A time-heterogeneous D-vine copula model for unbalanced and unequally spaced longitudinal data

In many longitudinal studies, the number and timing of measurements differ across study subjects. Statistical analysis of such data requires accounting for both the unbalanced study design and the unequal spacing of repeated measurements. This paper proposes a time-heterogeneous D-vine copula model that allows for time adjustment in the dependence structure of unequally spaced and potentially unbalanced longitudinal data. The proposed approach not only offers flexibility over its time-homogeneous counterparts but also allows for parsimonious model specifications at the tree or vine level for a given D-vine structure. It further provides a robust strategy to specify the joint distribution of non-Gaussian longitudinal data. The performance of the time-heterogeneous D-vine copula models are evaluated through simulation studies and by a real data application. Our findings suggest improved predictive performance of the proposed approach over the linear mixed-effects model and time-homogeneous D-vine copula model.     

Joint regression analysis for discrete longitudinal data

Summary We introduce an approximation to the Gaussian copula likelihood of Song, Li, and Yuan (2009, Biometrics 65, 60–68) used to estimate regression parameters from correlated discrete or mixed bivariate or trivariate outcomes. Our approximation allows estimation of parameters from response vectors of length much larger than three, and is asymptotically equivalent to the Gaussian copula likelihood. We estimate regression parameters from the toenail infection data of De Backer et al. (1996, British Journal of Dermatology 134, 16–17), which consist of binary response vectors of length seven or less from 294 subjects. Although maximizing the Gaussian copula likelihood yields estimators that are asymptotically more efficient than generalized estimating equation (GEE) estimators, our simulation study illustrates that for finite samples, GEE estimators can actually be as much as 20% more efficient.     

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.     

Functional data analysis for longitudinal data with informative observation times

In functional data analysis for longitudinal data, the observation process is typically assumed to be noninformative, which is often violated in real applications. Thus, methods that fail to account for the dependence between observation times and longitudinal outcomes may result in biased estimation. For longitudinal data with informative observation times, we find that under a general class of shared random effect models, a commonly used functional data method may lead to inconsistent model estimation while another functional data method results in consistent and even rate-optimal estimation. Indeed, we show that the mean function can be estimated appropriately via penalized splines and that the covariance function can be estimated appropriately via penalized tensor-product splines, both with specific choices of parameters. For the proposed method, theoretical results are provided, and simulation studies and a real data analysis are conducted to demonstrate its performance.     

Segmented linear regression models applied to the analysis of data from a cross-sectional growth experiment

Several different methods of analysis are applied to data consisting of weight measurements, taken at specified post-treatment times, of harvested thyroids from rats given one of four treatments. Previous studies of this type of data indicated that the growth is initially rapid, and that a second phase of less rapid growth is followed by a final phase in which little additional growth occurs. The data are further characterized by increasing variance through time. The primary purpose of the analysis is to study the effect of the treatments at the end of the study period. One-way analysis of variance tests among groups are performed on each day, but the results are not particularly helpful. However, results from two-way analyses of variance (over subsets of days and groups) are consistent with the three phase model and accordingly indicate significant group differences during each. Finally, maximum likelihood methods are used to fit a three part segmented linear regression model.     

Penalized generalized estimating equations for high-dimensional longitudinal data analysis

We consider the penalized generalized estimating equations (GEEs) for analyzing longitudinal data with high-dimensional covariates, which often arise in microarray experiments and large-scale health studies. Existing high-dimensional regression procedures often assume independent data and rely on the likelihood function. Construction of a feasible joint likelihood function for high-dimensional longitudinal data is challenging, particularly for correlated discrete outcome data. The penalized GEE procedure only requires specifying the first two marginal moments and a working correlation structure. We establish the asymptotic theory in a high-dimensional framework where the number of covariates p(n) increases as the number of clusters n increases, and p(n) can reach the same order as n. One important feature of the new procedure is that the consistency of model selection holds even if the working correlation structure is misspecified. We evaluate the performance of the proposed method using Monte Carlo simulations and demonstrate its application using a yeast cell-cycle gene expression data set.     

Response-adaptive regression for longitudinal data

We propose a response-adaptive model for functional linear regression, which is adapted to sparsely sampled longitudinal responses. Our method aims at predicting response trajectories and models the regression relationship by directly conditioning the sparse and irregular observations of the response on the predictor, which can be of scalar, vector, or functional type. This obliterates the need to model the response trajectories, a task that is challenging for sparse longitudinal data and was previously required for functional regression implementations for longitudinal data. The proposed approach turns out to be superior compared to previous functional regression approaches in terms of prediction error. It encompasses a variety of regression settings that are relevant for the functional modeling of longitudinal data in the life sciences. The improved prediction of response trajectories with the proposed response-adaptive approach is illustrated for a longitudinal study of Kiwi weight growth and by an analysis of the dynamic relationship between viral load and CD4 cell counts observed in AIDS clinical trials.     

Statistical methods suitable for the analysis of plant tissue culture data

Statistical analyses are an essential part of biological research. Statistical methods are available to biological researchers that range from very simple to extremely complex. Therefore, caution should be used when selecting a statistical method. When possible it is best to avoid complicated statistical procedures that are difficult to interpret and may hinder the researcher's ability to make treatment comparisons. Instead a method should be chosen that compliments a logical and practical treatment design. Statistics should be used as a tool to compare treatments of interest and should not dictate the treatments. Experimental designs should take into account the eventual analysis, otherwise one could conceive of a design that could not be analyzed or, when analyzed, would not answer the desired questions. Therefore, time should be spent before conducting an experiment to plan an experimental design and analysis that best compliments the treatment scheme and questions to be answered. The purpose of this paper is to present examples of experimental designs, means separation procedures, data transformations and presentation methods suitable for plant cell and tissue culture data.Abbreviations ANOVA analysis of variance - BA benzyladenine - CV coefficient of variation - DF degrees of freedom - IAA indole-3-acetic acid - IBA indole-3-butyric acid - LOF lack-of-fit - MSE mean square error - P-ITB phenyl indole-3-thiolobutyrate - S standard deviation - SE standard error of the mean - TDZ thidiazuron     

Multikink quantile regression for longitudinal data with application to progesterone data analysis

Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multikink quantile regression model for longitudinal data analysis. It relaxes the linearity condition and assumes different regression forms in different regions of the domain of the threshold covariate. In this paper, we first propose a multikink quantile regression for longitudinal data. Two estimation procedures are proposed to estimate the regression coefficients and the kink points locations: one is a computationally efficient profile estimator under the working independence framework while the other one considers the within-subject correlations by using the unbiased generalized estimation equation approach. The selection consistency of the number of kink points and the asymptotic normality of two proposed estimators are established. Second, we construct a rank score test based on partial subgradients for the existence of the kink effect in longitudinal studies. Both the null distribution and the local alternative distribution of the test statistic have been derived. Simulation studies show that the proposed methods have excellent finite sample performance. In the application to the longitudinal progesterone data, we identify two kink points in the progesterone curves over different quantiles and observe that the progesterone level remains stable before the day of ovulation, then increases quickly in 5 to 6 days after ovulation and then changes to stable again or drops slightly.     

Predictive functional ANOVA models for longitudinal analysis of mandibular shape changes

In this paper, we introduce a Bayesian statistical model for the analysis of functional data observed at several time points. Examples of such data include the Michigan growth study where we wish to characterize the shape changes of human mandible profiles. The form of the mandible is often used by clinicians as an aid in predicting the mandibular growth. However, whereas many studies have demonstrated the changes in size that may occur during the period of pubertal growth spurt, shape changes have been less well investigated. Considering a group of subjects presenting normal occlusion, in this paper we thus describe a Bayesian functional ANOVA model that provides information about where and when the shape changes of the mandible occur during different stages of development. The model is developed by defining the notion of predictive process models for Gaussian process (GP) distributions used as priors over the random functional effects. We show that the predictive approach is computationally appealing and that it is useful to analyze multivariate functional data with unequally spaced observations that differ among subjects and times. Graphical posterior summaries show that our model is able to provide a biological interpretation of the morphometric findings and that they comprehensively describe the shape changes of the human mandible profiles. Compared with classical cephalometric analysis, this paper represents a significant methodological advance for the study of mandibular shape changes in two dimensions.     

Regression analysis of longitudinal binary data with time-dependent environmental covariates: bias and efficiency

Generalized estimating equations (Liang and Zeger, 1986) is a widely used, moment-based procedure to estimate marginal regression parameters. However, a subtle and often overlooked point is that valid inference requires the mean for the response at time t to be expressed properly as a function of the complete past, present, and future values of any time-varying covariate. For example, with environmental exposures it may be necessary to express the response as a function of multiple lagged values of the covariate series. Despite the fact that multiple lagged covariates may be predictive of outcomes, researchers often focus interest on parameters in a 'cross-sectional' model, where the response is expressed as a function of a single lag in the covariate series. Cross-sectional models yield parameters with simple interpretations and avoid issues of collinearity associated with multiple lagged values of a covariate. Pepe and Anderson (1994), showed that parameter estimates for time-varying covariates may be biased unless the mean, given all past, present, and future covariate values, is equal to the cross-sectional mean or unless independence estimating equations are used. Although working independence avoids potential bias, many authors have shown that a poor choice for the response correlation model can lead to highly inefficient parameter estimates. The purpose of this paper is to study the bias-efficiency trade-off associated with working correlation choices for application with binary response data. We investigate data characteristics or design features (e.g. cluster size, overall response association, functional form of the response association, covariate distribution, and others) that influence the small and large sample characteristics of parameter estimates obtained from several different weighting schemes or equivalently 'working' covariance models. We find that the impact of covariance model choice depends highly on the specific structure of the data features, and that key aspects should be examined before choosing a weighting scheme.     

A modified pseudolikelihood approach for analysis of longitudinal data

We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the "working" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different "working" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated "working" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration.     

Stochastic model for analysis of longitudinal data on aging and mortality

Aging-related changes in a human organism follow dynamic regularities, which contribute to the observed age patterns of incidence and mortality curves. An organism's 'optimal' (normal) physiological state changes with age, affecting the values of risks of disease and death. The resistance to stresses, as well as adaptive capacity, declines with age. An exposure to improper environment results in persisting deviation of individuals' physiological (and biological) indices from their normal state (due to allostatic adaptation), which, in turn, increases chances of disease and death. Despite numerous studies investigating these effects, there is no conceptual framework, which would allow for putting all these findings together, and analyze longitudinal data taking all these dynamic connections into account. In this paper we suggest such a framework, using a new version of stochastic process model of aging and mortality. Using this model, we elaborated a statistical method for analyses of longitudinal data on aging, health and longevity and tested it using different simulated data sets. The results show that the model may characterize complicated interplay among different components of aging-related changes in humans and that the model parameters are identifiable from the data.     

Effects of variance-function misspecification in analysis of longitudinal data

The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.     

Robust estimating functions and bias correction for longitudinal data analysis

Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be "robustified" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration.     

Discriminant analysis for longitudinal data with multiple continuous responses and possibly missing data

Summary .  Multiple outcomes are often used to properly characterize an effect of interest. This article discusses model-based statistical methods for the classification of units into one of two or more groups where, for each unit, repeated measurements over time are obtained on each outcome. We relate the observed outcomes using multivariate nonlinear mixed-effects models to describe evolutions in different groups. Due to its flexibility, the random-effects approach for the joint modeling of multiple outcomes can be used to estimate population parameters for a discriminant model that classifies units into distinct predefined groups or populations. Parameter estimation is done via the expectation-maximization algorithm with a linear approximation step. We conduct a simulation study that sheds light on the effect that the linear approximation has on classification results. We present an example using data from a study in 161 pregnant women in Santiago, Chile, where the main interest is to predict normal versus abnormal pregnancy outcomes.     

Streamlined mean field variational Bayes for longitudinal and multilevel data analysis

Streamlined mean field variational Bayes algorithms for efficient fitting and inference in large models for longitudinal and multilevel data analysis are obtained. The number of operations is linear in the number of groups at each level, which represents a two orders of magnitude improvement over the naïve approach. Storage requirements are also lessened considerably. We treat models for the Gaussian and binary response situations. Our algorithms allow the fastest ever approximate Bayesian analyses of arbitrarily large longitudinal and multilevel datasets, with little degradation in accuracy compared with Markov chain Monte Carlo. The modularity of mean field variational Bayes allows relatively simple extension to more complicated scenarios.     

Joint analysis of longitudinal data and recurrent episodes data with application to medical cost analysis

This paper discusses regression analysis of longitudinal data in which the observation process may be related to the longitudinal process of interest. Such data have recently attracted a great deal of attention and some methods have been developed. However, most of those methods treat the observation process as a recurrent event process, which assumes that one observation can immediately follow another. Sometimes, this is not the case, as there may be some delay or observation duration. Such a process is often referred to as a recurrent episode process. One example is the medical cost related to hospitalization, where each hospitalization serves as a single observation. For the problem, we present a joint analysis approach for regression analysis of both longitudinal and observation processes and a simulation study is conducted that assesses the finite sample performance of the approach. The asymptotic properties of the proposed estimates are also given and the method is applied to the medical cost data that motivated this study.