Bayesian semiparametric zero-inflated Poisson model for longitudinal count data

This paper presents new methods, using a Bayesian approach, for analyzing longitudinal count data with excess zeros and nonlinear effects of continuously valued covariates. In longitudinal count data there are many problems that can make the use of a zero-inflated Poisson (ZIP) model ineffective. These problems are unobserved heterogeneity and nonlinear effects of continuously valued covariates. Our proposed semiparametric model can simultaneously handle these problems in a unified framework. The framework accounts for heterogeneity by incorporating random effects and has two components. The parametric component of the model which deals with the linear effects of time invariant covariates and the non-parametric component which gives an arbitrary smooth function to model the effect of time or time-varying covariates on the logarithm of mean count. The proposed methods are illustrated by analyzing longitudinal count data on the assessment of an efficacy of pesticides in controlling the reproduction of whitefly.     

The relative performance of Bayesian and parsimony approaches when sampling characters evolving under homogeneous and heterogeneous sets of parameters

We tested whether it is beneficial for the accuracy of phylogenetic inference to sample characters that are evolving under different sets of parameters, using both Bayesian MCMC (Markov chain Monte Carlo) and parsimony approaches. We examined differential rates of evolution among characters, differential character-state frequencies and character-state space, and differential relative branch lengths among characters. We also compared the relative performance of parsimony and Bayesian analyses by progressively incorporating more of these heterogeneous parameters and progressively increasing the severity of this heterogeneity. Bayesian analyses performed better than parsimony when heterogeneous simulation parameters were incorporated into the substitution model. However, parsimony outperformed Bayesian MCMC when heterogeneous simulation parameters were not incorporated into the Bayesian substitution model. The higher the rate of evolution simulated, the better parsimony performed relative to Bayesian analyses. Bayesian and parsimony analyses converged in their performance as the number of simulated heterogeneous model parameters increased. Up to a point, rate heterogeneity among sites was generally advantageous for phylogenetic inference using both approaches. In contrast, branch-length heterogeneity was generally disadvantageous for phylogenetic inference using both parsimony and Bayesian approaches. Parsimony was found to be more conservative than Bayesian analyses, in that it resolved fewer incorrect clades.
© The Willi Hennig Society 2006.     

Nonparametric scanning tests of homogeneity for hierarchical models with continuous covariates

In many applications of hierarchical models, there is often interest in evaluating the inherent heterogeneity in view of observed data. When the underlying hypothesis involves parameters resting on the boundary of their support space such as variances and mixture proportions, it is a usual practice to entertain testing procedures that rely on common heterogeneity assumptions. Such procedures, albeit omnibus for general alternatives, may entail a substantial loss of power for specific alternatives such as heterogeneity varying with covariates. We introduce a novel and flexible approach that uses covariate information to improve the power to detect heterogeneity, without imposing unnecessary restrictions. With continuous covariates, the approach does not impose a regression model relating heterogeneity parameters to covariates or rely on arbitrary discretizations. Instead, a scanning approach requiring continuous dichotomizations of the covariates is proposed. Empirical processes resulting from these dichotomizations are then used to construct the test statistics, with limiting null distributions shown to be functionals of tight random processes. We illustrate our proposals and results on a popular class of two-component mixture models, followed by simulation studies and applications to two real datasets in cancer and caries research.     

Comparison of Statistical Tests for Association between Rare Variants and Binary Traits

Genome-wide association studies have found thousands of common genetic variants associated with a wide variety of diseases and other complex traits. However, a large portion of the predicted genetic contribution to many traits remains unknown. One plausible explanation is that some of the missing variation is due to the effects of rare variants. Nonetheless, the statistical analysis of rare variants is challenging. A commonly used method is to contrast, within the same region (gene), the frequency of minor alleles at rare variants between cases and controls. However, this strategy is most useful under the assumption that the tested variants have similar effects. We previously proposed a method that can accommodate heterogeneous effects in the analysis of quantitative traits. Here we extend this method to include binary traits that can accommodate covariates. We use simulations for a variety of causal and covariate impact scenarios to compare the performance of the proposed method to standard logistic regression, C-alpha, SKAT, and EREC. We found that i) logistic regression methods perform well when the heterogeneity of the effects is not extreme and ii) SKAT and EREC have good performance under all tested scenarios but they can be computationally intensive. Consequently, it would be more computationally desirable to use a two-step strategy by (i) selecting promising genes by faster methods and ii) analyzing selected genes using SKAT/EREC. To select promising genes one can use (1) regression methods when effect heterogeneity is assumed to be low and the covariates explain a non-negligible part of trait variability, (2) C-alpha when heterogeneity is assumed to be large and covariates explain a small fraction of trait's variability and (3) the proposed trend and heterogeneity test when the heterogeneity is assumed to be non-trivial and the covariates explain a large fraction of trait variability.     

An estimator for the proportional hazards model with multiple longitudinal covariates measured with error

In many longitudinal studies, it is of interest to characterize the relationship between a time-to-event (e.g. survival) and several time-dependent and time-independent covariates. Time-dependent covariates are generally observed intermittently and with error. For a single time-dependent covariate, a popular approach is to assume a joint longitudinal data-survival model, where the time-dependent covariate follows a linear mixed effects model and the hazard of failure depends on random effects and time-independent covariates via a proportional hazards relationship. Regression calibration and likelihood or Bayesian methods have been advocated for implementation; however, generalization to more than one time-dependent covariate may become prohibitive. For a single time-dependent covariate, Tsiatis and Davidian (2001) have proposed an approach that is easily implemented and does not require an assumption on the distribution of the random effects. This technique may be generalized to multiple, possibly correlated, time-dependent covariates, as we demonstrate. We illustrate the approach via simulation and by application to data from an HIV clinical trial.     

Continuous Covariates in Mark‐Recapture‐Recovery Analysis: A Comparison of Methods

Summary Time varying, individual covariates are problematic in experiments with marked animals because the covariate can typically only be observed when each animal is captured. We examine three methods to incorporate time varying, individual covariates of the survival probabilities into the analysis of data from mark‐recapture‐recovery experiments: deterministic imputation, a Bayesian imputation approach based on modeling the joint distribution of the covariate and the capture history, and a conditional approach considering only the events for which the associated covariate data are completely observed (the trinomial model). After describing the three methods, we compare results from their application to the analysis of the effect of body mass on the survival of Soay sheep (Ovis aries) on the Isle of Hirta, Scotland. Simulations based on these results are then used to make further comparisons. We conclude that both the trinomial model and Bayesian imputation method perform best in different situations. If the capture and recovery probabilities are all high, then the trinomial model produces precise, unbiased estimators that do not depend on any assumptions regarding the distribution of the covariate. In contrast, the Bayesian imputation method performs substantially better when capture and recovery probabilities are low, provided that the specified model of the covariate is a good approximation to the true data‐generating mechanism.     

Semiparametric Bayesian analysis of case-control data under conditional gene-environment independence

In case-control studies of gene-environment association with disease, when genetic and environmental exposures can be assumed to be independent in the underlying population, one may exploit the independence in order to derive more efficient estimation techniques than the traditional logistic regression analysis (Chatterjee and Carroll, 2005, Biometrika92, 399-418). However, covariates that stratify the population, such as age, ethnicity and alike, could potentially lead to nonindependence. In this article, we provide a novel semiparametric Bayesian approach to model stratification effects under the assumption of gene-environment independence in the control population. We illustrate the methods by applying them to data from a population-based case-control study on ovarian cancer conducted in Israel. A simulation study is conducted to compare our method with other popular choices. The results reflect that the semiparametric Bayesian model allows incorporation of key scientific evidence in the form of a prior and offers a flexible, robust alternative when standard parametric model assumptions do not hold.     

Is there an ecological basis for species abundance distributions?

Community ecologists have attempted to explain species abundance distribution (SAD) shape for more than 80 years, but usually without relating SAD shape explicitly to ecological variables. We explored whether the scale (total assemblage abundance) and shape (assemblage evenness) of avifaunal SADs were related to ecological covariates. We used data on avifaunas, in-site habitat structure and landscape context that were assembled from previous studies; this amounted to 197 transects distributed across 16,000 km² of the box-ironbark forests of southeastern Australia. We used Bayesian conditional autoregressive models to link SAD scale and shape to these ecological covariates. Variation in SAD scale was relatable to some ecological covariates, especially to landscape vegetation cover and to tree height. We could not find any relationships between SAD shape and ecological covariates. SAD shape, the core component in SAD theory, may hold little information about how assemblages are governed ecologically and may result from statistical processes, which, if general, would indicate that SAD shape is not useful for distinguishing among theories of assemblage structure.     

A Bayesian hierarchical approach for combining case-control and prospective studies

Motivated by the absolute risk predictions required in medical decision making and patient counseling, we propose an approach for the combined analysis of case-control and prospective studies of disease risk factors. The approach is hierarchical to account for parameter heterogeneity among studies and among sampling units of the same study. It is based on modeling the retrospective distribution of the covariates given the disease outcome, a strategy that greatly simplifies both the combination of prospective and retrospective studies and the computation of Bayesian predictions in the hierarchical case-control context. Retrospective modeling differentiates our approach from most current strategies for inference on risk factors, which are based on the assumption of a specific prospective model. To ensure modeling flexibility, we propose using a mixture model for the retrospective distributions of the covariates. This leads to a general nonlinear regression family for the implied prospective likelihood. After introducing and motivating our proposal, we present simple results that highlight its relationship with existing approaches, develop Markov chain Monte Carlo methods for inference and prediction, and present an illustration using ovarian cancer data.     

Analyzing complex capture-recapture data in the presence of individual and temporal covariates and model uncertainty

SUMMARY: We consider the issue of analyzing complex ecological data in the presence of covariate information and model uncertainty. Several issues can arise when analyzing such data, not least the need to take into account where there are missing covariate values. This is most acutely observed in the presence of time-varying covariates. We consider mark-recapture-recovery data, where the corresponding recapture probabilities are less than unity, so that individuals are not always observed at each capture event. This often leads to a large amount of missing time-varying individual covariate information, because the covariate cannot usually be recorded if an individual is not observed. In addition, we address the problem of model selection over these covariates with missing data. We consider a Bayesian approach, where we are able to deal with large amounts of missing data, by essentially treating the missing values as auxiliary variables. This approach also allows a quantitative comparison of different models via posterior model probabilities, obtained via the reversible jump Markov chain Monte Carlo algorithm. To demonstrate this approach we analyze data relating to Soay sheep, which pose several statistical challenges in fully describing the intricacies of the system.     

A causal examination of the effects of confounding factors on multimetric indices

The development of multimetric indices (MMIs) as a means of providing integrative measures of ecosystem condition is becoming widespread. An increasingly recognized problem for the interpretability of MMIs is controlling for the potentially confounding influences of environmental covariates. Most common approaches to handling covariates are based on simple notions of statistical control, leaving the causal implications of covariates and their adjustment unstated. In this paper, we use graphical models to examine some of the potential impacts of environmental covariates on the observed signals between human disturbance and potential response metrics. Using simulations based on various causal networks, we show how environmental covariates can both obscure and exaggerate the effects of human disturbance on individual metrics. We then examine from a causal interpretation standpoint the common practice of adjusting ecological metrics for environmental influences using only the set of sites deemed to be in reference condition. We present and examine the performance of an alternative approach to metric adjustment that uses the whole set of sites and models both environmental and human disturbance effects simultaneously. The findings from our analyses indicate that failing to model and adjust metrics can result in a systematic bias towards those metrics in which environmental covariates function to artificially strengthen the metric–disturbance relationship resulting in MMIs that do not accurately measure impacts of human disturbance. We also find that a “whole-set modeling approach” requires fewer assumptions and is more efficient with the given information than the more commonly applied “reference-set” approach.     

A bayesian random-effects markov model for tumor progression in women with a family history of breast cancer

SUMMARY: It makes intuitive sense to model the natural history of breast cancer, tumor progression from preclinical screen-detectable phase (PCDP) to clinical disease, as a multistate process, but the multilevel structure of the available data, which generally comes from cluster (family)-based service screening programs, makes the required parameter estimation intractable because there is a correlation between screening rounds in the same individual, and between subjects within clusters (families). There is also residual heterogeneity after adjusting for covariates. We therefore proposed a Bayesian hierarchical multistate Markov model with fixed and random effects and applied it to data from a high-risk group (women with a family history of breast cancer) participating in a family-based screening program for breast cancer. A total of 4867 women attended (representing 4464 families) and by the end of 2002, a total of 130 breast cancer cases were identified. Parameter estimation was carried out using Markov chain Monte Carlo (MCMC) simulation and the Bayesian software package WinBUGS. Models with and without random effects were considered. Our preferred model included a random-effect term for the transition rate from preclinical to clinical disease (sigma(2)(2f)), which was estimated to be 0.50 (95% credible interval = 0.22-1.49). Failure to account for this random effect was shown to lead to bias. The incorporation of covariates into multistate models with random effect not only reduced residual heterogeneity but also improved the convergence of stationary distribution. Our proposed Bayesian hierarchical multistate model is a valuable tool for estimating the rate of transitions between disease states in the natural history of breast cancer (and possibly other conditions). Unlike existing models, it can cope with the correlation structure of multilevel screening data, covariates, and residual (unexplained) variation.     

Quantifying Spatial Disparities in Neonatal Mortality Using a Structured Additive Regression Model

Background

Neonatal mortality contributes a large proportion towards early childhood mortality in developing countries, with considerable geographical variation at small areas within countries.

Methods

A geo-additive logistic regression model is proposed for quantifying small-scale geographical variation in neonatal mortality, and to estimate risk factors of neonatal mortality. Random effects are introduced to capture spatial correlation and heterogeneity. The spatial correlation can be modelled using the Markov random fields (MRF) when data is aggregated, while the two dimensional P-splines apply when exact locations are available, whereas the unstructured spatial effects are assigned an independent Gaussian prior. Socio-economic and bio-demographic factors which may affect the risk of neonatal mortality are simultaneously estimated as fixed effects and as nonlinear effects for continuous covariates. The smooth effects of continuous covariates are modelled by second-order random walk priors. Modelling and inference use the empirical Bayesian approach via penalized likelihood technique. The methodology is applied to analyse the likelihood of neonatal deaths, using data from the 2000 Malawi demographic and health survey. The spatial effects are quantified through MRF and two dimensional P-splines priors.

Results

Findings indicate that both fixed and spatial effects are associated with neonatal mortality.

Conclusions

Our study, therefore, suggests that the challenge to reduce neonatal mortality goes beyond addressing individual factors, but also require to understanding unmeasured covariates for potential effective interventions.     

Analysis of melanoma onset: assessing familial aggregation by using estimating equations and fitting variance components via Bayesian random effects models.

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.     

The k-ZIG: Flexible Modeling for Zero-Inflated Counts

Summary Many applications involve count data from a process that yields an excess number of zeros. Zero-inflated count models, in particular, zero-inflated Poisson (ZIP) and zero-inflated negative binomial (ZINB) models, along with Poisson hurdle models, are commonly used to address this problem. However, these models struggle to explain extreme incidence of zeros (say more than 80%), especially to find important covariates. In fact, the ZIP may struggle even when the proportion is not extreme. To redress this problem we propose the class of k-ZIG models. These models allow more flexible modeling of both the zero-inflation and the nonzero counts, allowing interplay between these two components. We develop the properties of this new class of models, including reparameterization to a natural link function. The models are straightforwardly fitted within a Bayesian framework. The methodology is illustrated with simulated data examples as well as a forest seedling dataset obtained from the USDA Forest Service's Forest Inventory and Analysis program.     

Accounting for post-randomization variables in meta-analysis: A joint meta-regression approach

Meta-regression is widely used in systematic reviews to investigate sources of heterogeneity and the association of study-level covariates with treatment effectiveness. Existing meta-regression approaches are successful in adjusting for baseline covariates, which include real study-level covariates (e.g., publication year) that are invariant within a study and aggregated baseline covariates (e.g., mean age) that differ for each participant but are measured before randomization within a study. However, these methods have several limitations in adjusting for post-randomization variables. Although post-randomization variables share a handful of similarities with baseline covariates, they differ in several aspects. First, baseline covariates can be aggregated at the study level presumably because they are assumed to be balanced by the randomization, while post-randomization variables are not balanced across arms within a study and are commonly aggregated at the arm level. Second, post-randomization variables may interact dynamically with the primary outcome. Third, unlike baseline covariates, post-randomization variables are themselves often important outcomes under investigation. In light of these differences, we propose a Bayesian joint meta-regression approach adjusting for post-randomization variables. The proposed method simultaneously estimates the treatment effect on the primary outcome and on the post-randomization variables. It takes into consideration both between- and within-study variability in post-randomization variables. Studies with missing data in either the primary outcome or the post-randomization variables are included in the joint model to improve estimation. Our method is evaluated by simulations and a real meta-analysis of major depression disorder treatments.     

Solutions for surrogacy validation with longitudinal outcomes for a gene therapy

Valid surrogate endpoints S can be used as a substitute for a true outcome of interest T to measure treatment efficacy in a clinical trial. We propose a causal inference approach to validate a surrogate by incorporating longitudinal measurements of the true outcomes using a mixed modeling approach, and we define models and quantities for validation that may vary across the study period using principal surrogacy criteria. We consider a surrogate-dependent treatment efficacy curve that allows us to validate the surrogate at different time points. We extend these methods to accommodate a delayed-start treatment design where all patients eventually receive the treatment. Not all parameters are identified in the general setting. We apply a Bayesian approach for estimation and inference, utilizing more informative prior distributions for selected parameters. We consider the sensitivity of these prior assumptions as well as assumptions of independence among certain counterfactual quantities conditional on pretreatment covariates to improve identifiability. We examine the frequentist properties (bias of point and variance estimates, credible interval coverage) of a Bayesian imputation method. Our work is motivated by a clinical trial of a gene therapy where the functional outcomes are measured repeatedly throughout the trial.     

Comparison of Bayesian methods for flexible modeling of spatial risk surfaces in disease mapping

Bayesian hierarchical models usually model the risk surface on the same arbitrary geographical units for all data sources. Poisson/gamma random field models overcome this restriction as the underlying risk surface can be specified independently to the resolution of the data. Moreover, covariates may be considered as either excess or relative risk factors. We compare the performance of the Poisson/gamma random field model to the Markov random field (MRF)‐based ecologic regression model and the Bayesian Detection of Clusters and Discontinuities (BDCD) model, in both a simulation study and a real data example. We find the BDCD model to have advantages in situations dominated by abruptly changing risk while the Poisson/gamma random field model convinces by its flexibility in the estimation of random field structures and by its flexibility incorporating covariates. The MRF‐based ecologic regression model is inferior. WinBUGS code for Poisson/gamma random field models is provided.     

Modeling Age and Nest‐Specific Survival Using a Hierarchical Bayesian Approach

Summary : Recent studies have shown that grassland birds are declining more rapidly than any other group of terrestrial birds. Current methods of estimating avian age‐specific nest survival rates require knowing the ages of nests, assuming homogeneous nests in terms of nest survival rates, or treating the hazard function as a piecewise step function. In this article, we propose a Bayesian hierarchical model with nest‐specific covariates to estimate age‐specific daily survival probabilities without the above requirements. The model provides a smooth estimate of the nest survival curve and identifies the factors that are related to the nest survival. The model can handle irregular visiting schedules and it has the least restrictive assumptions compared to existing methods. Without assuming proportional hazards, we use a multinomial semiparametric logit model to specify a direct relation between age‐specific nest failure probability and nest‐specific covariates. An intrinsic autoregressive prior is employed for the nest age effect. This nonparametric prior provides a more flexible alternative to the parametric assumptions. The Bayesian computation is efficient because the full conditional posterior distributions either have closed forms or are log concave. We use the method to analyze a Missouri dickcissel dataset and find that (1) nest survival is not homogeneous during the nesting period, and it reaches its lowest at the transition from incubation to nestling; and (2) nest survival is related to grass cover and vegetation height in the study area.     

Isolating cost drivers in interstitial lung disease treatment using nonparametric Bayesian methods

Mixture modeling is a popular approach to accommodate overdispersion, skewness, and multimodality features that are very common for health care utilization data. However, mixture modeling tends to rely on subjective judgment regarding the appropriate number of mixture components or some hypothesis about how to cluster the data. In this work, we adopt a nonparametric, variational Bayesian approach to allow the model to select the number of components while estimating their parameters. Our model allows for a probabilistic classification of observations into clusters and simultaneous estimation of a Gaussian regression model within each cluster. When we apply this approach to data on patients with interstitial lung disease, we find distinct subgroups of patients with differences in means and variances of health care costs, health and treatment covariates, and relationships between covariates and costs. The subgroups identified are readily interpretable, suggesting that this nonparametric variational approach to inference can discover valid insights into the factors driving treatment costs. Moreover, the learning algorithm we employed is very fast and scalable, which should make the technique accessible for a broad range of applications.