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’ comorbidity 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. Supplementary materials for this article are available online.