Estimating data transformations in nonlinear mixed effects models

A routine practice in the analysis of repeated measurement data is to represent individual responses by a mixed effects model on some transformed scale. For example, for pharmacokinetic, growth, and other data, both the response and the regression model are typically transformed to achieve approximate within-individual normality and constant variance on the new scale; however, the choice of transformation is often made subjectively or by default, with adoption of a standard choice such as the log. We propose a mixed effects framework based on the transform-both-sides model, where the transformation is represented by a monotone parametric function and is estimated from the data. For this model, we describe a practical fitting strategy based on approximation of the marginal likelihood. Inference is complicated by the fact that estimation of the transformation requires modification of the usual standard errors for estimators of fixed effects; however, we show that, under conditions relevant to common applications, this complication is asymptotically negligible, allowing straightforward implementation via standard software.     

Goodness-of-fit methods for generalized linear mixed models

We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero-mean Gaussian processes, whose realizations can be generated through Monte Carlo simulation. Each observed process can then be compared, both visually and analytically, to a number of realizations simulated from the null distribution. These comparisons enable one to assess objectively whether the observed residual patterns reflect model misspecification or random variation. The proposed methods are particularly useful for checking the functional form of a covariate or the link function. Extensive simulation studies show that the proposed goodness-of-fit tests have proper sizes and are sensitive to model misspecification. Applications to two medical studies lead to improved models.     

Detecting pulsatile hormone secretions using nonlinear mixed effects partial spline models

Neuroendocrine ensembles communicate with their remote and proximal target cells via an intermittent pattern of chemical signaling. The identification of episodic releases of hormonal pulse signals constitutes a major emphasis of endocrine investigation. Estimating the number, temporal locations, secretion rate, and elimination rate from hormone concentration measurements is of critical importance in endocrinology. In this article, we propose a new flexible statistical method for pulse detection based on nonlinear mixed effects partial spline models. We model pulsatile secretions using biophysical models and investigate biological variation between pulses using random effects. Pooling information from different pulses provides more efficient and stable estimation for parameters of interest. We combine all nuisance parameters including a nonconstant basal secretion rate and biological variations into a baseline function that is modeled nonparametrically using smoothing splines. We develop model selection and parameter estimation methods for the general nonlinear mixed effects partial spline models and an R package for pulse detection and estimation. We evaluate performance and the benefit of shrinkage by simulations and apply our methods to data from a medical experiment.     

Diagnosis of random-effect model misspecification in generalized linear mixed models for binary response

Summary .  Generalized linear mixed models (GLMMs) are widely used in the analysis of clustered data. However, the validity of likelihood-based inference in such analyses can be greatly affected by the assumed model for the random effects. We propose a diagnostic method for random-effect model misspecification in GLMMs for clustered binary response. We provide a theoretical justification of the proposed method and investigate its finite sample performance via simulation. The proposed method is applied to data from a longitudinal respiratory infection study.     

Correcting for measurement error in individual-level covariates in nonlinear mixed effects models

The nonlinear mixed effects model is used to represent data in pharmacokinetics, viral dynamics, and other areas where an objective is to elucidate associations among individual-specific model parameters and covariates; however, covariates may be measured with error. For additive measurement error, we show substitution of mismeasured covariates for true covariates may lead to biased estimators for fixed effects and random effects covariance parameters, while regression calibration may eliminate bias in fixed effects but fail to correct that in covariance parameters. We develop methods to take account of measurement error that correct this bias and may be implemented with standard software, and we demonstrate their utility via simulation and application to data from a study of HIV dynamics.     

Residual analysis for linear mixed models

Residuals are frequently used to evaluate the validity of the assumptions of statistical models and may also be employed as tools for model selection. For standard (normal) linear models, for example, residuals are used to verify homoscedasticity, linearity of effects, presence of outliers, normality and independence of the errors. Similar uses may be envisaged for three types of residuals that emerge from the fitting of linear mixed models. We review some of the residual analysis techniques that have been used in this context and propose a standardization of the conditional residual useful to identify outlying observations and clusters. We illustrate the procedures with a practical example.     

Latent variable models for longitudinal data with multiple continuous outcomes

Multiple outcomes are often used to properly characterize an effect of interest. This paper proposes a latent variable model for the situation where repeated measures over time are obtained on each outcome. These outcomes are assumed to measure an underlying quantity of main interest from different perspectives. We relate the observed outcomes using regression models to a latent variable, which is then modeled as a function of covariates by a separate regression model. Random effects are used to model the correlation due to repeated measures of the observed outcomes and the latent variable. An EM algorithm is developed to obtain maximum likelihood estimates of model parameters. Unit-specific predictions of the latent variables are also calculated. This method is illustrated using data from a national panel study on changes in methadone treatment practices.     

Linear mixed models with flexible distributions of random effects for longitudinal data

Normality of random effects is a routine assumption for the linear mixed model, but it may be unrealistic, obscuring important features of among-individual variation. We relax this assumption by approximating the random effects density by the seminonparameteric (SNP) representation of Gallant and Nychka (1987, Econometrics 55, 363-390), which includes normality as a special case and provides flexibility in capturing a broad range of nonnormal behavior, controlled by a user-chosen tuning parameter. An advantage is that the marginal likelihood may be expressed in closed form, so inference may be carried out using standard optimization techniques. We demonstrate that standard information criteria may be used to choose the tuning parameter and detect departures from normality, and we illustrate the approach via simulation and using longitudinal data from the Framingham study.     

Maximin D-optimal designs for longitudinal mixed effects models

In this article, the optimal selection and allocation of time points in repeated measures experiments is considered. D-optimal cohort designs are computed numerically for the first- and second-degree polynomial models with random intercept, random slope, and first-order autoregressive serial correlations. Because the optimal designs are locally optimal, it is proposed to use a maximin criterion. It is shown that, for a large class of symmetric designs, the smallest relative efficiency over the model parameter space is substantial.     

Evaluation of community-intervention trials via generalized linear mixed models

In community-intervention trials, communities, rather than individuals, are randomized to experimental arms. Generalized linear mixed models offer a flexible parametric framework for the evaluation of community-intervention trials, incorporating both systematic and random variations at the community and individual levels. We propose here a simple two-stage inference method for generalized linear mixed models, specifically tailored to the analysis of community-intervention trials. In the first stage, community-specific random effects are estimated from individual-level data, adjusting for the effects of individual-level covariates. This reduces the model approximately to a linear mixed model with the unit of analysis being community. Because the number of communities is typically small in community-intervention studies, we apply the small-sample inference method of Kenward and Roger (1997, Biometrics53, 983-997) to the linear mixed model of second stage. We show by simulation that, under typical settings of community-intervention studies, the proposed approach improves the inference on the intervention-effect parameter uniformly over both the linearized mixed-effect approach and the adaptive Gaussian quadrature approach for generalized linear mixed models. This work is motivated by a series of large randomized trials that test community interventions for promoting cancer preventive lifestyles and behaviors.     

Likelihood Methods for Binary Responses of Present Components in a Cluster

Summary In some biomedical studies involving clustered binary responses (say, disease status), the cluster sizes can vary because some components of the cluster can be absent. When both the presence of a cluster component as well as the binary disease status of a present component are treated as responses of interest, we propose a novel two‐stage random effects logistic regression framework. For the ease of interpretation of regression effects, both the marginal probability of presence/absence of a component as well as the conditional probability of disease status of a present component, preserve the approximate logistic regression forms. We present a maximum likelihood method of estimation implementable using standard statistical software. We compare our models and the physical interpretation of regression effects with competing methods from literature. We also present a simulation study to assess the robustness of our procedure to wrong specification of the random effects distribution and to compare finite‐sample performances of estimates with existing methods. The methodology is illustrated via analyzing a study of the periodontal health status in a diabetic Gullah population.     

Modeling physical growth using mixed effects models

This article demonstrates the use of mixed effects models for characterizing individual and sample average growth curves based on serial anthropometric data. These models are advancement over conventional general linear regression because they effectively handle the hierarchical nature of serial growth data. Using body weight data on 70 infants in the Born in Bradford study, we demonstrate how a mixed effects model provides a better fit than a conventional regression model. Further, we demonstrate how mixed effects models can be used to explore the influence of environmental factors on the sample average growth curve. Analyzing data from 183 infant boys (aged 3–15 months) from rural South India, we show how maternal education shapes infant growth patterns as early as within the first 6 months of life. The presented analyses highlight the utility of mixed effects models for analyzing serial growth data because they allow researchers to simultaneously predict individual curves, estimate sample average curves, and investigate the effects of environmental exposure variables. Am J Phys Anthropol, 2013. © 2012 Wiley Periodicals, Inc.     

Clustered mixed nonhomogeneous Poisson process spline models for the analysis of recurrent event panel data

Summary .   A flexible semiparametric model for analyzing longitudinal panel count data arising from mixtures is presented. Panel count data refers here to count data on recurrent events collected as the number of events that have occurred within specific follow-up periods. The model assumes that the counts for each subject are generated by mixtures of nonhomogeneous Poisson processes with smooth intensity functions modeled with penalized splines. Time-dependent covariate effects are also incorporated into the process intensity using splines. Discrete mixtures of these nonhomogeneous Poisson process spline models extract functional information from underlying clusters representing hidden subpopulations. The motivating application is an experiment to test the effectiveness of pheromones in disrupting the mating pattern of the cherry bark tortrix moth. Mature moths arise from hidden, but distinct, subpopulations and monitoring the subpopulation responses was of interest. Within-cluster random effects are used to account for correlation structures and heterogeneity common to this type of data. An estimating equation approach to inference requiring only low moment assumptions is developed and the finite sample properties of the proposed estimating functions are investigated empirically by simulation.     

An estimation method for the semiparametric mixed effects model

A semiparametric mixed effects regression model is proposed for the analysis of clustered or longitudinal data with continuous, ordinal, or binary outcome. The common assumption of Gaussian random effects is relaxed by using a predictive recursion method (Newton and Zhang, 1999) to provide a nonparametric smooth density estimate. A new strategy is introduced to accelerate the algorithm. Parameter estimates are obtained by maximizing the marginal profile likelihood by Powell's conjugate direction search method. Monte Carlo results are presented to show that the method can improve the mean squared error of the fixed effects estimators when the random effects distribution is not Gaussian. The usefulness of visualizing the random effects density itself is illustrated in the analysis of data from the Wisconsin Sleep Survey. The proposed estimation procedure is computationally feasible for quite large data sets.