Modeling Time-varying Effects with Large-scale Survival Data: An Efficient Quasi-Newton Approach

Nonproportional hazards models often arise in biomedical studies, as evidenced by a recent national kidney transplant study. During the follow up, the effects of baseline risk factors, such as patients' commorbidity conditions collected at transplantation, may vary over time. To model such dynamic changes of covariate effects, time-varying survival models have emerged as powerful tools. However, traditional methods of fitting time-varying effects survival model rely on an expansion of the original dataset in a repeated measurement format, which, even with a moderate sample size, leads to an extremely large working dataset. Consequently, the computational burden increases quickly as the sample size grows, and analyses of a large dataset such as our motivating example defy any existing statistical methods and software. We propose a novel application of quasi-Newton iteration method to model time-varying effects in survival analysis. We show that the algorithm converges superlinearly and is computationally efficient for large-scale datasets. We apply the proposed methods, via a stratified procedure, to analyze the national kidney transplant data and study the impact of potential risk factors on post-transplant survival.