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Impact of delayed diagnosis time in estimating progression rates to hepatitis C virus-related


cirrhosis and death
Bo Fu, Wenbin Wang and Xin Shi
Stat Methods Med Res published online 18 October 2011
DOI: 10.1177/0962280211424667

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Statistical Methods in Medical Research
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Impact of delayed diagnosis time ! The Author(s) 2011


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in estimating progression rates to DOI: 10.1177/0962280211424667
smm.sagepub.com
hepatitis C virus-related cirrhosis
and death
Bo Fu,1 Wenbin Wang2 and Xin Shi3

Abstract
Delay of the diagnosis of hepatitis C virus (HCV), and its treatment to avert cirrhosis, is often present
since the early stage of HCV progression is latent. Current methods to determine the incubation time to
HCV-related cirrhosis and the duration time from cirrhosis to subsequent events (e.g. complications or
death) used to be based on the time of liver biopsy diagnosis and ignore this delay which led to an interval
censoring for the first event time and a double censoring for the subsequent event time. To investigate the
impact of this delay in estimating HCV progression rates and relevant estimating bias, we present a
correlated two-stage progression model for delayed diagnosis time and fit the developed model to the
previously studied hepatitis C cohort data from Edinburgh. Our analysis shows that taking the delayed
diagnosis into account gives a mildly different estimate of progression rate to cirrhosis and significantly
lower estimated progression rate to HCV-related death in comparison with conventional modelling. We
also find that when the delay increases, the bias in estimating progression increases significantly.

Keywords
cirrhosis, delayed diagnosis, hepatitis C virus (HCV), progression rate, two-stage model

1 Introduction
Chronic hepatitis C virus (HCV) is a common cause of chronic liver disease in many countries. There
are approximately 170 million people affected with HCV worldwide, comprising 3% of the global
population.1 Determination of HCV’s natural history, along with adequate surveillance of prevalence
and incidence, is important when projecting national HCV disease burden at a population level.2–5
Chronic infection with HCV can progress to cirrhosis (scarring of the liver) and the loss of the liver
function. Some patients with cirrhosis go on to develop further complications of cirrhosis, such as
hepatocellular carcinoma and liver failure. Those who develop cirrhosis or complications may require
1
Health Sciences Research Group, School of Community Based Medicine, University of Manchester, Manchester, UK.
2
School of Economics and Management, University of Science and Technology, Beijing, China.
3
Business School, Manchester Metropolitan University, Manchester, UK.
Corresponding author:
Bo Fu, Health Sciences Research Group, School of Community Based Medicine, University of Manchester, Manchester M13 9PL, UK
Email: Bo.Fu@manchester.ac.uk

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a liver transplant. Estimations of medical cost and effectiveness of preventive and therapeutic
interventions require reasonable statistical models to obtain a sound knowledge of the disease
progression process to cirrhosis and subsequent events. Furthermore, death rates in chronic HCV
patients are believed to be closely related to cirrhosis and complications, though there is no clear
relationship between morbidity and stage of liver disease prior to cirrhosis.6–8 Another important
aspect of an HCV progression study is to therefore assess the outcome of HCV-related cirrhosis and
understand the course of the disease in terms of the occurrence of death. Knowledge about mortality
rates among HCV-infected persons is important for decision making regarding health care resource
utilization and educating HCV service providers, infected individuals and those at infection risk.9 To
date, we rely on studying the mortality rates of HCV-diagnosed patients.7,8
The standard procedure for assessing the state of liver deterioration (e.g. cirrhosis) is to perform a
liver biopsy. Repeated examinations may be performed during follow-up. Being to be an invasive
procedure, liver biopsies are infrequent and diagnosis of cirrhosis is always relatively delayed in
clinical practice. Indeed, in the Edinburgh cohort we analyzed,5,10 those who had been confirmed
with cirrhosis tended to be diagnosed by their first biopsy examinations, and only a very small
proportion of cirrhosis cases were located within an interval between two successive biopsy
examinations; see also Sweeting et al.11 This is because that HCV progression is often clinically
silent and some patients are even not referred to liver clinic until they present with the complications
of the disease. Therefore, most likely we always observe a delayed diagnosis time of cirrhosis.
In this article, we focus on making inference on the two stages of the HCV progression process: the
time from infection to cirrhosis (stage 1) and the time from cirrhosis to HCV-related death (stage 2).
The time to cirrhosis may be subject to right censoring if a patient has not developed cirrhosis by his or
her last biopsy examination time. Even if a liver biopsy examination establishes the diagnosis of
cirrhosis, the exact time of the occurrence of cirrhosis is always latent with interval-censored
information, since once the disease state is ascertained at a confirming biopsy examination, it may
have already occurred some time earlier. We call this the delayed time of diagnosis. If there is no earlier
biopsy examination that showed non-cirrhotic state, we use the infection time as the left bound of the
interval or assume a value for the maximum length of delay based on clinical experiences to construct
the interval of censoring. The second stage is double censored,12 because its start point, which is the
end of the first stage, is interval censored and the end point of the second stage is either observed
(death) or subject to right point censoring at the last follow-up.
Standard analyses (e.g. regression model, parametric survival model, Kaplan-Meier method
and Cox semi-parametric model) were often used to estimate separately progressions to cirrhosis,
complications and HCV-related death.5–8,10,13–15 Multistate models have been considered to analyse
longitudinal disease progression data16 and to estimate progression to cirrhosis, hepatocellular
carcinoma and death in HCV patients.11,17 However, current methods to determine the incubation
time to cirrhosis and the duration time from cirrhosis to HCV-related death have tended to be based on
the time of biopsy diagnosis, which ignore the delay leading to an interval censoring for the first event
time and double censoring for the second event time. Treating the delayed diagnosis time for cirrhosis as
the observed cirrhosis time may lead to biased inference. Uncertainty remains regarding the impact of
the delay of diagnosis on estimating progression rates to cirrhosis and to subsequent events (e.g. death).
Interestingly, the reliability and maintenance literature has reported ‘the delay time model’ for
modelling inspection interval optimisation of industrial plant.18,19 It has similarity to our problem in
that it defines a failure process of the plant as a two-stage process from new to an identifiable point of
defection initiation and from this point to failure if unattended. However, the exact time of the
defection initiation is usually unobservable, but censored between an interval of two inspections,
the latter of which identified the defect. The maintenance objective is to optimise the inspection

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Fu et al. 3

interval to minimise a criterion function of interest. However, our focus in this article is to investigate
the bias and the impact of delayed diagnosis time in estimating HCV progression. Moreover, possible
within-subject correlation between the two stages needs to be considered, which was not considered in
previous maintenance-related work using the delay time concept. All these bring challenges in
statistical modelling and motivate us to propose a correlated multistage survival model with
delayed diagnosis time to address our research problem. This is actually a general problem in most
disease progression modelling as the data are likely interval censored, but most reported work just uses
the time of the diagnosis as the starting time of a particular disease. In Section 2, we outline the
correlated two-stage delay time model and discuss its likelihood-based inference. The performance of
the proposed model and the impact of model misspecification are examined by a simulation study in
Section 3. The illustration of our method is by application to the former Edinburgh Royal Infirmary’s
liver clinic series data as described in Section 4.

2 Two-stage delay time models


2.1 Notation
Consider a cohort study that involves n people infected with HCV. For each patient, denote T1
the incubation time from HCV infection to development of cirrhosis and T2 the duration time from
cirrhosis to HCV-related death. Our interest here is to predict mortality as an outcome of HCV-related
cirrhosis. We assume with some loss of generality that all HCV-related deaths occur after the
development of cirrhosis. Let fT1 ðt1 Þ and FT1 ðt1 Þ be the probability density function and the
cumulative distribution function of T1 , respectively. Let C1 be the time from infection to the last
examination for cirrhosis, that is, a diagnosis of cirrhosis is established (with delay) only if cirrhosis
occurs prior to last biopsy examination (T1  C1 ). Let d2 be the time from infection to the delayed
diagnosis of cirrhosis. Let d1 be the time from infection to the (latest) known date when cirrhosis has
not occurred. For example, it could be the time to an earlier biopsy examination that diagnosed no
cirrhosis, if it is available. We denote w ¼ d2  d1 be the maximum width of the delay window, that is, the
exact cirrhosis must occur during that window (T1 2 ðd1 , d2 Þ) if it does occur. To take account of the
correlational nature of the two stages, we assume that the distribution of T2 depends on T1 . Let
fT2 jT1 ðt2 jt1 Þ and FT2 jT1 ðt2 jt1 Þ be the conditional probability density function and the conditional
cumulative distribution function, respectively, of T2 given that T1 ¼ t1 . Let C2 be the time from
infection to the last follow-up and it makes sense to assume C2  C1 . T2 is observed only if T1 þ T2  C2 .

2.2 Likelihood
All time variables are measured in years and we define the time of HCV infection as the starting time in
our study. We consider the following three cases of event histories:

Case 1T1 is right censored


Since the majority of HCV patients do not develop cirrhosis until after years or decades of the constant
assault by the HCV, the last biopsy examination may find no evidence of cirrhosis for many HCV-
infected patients. Under such a case, T1 is right censored at C1 , see Figure 1, and we only observe
y1 ¼ minðC1 , t1 Þ ¼ C1 regarding the first event. The likelihood for this event is
ð1
fT1 ðt1 Þdt1 ¼1  FT1 ð y1 Þ ð1Þ
y1

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t1

Time of C1
infection

Figure 1. T1 is censored at C1 (last diagnosis time).

Case 2 T1 is observed with delay and T2 is right censored


In case 2, a patient may be diagnosed with cirrhosis at d2 with a delay and does not die by the last
follow-up time. We observe a delayed time d2 4 t1 regarding the first event and
y2 ¼ minðC2 , t1 þ t2 Þ ¼ C2 regarding the second event. To improve the precision of statistical
inference, we assume d1 is an earlier time when an examination found evidence of no cirrhosis or
use prior information (e.g. clinician experience) suggesting that cirrhosis has not occurred at least
before that time. The likelihood for this type of event history is, see also Figure 2.
dð2

fT1 ðt1 Þð1  FT2 jT1 ðC2  t1 jt1 ÞÞdt1 ð2Þ


d1

Case 3 T1 is observed with delay and T2 is exactly observed


In Case 3, we may observe a delayed diagnosis of cirrhosis at d2 and the exact time of HCV-related
death y2 ¼ minðC2 , t1 þ t2 Þ ¼ t1 þ t2 during the follow-up (Figure 3). We assume the same d1 as in
Case 2. The likelihood for this type of event history is
dð2

fT1 ðt1 Þ fT2 jT1 ð y2  t1 jt1 ÞÞdt1 ð3Þ


d1

Denote  ¼ k, k ¼ 1, 2, 3, indicating that the event history belongs to case k. Let i be the index for
patient i, i ¼ 1, 2, . . . , n: The joint log likelihood function of the observed data
fd1i , d2i , t2i , C1i , C2i , i ; i ¼ 1, . . . , ng has the form:
2 8 9
Xn >
< dð2i >
=
6  
L¼ Ið
4 i ¼ 1Þ log 1  FTi ðC1i Þ þ Ið i ¼ 2Þ log fT1 ðtÞð1  FT2 jT1 ðC2i  tjtÞÞdt
i¼1
>
: >
;
d1i
8 93
>
< Zd2i >
=
7
þIði ¼ 3Þ log fT1 ðtÞ fT2 jT1 ðt2  tjtÞÞdt 5 ð4Þ
>
: >
;
di1

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Fu et al. 5

t1 t2

Time of d1 d2 C2
infection

Figure 2. T1 þ T2 is right censored at C2 (last follow-up).

t1 t2

Time of d1 d2 y2
infection

Figure 3. T1 is observed with delay at d2 and T2 is exactly observed.

t
ð 1 Þb1
Following Fu et al.,5,10 we assume a Weibull distribution for T1 with fT1 ðt1 Þ ¼ b11 ðat11 Þb1 1 e a1 ,
where a1 is a scale parameter and b1 is a shape parameter. A simple way to manipulate the
conditional relationship between T1 and T2 is via letting the scale parameter of fT2 jT1 ðt2 jt1 Þ be a
t
ða ðt2 ÞÞb2
function of T1 .20 For example, we can let a2 ðt1 Þ ¼ eb0 þb1 t1 and fT2 jT1 ðt2 jt1 Þ ¼ a2bðt21 Þða2tðt2 1 ÞÞb2 1 e 2 1

be a Weibull density function with scale parameter a2 ðt1 Þ and shape parameter b2 , since the
conditional mean of T2 , given that T1 ¼ t1 , EðT2 jT1 ¼ t1 Þ ¼ a2 ðt1 Þð1 þ b1 2 Þ, is proportional to
a2 ðt1 Þ. We see that if b1 is positive, as T1 increases, a2 ðt1 Þ increases, which implies a positive
stochastic correlation between T1 and T2
An independent two-stage delay time model is specified by letting fT2 jT1 ðt2 jt1 Þ ¼ fT2 ðt2 Þ with a2 being
a fixed constant.

2.3 Parameters estimation


Let  ¼ ða1 , b1 , b0 , b1 , b2 ÞT be the parameters involving in distributions fT1 and fT2 jT1 .
The maximum likelihood estimator (MLE) of y is obtained by maximizing Equation (4). The
maximization can be performed by the Newton-Raphson method21 or the Nelder-Mead method,22
such as using the optim() procedure in software R (http://www.R-project.org). Under the correct
model specification ^
pffiffiffi and regularity conditions, y will converge to the true parameters as the sample size
n increases ( n-consistent). The computation of the asymptotic covariate matrix for parameter
@2 LðyÞ
estimates is calculated using the inverse of observed Fisher information matrix Ið^yÞ ¼ @y@y T jy¼^
y
.

The estimates of progression rate to cirrhosis and mortality rate since cirrhosis given known T1 are
obtained by replacing ^ y in cumulative distribution functions FT1 ðt1 Þ and FT2 jT1 ðt2 jt1 Þ:

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^ ^ @F @FT1 T
F^T1 ðt1 Þ ¼ 1  expðða^t11 Þb1 Þ and F^T2 jT1 ðt2 , t1 Þ ¼ 1  expðð t2
Þb2 Þ. Let F_T1 ¼ ð @aT11 , @b1 Þ and
expðb^0 þb^1 t1 Þ
@FT2 jT1 @FT2 jT1 @FT2 jT1 T
F_T2 jT1 ¼ ,
ð @b 0
, @b1 be the vectors of first derivatives of FT1 and FT2 jT1 with respect to
@b2 Þ
their parameters. The asymptotic variances of F^T1 and F^T2 jT1 are approximated by a Taylor
expansion, that is,
   T  T   
Var F^T1 ðt1 Þ ¼ F_T1 t1 , a ^ Cov a
^1 , b ^ ,
1 1
^
b F_T1 t1 , a ^
^1 , b
1 1

   T    
Var F^T2 jT1 ðt2 , t1 Þ ¼ F_T2 jT1 t2 , t1 , b^0 , b^1 , b
^ Cov ðb^0 , b^1 , b
2
^ ÞT F_T jT t2 , t1 , b^0 , b^1 , b
2 2 1
^
2

where Covðð^ ^ ÞT Þ and Covððb^0 , b^1 , b


a1 , b ^ ÞT Þ are the covariance matrices of the estimator vectors
1 2
^ Þ and ðb^0 , b^1 , b
a1 , b
ð^ T ^ Þ , respectively, and F_T ðt1 , a
T ^ Þ and F_T jT ðt2 , t1 , b^0 , b^1 , b
^1 , b ^ Þ are evaluated at
1 2 1 1 2 1 2
the MLEs. Furthermore, we have
@FT1  
b1 b1
b b 1 @FT1 b1 b1
b b
¼ et1 a1 t1 1 b1 a1 1 , ¼ et1 a1 t1 1 a1 1 ln at11
@a1 @b1
@FT2 jT1 b2 b ðb þb t Þ
2 0 1 1 b2 @FT2 jT1 @FT2 jT1
¼ et2 e t2 b2 eb2 ðb0 þb1 t1 Þ , ¼  t1
@b0 @b1 @b0
@FT2 jT1 b2 b ðb þb t Þ
2 0 1 1 b2 b ðb0 þb1 t1 Þ
¼ et2 e t2 e 2 ðln t2  b0  b1 t1 Þ
@b2

2.4 Impact of w ¼ d2  d1 on model inference


In practice, there is often no observation on d1 , since most HCV patients were diagnosed with cirrhosis
by their first biopsy examination. We have to make an assumption on w ¼ d2  d1 based on prior
information. In the 1990s, a patient in UK would be referred for HCV testing, and after diagnosis as
HCV carrier, to a liver clinic and then take a biopsy examination before or within a short period after
he or she develops cirrhosis. HCV progression from cirrhosis to serious complications with obvious
symptoms is much shorter than the incubation time to cirrhosis. And so, we reasonably assume w is a
limited constant, for example, within a couple of years after cirrhosis. We will further investigate the
impact of misspecification of w by simulation experiments in Section 3.

3 Simulation study
We conducted a simulation study to assess the performance of the proposed two-stage delay time
model. We consider two simulation scenarios. In scenario 1, our simulation was designed to mimic the
setting of the Edinburgh HCV cohort by generating T1 from a Weibull distribution with scale
parameter a1 ¼ 40:5 and shape parameter b1 ¼ 3:0 and T2 from a conditional Weibull distribution
with scale parameter a2 ¼ e2:0þ0:02T1 and shape parameter b2 ¼ 1:8. The last follow-up time C2 was
simulated from a uniform distribution between 25 and 30 years after infection. The true maximum
delay of cirrhosis diagnosis was chosen as w0 ¼ 2, 4, 6 years after development of cirrhosis. So we
generated the cirrhosis diagnosis time d2 from a uniform distribution ðT1 , T1 þ minðT2 , w0 ÞÞ for those
whose last follow-up time is after the true cirrhosis time (C2 4 T1 ) such that cirrhosis diagnosis is
always present before cirrhosis-related death. For simplicity and definiteness, we assumed no
competing causes of death. We simulated 500 replicated data sets under each setting and
considered two sample sizes: n ¼ 300 and n ¼ 1000. As designed, the mean years of incubation to

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Table 1. Simulation study (scenario 1: long stage 1 and short stage 2)a

Stage 1 Stage 2
Selected
Model delay a1 b1 a2 b2 b0 b1

True parameters 40.5 3.0 – 1.8 2.0 0.02


n ¼ 300
Conventional analysis w¼0 36.8 (1.7) 4.0 (0.5) 8.5 (1.3) 1.1 (0.2) – –
Independent model
w¼2 38.9 (1.9) 3.3 (0.4) 9.1 (1.1) 1.6 (0.2) – –
w¼4 40.4 (2.4) 2.9 (0.3) 10.2 (1.0) 2.0 (0.3) – –
w¼6 43.3 (2.7) 2.5 (0.3) 11.2 (1.2) 2.6 (0.4) – –
Correlated model
w¼2 38.9 (1.9) 3.3 (0.4) – 1.5 (0.2) 1.8 (0.5) 0.02 (0.03)
w¼4 40.3 (2.4) 2.9 (0.3) – 1.9 (0.3) 2.0 (0.4) 0.02 (0.02)
w¼6 43.3 (2.7) 2.5 (0.2) – 2.6 (0.5) 2.1 (0.4) 0.02 (0.02)
n ¼ 1000
Conventional analysis w¼0 37.1 (0.9) 3.8 (0.2) 8.3 (0.7) 1.1 (0.1) – –
Independent model
w¼2 38.8 (1.0) 3.3 (0.2) 9.1 (0.5) 1.6 (0.1) – –
w¼4 40.7 (1.2) 2.9 (0.2) 10.1 (0.5) 1.9 (0.1) – –
w¼6 43.2 (1.6) 2.5 (0.1) 11.1 (0.5) 2.5 (0.2) – –
Correlated model
w¼2 38.8 (1.0) 3.3 (0.2) – 1.5 (0.1) 1.9 (0.2) 0.02 (0.01)
w¼4 40.6 (1.2) 3.0 (0.2) – 1.8 (0.1) 2.0 (0.2) 0.02 (0.01)
w¼6 43.1 (1.6) 2.5 (0.1) – 2.5 (0.2) 2.1 (0.2) 0.02 (0.01)
a
Sample mean (standard error in parenthesis) of 500 estimates for parameters from conventional model, independent two-stage delay
time model and correlated two-stage delay time model for cohort sample size n ¼ 300 or 1000 with true delay parameter w0 ¼ 4.

cirrhosis after HCV infection is a1 ð1 þ b1 Þ ¼ 36:2 and the mean survival years after cirrhosis is
1
a2 ð1 þ b1 Þ ¼ 0:89e2:0þ0:02T1 , which depends on an individual’s incubation time to cirrhosis T1 . The
2
average number of case 1 (non-cirrhosis), case 2 (cirrhosis but not dead) and case 3 (dead) are 216, 51
and 33, respectively, for sample size n ¼ 300, and 720, 168 and 112, respectively, for sample size
n ¼ 1000. This suggests that in our simulation about 72% of HCV-infectees have not yet developed
cirrhosis by their last follow-up time. The simulation setting can represent a typical HCV clinical
cohort in the 1990s in the UK.
We compared our correlated two-stage delay time model with a conventional analysis ignoring the
diagnosis delay of cirrhosis and an independent two-stage delay time model without considering
between-stage correlation. Each simulated data set was analyzed using three methods. For the
correlated and the independent two-stage delay time models, we also chose different values of delay
parameter w at 2, 4 and 6, respectively, to investigate the impact of misspecification of w. The sample
means and the empirical standard errors of 500 estimates for a1 , b1 , a2 and b2 from the conventional
analysis and the independent two-stage model, where a2 is treated as fixed, and for a1 , b1 , b2 , b0 and b1
from the correctly specified correlated two-stage model are reported in Tables 1–3 for the true
maximum delays w0 ¼ 4, 2, 6, respectively. In addition, Table 4 reports the sample means and the
empirical standard errors of progression rate estimates within a selected number of years in the two

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Table 2. Simulation study (scenario 1: long stage 1 and short stage 2)a

Stage 1 Stage 2
Selected
Model delay a1 b1 a2 b2 b0 b1

True parameters 40.5 3.0 – 1.8 2.0 0.02


n ¼ 300
Conventional analysis w¼0 38.7 (2.2) 3.5 (0.4) 9.4 (1.3) 1.5 (0.2) – –
Independent model
w¼2 40.7 (2.6) 3.0 (0.4) 10.1 (1.1) 2.0 (0.2) – –
w¼4 43.1 (2.5) 2.6 (0.3) 11.0 (1.0) 2.4 (0.3) – –
w¼6 46.0 (3.9) 2.3 (0.2) 11.9 (1.2) 2.8 (0.3) – –
Correlated model
w¼2 40.7 (2.6) 3.0 (0.4) – 1.9 (0.2) 2.0 (0.4) 0.02 (0.03)
w¼4 43.1 (2.5) 2.6 (0.3) – 2.4 (0.3) 2.2 (0.3) 0.02 (0.02)
w¼6 45.9 (3.8) 2.3 (0.2) – 2.8 (0.4) 2.2 (0.3) 0.02 (0.02)
n ¼ 1000
Conventional analysis w¼0 38.7 (0.9) 3.4 (0.2) 9.3 (0.7) 1.5 (0.1) – –
Independent model
w¼2 40.7 (1.1) 3.0 (0.2) 10.1 (0.6) 2.0 (0.1) – –
w¼4 42.9 (1.6) 2.6 (0.2) 11.0 (0.7) 2.4 (0.2) – –
w¼6 45.4 (1.9) 2.3 (0.1) 11.9 (0.6) 2.9 (0.2) – –
Correlated model
w¼2 40.6 (1.1) 3.0 (0.2) – 1.9 (0.1) 2.0 (0.2) 0.02 (0.01)
w¼4 42.9 (1.6) 2.6 (0.2) – 2.3 (0.2) 2.1 (0.2) 0.02 (0.01)
w¼6 45.3 (1.9) 2.3 (0.1) – 2.8 (0.2) 2.2 (0.2) 0.01 (0.01)
a
Sample mean (standard error in parenthesis) of 500 estimates for parameters from conventional model, independent two-stage delay
time model and correlated two-stage delay time model for cohort sample size n ¼ 300 or 1000 with true delay parameter w0 ¼ 2.

progression stages for fixed w0 ¼ 4. They all show that the proposed correlated two-stage delay time
model yields satisfactory results. When a correct delay parameter was chosen and the true delay is
moderate (w0 ¼ 2, 4), there are only negligible differences between the sample means and the true
values. Of note, the estimates for shape parameters b1 and b2 are only slightly biased in the presence of
a long true delay w0 ¼ 6. With misspecification of the delay parameter, the estimating bias is small in
stage 1, but in stage 2 there is moderate overestimation of progression to death if the delay is
underspecified and vice versa. As a comparison, the conventional analysis ignoring the diagnosis
delay produces significantly biased estimates on a1 , b1 and b2 in Tables 1–3 and progression rates
to cirrhosis and death in Table 4. Although the independent two-stage delay time model gives close
estimates for a1 , b1 and b2 with those from the correlated model, biased estimates for progression rates
to death are present even if w was correctly assumed. As the sample size n increases from 300 to 1000,
the estimates’ standard errors are significantly reduced such that the estimates from three methods are
differentiated by double standard errors. This suggests that a cohort of size more than 1000 may be
ideal to be used to study the bias in real data analysis.
In scenario 2, reversely we consider a shorter stage 1 and a longer stage 2 by simulating T1 from a
Weibull distribution with a1 ¼ 10:0 and b1 ¼ 1:8 and T2 from a conditional Weibull distribution with
a2 ¼ e2:6þ0:1T1 and b2 ¼ 3:0. As designed, the mean of T1 is 8.9 years and the mean of T2 is 0:89e2:6þ0:1T1
years. Table 5 reports the sample means and the empirical standard errors of parameter estimates from
the three models for w0 ¼ 2, 4 and n ¼ 1000. Comparing to the results reported in scenario 1 (Tables 1

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Table 3. Simulation study (scenario 1: long stage 1 and short stage 2)a

Stage 1 Stage 2
Selected
Model delay a1 b1 a2 b2 b0 b1

True parameters 40.5 3.0 – 1.8 2.0 0.02


n ¼ 300
Conventional analysis w¼0 36.5 (1.5) 4.2 (0.6) 7.6 (1.3) 1.1 (0.2) – –
Independent model
w¼2 38.3 (1.8) 3.6 (0.5) 8.4 (1.0) 1.5 (0.2) – –
w¼4 39.9 (2.5) 3.1 (0.4) 9.5 (1.2) 2.0 (0.3) – –
w¼6 41.0 (2.7) 2.8 (0.3) 10.4 (1.1) 2.2 (0.7) – –
Correlated model
w¼2 38.4 (1.8) 3.6 (0.5) – 1.6 (0.2) 1.6 (0.5) 0.03 (0.03)
w¼4 39.9 (2.5) 3.1 (0.4) – 2.0 (0.4) 1.9 (0.4) 0.02 (0.02)
w¼6 41.1 (2.6) 2.8 (0.3) – 2.2 (0.7) 2.0 (0.4) 0.02 (0.02)
n ¼ 1000
Conventional analysis w¼0 36.6 (0.9) 4.2 (0.3) 7.3 (0.7) 1.2 (0.1) – –
Independent model
w¼2 38.2 (1.0) 3.6 (0.2) 8.2 (0.6) 1.6 (0.1) – –
w¼4 39.8 (1.1) 3.2 (0.2) 9.3 (0.5) 2.0 (0.2) – –
w¼6 40.9 (1.5) 2.8 (0.2) 10.3 (0.5) 2.2 (0.3) – –
Correlated model
w¼2 38.2 (1.0) 3.6 (0.2) – 1.6 (0.1) 1.6 (0.3) 0.03 (0.02)
w¼4 39.8 (1.1) 3.2 (0.2) – 2.0 (0.2) 1.9 (0.2) 0.02 (0.01)
w¼6 40.8 (1.5) 2.8 (0.2) – 2.2 (0.3) 2.0 (0.2) 0.02 (0.01)
a
Sample mean (standard error in parenthesis) of 500 estimates for parameters from conventional model, independent two-stage delay
time model and correlated two-stage delay time model for cohort sample size n ¼ 300 or 1000 with true delay parameter w0 ¼ 6.

and 2), the delay w has much less impact on the parameters describing the long stage 2 but likely more
impact on inference in stage 1. For example, when w0 ¼ 4 , the conventional analysis yields
jð2:7  3:0Þ=3:0j ¼ 10% bias for b^ , jð12:3  10:0Þ=10:0j ¼ 23% bias for a ^1 and jð2:2  1:8Þ=1:8j ¼
2
22% bias for b^ in Table 5; and 39%, 8% and 26% bias for b ^ ,a
^ and ^
1 2 1 b 1 respectively, in Table 1.
,

4 Application to Edinburgh cohort data


4.1 Data description
The data were formerly studied in Fu et al.5,10 and consisted of 387 HCV-infected patients who were
referred to Edinburgh Royal Infirmary’s liver clinic from early 1990 to the end of 1999. Data on
individuals have been collected at registration with regard to patient demographics, source of
infection, calendar year of infection, referral year, risk factors, histological data and treatment
history. The majority (292 [75%]) were infected by injection drug use (IDU), followed by blood
transfusion (56 [14%]), heterosexual transmission (10 [3%]) and ‘other’ (29 [7%]). The mean age
at HCV infection was around 22 years. Referral time was 1990–1995 for 138/387 (36%) patients,
1996 or 1997 for 140 patients and 1998 or 1999 for the remaining 109 (28%). Three patients
were infected in 1950s, 26 in 1960s (7%), 116 in 1970s (30%), 202 in 1980s (52%) and 52 in
1990s (10%). A total of 63 of them (16%) were known to have been progressed to liver cirrhosis
diagnosed by liver biopsy examinations. For 63 observed cirrhosis cases, 25% were diagnosed

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Table 4. Simulation study (scenario 1: long stage 1 and short stage 2)a

Stage 1: number of years since infection Stage 2: number of years since cirrhosis
Selected
(SMM)

Model delay 10 20 30 40 2 4 6 8
[26.9.2011–6:01pm]

True progression rates 0.02 0.11 0.33 0.62 0.03 0.11 0.21 0.33
n ¼ 300
Conventional analysis w¼0 0.01 (0.003) 0.09 (0.02) 0.37 (0.03) 0.75 (0.07) 0.19 (0.04) 0.36 (0.05) 0.50 (0.06) 0.61 (0.06)
Independent model
w¼2 0.01 (0.004) 0.11 (0.02) 0.35 (0.03) 0.67 (0.06) 0.09 (0.02) 0.25 (0.04) 0.41 (0.05) 0.56 (0.07)
w¼4 0.02 (0.006) 0.12 (0.02) 0.35 (0.03) 0.63 (0.06) 0.04 (0.02) 0.15 (0.04) 0.30 (0.05) 0.47 (0.07)
w¼6 0.03 (0.006) 0.14 (0.02) 0.34 (0.03) 0.58 (0.05) 0.02 (0.01) 0.09 (0.03) 0.22 (0.04) 0.38 (0.06)
[PREPRINTER stage]
[1–18]

Correlated model
w¼2 0.01 (0.004) 0.11 (0.02) 0.35 (0.03) 0.67 (0.06) 0.07 (0.03) 0.18 (0.08) 0.31 (0.12) 0.43 (0.15)
w¼4 0.02 (0.006) 0.12 (0.02) 0.35 (0.03) 0.63 (0.06) 0.03 (0.02) 0.11 (0.06) 0.23 (0.11) 0.35 (0.16)
w¼6 0.03 (0.006) 0.14 (0.02) 0.34 (0.03) 0.58 (0.05) 0.01 (0.01) 0.06 (0.03) 0.13 (0.08) 0.23 (0.13)
n ¼ 1000
Conventional analysis w¼0 0.01 (0.002) 0.09 (0.01) 0.36 (0.02) 0.74 (0.04) 0.19 (0.02) 0.36 (0.03) 0.51 (0.03) 0.62 (0.03)
Independent model
w¼2 0.01 (0.002) 0.11 (0.01) 0.35 (0.02) 0.67 (0.03) 0.09 (0.01) 0.24 (0.02) 0.41 (0.03) 0.56 (0.03)
w¼4 0.02 (0.003) 0.12 (0.01) 0.34 (0.02) 0.62 (0.03) 0.05 (0.01) 0.16 (0.02) 0.31 (0.03) 0.48 (0.03)
w¼6 0.03 (0.004) 0.14 (0.01) 0.33 (0.02) 0.56 (0.03) 0.02 (0.01) 0.09 (0.01) 0.21 (0.02) 0.38 (0.03)

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Correlated model
w¼2 0.01 (0.002) 0.11 (0.01) 0.35 (0.02) 0.67 (0.03) 0.07 (0.02) 0.18 (0.04) 0.31 (0.07) 0.43 (0.09)
w¼4 0.02 (0.003) 0.12 (0.01) 0.34 (0.02) 0.62 (0.03) 0.03 (0.01) 0.11 (0.03) 0.22 (0.06) 0.34 (0.09)
w¼6 0.03 (0.004) 0.14 (0.01) 0.34 (0.02) 0.57 (0.03) 0.01 (0.01) 0.06 (0.02) 0.13 (0.04) 0.24 (0.07)
a
Sample mean (standard error in parenthesis) of 500 estimates for progression rates to cirrhosis and death for n ¼ 300 or 1000 and true delay parameter w0 ¼ 4.
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Table 5. Simulation study (scenario 2: short stage 1 and long stage 2)a

Stage 1 Stage 2
Selected
Model delay a1 b1 a2 b2 b0 b1

True parameters 10.0 1.8 – 3.0 2.6 0.1


w0 ¼ 2
Conventional analysis w¼0 11.2 (0.2) 2.0 (0.04) 22.8 (0.5) 3.0 (0.2) – –
Independent model
w¼2 10.0 (0.2) 1.8 (0.04) 23.7 (0.5) 3.3 (0.2) – –
w¼4 8.7 (0.2) 1.6 (0.05) 24.8 (0.5) 3.4 (0.2) – –
Correlated model
w¼2 10.0 (0.2) 1.8 (0.04) – 3.0 (0.1) 2.6 (0.04) 0.1 (0.01)
w¼4 8.8 (0.2) 1.6 (0.05) – 3.4 (0.2) 2.7 (0.04) 0.1 (0.01)
w0 ¼ 4
Conventional analysis w¼0 12.3 (0.2) 2.2 (0.06) 22.2 (0.5) 2.7 (0.2) – –
Independent model
w¼2 11.2 (0.2) 2.0 (0.04) 23.0 (0.6) 2.9 (0.2) – –
w¼4 9.9 (0.2) 1.8 (0.05) 23.9 (0.4) 3.2 (0.2) – –
Correlated model
w¼2 11.2 (0.2) 2.0 (0.04) – 2.7 (0.1) 2.5 (0.05) 0.1 (0.01)
w¼4 9.9 (0.2) 1.8 (0.05) – 3.0 (0.1) 2.6 (0.04) 0.1 (0.01)
a
Sample mean (standard error in parenthesis) of 500 estimates for parameters from conventional model, independent two-stage delay
time model and correlated two-stage delay time model for cohort sample size n ¼ 1000 and w0 ¼ 2,4.

with cirrhosis within 18 years since infection; 50% within 24 years and 75% within 30 years.
A total of 29 patients were known to have died and their deaths all occurred after diagnosis
of cirrhosis. However, only 16 of 29 (57%) patients died from a HCV-related cause.
We aim jointly to estimate progression rate to cirrhosis and the rate of mortality as an outcome of
HCV-related cirrhosis. Hence, the two time durations of interest are the incubation period from HCV
infection to cirrhosis, represented by T1 , and the time period from cirrhosis to HCV-related death
represented by T2 . The process is subject to right censoring at the last follow-up. The median
duration period from infection to last follow-up for all 387 patients is 18 years with inter-quartile
range (13 and 24 years).

4.2 Fitting two-stage delay time models


We now fit both the correlated and the independent two-stage delay time models described in Section 2
to our hepatitis C data. A number of constant values of w are selected (w ¼ 1, 2, 3, 4, 5, 6). Table 6
presents the parameter estimates in comparison with those from the conventional analysis. The
conventional analysis was done by fitting univariate Weibull models, which ignore the diagnosis
delay on the observed cirrhosis time and also treat T1 and T2 as independent. We also plot the
‘smooth’ hazard function estimate of T1 obtained by applying the kernel nonparametric method
with optimal bandwidth in Figure 4, which indicates that the hazard rate increases with time,
known as wear-out failure. It justifies using Weibull distribution for T1 . Due to the delayed
observation of T1 and a limited number of events (16 HCV-related deaths), the nonparametric
estimate of the hazard function for T2 is strongly influenced by the choice of bandwidth, giving rise
to an unreliable smoothing effect, and we do not report its nonparametric estimate.

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Table 6. Former Edinburgh Royal Infirmary’s liver clinic of 387 HCV-infectees: comparison of parameter estimates between correlated two-stage delay
model, independent two-stage delay model and conventional Weibull analysis
[26.9.2011–6:01pm]

Two-stage delay time model Conventional analysis

Parameter estimate (SD) w¼1 w¼2 w¼3 w¼4 w¼5 w¼6 w¼0

1 Correlated 37.2 (1.8) 37.6 (1.9) 38.0 (2.1) 38.4 (2.2) 38.9 (2.4) 39.5 (2.6) 36.9 (1.7)
Independent 37.2 (1.8) 37.6 (1.9) 38.0 (2.1) 39.0 (2.4) 39.0 (2.4) 39.6 (2.6)
1 Correlated 3.36 (0.30) 3.23 (0.29) 3.11 (0.29) 2.99 (0.28) 2.88 (0.28) 2.77 (0.27) 3.49 (0.31)
[PREPRINTER stage]
[1–18]

Independent 3.35 (0.30) 3.23 (0.29) 3.11 (0.29) 2.88 (0.28) 2.87 (0.28) 2.77 (0.27)
2 Correlated – – – – – – 12.1 (4.4)
Independent 10.9 (3.1) 10.8 (2.7) 10.9 (2.4) 11.3 (2.2) 11.4 (2.2) 11.6 (2.1)
2 Correlated 1.12 (0.24) 1.31 (0.29) 1.49 (0.35) 1.67 (0.40) 1.87 (0.49) 2.10 (0.60) 0.88 (0.18)
Independent 1.14 (0.24) 1.33 (0.29) 1.50 (0.34) 1.85 (0.48) 1.86 (0.48) 2.05 (0.57)
b0 Correlated 2.00 (0.60) 2.05 (0.51) 2.09 (0.45) 2.12 (0.40) 2.14 (0.36) 2.16 (0.33) –
Independent – – – – – –
b1 Correlated 0.020 (0.030) 0.018 (0.026) 0.017 (0.023) 0.016 (0.021) 0.016 (0.020) 0.017 (0.018) –

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Independent – – – – – –

HCV: hepatitis C virus.


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T1: kernel estimate of hazard function

0.1
0.08
0.06
Hazard rate
0.04 0.02
0

0 10 20 30 40
Time (years) since infection

Figure 4. Former Edinburgh Royal Infirmary’s liver clinic of 387 HCV-infectees: estimate of hazard function for time
from HCV infection to cirrhosis obtained by kernel density estimation. Note: HCV ¼ hepatitis C virus.

Comparing with the conventional analysis, the proposed two-stage delay time models give bigger
estimates for a1 and b2 but smaller estimator for b1 and a2 . This suggests that the conventional
analysis may produce biased estimates because they ignore the delay in diagnosis of cirrhosis. With
an increase of the delay window (as w increases), this bias is substantially increased. The bias leads
to underestimation of Weibull scale parameter in the first stage and overestimation of that in the
second stage. Particularly, we note that the estimated shape parameter, b ^ from the two-stage
2
Weibull models are more than 1 while that from the conventional analysis is less than 1. The
former analyses indicate that HCV-related mortality rate increases as time goes on. This happens
if there is an accelerated ‘aging’ effect in the HCV progression. The correlated two-stage Weibull
models with different values of w show consistent positive values of b^1 . This means that the two
progression stages may be positively correlated but the estimates are not all significantly different
from 0. The lack of significance might be partly due to the limited sample size in the second stage
(63 cirrhosis cases with only 16 HCV-related death events). Indeed, there is slight difference between
the correlated two-stage model and the independent one in terms of a ^ and b
^1 , b ^ and the estimated
1 2
progression rate to cirrhosis. Therefore, to save the space, we only report the results from the
correlated two-stage model in the next subsection.

4.3 Estimating progression rates to cirrhosis and to HCV-related death


Estimates of the rates of progression to cirrhosis within a given number of years
(t1 ¼ 10, 15, 20, 25, 30, 35, 40) are presented in Table 7 for chosen values of w. They are in
comparison with those from the conventional analysis, which ignores the delay of cirrhosis

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Table 7. Edinburgh cohort data: estimates of cumulative progression rates to cirrhosis within 10, 15, 20, 25, 30, 35 and 40 years since infection

Conventional
Correlated two-stage delay time model analysis
Number of years
since infection w¼1 w¼2 w¼3 w¼4 w¼5 w¼6 w¼0
[PREPRINTER stage]
[1–18]

10 0.012 (0.003) 0.014 (0.004) 0.016 (0.005) 0.017 (0.005) 0.020 (0.006) 0.022 (0.006) 0.011 (0.003)
15 0.046 (0.009) 0.050 (0.010) 0.054 (0.010) 0.058 (0.011) 0.062 (0.011) 0.066 (0.012) 0.043 (0.009)
20 0.117 (0.016) 0.122 (0.016) 0.127 (0.017) 0.132 (0.017) 0.136 (0.018) 0.141 (0.018) 0.112 (0.016)
25 0.231 (0.025) 0.235 (0.026) 0.239 (0.026) 0.241 (0.026) 0.243 (0.027) 0.245 (0.027) 0.228 (0.025)
30 0.385 (0.039) 0.383 (0.040) 0.382 (0.040) 0.379 (0.040) 0.376 (0.040) 0.373 (0.040) 0.386 (0.039)
35 0.557 (0.055) 0.548 (0.055) 0.540 (0.056) 0.530 (0.056) 0.520 (0.056) 0.511 (0.056) 0.566 (0.055)
40 0.720 (0.063) 0.706 (0.065) 0.691 (0.066) 0.675 (0.067) 0.660 (0.067) 0.645 (0.068) 0.735 (0.062)

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diagnosis and the correlation between the two progression stages. We see that the single Weibull
model slightly underestimates progression rates within t1 years for t1 5 30 but overestimates it for
t1  30.
In the correlated two-stage delay time model, we allow mortality rates within a fixed number of
years since cirrhosis to be dependent on T1 . Here we consider two cases: T1 ¼ 15 representing a ‘rapid
progressor’ and T1 ¼ 30 representing a ‘normal progressor.’ Estimates of the mortality rates for
chosen values of w are given in Tables 8 and 9 for T1 ¼ 15 and T1 ¼ 30, respectively, and
compared to those from the conventional analysis. The results demonstrate that the effect of
ignoring the delay of diagnosis time leads to upwardly biased mortality rate estimates. The impact
is more obvious in estimating mortality rate for the ‘normal progressors’ group T1 ¼ 30 in Table 9,
which represents the majority since the estimated median incubation time to cirrhosis is between 30
and 35 years in Table 7.
In overall, when the delay is ignored, the bias in estimating cirrhosis-related morality rates is much
more than that in estimating the progression rate to cirrhosis. As the window of the delay time is
shortened (e.g. w ¼ 1), its impact might be negligible in stage 1 but is still considerable in stage 2.
Hence the proposed two-stage delay time model is desired particularly for making correct inference
about the second progression stage.

5 Discussion
We present a correlated two-stage delay time Weibull model to study the impact of delayed diagnosis
in estimating HCV progression to cirrhosis and to cirrhosis-related. The proposed method has been
applied to the previously reported Edinburgh hepatitis C cohort data and the results show that bias by
ignoring the delay of diagnosis time is likely slightly to underestimates the rate of progression to
cirrhosis within less than 30 years after infection but overestimates the more-than-30-years
progression rate to cirrhosis. The rate of progression from cirrhosis to HCV-related death is more
severely overestimated, for example, our new analysis suggests that 5-year mortality rate is 17–27%,
according to different choice of given values of maximum delay, while the conventional analysis gives
a much higher estimate at about 37%. Our simulation study confirmed that the conventional analysis
could lead to striking overestimation of progression rate from cirrhosis to death, though the bias due
to ignoring the delay is limited in making inference on progression to cirrhosis. The bias may also
result from ignorance of between-stages correlation or misspecification of delay time, but this is
relatively less.
We assume that the time of HCV infection is known precisely. A precise estimate of disease onset
may be established in a prospective study beginning with persons who develop acute hepatitis C under
observation.23 However, in a retrospective study, the HCV infection time is rarely known, and
their original exposure is usually presumed to be a first receipt of a transfusion or the first
percutaneous use of drugs.23 So the approximation of infection time might be subject to measure
errors within a couple of years. Its impact on the first stage should be minimal corresponding to a
more-than-30-years incubation period to cirrhosis. We have ignored this in the article and focus on the
impact of the delay of cirrhosis diagnosis particularly on the second stage.
We also assume that diagnosis will always occur before a HCV-related death and that there is no
competing risk. Although it is uncommon that HCV-related death occurs before development
of cirrhosis, a patient may die due to non HCV-related factors without the presence of cirrhosis.
An extension of our work is to incorporate competing risks into the two-stage delay time modelling
where death may occur before a definitive diagnosis. An additional case, where diagnosis of cirrhosis is
made postmortem, should also be considered.

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Table 8. Edinburgh cohort data: estimates of cumulative mortality rates within 1–8 years since cirrhosis for rapid progression type (T1 ¼ 15)

Conventional
Correlated two-stage delay time model analysis
Number of years
since cirrhosis w¼1 w¼2 w¼3 w¼4 w¼5 w¼6 w¼0
[PREPRINTER stage]
[1–18]

1 0.072 (0.032) 0.047 (0.025) 0.030 (0.019) 0.019 (0.015) 0.011 (0.011) 0.006 (0.008) 0.105 (0.034)
2 0.150 (0.047) 0.112 (0.041) 0.081 (0.035) 0.060 (0.031) 0.041 (0.026) 0.027 (0.022) 0.185 (0.045)
3 0.227 (0.059) 0.183 (0.052) 0.144 (0.046) 0.114 (0.042) 0.086 (0.039) 0.062 (0.036) 0.254 (0.054)
4 0.299 (0.069) 0.255 (0.061) 0.213 (0.055) 0.178 (0.051) 0.143 (0.048) 0.111 (0.046) 0.314 (0.063)
5 0.366 (0.080) 0.326 (0.072) 0.285 (0.065) 0.248 (0.059) 0.209 (0.055) 0.171 (0.053) 0.368 (0.072)
6 0.429 (0.090) 0.394 (0.083) 0.356 (0.076) 0.320 (0.069) 0.281 (0.063) 0.240 (0.060) 0.417 (0.081)
7 0.486 (0.100) 0.459 (0.094) 0.426 (0.088) 0.393 (0.081) 0.356 (0.074) 0.315 (0.069) 0.461 (0.089)
8 0.539 (0.108) 0.519 (0.104) 0.492 (0.100) 0.464 (0.094) 0.432 (0.088) 0.394 (0.082) 0.501 (0.097)

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Table 9. Edinburgh cohort data: estimates of cumulative mortality rates within 1 8 years since cirrhosis for normal progression type (T1 ¼ 30)

Conventional
Correlated two-stage delay time model analysis
Number of years
since cirrhosis w¼1 w¼2 w¼3 w¼4 w¼5 w¼6 w¼0
[PREPRINTER stage]
[1–18]

1 0.052 (0.028) 0.033 (0.021) 0.021 (0.015) 0.013 (0.011) 0.007 (0.008) 0.004 (0.005) 0.105 (0.034)
2 0.109 (0.049) 0.080 (0.040) 0.057 (0.033) 0.040 (0.027) 0.026 (0.021) 0.016 (0.016) 0.185 (0.045)
3 0.167 (0.068) 0.133 (0.059) 0.102 (0.051) 0.078 (0.044) 0.056 (0.037) 0.037 (0.030) 0.254 (0.054)
4 0.223 (0.087) 0.187 (0.078) 0.153 (0.069) 0.122 (0.061) 0.093 (0.054) 0.067 (0.046) 0.314 (0.063)
5 0.276 (0.105) 0.243 (0.097) 0.207 (0.089) 0.173 (0.080) 0.138 (0.072) 0.105 (0.064) 0.368 (0.072)
6 0.328 (0.121) 0.298 (0.116) 0.262 (0.109) 0.227 (0.100) 0.189 (0.092) 0.150 (0.083) 0.417 (0.081)
7 0.376 (0.137) 0.351 (0.133) 0.319 (0.128) 0.283 (0.121) 0.244 (0.113) 0.201 (0.104) 0.461 (0.089)
8 0.422 (0.150) 0.403 (0.150) 0.374 (0.147) 0.340 (0.141) 0.302 (0.134) 0.257 (0.126) 0.501 (0.097)

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There is a potential for the frequency and timing of the biopsy examinations to be related to
development of symptoms and hence dependent on the disease progression process, making the
censoring process informative. Recently, Sweeting et al.24 developed a multistate Markov model
for disease progression in the presence of informative censoring. They used a likelihood-based
approach by assuming that the censoring process is ignorable only after conditioning on an
observed auxiliary variable. An extension of our delay time model to incorporate informative
censoring is a topic of future research. Other topics for future work include selection of the delay
time parameter w. This is a practical issue when we do not have information on d1 in HCV study. In a
later working paper, we consider diagnostic checking of a multistage delay time regression model,
suggesting criterion statistic to select an optimal w, which fits the data best.

Acknowledgment
The authors would like to thank Professor Sheila M. Bird for her valuable comments and suggestions on an
earlier version of this manuscript. We are also grateful for helpful comments of two referees.

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