Testing marginal homogeneity in square tables; with emphasis on matched data

A noniterative procedure based upon the minimum modified X2 approach is employed to test the model of homogeneity of one-dimensional margins in square tables. Such tables may arise from matched pairs with k outcomes. The special case of double dichotomy (i.e. matched pairs with two outcomes) reduces to the McNemar test statistic. The case of multiple matched controls is also dealt with. The Cochran's Q test is used to test the marginal homogeneity in cases comparing m distinct matched samples in addition to testing trends in proportions. Reference is made to the equivalence between these tests and the approach of hierarchical log-linear models for testing marginal homogeneity of square tables.     

Considering of certain relevant information in the analysis of contingency tables. A three-step procedure

A heuristic three-step procedure for analysing multidimensional contingency tables is given to meet the requirements of a mixed analysis from both hypotheses-ruled and data-ruled type. The first-step provides the structure of relationships among the attributes by fitting an appropriate unsaturated log-linear model to the data of the given contingency table. Restriction to elementary hierarchical models allows to get them by combining pairs of conditional independence. The result of the first step may be regarded as a certain validisation of real model ideas. In the second step the significant pairs of conditional dependence are analysed in regard to the levels of the condition complex. Only such significant pairs are to be considered, in general, where the condition complex does not include the response variable. The third-step may test special subtests in that significant two-dimensional tables found in step two or may extend the general statements by partitioning, the corresponding test statistics in additive components. Application examples demonstrate the general line of action.     

The analysis of dependence in cross-classifications having ordered categories, using log-linear models for frequencies and log-linear models for odds

To analyse the dependence of a qualitative (dichotomous or polytomous) response variable upon one or more qualitative explanatory variables, log-linear models for frequencies are compared with log-linear models for odds, when the categories of the response variable are ordered and the categories of each explanatory variable may be either ordered or unordered. The log-linear models for odds express the odds (or log odds) pertaining to adjacent response categories in terms of appropriate multiplicative (or additive) factors. These models include the 'null log-odds model', the 'uniform log-odds model', the 'parallel log-odds model', and other log-linear models for the odds. With these models, the dependence of the response variable (with ordered categories) can be analyzed in a manner analogous to the usual multiple regression analysis and related analysis of variance and analysis of covariance. Application of log-linear models for the odds sheds light on earlier applications of log-linear models for the frequencies in contingency tables with ordered categories.     

Testing Quasi-Independence in Stratified Triangular Contingency Tables

A special class of incomplete contingency tables has structural zeroes in one or more cells. Some of these tables have a triangular appearance in the sense that they are square and their cells are known a priori to contain zeroes above (or below) their main diagonals. We propose methods of analyzing log-linear models and testing quasi-independence in these triangular tables. We also offer a method for combining such tables that are stratified by a concomitant categorical variable. This strategy follows the same approach used in a Cochran-Mantel-Haenszel test.     

Compound Regression Models for Ordered Categorical Data

A general class of sequential models for the analysis of ordered categorical variables is developed and discussed. The models apply if the ordinal response may be subdivided into two or more meaningful sets of response categories. The parametrization explicitly makes use of this subdivision. The models furnish a linear alternative to non-linear models which incorporate a scale parameter. They are shown to be special cases of multivariate generalized linear models. Applications are discussed with the use of several examples.     

A Bayesian hierarchical model for categorical data with nonignorable nonresponse

Log-linear models have been shown to be useful for smoothing contingency tables when categorical outcomes are subject to nonignorable nonresponse. A log-linear model can be fit to an augmented data table that includes an indicator variable designating whether subjects are respondents or nonrespondents. Maximum likelihood estimates calculated from the augmented data table are known to suffer from instability due to boundary solutions. Park and Brown (1994, Journal of the American Statistical Association 89, 44-52) and Park (1998, Biometrics 54, 1579-1590) developed empirical Bayes models that tend to smooth estimates away from the boundary. In those approaches, estimates for nonrespondents were calculated using an EM algorithm by maximizing a posterior distribution. As an extension of their earlier work, we develop a Bayesian hierarchical model that incorporates a log-linear model in the prior specification. In addition, due to uncertainty in the variable selection process associated with just one log-linear model, we simultaneously consider a finite number of models using a stochastic search variable selection (SSVS) procedure due to George and McCulloch (1997, Statistica Sinica 7, 339-373). The integration of the SSVS procedure into a Markov chain Monte Carlo (MCMC) sampler is straightforward, and leads to estimates of cell frequencies for the nonrespondents that are averages resulting from several log-linear models. The methods are demonstrated with a data example involving serum creatinine levels of patients who survived renal transplants. A simulation study is conducted to investigate properties of the model.     

Incorporating prior information into the analysis of contingency tables

Contingency tables are often analyzed using log-linear models and in some situations prior information on the value of parameters in the log-linear model is available. In this article we describe a prior-posterior procedure that incorporates prior information directly into the analysis through a multivariate normal prior for the log-linear parameters. The mode and curvature of the posterior density are proposed as summary statistics.     

Selection of Log-Linear Models with Orthonormal Basis for Contingency Tables

A model selection criterion for log-linear models with orthonormal basis for contingency tables is developed using the Gauss discrepancy between the logarithms of the frequencies. The contribution of each parameter to the criterion may be determined separately. A test for the hypothesis that the use of a certain parameter increases the expected discrepancy is given.     

Random marginal agreement coefficients: rethinking the adjustment for chance when measuring agreement

Agreement coefficients quantify how well a set of instruments agree in measuring some response on a population of interest. Many standard agreement coefficients (e.g. kappa for nominal, weighted kappa for ordinal, and the concordance correlation coefficient (CCC) for continuous responses) may indicate increasing agreement as the marginal distributions of the two instruments become more different even as the true cost of disagreement stays the same or increases. This problem has been described for the kappa coefficients; here we describe it for the CCC. We propose a solution for all types of responses in the form of random marginal agreement coefficients (RMACs), which use a different adjustment for chance than the standard agreement coefficients. Standard agreement coefficients model chance agreement using expected agreement between two independent random variables each distributed according to the marginal distribution of one of the instruments. RMACs adjust for chance by modeling two independent readings both from the mixture distribution that averages the two marginal distributions. In other words, both independent readings represent first a random choice of instrument, then a random draw from the marginal distribution of the chosen instrument. The advantage of the resulting RMAC is that differences between the two marginal distributions will not induce greater apparent agreement. As with the standard agreement coefficients, the RMACs do not require any assumptions about the bivariate distribution of the random variables associated with the two instruments. We describe the RMAC for nominal, ordinal and continuous data, and show through the delta method how to approximate the variances of some important special cases.     

Calculating Ordinal Regression Models in SAS and S‐Plus

Although a number of regression models for ordinal responses have been proposed, these models are not widely known and applied in epidemiology and biomedical research. Overviews of these models are either highly technical or consider only a small part of this class of models so that it is difficult to understand the features of the models and to recognize important relations between them. In this paper we give an overview of logistic regression models for ordinal data based upon cumulative and conditional probabilities. We show how the most popular ordinal regression models, namely the proportional odds model and the continuation ratio model, are embedded in the framework of generalized linear models. We describe the characteristics and interpretations of these models and show how the calculations can be performed by means of SAS and S‐Plus. We illustrate and compare the methods by applying them to data of a study investigating the effect of several risk factors on diabetic retinopathy. A special aspect is the violation of the usual assumption of equal slopes which makes the correct application of standard models impossible. We show how to use extensions of the standard models to work adequately with this situation.     

Tests of significance using regression models for ordered categorical data

Regression models of the type proposed by McCullagh (1980, Journal of the Royal Statistical Society, Series B 42, 109-142) are a general and powerful method of analyzing ordered categorical responses, assuming categorization of an (unknown) continuous response of a specified distribution type. Tests of significance with these models are generally based on likelihood-ratio statistics that have asymptotic chi 2 distributions; therefore, investigators with small data sets may be concerned with the small-sample behavior of these tests. In a Monte Carlo sampling study, significance tests based on the ordinal model are found to be powerful, but a modified test procedure (using an F distribution with a finite number of degrees of freedom for the denominator) is suggested such that the empirical significance level agrees more closely with the nominal significance level in small-sample situations. We also discuss the parallels between an ordinal regression model assuming underlying normality and conventional multiple regression. We illustrate the model with two data sets: one from a study investigating the relationship between phosphorus in soil and plant-available phosphorus in corn grown in that soil, and the other from a clinical trial comparing analgesic drugs.     

To some reasonable test procedures in multiple contingency tables to investigate certain epidemiological or medicin-sociological relationships

One of the most important tasks of the application of mathematical-statistical methods consists in giving help in the search for possible relationships, and connected with this, the specification of new hypotheses. The progress of both the special diciplines of sciences and mathematical statistics itself leads to the application of more and more complex, that means multivariate, methods. In medical fields, especially in epidemiological and medicin-sociological studies, this fact means the necessity of analysing multidimensional contingency tables. The above formulated problem is equivalent to the problem of fitting an appropriate mathematical model (for contingency tables is this a log-linear model) to the data in a way which makes the structural relationships clear to us. In this paper it is shown that one is able to get to well-interpretable models of independence with relatively simple means. Two stepwise test procedures are described yielding essentially the same results: a so called reduction procedure which is particularly profitable in sparsely occupied tables and a procedure which uses a combination of hypotheses of conditional pairwise independence.     

On the equivalence of case-crossover and time series methods in environmental epidemiology

The case-crossover design was introduced in epidemiology 15 years ago as a method for studying the effects of a risk factor on a health event using only cases. The idea is to compare a case's exposure immediately prior to or during the case-defining event with that same person's exposure at otherwise similar "reference" times. An alternative approach to the analysis of daily exposure and case-only data is time series analysis. Here, log-linear regression models express the expected total number of events on each day as a function of the exposure level and potential confounding variables. In time series analyses of air pollution, smooth functions of time and weather are the main confounders. Time series and case-crossover methods are often viewed as competing methods. In this paper, we show that case-crossover using conditional logistic regression is a special case of time series analysis when there is a common exposure such as in air pollution studies. This equivalence provides computational convenience for case-crossover analyses and a better understanding of time series models. Time series log-linear regression accounts for overdispersion of the Poisson variance, while case-crossover analyses typically do not. This equivalence also permits model checking for case-crossover data using standard log-linear model diagnostics.     

The use of mixed logit models to reflect heterogeneity in capture-recapture studies

We examine issues in estimating population size N with capture-recapture models when there is variable catchability among subjects. We focus on a logistic-normal mixed model, for which the logit of the probability of capture is an additive function of a random subject and a fixed sampling occasion parameter. When the probability of capture is small or the degree of heterogeneity is large, the log-likelihood surface is relatively flat and it is difficult to obtain much information about N. We also discuss a latent class model and a log-linear model that account for heterogeneity and show that the log-linear model has greater scope. Models assuming homogeneity provide much narrower intervals for N but are usually highly overly optimistic, the actual coverage probability being much lower than the nominal level.     

Log-linear model-based multifactor dimensionality reduction method to detect gene gene interactions

MOTIVATION: The identification and characterization of susceptibility genes that influence the risk of common and complex diseases remains a statistical and computational challenge in genetic association studies. This is partly because the effect of any single genetic variant for a common and complex disease may be dependent on other genetic variants (gene-gene interaction) and environmental factors (gene-environment interaction). To address this problem, the multifactor dimensionality reduction (MDR) method has been proposed by Ritchie et al. to detect gene-gene interactions or gene-environment interactions. The MDR method identifies polymorphism combinations associated with the common and complex multifactorial diseases by collapsing high-dimensional genetic factors into a single dimension. That is, the MDR method classifies the combination of multilocus genotypes into high-risk and low-risk groups based on a comparison of the ratios of the numbers of cases and controls. When a high-order interaction model is considered with multi-dimensional factors, however, there may be many sparse or empty cells in the contingency tables. The MDR method cannot classify an empty cell as high risk or low risk and leaves it as undetermined. RESULTS: In this article, we propose the log-linear model-based multifactor dimensionality reduction (LM MDR) method to improve the MDR in classifying sparse or empty cells. The LM MDR method estimates frequencies for empty cells from a parsimonious log-linear model so that they can be assigned to high-and low-risk groups. In addition, LM MDR includes MDR as a special case when the saturated log-linear model is fitted. Simulation studies show that the LM MDR method has greater power and smaller error rates than the MDR method. The LM MDR method is also compared with the MDR method using as an example sporadic Alzheimer's disease.     

Log-linear models for gene mapping with affected sib pair data

In genome-wide screens of genetic marker loci, non-mendelian inheritance of a marker is taken to indicate its vicinity to a disease locus. Heritable complex traits are thought to be under the influence of multiple possibly interacting susceptibility loci yet the most frequently used methods of linkage and association analysis focus on one susceptibility locus at a time. Here we introduce log-linear models for the joint analysis of multiple marker loci and interaction effects between them. Our approach focuses on affected sib pair data and identical by descent (IBD) allele sharing values observed on them. For each heterozygous parent, the IBD values at linked markers represent a sequence of dependent binary variables. We develop log-linear models for the joint distribution of these IBD values. An independence log-linear model is proposed to model the marginal means and the neighboring interaction model is advocated to account for associations between adjacent markers. Under the assumption of conditional independence, likelihood methods are applied to simulated data containing one or two susceptibility loci. It is shown that the neighboring interaction log-linear model is more efficient than the independence model, and incorporating interaction in the two-locus analysis provides increased power and accuracy for mapping of the trait loci.     

PERSPECTIVE: CHASE-AWAY SEXUAL SELECTION: ANTAGONISTIC SEDUCTION VERSUS RESISTANCE

A model of sexual selection that leads to the evolution of exaggerated male display characters that is based on antagonistic coevolution between the sexes is described. The model is motivated by three lines of research: intersexual conflict with respect to mating, sensory exploitation, and the evolution of female resistance, as opposed to preference, for male display traits. The model generates unique predictions that permit its operation to be distinguished from other established models of sexual selection. One striking prediction is that females will frequently win the coevolutionary arms race with males, leaving them encumbered with costly ornaments that have little value except that their absence understimulates females. Examples from the literature suggest that the model may have broad application in nature. The chase-away model is a special case of the more general phenomenon of Interlocus Contest Evolution (ICE).     

Models for Ordinal Agreement Data

Statistical models can be used to describe the probabilistic structure underlying cross‐classified agreement data. This article explains how models for ordinal agreement data can be understood in terms of an association component and an agreement component. The association component accounts for the positive association typically present in ordinal ratings of two observers. The agreement component specifies a model for the diagonal cells of the cross‐classified ratings. Several models for ordinal agreement data proposed in the literature are special cases of this approach. A new log‐linear model for agreement data that can also be understood in terms of the two components is presented and illustrated using data from a case‐control study of coronary heart disease.     

Temporal Patterns of Variable Relationships in Person-Oriented Research: Prediction and Auto-Association Models of Configural Frequency Analysis

Longitudinal Configural Frequency Analysis (CFA) seeks to identify, at the manifest variable level, those temporal patterns that are observed more frequently (CFA types) or less frequently (CFA antitypes) than expected with reference to a base model. This article discusses, compares, and extends two base models of interest in longitudinal data analysis. The first of these, Prediction CFA (P-CFA), is a base model that can be used in the configural analysis of both cross-sectional and longitudinal data. This model takes the associations among predictors and among criteria into account. The second base model, Auto-Association CFA (A-CFA), was specifically designed for longitudinal data. This model takes the auto-associations among repeatedly observed variables into account. Both models are extended to accommodate covariates, for example, stratification variables. Application examples are given using data from a longitudinal study of domestic violence. It is illustrated that CFA is able to yield results that are not redundant with results from log-linear modeling or multinomial regression. It is concluded that CFA is particularly useful in the context of person-oriented research.     

Application of Prediction Analysis to Cross Classifications of Ordinal Data

Prediction analysis (PA) of cross classifications is characterized as a method for the analysis of local prediction hypotheses, that is, hypotheses that link particular predictor states to particular states of criteria. To evaluate the success of a prediction, PA compares the observed with an expected frequency distribution. The latter is estimated under the assumption of independence between predictors and criteria. When predictors of criteria have ordinal categories, the success of a prediction hypothesis is overestimated if there is a regression of the cell frequencies on the ranks of the variable categories. Using the method of log-linear models, it is shown how ordinal categories can be taken into account in PA. Numerical examples are given from the areas of cognitive development and drug research.