Impact of a coefficients on prognosis of heart failure:

UK Heart 1 study

The data
The data set is composed of 397 complete observations, with 120 death events from
three different categories related to heart failure. A further category consisting of 39
death events not related to death was considered as contributing to censoring.

A proportional hazards model

We assume a proportional hazards model for the relationship between a and the
hazard rate:

l (t | a ) = l0 (t )eab

where l0 (t ) is a baseline survival and b is a parameter. Cox’s model provides a non-

parametric estimate of the baseline survival. We will formally check that the
assumptions of the model are not violated by the data.

Model fitting
The model fit results in a likelihood ratio statistic c1 = 27.21, p = 0.00000018 , which
2

suggests a strong rejection of the null hypothesis of no impact of a on prognosis.

The parameter estimate b = 2.461 translates into an increase in the hazard rate of
exp( b ) = 11.72 for each unit increase in a .

Model testing
The model was assessed for calibration and discrimination accuracy by bootstrap
resampling. Furthermore, Schoenfeld residuals were calculated to check the
proportionality of hazards property.

The bootstrap estimate (with 200 resamples of the data set) of Harrell’s c-index
(which is a generalisation to censored data of the area under the Receiver Operating
Characteristic curve) is 0.64 [0.59, 0.69]. This is a measure of discrimination
accuracy; values larger than 0.5 denote the degree to which a model’s predictions are
better than random.

The next graph shows the bootstrap estimate (with 200 resamples of the data set) of
calibration accuracy, which measures how close are the survival probabilities
predicted by the model to the observed survival probabilities (calculated by the
Kaplan-Meyer estimator.)
 0.95
0.90
Fraction Surviving 1000 Day

0.85
0.80
0.75
0.70
0.65

0.75 0.80 0.85 0.90

n=397 d=120 p=1, 80 subjects per group Predicted 1000 Day Survival X - resampling optimism added, B=200
Gray: ideal Based on observed-predicted

The performances of the model are predicated on the hypothesis that the data satisfies
the proportionality of hazards assumption. The next graph shows smoothed
Schoenfeld residuals for the model coefficient b . For proportionality of hazards to
hold, the residuals should follow a straight line parallel to the time axis. In this case,
we can draw a straight line, which still falls within the confidence bands of the
smoothed residuals curve, so there is no evidence of non-proportionality.
A formal test of correlation of the residuals with time gives r = 0.041, p = 0.64 so
there is not enough evidence to reject the null hypothesis of zero correlation.
 15
10
5
Beta(t) for Alpha

0
-5
-10
-15

48 330 490 760 1100 1500 1800 2100

Time

The next graph shows the survival curves for two individuals with different values of
a.
 1

0.9

a = 0.5
0.8
a = -0.5
Survival probability

0.7

0.6

0.5

0.4

0 500 1000 1500 2000 2500

Days