Author: Keaven Anderson, Yujie Zhao

# Using the Magirr-Burman weights for testing

#### Keaven Anderson, Yujie Zhao

## Introduction

Magirr and Burman (2019) implemented a modestly weighted logrank test with the following claim:

> Tests from this new class can be constructed to have high power under a delayed-onset treatment effect scenario, as well as being almost as efficient as the standard logrank test under proportional hazards.

They have implemented this in the package modestWLRT. Since the implementation is relatively straightforward, we have added this functionality to the simtrial package and explain how to use it here with the `mb_weight()` function.

Packages used are as follows:

    library(simtrial)
    library(dplyr)
    library(survival)

## Simulating a delayed effect example

First, we specify study duration, sample size and enrollment rates. The enrollment rate is assumed constant during the enrollment period until the targeted sample size is reached. For failure rates, we consider the delayed treatment effect example of Magirr and Burman (2019). The control group has an exponential failure rate with a median of 15 months. For the initial 6 months, the underlying hazard ratio is one followed by a hazard ratio of 0.7 thereafter. This differs from the Magirr and Burman (2019) delayed effect assumptions only in that they assume a hazard ratio of 0.5 after 6 months.

    study_duration <- 36
    sample_size <- 300
    enroll_rate <- data.frame(duration = 12, rate = 200 / 12)
    fail_rate <- data.frame(
      stratum = c("All", "All"),
      duration = c(6, 36),
      fail_rate = c(log(2) / 15, log(2) / 15),
      hr = c(1, .7),
      dropout_rate = c(0, 0)
    )

Now we generate a single dataset with the above characteristics and cut data for analysis at 36 months post start of enrollment. Then we plot Kaplan-Meier curves for the resulting dataset (red curve for experimental treatment, black for control):

    set.seed(7789)
    xpar <- to_sim_pw_surv(fail_rate)
    MBdelay <- sim_pw_surv(
      n = sample_size,
      stratum = data.frame(stratum = "All", p = 1),
      block = c(rep("control", 2), rep("experimental", 2)),
      enroll_rate = enroll_rate,
      fail_rate = xpar$fail_rate,
      dropout_rate = xpar$dropout_rate
    ) |>
      cut_data_by_date(study_duration)
    fit <- survfit(Surv(tte, event) ~ treatment, data = MBdelay)
    plot(fit, col = 1:2, mark = "|", xaxt = "n")
    axis(1, xaxp = c(0, 36, 6))

## Generalizing the Magirr-Burman test

Next, we consider the Magirr (2021) extension of the modestly weighted logrank test (MWLRT) of Magirr and Burman (2019) where we have weights as follows:

\[w(t, \tau, w_{\max}) = \min\left(w_{\max},\left(\frac{1}{S(\min(t,\tau))}\right)\right).\]

This requires generating weights and then computing the test. We begin with the default of `w_max=Inf` which corresponds to the original Magirr and Burman (2019) test and set the time until maximum weight \(\tau\) with `delay = 6`.

    ZMB <- MBdelay |>
      wlr(weight = mb(delay = 6))
    # Compute p-value of modestly weighted logrank of Magirr-Burman
    pnorm(ZMB$z, lower.tail = FALSE)
    #> [1] 0.1395378

Now we set the maximum weight to be 2 as in Magirr (2021) and set the `delay=Inf` so that the maximum weight begins at the observed median of the observed combined treatment Kaplan-Meier curve.

    ZMB <- MBdelay |>
      wlr(weight = mb(delay = Inf, w_max = 2))
    # Compute p-value of modestly weighted logrank of Magirr-Burman
    pnorm(ZMB$z, lower.tail = FALSE)
    #> [1] 0.1387672

Another way this can be done is with a generalized Fleming-Harrington test with

\[w(t; \rho, \gamma, w_{\max})= \min((1-F(t))^\rho F(t)^\gamma, w_{\max})).\]

and let \(\gamma=0, \rho = -1/2.\)

    w_max <- 2
    Z_modified_FH <- MBdelay |>
      counting_process(arm = "experimental") |>
      mutate(w = pmin(w_max, 1 / s)) |>
      summarize(
        S = sum(o_minus_e * w),
        V = sum(var_o_minus_e * w^2),
        z = S / sqrt(V)
      )
    # Compute p-value of modestly weighted logrank of Magirr-Burman
    pnorm(Z_modified_FH$z)
    #> [1] 0.1387672

### Freidlin and Korn strong null hypothesis example

For the next example, underlying survival is uniformly worse in the experimental group compared to control throughout the planned follow-up. This was presented by Freidlin and Korn (2019). For this case, we have a hazard ratio of 16 for 1/10 of 1 year (1.2 months), followed by a hazard ratio of 0.76 thereafter.

First, we specify study duration, sample size and enrollment rates. The enrollment rate is assumed constant during the enrollment period until the targeted sample size is reached. For failure rates, we consider the delayed treatment effect example of Magirr and Burman (2019).

    study_duration <- 5
    sample_size <- 2000
    enroll_duration <- .0001
    enroll_rate <- data.frame(
      duration = enroll_duration,
      rate = sample_size / enroll_duration
    )
    fail_rate <- data.frame(
      stratum = "All",
      fail_rate = 0.25,
      dropout_rate = 0,
      hr = c(4 / .25, .19 / .25),
      duration = c(.1, 4.9)
    )

Now we generate a single dataset with the above characteristics and cut data for analysis at 5 years post start of enrollment. Then we plot Kaplan-Meier curves for the resulting dataset (red curve for experimental treatment, black for control):

    set.seed(7783)
    xpar <- to_sim_pw_surv(fail_rate)
    FHwn <- sim_pw_surv(
      n = sample_size,
      stratum = data.frame(stratum = "All", p = 1),
      block = c(rep("control", 2), rep("experimental", 2)),
      enroll_rate = enroll_rate,
      fail_rate = xpar$fail_rate,
      dropout_rate = xpar$dropout_rate
    ) |>
      cut_data_by_date(study_duration)
    fit <- survfit(Surv(tte, event) ~ treatment, data = FHwn)
    plot(fit, col = 1:2, mark = "|", xaxt = "n")
    axis(1, xaxp = c(0, 36, 6))

We perform a logrank and weighted logrank tests as suggested for more limited downweighting by follows, and a MaxCombo test with these component tests, we have p-value of:

    xx <- FHwn |>
      maxcombo(rho = c(0, 0, 1), gamma = c(0, 1, 1))
    xx
    #> $method
    #> [1] "MaxCombo"
    #>
    #> $parameter
    #> [1] "FH(0, 0) + FH(0, 1) + FH(1, 1)"
    #>
    #> $z
    #> [1]  4.808526 -3.204735 -1.220445
    #>
    #> $p_value
    #> [1] 0.001256683

Next, we consider the Magirr and Burman (2019) modestly weighted logrank test with down-weighting specified for the first 6 months but a maximum weight of 2. This requires generating weights and then computing the test.

    ZMB <- FHwn |>
      wlr(weight = mb(delay = 6, w_max = 2))

    # Compute p-value of modestly weighted logrank of Magirr-Burman
    pnorm(ZMB$z, lower.tail = FALSE)
    #> [1] 0.920727

Finally, we consider weighted logrank tests with less down-weighting. Results are quite similar to the results with greater down-weighting. We have p-value of

    xx <- FHwn |>
      maxcombo(rho = c(0, 0, .5), gamma = c(0, .5, .5))
    xx
    #> $method
    #> [1] "MaxCombo"
    #>
    #> $parameter
    #> [1] "FH(0, 0) + FH(0, 0.5) + FH(0.5, 0.5)"
    #>
    #> $z
    #> [1]  4.8085258 -0.6919228  0.9278452
    #>
    #> $p_value
    #> [1] 0.2915952

Thus, with less down-weighting the MaxCombo test appears less problematic. This is addressed at greater length in Mukhopadhyay et al. (2022).

## References

Freidlin, Boris, and Edward L Korn. 2019. “Methods for Accommodating Nonproportional Hazards in Clinical Trials: Ready for the Primary Analysis?” Journal of Clinical Oncology 37 (35): 3455–59.
Magirr, Dominic. 2021. “Non-Proportional Hazards in Immuno-Oncology: Is an Old Perspective Needed?” Pharmaceutical Statistics 20 (3): 512–27.
Magirr, Dominic, and Carl-Fredrik Burman. 2019. “Modestly Weighted Logrank Tests.” Statistics in Medicine 38 (20): 3782–90.
Mukhopadhyay, Pralay, Jiabu Ye, Keaven M Anderson, Satrajit Roychoudhury, Eric H Rubin, Susan Halabi, and Richard J Chappell. 2022. “Log-Rank Test Vs MaxCombo and Difference in Restricted Mean Survival Time Tests for Comparing Survival Under Nonproportional Hazards in Immuno-Oncology Trials: A Systematic Review and Meta-Analysis.” JAMA Oncology.