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Biostatistics. 2013 January; 14(1): 60–74.
Published online 2012 July 3. doi:  10.1093/biostatistics/kxs022
PMCID: PMC3520499

Mark-specific proportional hazards model with multivariate continuous marks and its application to HIV vaccine efficacy trials

Yanqing Sun
Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA
Mei Li*
School of Public Health, Zhejiang University, Hangzhou, China

Abstract

For time-to-event data with finitely many competing risks, the proportional hazards model has been a popular tool for relating the cause-specific outcomes to covariates (Prentice and others, 1978. The analysis of failure time in the presence of competing risks. Biometrics 34, 541554). Inspired by previous research in HIV vaccine efficacy trials, the cause of failure is replaced by a continuous mark observed only in subjects who fail. This article studies an extension of this approach to allow a multivariate continuum of competing risks, to better account for the fact that the candidate HIV vaccines tested in efficacy trials have contained multiple HIV sequences, with a purpose to elicit multiple types of immune response that recognize and block different types of HIV viruses. We develop inference for the proportional hazards model in which the regression parameters depend parametrically on the marks, to avoid the curse of dimensionality, and the baseline hazard depends nonparametrically on both time and marks. Goodness-of-fit tests are constructed based on generalized weighted martingale residuals. The finite-sample performance of the proposed methods is examined through extensive simulations. The methods are applied to a vaccine efficacy trial to examine whether and how certain antigens represented inside the vaccine are relevant for protection or anti-protection against the exposing HIVs.

Keywords: Competing risks, Failure time data, Goodness-of-fit test, HIV vaccine trial, Hypothesis testing, Mark-specific relative risk, Multivariate data, Partial likelihood estimation, Semiparametric model, STEP trial

1. Introduction

Around 30 years ago, Prentice and others (1978) developed the mark-specific proportional hazard (PH) model for discrete marks, and since then a great deal of work has been done in discrete-mark failure time analysis, cf., Kalbfeisch and Prentice (1980), Sun (2001) and Scheike and others (2008). Alternatively, Huang and Louis (1998) first considered a continuous mark and developed the nonparametric maximum likelihood estimator of the joint distribution of the failure time and the mark. Motivated by applications in preventative HIV vaccine randomized placebo-controlled efficacy trials, Gilbert and others (2004, 2008) developed procedures for testing dependence of mark-specific hazards rates and relative risks (RRs) on the mark variable. Sun and others (2009) developed estimation and hypothesis testing methods for the mark-specific PH model with a univariate continuous mark. The mark variable of interest is a measure of the protein sequence distance between an HIV sequence sampled from a volunteer infected in the trial, to an HIV sequence represented inside the tested vaccine construct. As such, the scientific question is if and how the vaccine's effect to reduce the hazard of HIV acquisition depends on the sequence distance mark; answers to this question may guide vaccine development, as discussed extensively in the above-cited papers and elsewhere.

However, the previous work did not account for multivariate marks. This is a serious limitation given that all of the candidate HIV vaccines tested in HIV vaccine efficacy trials have contained multiple antigens/immunogens, with rational to attempt to elicit multiple types of immune response that recognize and block different types of HIV viruses. The greater the number of virus types that can be recognized and killed by vaccine-induced immune responses, the greater the potential overall vaccine efficacy. In the first two efficacy trials, the HIV vaccine construct contained two Envelope (Env) protein antigens, based on two distinct strains of HIV, such that a two-dimensional mark variable is of interest (Flynn and others, 2005; Pitisuttithum and others, 2006). The vaccine construct evaluated in the third and fourth efficacy trials contained Gag, Pol, and Nef protein antigens, making a three-dimensional mark variable of interest (Buchbinder and others, 2008; Gray and others, 2009). Lastly, the fifth and most recent efficacy trial tested a vaccine that contained Gag, Pol, and Nef protein antigens, as well as three distinct Env protein antigens, making a six-dimensional mark variable of interest (Rerks-Ngarm and others, 2009).

The previous work dealt with the multivariate mark issue by collapsing the multiple distances from an infected subject into a univariate mark—the minimum of the distances to each vaccine antigen. This approach is reasonable under the premise that the only thing that matters for protection is the nearness of the exposing HIV to the closest antigen represented inside of the vaccine (e.g. Gilbert and others, 2008). However, there are many ways in which this assumption may fail. For example, based on host genetics (e.g. HLA type or Fc-γ-receptor type), one subgroup may be protected through immune responses that recognize HIV peptides that are similar to HIV peptides represented in antigen 1, whereas another subgroup may be protected through immune responses that are similar to HIV peptides represented in antigen 2; in this case, the vaccine efficacy depends on both individual distances and less so on the minimum distance. For a second example, there are many ways to define a protein sequence distance to be putatively immunologically relevant [several distances were used in the sequence analysis of the Buchbinder and others (2008) efficacy trial reported in Rolland and others (2011)], and if two distances are used such that the first considers many HIV sites irrelevant for protection whereas the second sagely restricts attention to key HIV sites that are contained in epitopes that cause protection, then the first distance could be shorter even though vaccine efficacy depends only on the second. Therefore, a more general approach to assessing and modeling how vaccine efficacy depends on multiple sequence distances is needed, which does not pre-assume a particular way to collapse the multivariate distances into a univariate distance. Outside of the survival analysis field, Gilbert (2000) studied such a general approach with multivariate marks, based on a semiparametric biased sampling model. However, this method is limited by the fact that the model conditions on infection, so that conditional odds ratios but not prospective RRs of infection can be estimated, and by the fact that the model treats HIV infection as a binary outcome, not accounting for the time to HIV infection.

Let λ(t,v|z) be the conditional mark-specific hazard function, defined as An external file that holds a picture, illustration, etc.
Object name is KXS022IM1.jpg, where T is the failure time, V is a continuous mark variable, and Z(t) is a time-dependent p-dimensional covariate. Sun and others (2009) studied the mark-specific PH model

equation image
(1.1)

for evaluating the mark-specific vaccine efficacy. Under this model, the ratio of hazard functions for any two individuals is a function of the mark independent of time. This assumption may not always be met in practice, and can be relaxed through stratification (Dabrowska, 1997). Here we propose to study the stratified mark-specific PH model with multivariate marks where the baseline hazard function can vary with stratum. Under the stratified mark-specific PH model, the ratio of hazard functions for any two individuals within same stratum is independent of time. However, it may be time dependent for two individuals from different strata. For simplicity, we consider a two-dimensional mark variable v=(v1,v2). The methods for general multivariate mark follow a similar outline. Note that the mark-specific RR function β(v)=β(v1,v2) is a p-dimensional function depending on v. Estimation of β(v) without any structural assumptions is possible following the procedure for one-dimensional mark variable by Sun and others (2009). However, this would require a very large sample size due to the curse of dimensionality. In this paper, we consider a parametric model for β(v) as the first-order Taylor approximation of β(v) plus an interaction term that allows investigation of the effects of both marks as well as the interactions. We develop an estimation procedure for the stratified mark-specific PH model under this parametric structure for β(v). We also develop some testing procedures examining how the vaccine efficacy depends on the marks and how relevant the two marks are for protection against HIV infection. The goodness of fit of the proposed model is tested based on the generalized weighted martingale residuals.

The rest of the paper is organized as follows. In Section 2, we develop a partial likelihood procedure for estimating β(v). The asymptotic properties of the proposed estimator are derived. Likelihood-based statistical tests are proposed to examine a variety of null hypotheses to understand whether and how the vaccine efficacy depends on the marks. In Section 3, we propose a procedure for testing goodness of fit of the multivariate mark-specific proportional hazard model based on the generalized weighted martingale residuals. The proposed methods are applied to a vaccine efficacy trial in Section 4. Extensive simulations are conducted to examine the finite sample performance of the proposed methods in Section 5. Proofs of the main results are placed in the supplementary material available at Biostatistics online.

2. Mark-specific PH model with multivariate marks

2.1. Mark-specific PH model

Let λk(t,v|z) be the conditional mark-specific hazard function at time t with mark v for a subject in stratum k with covariate z (Sun and others, 2009). We assume that the mark V takes value in the interval [0,1]2, rescaled if necessary. The stratified multivariate mark-specific PH model speculates that

equation image
(2.1)

for k=1,2,…,K, where K is the number of the strata, λ0k(t,v) is an unspecified baseline mark-specific hazards function for kth stratum, z is a p-dimensional covariate, and β(v) is a p-dimensional vector of regression functions. Here we assume that β(v) is given by

equation image
(2.2)

where each of β0,β1,β2, and β12 is a p-dimensional vector. Thus β(v) is completely specified by the 4×p parameters denoted by An external file that holds a picture, illustration, etc.
Object name is KXS022IM2.jpg. Let z=(z1,z2(t))T, where z1 is the vaccine group indicator, with z1=1 for the vaccine group and z1=0 for the placebo group, while z2(t) is other possibly time-dependent covariates. Under the mark-specific PH model (2.1), the mark-specific RR is An external file that holds a picture, illustration, etc.
Object name is KXS022IM3.jpg, where b1(v) is the coefficient corresponding z1. The mark-specific vaccine efficacy VE(v)=1−RR(v) represents the percentage reduction for the vaccine versus placebo in risk of failure at time t with mark v after adjusting for covariates z2. It does not depend on time t under model (2.1).

Let Tk be the failure time for an individual in the kth stratum, V k be the mark observed at failure and Zk be the associated p-dimensional covariate. Assume that (Tk,V k,Zk) follows model (2.1). Under right censoring, the observed random variables are (Xk,δk,δkV k,Zk), where An external file that holds a picture, illustration, etc.
Object name is KXS022IM4.jpg, δk=I(TkCk) and Ck is the censoring random variable, which is assumed to be independent of (Tk,V k) given Zk. The mark variable V k is observed if the failure time is uncensored. Let (Xki,δki,δkiV ki,Zki), i=1,…,nk, be independent identically distributed (iid) replicates of (Xk,δk,δkV k,Zk) from stratum k, for k=1,2,…,K. Let τ be the end of follow-up time, where failure times beyond τ are considered censored. The estimation of model (2.1) for β(v) under parametric structure (2.2) is given next.

2.2. Estimation of the mark-specific PH model

Let Nki(t,v)=I(Xkit,V kiv,δki=1) be the marked counting process for ith individual in stratum k, where the relation V kiv indicates that the inequality holds for each component of the multivariate mark. Let Y ki(t)=I(Xkit) be the at-risk process. Under (2.2), β(v) is completely specified by An external file that holds a picture, illustration, etc.
Object name is KXS022IM5.jpg. Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM6.jpg and An external file that holds a picture, illustration, etc.
Object name is KXS022IM7.jpg with [multiply sign in circle] being the Kronecker product. Similar to Kalbfleisch and Prentice (1980) for the competing risks model with finite number of causes, the log-partial likelihood function for An external file that holds a picture, illustration, etc.
Object name is KXS022IM8.jpg can be expressed as

equation image
(2.3)

Since An external file that holds a picture, illustration, etc.
Object name is KXS022IM9.jpg, we have

equation image
(2.4)

The maximum partial likelihood estimator (MPLE) An external file that holds a picture, illustration, etc.
Object name is KXS022IM10.jpg for An external file that holds a picture, illustration, etc.
Object name is KXS022IM11.jpg is obtained by maximizing An external file that holds a picture, illustration, etc.
Object name is KXS022IM12.jpg given in (2.4). Taking the derivative of An external file that holds a picture, illustration, etc.
Object name is KXS022IM13.jpg with respect to An external file that holds a picture, illustration, etc.
Object name is KXS022IM14.jpg, the score function can be written as

equation image
(2.5)

where An external file that holds a picture, illustration, etc.
Object name is KXS022IM15.jpg for j=0,1,2. Here for a vector z, z[multiply sign in circle]0=1, z[multiply sign in circle]1=z, and z[multiply sign in circle]2=zzT. Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM16.jpg. The information matrix is the derivative of An external file that holds a picture, illustration, etc.
Object name is KXS022IM17.jpg with respect to An external file that holds a picture, illustration, etc.
Object name is KXS022IM18.jpg given as

equation image
(2.6)

The MPLE An external file that holds a picture, illustration, etc.
Object name is KXS022IM19.jpg for An external file that holds a picture, illustration, etc.
Object name is KXS022IM20.jpg is the solution to An external file that holds a picture, illustration, etc.
Object name is KXS022IM21.jpg. Under condition 1 in Section 2.3, the matrix An external file that holds a picture, illustration, etc.
Object name is KXS022IM22.jpg is positive definite with probability 1 as An external file that holds a picture, illustration, etc.
Object name is KXS022IM23.jpg for 1≤kK. Thus An external file that holds a picture, illustration, etc.
Object name is KXS022IM24.jpg exists almost surely and is unique for large sample sizes. The baseline function λ0k(t,v) can be estimated by smoothing the increments of the following estimator of the doubly cumulative baseline function An external file that holds a picture, illustration, etc.
Object name is KXS022IM25.jpg:

equation image
(2.7)

where An external file that holds a picture, illustration, etc.
Object name is KXS022IM26.jpg. A kernel estimator of λ0k(t,v) is given by An external file that holds a picture, illustration, etc.
Object name is KXS022IM27.jpg where An external file that holds a picture, illustration, etc.
Object name is KXS022IM28.jpg and An external file that holds a picture, illustration, etc.
Object name is KXS022IM29.jpg, K(1)([center dot]) and K(2)([center dot]) are kernel functions, and h1 and h2 are the corresponding bandwidths. The cause-related cumulative incidence function P(Tkt,V kv|Zk)= An external file that holds a picture, illustration, etc.
Object name is KXS022IM30.jpg can be estimated by An external file that holds a picture, illustration, etc.
Object name is KXS022IM31.jpg where An external file that holds a picture, illustration, etc.
Object name is KXS022IM32.jpg and An external file that holds a picture, illustration, etc.
Object name is KXS022IM33.jpg.

2.3. Asymptotic results

Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM34.jpg be the true value of An external file that holds a picture, illustration, etc.
Object name is KXS022IM35.jpg under models (2.1) and (2.2). Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM36.jpg, for j=0,1,2, and An external file that holds a picture, illustration, etc.
Object name is KXS022IM37.jpg. Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM38.jpg. We make use of the following regularity conditions.

Condition 1 —

The covariate process Zk(t) is left continuous with bounded variation and satisfies the moment condition An external file that holds a picture, illustration, etc.
Object name is KXS022IM39.jpg, where ||[center dot]|| is the Euclidean norm and M is a positive constant such that (An external file that holds a picture, illustration, etc.
Object name is KXS022IM40.jpg for 1≤kK.

Condition 2 —

For 1≤kK, λ0k(t,v) is continuous on [0,τ]×[0,1]2, An external file that holds a picture, illustration, etc.
Object name is KXS022IM41.jpg and each component of An external file that holds a picture, illustration, etc.
Object name is KXS022IM42.jpg is continuous on [0,τ]×[0,1]2×B, where B is an neighborhood of An external file that holds a picture, illustration, etc.
Object name is KXS022IM43.jpg.

Condition 3 —

The limit nk/npk exists as An external file that holds a picture, illustration, etc.
Object name is KXS022IM44.jpg for 0<pk<1 for 1≤kK. The matrix An external file that holds a picture, illustration, etc.
Object name is KXS022IM45.jpg is positive definite for An external file that holds a picture, illustration, etc.
Object name is KXS022IM46.jpg.

The asymptotic results for An external file that holds a picture, illustration, etc.
Object name is KXS022IM47.jpg and An external file that holds a picture, illustration, etc.
Object name is KXS022IM48.jpg, 1≤kK, are presented in the following theorems.

Theorem 2.1 —

Under conditions 1–3, An external file that holds a picture, illustration, etc.
Object name is KXS022IM49.jpg converges in probability to An external file that holds a picture, illustration, etc.
Object name is KXS022IM50.jpg as An external file that holds a picture, illustration, etc.
Object name is KXS022IM51.jpg.

Theorem 2.2 —

Under conditions 1–3, An external file that holds a picture, illustration, etc.
Object name is KXS022IM52.jpg as An external file that holds a picture, illustration, etc.
Object name is KXS022IM53.jpg, where An external file that holds a picture, illustration, etc.
Object name is KXS022IM54.jpg can be consistently estimated by An external file that holds a picture, illustration, etc.
Object name is KXS022IM55.jpg.

Theorem 2.3 —

Under conditions 1–3, the following decomposition holds uniformly in (t,v)[set membership][0,τ]×[0,1] for 1≤k≤K as An external file that holds a picture, illustration, etc.
Object name is KXS022IM56.jpg:

equation image

An external file that holds a picture, illustration, etc.
Object name is KXS022IM57.jpg is asymptotically independent of the processes An external file that holds a picture, illustration, etc.
Object name is KXS022IM58.jpg, k=1,…,K, with the latter being asymptotically independent mean-zero Guassian random fields with variances An external file that holds a picture, illustration, etc.
Object name is KXS022IM59.jpg and with independent increments.

2.4. Hypothesis testing

We propose some statistical tests for evaluating whether and how the vaccine efficacy depends on the marks. The following null hypotheses are examined: H10:β1=β2=β12=0; H20:β12=0; H30:β2=β12=0 and H40:β1=β12=0. The null hypothesis H10 indicates that the RRs do not depend on the marks; H20 implies that the marks v1 and v2 do not have interactive effects on RRs; H30 implies that RRs are not affected by v2; while H40 implies that RRs are not affected by v1.

Likelihood-based tests such as the likelihood ratio test (LRT), Wald test, and score test are commonly used in the parametric settings. Here we adopt these tests for model (2.1) with β(v) having the parametric structure (2.2). The tests are constructed based on the log-partial likelihood function An external file that holds a picture, illustration, etc.
Object name is KXS022IM60.jpg given in (2.4). Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM61.jpg be the MPLE maximizing An external file that holds a picture, illustration, etc.
Object name is KXS022IM62.jpg. Denote H0 as one of the null hypotheses H10, H20, or H30. Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM63.jpg be the estimator of An external file that holds a picture, illustration, etc.
Object name is KXS022IM64.jpg under H0, which is the maximizer of An external file that holds a picture, illustration, etc.
Object name is KXS022IM65.jpg under H0. For example, for H10, An external file that holds a picture, illustration, etc.
Object name is KXS022IM66.jpg is the maximizer of An external file that holds a picture, illustration, etc.
Object name is KXS022IM67.jpg under the restriction β1=β2=β12=0. The LRT statistic is An external file that holds a picture, illustration, etc.
Object name is KXS022IM68.jpg. The Wald test statistic is given by An external file that holds a picture, illustration, etc.
Object name is KXS022IM69.jpg where the information matrix An external file that holds a picture, illustration, etc.
Object name is KXS022IM70.jpg is defined in (2.6). The score test statistic is given by An external file that holds a picture, illustration, etc.
Object name is KXS022IM71.jpg where the score function An external file that holds a picture, illustration, etc.
Object name is KXS022IM72.jpg and information matrix An external file that holds a picture, illustration, etc.
Object name is KXS022IM73.jpg are defined in (2.5) and (2.6), respectively.

Routine analysis following Serfling (1980) shows that under H0, Tl, Tw, and Ts converge in distribution to a chi-square distribution with degrees of freedom equal to the number of parameters specified under H0. The LRT rejects H10 if An external file that holds a picture, illustration, etc.
Object name is KXS022IM74.jpg, the upper α quantile of the chi-square distribution with 3p degrees of freedom. The corresponding critical values for testing H20, H30, and H40 are An external file that holds a picture, illustration, etc.
Object name is KXS022IM75.jpg, An external file that holds a picture, illustration, etc.
Object name is KXS022IM76.jpg, and An external file that holds a picture, illustration, etc.
Object name is KXS022IM77.jpg, respectively. Similar decision rules hold for the Wald test with test statistic Tw and the score test with test statistic Ts. The parameters β1,β2, and β12 specified in the null hypotheses are p-dimensional vectors. The tests can be carried out for the hypotheses that only concern a single component of the coefficients to examine how one particular covariate effect is modified by the marks.

3. Goodness-of-fit tests

The estimation and testing procedures developed in Section 2 are developed under model (2.1) with β(v) having the parametric structure (2.2). The validity of these procedures depends on goodness of fit of the multivariate mark-specific proportional hazard model. This section develops some goodness-of-fit tests of model (2.1) under the parametric structure (2.2) for β(v) following Lin and others (1993). Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM78.jpg. We derive the model checking test statistics based on the cumulative martingale residuals defined as

equation image
(3.1)

where An external file that holds a picture, illustration, etc.
Object name is KXS022IM79.jpg is the MPLE given in Section 2, and An external file that holds a picture, illustration, etc.
Object name is KXS022IM80.jpg is defined in (2.7). An external file that holds a picture, illustration, etc.
Object name is KXS022IM81.jpg may be interpreted as the difference up to time t between the observed and the predicted number of events with marks at failures less than v for the ith subject in kth stratum. Thus the martingale residuals are informative about model misspecifications. It is easy to check that An external file that holds a picture, illustration, etc.
Object name is KXS022IM82.jpg.

For 1≤kK, let

equation image
(3.2)

where gk(Zki,z) is a 1×r-vector of known bounded functions of Zki and z. For example, one may take gk(Zki,z)=fk(Zki)I(Zkiz), where fk([center dot]) is a known function and I(Zkiz)={I(Z1kiz1),…,I(Zpkizp)}, in which case r=p. We construct goodness-of-fit test statistics based on the test process W(t,v,z)=(W1(t,v,z),…,WK(t,v,z)). If models (2.1) and (2.2) hold, the process W(t,v,z) fluctuates randomly about zero. Various test statistics can be constructed by selecting different weight functions fk([center dot]) and using different functionals of the process W(t,v,z). Here we propose the supremum test statistics to test the overall fit of the model:

equation image
(3.3)

The distribution of S under the null hypothesis is complicated and intractable. To calculate the critical value of the proposed test statistic, we consider using the Guassian multiplier method (Lin and others, 1993) that can be applied to approximate the distribution of the process W(t,v,z). The key step toward the application of this method is to approximate W(t,v,z) with the sum of iid processes as shown next.

Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM83.jpg and An external file that holds a picture, illustration, etc.
Object name is KXS022IM84.jpg, where A[multiply sign in circle]B is the Kronecker product of matrices A and B. Let An external file that holds a picture, illustration, etc.
Object name is KXS022IM85.jpg and An external file that holds a picture, illustration, etc.
Object name is KXS022IM86.jpg. The proof of the following decomposition is given in the supplementary material at Biostatistics online.

Theorem 3.1 —

Assume conditions 1–3. For 1≤k≤K, we have

equation image
(3.4)

as An external file that holds a picture, illustration, etc.
Object name is KXS022IM87.jpg where

equation image

Expression (3.4) shows that the process Wk(t,v,z) is asymptotically equivalent to the sum of iid terms involving the integrations with respect to Mli(s,u). Donsker's theorem (cf., van der Vaart, 1998) on the weak convergence of empirical processes can be used to show that the process W(t,v,z)=(W1(t,v,z),…,WK(t,v,z)) converges weakly to a multi-dimensional Gaussian random field.

Let {ξli,i=1,…,nl,l=1,…,K} be iid standard normal random variables. For 1≤kK, let

equation image
(3.5)

where

equation image

Following an application of Sun and Wu (2005, Lemma 1), the distribution of W(t,v,z) can be approximated by the conditional distribution of An external file that holds a picture, illustration, etc.
Object name is KXS022IM88.jpg given the observed data sequence. The continuous mapping theorem entails that the distribution of S can be approximated by the empirical distribution of An external file that holds a picture, illustration, etc.
Object name is KXS022IM89.jpg obtained through repeatedly generating independent sets of {ξli,i=1,…,nl,l=1,…,K} while holding the observed data fixed. We reject model (2.1) under the parametric structure (2.2) for β(v) at the significance level α if S is greater than the critical value Sα—the upper α quantile of the copies of S* described above.

4. Application to a vaccine efficacy trial

We now illustrate our methods with the analysis of data from a vaccine efficacy trial conducted in North and South America (Buchbinder and others, 2008). The ‘Step’ trial randomized 1836 HIV-negative men to receive either the Merck Adenovirus 5 (Ad5) vaccine (MRKAd5) or placebo. Women were also enrolled, but only one became HIV infected. Of the 1836 men, 87 acquired HIV infection. The sequencing labs attempted to derive single-genome-amplification HIV sequences from all 87 subjects, and were only successful for 65. The 22 men with no sequence data were excluded from the analysis, and therefore for the method to provide consistent estimation the missing completely at random (MCAR) assumption is needed. While MCAR seems reasonable in the application (partial support comes from an analysis of the predictors of missing sequence data, which uncovered no significant predictors), it cannot be assured. Sun and Gilbert (2012) developed an augmented inverse probability-weighted approach to provide consistent estimation and inference in the mark-specific proportional hazards model under a missing at random (MAR) assumption, but this method considered only a univariate mark variable. It would be of interest to extend their method to the multivariate mark setting. Alternatively, it would be of interest to extend the multiple imputation approach of Lu and Tsiatis (2001) from the discrete mark setting to the continuous mark setting. The randomization was stratified by whether a volunteer had pre-existing immunity to the Ad5 vector that was used in the vaccine, defined by an Ad5 neutralization titer greater than 200. The method is implemented accounting for these two strata, where 1058 (778) volunteers had Ad5 below (above) 200. In the data analysis, we focus on men only.

For those with Ad5 ≤200, there were 54 total infections: 29 of 522 in the vaccine group (with 7 missing marks) and 25 of 536 in the placebo group (with 8 missing marks). The annual incidences were 5.6% for the vaccine group and 4.7% for the placebo group. For Ad5>200, there were 33 total infections: 24 of 392 in the vaccine group (with 7 missing marks) and 9 of 386 infections in the placebo group (with 0 missing marks). The annual incidences were 6.1% for the vaccine group and 2.3% for the placebo group.

Two factors motivate the need to consider multiple protein sequence distances for the sieve analysis (Gilbert, 2000). First, the MRKAd5 vaccine contained three HIV-1 proteins: Gag, Pol, and Nef. Each of these proteins stimulates immune responses in vaccine recipients that could plausibly make the vaccine effect on infection vary with genetic distance to the protein. As a control, it is also of interest to evaluate genetic distances to all of the HIV-1 vaccine proteins combined not included in the vaccine, Env-Rev-Tat-Vif-Vpr-Vpu, for which the central HXB2 reference strain was used. Because the vaccine should not be able to stimulate immune responses to these proteins, it is expected that the vaccine effect on infection would not vary with this control genetic distance. Secondly, as described in greater detail in the clinical paper (Rolland and others, 2011), two different bioinformatics methods, NetMHC (Buus and others, 2003) and Epipred (Heckerman and others, 2007), were used to predict, for each infected subject, the set of HIV peptides in the reference sequence that could potentially bind to at least one of his/her HLA alleles. These peptides are the ones that could potentially constitute T-cell epitopes and hence contribute to a vaccine effect on infection.

NetMHC predicts quantitative binding of peptides to four-digit HLA alleles, whereas Epipred identifies known and potential HIV-1 CTL epitope motifs using two-digit HLA information. In addition to the known HLA-restricted epitopes previously reported at the Los Alamos National Laboratory HIV database (HIVDB), we accepted all epitope motifs with a posterior probability of >0.8. HLA-specific epitopes were predicted in the Gag-Pol-Nef protein sequence contained in the tested vaccine (the ‘Step’ reference sequence) and in all proteins from the HXB2 reference sequence (available at the HIVDB, http:www.hiv.lanl.gov). Using Epipred, the first step in computing the distance between a subject's sequences and the reference sequence is to compute the nonparametric maximum likelihood estimate (NPMLE) of the number of peptides shared between the reference sequence and the subject's sequences, defined as the sum of estimated epitope-probabilities across all 8-, 9-, 10-, 11-mers in the reference sequence that are exactly matched in all of the subject's sequences. Then, the distance is the NPMLE of the percent of peptides mismatched in at least one of the subject's sequences, defined as one minus the ratio of the NPMLE of the number of shared peptides (computed in the first step) and the NPMLE of the number of peptides in the reference sequence. Because the NetMHC software categorizes quantitative binding readouts as nonbinder, weak binder, or strong binder, we defined the distance as the estimated percent of epitopes mismatched in at least one of the subject's sequences, the latter defined as the number of weak or strong binding 8-, 9-, 10-, or 11-mers in the reference sequence that mismatch the corresponding peptide in at least one of the subject's sequences.

We consider distances defined using the reference HIV-1 regions Gag, Pol, Nef, Env-Rev-Tat-Vif-Vpr-Vpu, as well as using the two bioinformatics prediction methods. The five selected marks, {vj,j=1,…,5}, are listed in Table 1. We analyze the data with the mark-specific proportional hazards model (2.1), where the covariate z is the indicator for the treatment, with z=1 for the vaccine group and 0 for placebo group. The K=2 strata are the Ad5≤200 and Ad5>200 groups. We use the standardized marks in the analysis, which are obtained by subtracting the minimum and dividing the range of the measurements for each mark. We perform the backwards model selection procedure by starting the analysis with all five marks in the model (2.1) with An external file that holds a picture, illustration, etc.
Object name is KXS022IM90.jpg. The marks with nonsignificant coefficients are eliminated one at a time, each time the mark with the least significant p-value is eliminated. The backward selection procedure retains the last two marks v1 and v2.

Table 1.
The specifications of the five selected marks based on the step data

For the remaining two marks v1 and v2, we fit the model (2.1) with β(v)=β0+β1v1+β2v2+β12v1v2. The goodness of fit of model (2.1) with β(v) given by (2.2) is conducted following the procedure given in Section 3 with the test statistic An external file that holds a picture, illustration, etc.
Object name is KXS022IM91.jpg. We set fk(z)=1 and K=2. The p-value is calculated as the percentage of 500 copies of An external file that holds a picture, illustration, etc.
Object name is KXS022IM92.jpg greater than S. The p-value for the bivariate mark selection is 0.56. These result supports that the model fit is adequate. The estimates An external file that holds a picture, illustration, etc.
Object name is KXS022IM93.jpg are (3.43,−3.40,−10.61,13.90). The standard errors of An external file that holds a picture, illustration, etc.
Object name is KXS022IM94.jpg are (1.52,2.96,3.63,5.79). Table 2 shows the p-values of the LRT, Wald test (Wald), and score test (Score) for testing H10H40 described in Section 2.4. All four hypotheses are rejected with borderline significance level near 0.05, with consistent p-values across the three tests.

Table 2.
The p-values of the LRT, Wald test, and score test for testing H10, H20, and H30 for the bivariate marks (v1,v2) for the step data

Because the overall infection rate was higher in the vaccine than placebo group (Cox model RR = 1.50, 95% CI 0.95–2.41, p=0.06), we estimate the mark-specific RR as RR(v1,v2)=exp(β1(v1,v2)) instead of the mark-specific vaccine efficacy; thus for the step trial the analysis focuses on whether and how the vaccine selectively increased the susceptibility to HIV infection. Based on the β point estimates, the estimated RR, An external file that holds a picture, illustration, etc.
Object name is KXS022IM01.jpg (its standard error), equals 3.27 (3.14), 0.91 (1.63), and 3.08 (11.21) for (v1,v2) = (0.2,0.2), (0.5, 0.5), and (0.8, 0.8), respectively. Hence the 95% confidence intervals for RR(v1,v2) is (−2.88,9.42), (−2.28,4.10), and (−18.89,25.05) at (v1,v2) = (0.2,0.2), (0.5, 0.5), and (0.8, 0.8), respectively. The interpretation is that the vaccine had no effect on infection against HIV-1 when both distances are in the range from 0.2 to 0.8.

5. Simulation study

5.1. Numerical performance of estimation and hypothesis testing procedures

In this section, we conduct a simulation study to examine finite sample properties of the proposed estimation and hypothesis testing procedures. The simulations are set up to mimic the step data from the HIV vaccine efficacy trial conducted in North and South America (Buchbinder and others, 2008). We take K=2 strata corresponding to two levels of neutralization titer Ad5. Two sample sizes nk=250 and 400 are considered for each stratum. The baseline hazard functions λ0k(t,v) are set as constants λ0k, with λ01=0.4 and λ02=0.6. The covariate Zk is a Bernoulli random variable with Zk=1 corresponding to the vaccine group and Zk=0 for the placebo group. We take P(Zk=1)=0.5. The censoring time Ck follows an exponential distribution, independent of (Tk,V k). We consider the following selections of (β0,β1,β2,β12) under (2.1) and (2.2) to examine the proposed estimation and hypothesis testing procedures:

equation image

Here M10 is a model under the null hypothesis H10 which states that β(v) does not depend on either mark v1 or v2. Under M11, the mark-specific RR depends on both marks but not the interaction of these marks. Under M12, the mark-specific RR depends on both marks and their interaction. M20 is a model under the null hypothesis H20 where only β12 is zero, and M30 is a model under the null hypothesis H30 where β(v) does not depend on v2. The overall RRs of the vaccine versus the placebo in most of the settings are around 50%. The percentage of censoring in all settings is about 70% at the end of follow-up τ=2.

Table 3 lists the bias, the sample standard error of the estimates (SSE), the average of the estimated standard errors (ESE), and the coverage probability (CP) for β for sample size nk=250 and 400. Table 3 shows that the biases of the estimators are small, ESE approximates SSE well, and the coverage probabilities are very close to their nominal level of 0.95. Table 4 summarizes the empirical sizes and powers of the LRT, Wald test, and the score test for testing H10,H20, and H30 at the significance level α=0.05. The average numbers of cases for the vaccine (Vx) and placebo (Plb) groups for are also reported. Each entry of Tables 3 and 4 is calculated based on 1000 simulations. Table 4 shows that the empirical sizes of all these tests are close to 0.05. The LRT has better power than the Wald and score tests. The powers of the tests increase as the simulation model moves from M11 to M12, representing an increased departure from H10. Similarly, the powers of these tests for testing H20 increase in the direction from M21 to M22. The powers for testing H30 also increase in the direction from M31 to M32, and the powers increase as the sample size increases. The coverage probabilities for β0, β1, β2, and β12 are also listed to demonstrate that the proposed maximum partial likelihood methods work very well.

Table 3.
Summary statistics and coverage probabilities of the 95% confidence intervals for (β0,β1,β2,β12) under models M10, M20, and M30
Table 4.
The empirical sizes and powers of the LRT, Wald test, and score test for testing the null hypotheses H10, H20, and H30 at the significance level 0.05

5.2. Numerical performance of goodness-of-fit procedure

In this section, we conduct a simulation study to check the finite sample performance of the proposed goodness-of-fit testing procedure based on the test statistic S=sup1≤kKsupt,v,z|Wk(t,v,z)| defined in (3.3). We set fk(z)=1 and K=2. The size of the test is examined using the following simple stratified mark-specific proportional hazards model:

equation image
(5.1)

where λ01=0.4, λ02=0.6 and (β0,β1,β2,β12)=(−1.65,0.4,0.9,1.2). The covariate Zki is a Bernoulli random variable with P(Zki=1)=0.5. The censoring times are generated from an exponential distribution, independent of (Tki,V ki). The first block in Table 5 shows the empirical sizes of the test for sample sizes of n=n1+n2=100, 200, and 300. The empirical sizes are calculated based on 1000 simulations and 500 Gaussian multiplier samples, and they are very close to the 0.05 nominal level.

Table 5.
The empirical sizes and powers of goodness-of-fit tests at the significance level 0.05

To evaluate the power of proposed test, we consider the model

equation image
(5.2)

where λ0k(t,v)=abkt(b−1)exp{atb−0.4v1−0.6v2}, and a and b are the parameters whose values are to be selected. Again we take Zki as a Bernoulli random variable with P(Zki=1)=0.5. Model (4.1) is not a mark-specific proportional hazards model since the relative hazard ratio λk(t,v|z=1)/λk(t,v|z=0)=exp{atb−0.4v1−0.6v2} changes with time. We consider the alternative models specified by the choices of (a,b), defined as M41:(a,b)=(0.20,0.30); M42:(a,b)=(0.25,0.40); and M43:(a,b)=(0.30,0.50). As a and b increase, the rate of change with respect to t of the relative hazard ratio increases, which represents an increased departure from the null hypothesis. For each of the models M41, M42, and M43, random right censoring times are generated from an exponential distribution, independent of (Tki,V ki). The empirical powers of the test at the significance level 0.05 under the models M41, M42, and M43 at sample sizes n=n1+n2=100, 200, and 300 are given in Table 5. Each entry of the table is based on 1000 simulations and 500 Gaussian multiplier samples. The power of the test increases with increasing (a,b), and also increases with sample size. The limited simulation study demonstrates the validity of the proposed goodness-of-fit testing procedure. The test provides a valuable tool to check the adequacy of the stratified mark-specific proportional hazards model specified in (2.1) and (2.2).

Funding

This research was partially supported by the National Institutes of Health (grant number R37 AI054165-09). The research of Y.S. was also partially supported by the National Science Foundation (grant number DMS-0905777).

Supplementary Material

Supplementary Data:

Acknowledgements

The authors thank the referees for their valuable inputs that have improve the paper. They also thank the HIV Vaccine Trials Network (HVTN) and Merck for providing the data analyzed in this article. The HVTN is supported through a cooperative agreement with the National Institutes of Health Division of AIDS. Conflict of Interest: None declared.

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