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Coupled variable selection for regression modeling of complex treatment patterns in a clinical cancer registry

For determining a manageable set of covariates potentially influential with respect to a time‐to‐event endpoint, Cox proportional hazards models can be combined with variable selection techniques, such as stepwise forward selection or backward elimination based on p‐values, or regularized regression techniques such as component‐wise boosting. Cox regression models have also been adapted for dealing with more complex event patterns, for example, for competing risks settings with separate, cause‐specific hazard models for each event type, or for determining the prognostic effect pattern of a variable over different landmark times, with one conditional survival model for each landmark. Motivated by a clinical cancer registry application, where complex event patterns have to be dealt with and variable selection is needed at the same time, we propose a general approach for linking variable selection between several Cox models. Specifically, we combine score statistics for each covariate across models by Fisher's method as a basis for variable selection. This principle is implemented for a stepwise forward selection approach as well as for a regularized regression technique. In an application to data from hepatocellular carcinoma patients, the coupled stepwise approach is seen to facilitate joint interpretation of the different cause‐specific Cox models. In conditional survival models at landmark times, which address updates of prediction as time progresses and both treatment and other potential explanatory variables may change, the coupled regularized regression approach identifies potentially important, stably selected covariates together with their effect time pattern, despite having only a small number of events. These results highlight the promise of the proposed approach for coupling variable selection between Cox models, which is particularly relevant for modeling for clinical cancer registries with their complex event patterns. Copyright © 2014 John Wiley & Sons, Ltd.