) for a discussion of what makes data ‘tidy’, but in this situation the unit of observation is a state entry and so this is what should be recorded on the rows, not necessarily an individual. Often I have to spend time converting from my raw data, where each row corresponds to a state entry, to this wide format before msprep can be used. Furthermore, having one column per state means that this function doesn’t allow for reversible Markov chains, where a person enters the same state more than once.

To address this, multistateutils provides an alternative version of msprep that accepts data in long format. This function, unimaginitivly called msprep2, requires a data frame with 3 columns: id, state, and time, so that each individual has as many rows as they have state entries.

Let’s show an example for the first 2 patients in ebmt3:

• The first enters pr at time 23 and has last follow-up at $$t=744$$.
• Patient 2 enters rfs at time 35 before entering rfs at $$t=360$$.
ebmt3 %>% filter(id %in% 1:2)
#>   id prtime prstat rfstime rfsstat dissub age            drmatch    tcd
#> 1  1     23      1     744       0    CML >40    Gender mismatch No TCD
#> 2  2     35      1     360       1    CML >40 No gender mismatch No TCD
#>   age_cont
#> 1 59.73023
#> 2 53.74845

In long format this is more straightforward and keeps the fields to a minimum, helping to focus on the states that actually are visited.

entry <- data.frame(id=c(1, 2, 2),
state=c(2, 2, 3),
time=c(23, 35, 360))
entry
#>   id state time
#> 1  1     2   23
#> 2  2     2   35
#> 3  2     3  360

Passing this into msprep2 produces an output that looks similar, but not identical to the one from msprep. The discrepancy is in patient 1, as their right censored transition from state 2->3 is no longer included.

msprep2(entry, tmat)
#> # A tibble: 5 x 8
#>      id  from    to trans Tstart Tstop  time status
#>   <int> <int> <int> <int>  <dbl> <dbl> <dbl>  <int>
#> 1     1     1     2     1      0    23    23      1
#> 2     1     1     3     2      0    23    23      0
#> 3     2     1     2     1      0    35    35      1
#> 4     2     1     3     2      0    35    35      0
#> 5     2     2     3     3     35   360   325      1

Censored observations are included by means of supplying a data frame to the censors argument with fields: id and censor_time. Note that below we only add a value for patient 1, since we have complete follow-up on patient 2.

This is cleaner than msprep where all states that aren’t visited need to have a censored observation time supplied, even if a patient has entered a sink state, while here only a single last follow-up time per patient is required.

cens <- data.frame(id=1, censor_time=744)
msprep2(entry, tmat, censors = cens)
#> # A tibble: 6 x 8
#>      id  from    to trans Tstart Tstop  time status
#>   <int> <int> <int> <int>  <dbl> <dbl> <dbl>  <int>
#> 1     1     1     2     1      0    23    23      1
#> 2     1     1     3     2      0    23    23      0
#> 3     1     2     3     3     23   744   721      0
#> 4     2     1     2     1      0    35    35      1
#> 5     2     1     3     2      0    35    35      0
#> 6     2     2     3     3     35   360   325      1

The final difference from the msprep output is the lack of covaries. Like with the censoring times, these are parameterised by a data frame indexed by id, with the remaining columns being any covariate of interest.

This method of supplying three separate tidy data frames for the state entry times, censor times, and covariates is consistent with how data is stored in relational databases and so should be familiar to most people already.

covars <- ebmt3 %>% filter(id %in% 1:2) %>% select(id, age, dissub)
msprep2(entry, tmat, censors = cens, covars = covars)
#> # A tibble: 6 x 10
#>      id  from    to trans Tstart Tstop  time status age   dissub
#>   <int> <int> <int> <int>  <dbl> <dbl> <dbl>  <int> <fct> <fct>
#> 1     1     1     2     1      0    23    23      1 >40   CML
#> 2     1     1     3     2      0    23    23      0 >40   CML
#> 3     1     2     3     3     23   744   721      0 >40   CML
#> 4     2     1     2     1      0    35    35      1 >40   CML
#> 5     2     1     3     2      0    35    35      0 >40   CML
#> 6     2     2     3     3     35   360   325      1 >40   CML

An additional benefit of using a long data frame for state entries is that it allows reversible transitions. As a quick demonstration, let us consider an extension of the illness-death model where a person can be cured, i.e. transition back from illness->healthy.

states <- c('healthy', 'illness', 'death')
tmat2 <- matrix(c(NA, 3, NA, 1, NA, NA, 2, 4, NA), nrow=3, ncol=3,
dimnames=list(states, states))
tmat2
#>         healthy illness death
#> healthy      NA       1     2
#> illness       3      NA     4
#> death        NA      NA    NA

I’ll generate two individuals:

1. Moves from healthy->illness->death
2. Moves from healthy->illness ,then recovers and goes back into healthy, before getting ill again and subsequently dying.
multistate_entry <- data.frame(id=c(rep(1, 2),
rep(2, 4)),
state=c('illness', 'death',
'illness', 'healthy', 'illness', 'death'),
time=c(6, 11,
7, 12, 17, 22))
multistate_entry
#>   id   state time
#> 1  1 illness    6
#> 2  1   death   11
#> 3  2 illness    7
#> 4  2 healthy   12
#> 5  2 illness   17
#> 6  2   death   22

And as can be seen below, this works with msprep2.

msprep2(multistate_entry, tmat2)
#> # A tibble: 12 x 8
#>       id  from    to trans Tstart Tstop  time status
#>    <int> <int> <int> <int>  <dbl> <dbl> <dbl>  <int>
#>  1     1     1     2     1      0     6     6      1
#>  2     1     1     3     2      0     6     6      0
#>  3     1     2     1     3      6    11     5      0
#>  4     1     2     3     4      6    11     5      1
#>  5     2     1     2     1      0     7     7      1
#>  6     2     1     3     2      0     7     7      0
#>  7     2     2     1     3      7    12     5      1
#>  8     2     2     3     4      7    12     5      0
#>  9     2     1     2     1     12    17     5      1
#> 10     2     1     3     2     12    17     5      0
#> 11     2     2     1     3     17    22     5      0
#> 12     2     2     3     4     17    22     5      1

References

de Wreede, Liesbeth C, Marta Fiocco, and Hein Putter. 2011. “Mstate: An R Package for the Analysis of Competing Risks and Multi-State Models.” Journal of Statistical Software 38.

Wickham, Hadley. 2014. “Tidy Data.” Journal of Statistical Software 59.