Abstract
Determining whether a surrogate marker can be used to replace a primary outcome
in a clinical study is complex. While many statistical methods have been developed to
formally evaluate a surrogate marker, they generally do not provide a way to examine
potential heterogeneity in the utility of a surrogate marker. Similar to treatment eect
heterogeneity, where the eect of a treatment varies based on a patient characteristic,
heterogeneity in surrogacy means that the strength or utility of the surrogate marker
varies based on a patient characteristic. The small number of methods that have been
recently developed to examine such heterogeneity cannot accommodate censored time-
to-event outcomes. Studies with a censored time-to-event outcome are typically the
studies that could most benet from a surrogate marker because the follow-up time
is often quite long. Thus, the development of methods for this setting is essential. In
this paper, we develop a robust nonparametric approach to assess heterogeneity in the
utility of a surrogate marker with respect to a baseline variable in a censored time-to-
event outcome setting. In addition, we propose and evaluate a testing procedure to
formally test for heterogeneity. The proposed approach can be used to examine and
test for heterogeneity at a single time point or across multiple time points simultane-
ously. Finite sample performance of our estimation and testing procedure are examined
in a simulation study. We use our proposed method to provide new insight into the
complex relationship between change in fasting plasma glucose, diabetes, and sex hor-
mones using data from the Diabetes Prevention Program (DPP) study. Specically, we
examine the heterogeneity of fasting plasma glucose as a surrogate for time to diabetes
with respect to sex hormone binding globulin (SHBG).
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