Neural Network for Correlated Survival Outcomes Using Frailty Model

Extensive literature has been proposed for the analysis of correlated survival data. Subjects within a cluster share some common characteristics, e.g., genetic and environmental factors, so their time-to-event outcomes are correlated. The frailty model under proportional hazards assumption has been widely applied for the analysis of clustered survival outcomes. However, the prediction performance of this method can be less satisfactory when the risk factors have complicated effects, e.g., nonlinear and interactive. To deal with these issues, we propose a neural network frailty Cox model that replaces the linear risk function with the output of a feed-forward neural network. The estimation is based on quasi-likelihood using Laplace approximation. A simulation study suggests that the proposed method has the best performance compared with existing methods. The method is applied to the clustered time-to-failure prediction within the kidney transplantation facility using the national kidney transplant registry data from the U.S. Organ Procurement and Transplantation Network. All computer programs are available at https://github.com/rivenzhou/deep_learning_clustered.