Smoothing spline-based score tests for proportional hazards models

We propose "score-type" tests for the proportional hazards assumption and for covariate effects in the Cox model using the natural smoothing spline representation of the corresponding nonparametric functions of time or covariate. The tests are based on the penalized partial likelihood and are derived by viewing the inverse of the smoothing parameter as a variance component and testing an equivalent null hypothesis that the variance component is zero. We show that the tests have a size close to the nominal level and good power against general alternatives, and we apply them to data from a cancer clinical trial.     

Semiparametric regression for periodic longitudinal hormone data from multiple menstrual cycles

We consider semiparametric regression for periodic longitudinal data. Parametric fixed effects are used to model the covariate effects and a periodic nonparametric smooth function is used to model the time effect. The within-subject correlation is modeled using subject-specific random effects and a random stochastic process with a periodic variance function. We use maximum penalized likelihood to estimate the regression coefficients and the periodic nonparametric time function, whose estimator is shown to be a periodic cubic smoothing spline. We use restricted maximum likelihood to simultaneously estimate the smoothing parameter and the variance components. We show that all model parameters can be easily obtained by fitting a linear mixed model. A common problem in the analysis of longitudinal data is to compare the time profiles of two groups, e.g., between treatment and placebo. We develop a scaled chi-squared test for the equality of two nonparametric time functions. The proposed model and the test are illustrated by analyzing hormone data collected during two consecutive menstrual cycles and their performance is evaluated through simulations.     

Generalized linear mixed models with varying coefficients for longitudinal data

The routinely assumed parametric functional form in the linear predictor of a generalized linear mixed model for longitudinal data may be too restrictive to represent true underlying covariate effects. We relax this assumption by representing these covariate effects by smooth but otherwise arbitrary functions of time, with random effects used to model the correlation induced by among-subject and within-subject variation. Due to the usually intractable integration involved in evaluating the quasi-likelihood function, the double penalized quasi-likelihood (DPQL) approach of Lin and Zhang (1999, Journal of the Royal Statistical Society, Series B61, 381-400) is used to estimate the varying coefficients and the variance components simultaneously by representing a nonparametric function by a linear combination of fixed effects and random effects. A scaled chi-squared test based on the mixed model representation of the proposed model is developed to test whether an underlying varying coefficient is a polynomial of certain degree. We evaluate the performance of the procedures through simulation studies and illustrate their application with Indonesian children infectious disease data.     

Normal frailty probit model for clustered interval‐censored failure time data

Clustered interval‐censored data commonly arise in many studies of biomedical research where the failure time of interest is subject to interval‐censoring and subjects are correlated for being in the same cluster. A new semiparametric frailty probit regression model is proposed to study covariate effects on the failure time by accounting for the intracluster dependence. Under the proposed normal frailty probit model, the marginal distribution of the failure time is a semiparametric probit model, the regression parameters can be interpreted as both the conditional covariate effects given frailty and the marginal covariate effects up to a multiplicative constant, and the intracluster association can be summarized by two nonparametric measures in simple and explicit form. A fully Bayesian estimation approach is developed based on the use of monotone splines for the unknown nondecreasing function and a data augmentation using normal latent variables. The proposed Gibbs sampler is straightforward to implement since all unknowns have standard form in their full conditional distributions. The proposed method performs very well in estimating the regression parameters as well as the intracluster association, and the method is robust to frailty distribution misspecifications as shown in our simulation studies. Two real‐life data sets are analyzed for illustration.     

Bayesian Inference in Semiparametric Mixed Models for Longitudinal Data

Summary .  We consider Bayesian inference in semiparametric mixed models (SPMMs) for longitudinal data. SPMMs are a class of models that use a nonparametric function to model a time effect, a parametric function to model other covariate effects, and parametric or nonparametric random effects to account for the within-subject correlation. We model the nonparametric function using a Bayesian formulation of a cubic smoothing spline, and the random effect distribution using a normal distribution and alternatively a nonparametric Dirichlet process (DP) prior. When the random effect distribution is assumed to be normal, we propose a uniform shrinkage prior (USP) for the variance components and the smoothing parameter. When the random effect distribution is modeled nonparametrically, we use a DP prior with a normal base measure and propose a USP for the hyperparameters of the DP base measure. We argue that the commonly assumed DP prior implies a nonzero mean of the random effect distribution, even when a base measure with mean zero is specified. This implies weak identifiability for the fixed effects, and can therefore lead to biased estimators and poor inference for the regression coefficients and the spline estimator of the nonparametric function. We propose an adjustment using a postprocessing technique. We show that under mild conditions the posterior is proper under the proposed USP, a flat prior for the fixed effect parameters, and an improper prior for the residual variance. We illustrate the proposed approach using a longitudinal hormone dataset, and carry out extensive simulation studies to compare its finite sample performance with existing methods.     

Smoothing spline ANOVA frailty model for recurrent event data

Gap time hazard estimation is of particular interest in recurrent event data. This article proposes a fully nonparametric approach for estimating the gap time hazard. Smoothing spline analysis of variance (ANOVA) decompositions are used to model the log gap time hazard as a joint function of gap time and covariates, and general frailty is introduced to account for between-subject heterogeneity and within-subject correlation. We estimate the nonparametric gap time hazard function and parameters in the frailty distribution using a combination of the Newton-Raphson procedure, the stochastic approximation algorithm (SAA), and the Markov chain Monte Carlo (MCMC) method. The convergence of the algorithm is guaranteed by decreasing the step size of parameter update and/or increasing the MCMC sample size along iterations. Model selection procedure is also developed to identify negligible components in a functional ANOVA decomposition of the log gap time hazard. We evaluate the proposed methods with simulation studies and illustrate its use through the analysis of bladder tumor data.     

Nonparametrically Weighted Least Squares Estimation in Heteroscedastic Linear Regression

The weights used in iterative weighted least squares (IWLS) regression are usually estimated parametrically using a working model for the error variance. When the variance function is misspecified, the IWLS estimates of the regression coefficients β are still asymptotically consistent but there is some loss in efficiency. Since second moments can be quite hard to model, it makes sense to estimate the error variances nonparametrically and to employ weights inversely proportional to the estimated variances in computing the WLS estimate for β. Surprisingly, this approach had not received much attention in the literature. The aim of this note is to demonstrate that such a procedure can be implemented easily in S-plus using standard functions with default options making it suitable for routine applications. The particular smoothing method that we use is local polynomial regression applied to the logarithm of the squared residuals but other smoothers can be tried as well. The proposed procedure is applied to data on the use of two different assay methods for a hormone. Efficiency calculations based on the estimated model show that the nonparametric IWLS estimates are more efficient than the parametric IWLS estimates based on three different plausible working models for the variance function. The proposed estimators also perform well in a simulation study using both parametric and nonparametric variance functions as well as normal and gamma errors.     

Covariate-adjusted varying coefficient models

Covariate-adjusted regression was recently proposed for situations where both predictors and response in a regression model are not directly observed, but are observed after being contaminated by unknown functions of a common observable covariate. The method has been appealing because of its flexibility in targeting the regression coefficients under different forms of distortion. We extend this methodology proposed for regression into the framework of varying coefficient models, where the goal is to target the covariate-adjusted relationship between longitudinal variables. The proposed method of covariate-adjusted varying coefficient model (CAVCM) is illustrated with an analysis of a longitudinal data set containing calcium absorbtion and intake measurements on 188 subjects. We estimate the age-dependent relationship between these two variables adjusted for the covariate body surface area. Simulation studies demonstrate the flexibility of CAVCM in handling different forms of distortion in the longitudinal setting.     

Varying coefficient model with unknown within-subject covariance for analysis of tumor growth curves

SUMMARY: In this article we develop a nonparametric estimation procedure for the varying coefficient model when the within-subject covariance is unknown. Extending the idea of iterative reweighted least squares to the functional setting, we iterate between estimating the coefficients conditional on the covariance and estimating the functional covariance conditional on the coefficients. Smoothing splines for correlated errors are used to estimate the functional coefficients with smoothing parameters selected via the generalized maximum likelihood. The covariance is nonparametrically estimated using a penalized estimator with smoothing parameters chosen via a Kullback-Leibler criterion. Empirical properties of the proposed method are demonstrated in simulations and the method is applied to the data collected from an ovarian tumor study in mice to analyze the effects of different chemotherapy treatments on the volumes of two classes of tumors.     

Semiparametric modeling of longitudinal measurements and time-to-event data--a two-stage regression calibration approach

SUMMARY: In this article we investigate regression calibration methods to jointly model longitudinal and survival data using a semiparametric longitudinal model and a proportional hazards model. In the longitudinal model, a biomarker is assumed to follow a semiparametric mixed model where covariate effects are modeled parametrically and subject-specific time profiles are modeled nonparametrially using a population smoothing spline and subject-specific random stochastic processes. The Cox model is assumed for survival data by including both the current measure and the rate of change of the underlying longitudinal trajectories as covariates, as motivated by a prostate cancer study application. We develop a two-stage semiparametric regression calibration (RC) method. Two variations of the RC method are considered, risk set regression calibration and a computationally simpler ordinary regression calibration. Simulation results show that the two-stage RC approach performs well in practice and effectively corrects the bias from the naive method. We apply the proposed methods to the analysis of a dataset for evaluating the effects of the longitudinal biomarker PSA on the recurrence of prostate cancer.     

Bayesian nonparametric regression analysis of data with random effects covariates from longitudinal measurements

We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves.     

Semiparametric regression in capture-recapture modeling

Capture-recapture models were developed to estimate survival using data arising from marking and monitoring wild animals over time. Variation in survival may be explained by incorporating relevant covariates. We propose nonparametric and semiparametric regression methods for estimating survival in capture-recapture models. A fully Bayesian approach using Markov chain Monte Carlo simulations was employed to estimate the model parameters. The work is illustrated by a study of Snow petrels, in which survival probabilities are expressed as nonlinear functions of a climate covariate, using data from a 40-year study on marked individuals, nesting at Petrels Island, Terre Adélie.     

A partial likelihood approach to smooth estimation of dynamic covariate effects using penalised splines

Survival data are often modelled by the Cox proportional hazards model, which assumes that covariate effects are constant over time. In recent years however, several new approaches have been suggested which allow covariate effects to vary with time. Non-proportional hazard functions, with covariate effects changing dynamically, can be fitted using penalised spline (P-spline) smoothing. By utilising the link between P-spline smoothing and generalised linear mixed models, the smoothing parameters steering the amount of smoothing can be selected. A hybrid routine, combining the mixed model approach with a classical Akaike criterion, is suggested. This approach is evaluated with simulations and applied to data from the West of Scotland Coronary Prevention Study.     

Mixtures of varying coefficient models for longitudinal data with discrete or continuous nonignorable dropout

The analysis of longitudinal repeated measures data is frequently complicated by missing data due to informative dropout. We describe a mixture model for joint distribution for longitudinal repeated measures, where the dropout distribution may be continuous and the dependence between response and dropout is semiparametric. Specifically, we assume that responses follow a varying coefficient random effects model conditional on dropout time, where the regression coefficients depend on dropout time through unspecified nonparametric functions that are estimated using step functions when dropout time is discrete (e.g., for panel data) and using smoothing splines when dropout time is continuous. Inference under the proposed semiparametric model is hence more robust than the parametric conditional linear model. The unconditional distribution of the repeated measures is a mixture over the dropout distribution. We show that estimation in the semiparametric varying coefficient mixture model can proceed by fitting a parametric mixed effects model and can be carried out on standard software platforms such as SAS. The model is used to analyze data from a recent AIDS clinical trial and its performance is evaluated using simulations.     

Robust estimation for ordinary differential equation models

Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data.     

Two-component mixture cure rate model with spline estimated nonparametric components

Summary In some survival analysis of medical studies, there are often long-term survivors who can be considered as permanently cured. The goals in these studies are to estimate the noncured probability of the whole population and the hazard rate of the susceptible subpopulation. When covariates are present as often happens in practice, to understand covariate effects on the noncured probability and hazard rate is of equal importance. The existing methods are limited to parametric and semiparametric models. We propose a two-component mixture cure rate model with nonparametric forms for both the cure probability and the hazard rate function. Identifiability of the model is guaranteed by an additive assumption that allows no time-covariate interactions in the logarithm of hazard rate. Estimation is carried out by an expectation-maximization algorithm on maximizing a penalized likelihood. For inferential purpose, we apply the Louis formula to obtain point-wise confidence intervals for noncured probability and hazard rate. Asymptotic convergence rates of our function estimates are established. We then evaluate the proposed method by extensive simulations. We analyze the survival data from a melanoma study and find interesting patterns for this study.     

Using local correlation in kernel-based smoothers for dependent data

We consider the general problem of smoothing correlated data to estimate the nonparametric mean function when a random, but bounded, number of measurements is available for each independent subject. We propose a simple extension to the local polynomial regression smoother that retains the asymptotic properties of the working independence estimator, while typically reducing both the conditional bias and variance for practical sample sizes, as demonstrated by exact calculations for some particular models. We illustrate our method by smoothing longitudinal functional decline data for 100 patients with Huntington's disease. The class of local polynomial kernel-based estimating equations previously considered in the literature is shown to use the global correlation structure in an apparently detrimental way, which explains why some previous attempts to incorporate correlation were found to be asymptotically inferior to the working independence estimator.     

Goodness-of-fit tests in proportional hazards models with random effects

This paper deals with testing the functional form of the covariate effects in a Cox proportional hazards model with random effects. We assume that the responses are clustered and incomplete due to right censoring. The estimation of the model under the null (parametric covariate effect) and the alternative (nonparametric effect) is performed using the full marginal likelihood. Under the alternative, the nonparametric covariate effects are estimated using orthogonal expansions. The test statistic is the likelihood ratio statistic, and its distribution is approximated using a bootstrap method. The performance of the proposed testing procedure is studied through simulations. The method is also applied on two real data sets one from biomedical research and one from veterinary medicine.     

Functional mixed-effects model for periodic data

Periodic data are frequently collected in biomedical experiments. We consider the underlying periodic curves giving rise to these data, and account for the periodicity in their functional model to improve estimation and inference. We propose to incorporate the periodic constraint in the functional mixed-effects model setting. Both the fixed functional effects and random functional effects are modeled in the same periodic functional space, hence the population-average estimates and subject-specific predictions are all periodic. An efficient algorithm is given to estimate the proposed model by an O(N) modified Kalman filtering and smoothing algorithm. The proposed method is evaluated in different scenarios through simulations. Treatments to none-full period data and missing observations along the period are also given. Analysis of a cortisol data set obtained from a study on fibromyalgia is conducted as illustration.     

Two-stage functional mixed models for evaluating the effect of longitudinal covariate profiles on a scalar outcome

The Daily Hormone Study, a substudy of the Study of Women's Health Across the Nation (SWAN) consisting of more than 600 pre- and perimenopausal women, includes a scalar measure of total hip bone mineral density (BMD) together with repeated measures of creatinine-adjusted follicle stimulating hormone (FSH) assayed from daily urine samples collected over one menstrual cycle. It is of scientific interest to investigate the effect of the FSH time profile during a menstrual cycle on total hip BMD, adjusting for age and body mass index. The statistical analysis is challenged by several features of the data: (1) the covariate FSH is measured longitudinally and its effect on the scalar outcome BMD may be complex; (2) due to varying menstrual cycle lengths, subjects have unbalanced longitudinal measures of FSH; and (3) the longitudinal measures of FSH are subject to considerable among- and within-subject variations and measurement errors. We propose a measurement error partial functional linear model, where repeated measures of FSH are modeled using a functional mixed effects model and the effect of the FSH time profile on BMD is modeled using a partial functional linear model by treating the unobserved true subject-specific FSH time profile as a functional covariate. We develop a two-stage nonparametric regression calibration method using period smoothing splines. Using the connection between smoothing splines and mixed models, we show that a key feature of our approach is that estimation at both stages can be conveniently cast into a unified mixed model framework. A simple testing procedure for constant functional covariate effect is also proposed. The proposed methods are evaluated using simulation studies and applied to the SWAN data.