Dose Response Analysis Using Robust Covariance Estimation

A dose response analysis is robustified by estimating the asymptotic covariance of the fitted model parameters by the approximate information sandwich (a sandwich statistic) under a heterogeneous variance. The robust method is described by using a nonlinear four‐parameter regression model. The usual, robust, bootstrap, and jackknife estimates of the asymptotic variance are examined for the bioassay data. Under the response of a normal distribution with changing variances over the dose levels, the performance of the usual and robust variances is investigated by Monte Carlo study. It confirms the robustness of the sandwich estimate and shows the non‐accuracy of the usual asymptotic variance estimates of fitted model parameters under the different forms of nonconstant variance structures.     

Estimation of genetic covariance from joint offspring-parent and sib-sib statistics

Formulae for calculating the variances and covariances of estimates of genetic variance or covariance from offspring-parent and sib covariance data are presented. The model consists of a one-way classification of families with unequal numbers of offspring, where normally distributed traits x (a parental measure), y and z (offspring measures) are recorded. Procedures for pooling offspring-parent and sib covariance estimators are discussed. An application of the results to estimating genetic variance is presented, and the offspring-parent and sib covariance estimators and a pooled statistic are compared in terms of exact and asymptotic formulae. Implications for experimental design and allocation of experimental resources are also reported.     

Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups

When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation.     

Longitudinal analysis of pre- and post-treatment measurements with equal baseline assumptions in randomized trials

For continuous variables of randomized controlled trials, recently, longitudinal analysis of pre- and posttreatment measurements as bivariate responses is one of analytical methods to compare two treatment groups. Under random allocation, means and variances of pretreatment measurements are expected to be equal between groups, but covariances and posttreatment variances are not. Under random allocation with unequal covariances and posttreatment variances, we compared asymptotic variances of the treatment effect estimators in three longitudinal models. The data-generating model has equal baseline means and variances, and unequal covariances and posttreatment variances. The model with equal baseline means and unequal variance–covariance matrices has a redundant parameter. In large sample sizes, these two models keep a nominal type I error rate and have high efficiency. The model with equal baseline means and equal variance–covariance matrices wrongly assumes equal covariances and posttreatment variances. Only under equal sample sizes, this model keeps a nominal type I error rate. This model has the same high efficiency with the data-generating model under equal sample sizes. In conclusion, longitudinal analysis with equal baseline means performed well in large sample sizes. We also compared asymptotic properties of longitudinal models with those of the analysis of covariance (ANCOVA) and t-test.     

Variances of selection differentials in normal samples.

Standardized variances of selection differentials are defined in general and then considered in detail for the case of directional selection on the basis of normally distributed test scores. Symmetry properties, bounds and asymptotic values for the variances are derived. The results are used to investigate the variance of response to selection.     

Multibreed analysis by splitting the breeding values

An equivalent model for multibreed variance covariance estimation is presented. It considers the additive case including or not the segregation variances. The model is based on splitting the additive genetic values in several independent parts depending on their genetic origin. For each part, it expresses the covariance between relatives as a partial numerator relationship matrix times the corresponding variance component. Estimation of fixed effects, random effects or variance components provided by the model are as simple as any model including several random factors. We present a small example describing the mixed model equations for genetic evaluations and two simulated examples to illustrate the Bayesian variance component estimation.     

Attributable risk estimation from case-control data via logistic regression.

By fitting an unconditional logistic regression model to unmatched case-control data, an estimate of the joint population attributable risk for the factor included is obtained. This estimate and its asymptotic variance can easily be computed from the intercept parameter and its asymptotic variance. A generalization to the analysis of stratified data with large strata enables the calculation of stratum-specific attributable risks and their variances via stratum-specific intercept parameters. If sampling of cases is independent of strata, an estimate of the summary attributable risk and its asymptotic variance may be obtained as a weighted sum of the stratum-specific attributable risks.     

An alternative derivation of Harville's restricted log likelihood function for variance component estimation

Estimation of variance components in linear mixed models is important in clinical trial and longitudinal data analysis. It is also important in animal and plant breeding for accurately partitioning total phenotypic variance into genetic and environmental variances. Restricted maximum likelihood (REML) method is often preferred over the maximum likelihood (ML) method for variance component estimation because REML takes into account the lost degree of freedom resulting from estimating the fixed effects. The original restricted likelihood function involves a linear transformation of the original response variable (a collection of error contrasts). Harville's final form of the restricted likelihood function does not involve the transformation and thus is much easier to manipulate than the original restricted likelihood function. There are several different ways to show that the two forms of the restricted likelihood are equivalent. In this study, I present a much simpler way to derive Harville's restricted likelihood function. I first treat the fixed effects as random effects and call such a mixed model a pseudo random model (PDRM). I then construct a likelihood function for the PDRM. Finally, I let the variance of the pseudo random effects be infinity and show that the limit of the likelihood function of the PDRM is the restricted likelihood function.     

A general approach to mixed effects modeling of residual variances in generalized linear mixed models

We propose a general Bayesian approach to heteroskedastic error modeling for generalized linear mixed models (GLMM) in which linked functions of conditional means and residual variances are specified as separate linear combinations of fixed and random effects. We focus on the linear mixed model (LMM) analysis of birth weight (BW) and the cumulative probit mixed model (CPMM) analysis of calving ease (CE). The deviance information criterion (DIC) was demonstrated to be useful in correctly choosing between homoskedastic and heteroskedastic error GLMM for both traits when data was generated according to a mixed model specification for both location parameters and residual variances. Heteroskedastic error LMM and CPMM were fitted, respectively, to BW and CE data on 8847 Italian Piemontese first parity dams in which residual variances were modeled as functions of fixed calf sex and random herd effects. The posterior mean residual variance for male calves was over 40% greater than that for female calves for both traits. Also, the posterior means of the standard deviation of the herd-specific variance ratios (relative to a unitary baseline) were estimated to be 0.60 ± 0.09 for BW and 0.74 ± 0.14 for CE. For both traits, the heteroskedastic error LMM and CPMM were chosen over their homoskedastic error counterparts based on DIC values.     

CLUSTERING POPULATIONS BY MIXED LINEAR MODELS

INTRODUCTIONInevolutionstudiesandplant(oranimal)breedingresearch,clusteranalysesarewidelyusedforgroupingpopulations.Therehavebeenalotofmethodsdevelopedforgroupingpopulations(SneathandSokal,1973;Eve-ritt,1993).Variousmethodsaredifferedinthewaysfordistance(…     

Genetic steady-state under BLUP selection for an infinite and homogeneous population with discrete generations

A matrix derivation is proposed to analytically calculate the asymptotic genetic variance-covariance matrix under BLUP selection according to the initial genetic parameters in a large population with discrete generations. The asymptotic genetic evolution of a homogeneous population with discrete generations is calculated for a selection operating on an index including all information (pedigree and records) from a non-inbred and unselected base population (BLUP selection) or on an index restricted to records of a few ancestral generations. Under the first hypothesis, the prediction error variance of the selection index is independent of selection and is calculated from the genetic parameters of the base population. Under the second hypothesis, the prediction error variance depends on selection. Furthermore, records of several generations of ancestors of the candidates for selection must be used to maintain a constant prediction error variance over time. The number of ancestral generations needed depends on the population structure and on the occurrence of fixed effects. Without fixed effects to estimate, accounting for two generations of ancestors is sufficient to estimate the asymptotic prediction error variance. The amassing of information from an unselected base population proves to be important in order not to overestimate the asymptotic genetic gains and not to underestimate the asymptotic genetic variances.     

Using calibration weighting to adjust for nonresponse under a plausible model

When we estimate the population total for a survey variableor variables, calibration forces the weighted estimates of certaincovariates to match known or alternatively estimated populationtotals called benchmarks. Calibration can be used to correctfor sample-survey nonresponse, or for coverage error resultingfrom frame undercoverage or unit duplication. The quasi-randomizationtheory supporting its use in nonresponse adjustment treats responseas an additional phase of random sampling. The functional formof a quasi-random response model is assumed to be known, itsparameter values estimated implicitly through the creation ofcalibration weights. Unfortunately, calibration depends uponknown benchmark totals while the covariates in a plausible modelfor survey response may not be the benchmark covariates. Moreover,it may be prudent to keep the number of covariates in a responsemodel small. We use calibration to adjust for nonresponse whenthe benchmark model and covariates may differ, provided thenumber of the former is at least as great as that of the latter.We discuss the estimation of a total for a vector of surveyvariables that do not include the benchmark covariates, butthat may include some of the model covariates. We show how tomeasure both the additional asymptotic variance due to the nonresponsein a calibration-weighted estimator and the full asymptoticvariance of the estimator itself. All variances are determinedwith respect to the randomization mechanism used to select thesample, the response model generating the subset of sample respondents,or both. Data from the U.S. National Agricultural StatisticalService's 2002 Census of Agriculture and simulations are usedto illustrate alternative adjustments for nonresponse. The paperconcludes with some remarks about adjustment for coverage error.     

An application of a mixed-effects location scale model for analysis of Ecological Momentary Assessment (EMA) data

Summary .   For longitudinal data, mixed models include random subject effects to indicate how subjects influence their responses over repeated assessments. The error variance and the variance of the random effects are usually considered to be homogeneous. These variance terms characterize the within-subjects (i.e., error variance) and between-subjects (i.e., random-effects variance) variation in the data. In studies using ecological momentary assessment (EMA), up to 30 or 40 observations are often obtained for each subject, and interest frequently centers around changes in the variances, both within and between subjects. In this article, we focus on an adolescent smoking study using EMA where interest is on characterizing changes in mood variation. We describe how covariates can influence the mood variances, and also extend the standard mixed model by adding a subject-level random effect to the within-subject variance specification. This permits subjects to have influence on the mean, or location, and variability, or (square of the) scale, of their mood responses. Additionally, we allow the location and scale random effects to be correlated. These mixed-effects location scale models have useful applications in many research areas where interest centers on the joint modeling of the mean and variance structure.     

A structural mixed model for variances in differential gene expression studies

The importance of variance modelling is now widely known for the analysis of microarray data. In particular the power and accuracy of statistical tests for differential gene expressions are highly dependent on variance modelling. The aim of this paper is to use a structural model on the variances, which includes a condition effect and a random gene effect, and to propose a simple estimation procedure for these parameters by working on the empirical variances. The proposed variance model was compared with various methods on both real and simulated data. It proved to be more powerful than the gene-by-gene analysis and more robust to the number of false positives than the homogeneous variance model. It performed well compared with recently proposed approaches such as SAM and VarMixt even for a small number of replicates, and performed similarly to Limma. The main advantage of the structural model is that, thanks to the use of a linear mixed model on the logarithm of the variances, various factors of variation can easily be incorporated in the model, which is not the case for previously proposed empirical Bayes methods. It is also very fast to compute and is adapted to the comparison of more than two conditions.     

Analysis of Conditional Genetic Effects and Variance Components in Developmental Genetics

A genetic model with additive-dominance effects and genotype X environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t - 1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.     

Accounting for variability in sample size estimation with applications to nonadherence and estimation of variance and effect size

We consider sample size calculations for testing differences in means between two samples and allowing for different variances in the two groups. Typically, the power functions depend on the sample size and a set of parameters assumed known, and the sample size needed to obtain a prespecified power is calculated. Here, we account for two sources of variability: we allow the sample size in the power function to be a stochastic variable, and we consider estimating the parameters from preliminary data. An example of the first source of variability is nonadherence (noncompliance). We assume that the proportion of subjects who will adhere to their treatment regimen is not known before the study, but that the proportion is a stochastic variable with a known distribution. Under this assumption, we develop simple closed form sample size calculations based on asymptotic normality. The second source of variability is in parameter estimates that are estimated from prior data. For example, we account for variability in estimating the variance of the normal response from existing data which are assumed to have the same variance as the study for which we are calculating the sample size. We show that we can account for the variability of the variance estimate by simply using a slightly larger nominal power in the usual sample size calculation, which we call the calibrated power. We show that the calculation of the calibrated power depends only on the sample size of the existing data, and we give a table of calibrated power by sample size. Further, we consider the calculation of the sample size in the rarer situation where we account for the variability in estimating the standardized effect size from some existing data. This latter situation, as well as several of the previous ones, is motivated by sample size calculations for a Phase II trial of a malaria vaccine candidate.     

MIVQUE and REML Estimators of Variance Components under Proportionality Condition

In this study, a one-way random effect model with unequal cell variances is considered, and the Minimum Variance Quadratic Unbiased Estimator (MIVQUE) and Restricted Maximum Likelihood (REML) estimator of the variance components are studied. The algebraic inversion of the variance matrix of the observation vector is obtained to achieve some computational convenience. Using the proportionality condition described by Talukder (1992) that the cell sizes are proportional to the cell variances, MIVQUE and REML estimators are shown to be the same as the ANOVA estimators.     

Genetic heterogeneity of residual variance - estimation of variance components using double hierarchical generalized linear models

Background

The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms.

Results

We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model.

Conclusions

We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.     

Estimates of genetic variance in an F2 maize population

Maize (Zea mays L.) breeders have used several genetic-statistical models to study the inheritance of quantitative traits. These models provide information on the importance of additive, dominance, and epistatic genetic variance for a quantitative trait. Estimates of genetic variances are useful in understanding heterosis and determining the response to selection. The objectives of this study were to estimate additive and dominance genetic variances and the average level of dominance for an F2 population derived from the B73 x Mo17 hybrid and use weighted least squares to determine the importance of digenic epistatic variances relative to additive and dominance variances. Genetic variances were estimated using Design III and weighted least squares analyses. Both analyses determined that dominance variance was more important than additive variance for grain yield. For other traits, additive genetic variance was more important than dominance variance. The average level of dominance suggests either overdominant gene effects were present for grain yield or pseudo-overdominance because of linkage disequilibrium in the F2 population. Epistatic variances generally were not significantly different from zero and therefore were relatively less important than additive and dominance variances. For several traits estimates of additive by additive epistatic variance decreased estimates of additive genetic variance, but generally the decrease in additive genetic variance was not significant.