Nonlinear estimation and statistical testing of periods in nonsinusoidal longitudinal time series with unequidistant observations

The analysis of multiple components is often used to model biological variables that show nonsinusoidal predictable changes of known periods. In general, to anticipate the periods is not easy, and even in cases when we have some a priori information, it is advisable to have a statistical tool to test the chosen periods. In this work, we introduce a statistical procedure to estimate periods of longitudinal series by applying nonlinear regression techniques to the multiple sinusoidal model, as well as to the general linear model. Approximate inferences about the parameters of the model are carried out under the usual hypothesis of normality, independence, and constant variance of the errors. Confidence intervals (CIs) for each individual parameter, as well as for the amplitude-acrophase pair or for any other subgroup of parameters of interest, can be computed. As in the linear analysis of multiple components, it is possible to check the existence of rhythm by means of a zero-amplitude test. The method also allows statistical testing of several hypotheses related to the periods. For example, it is possible to test if the periods are equal to certain values of chronobiologic interest and to check if some components included in the model are harmonically related. On the other hand, when the fitted components have proximal periods, the method allows one to verify if they are modeling the same or different spectral peaks. The method, which was validated by a simulation study for a model of two components and is illustrated by an example of modeling the diastolic blood pressure of two subjects, represents a new step in the development of statistical procedures in chronobiology. (Chronobiology International, 18(2), 285-308, 2001)     

Comparison of parameters from rhythmometric models with multiple components on hybrid data

Population multiple components is a statistical tool useful for the analysis of time-dependent hybrid data. With a small number of parameters, it is possible to model and to predict the periodic behavior of a population. In this article, we propose two methods to compare among populations rhythmometric parameters obtained by multiple component analysis. The first is a parametric method based in the usual statistical techniques for comparison of mean vectors in multivariate normal populations. The method, through MANOVA analysis, allows comparison of the MESOR and amplitude-acrophase pair of each component among two or more populations. The second is a nonparametric method, based in bootstrap techniques, to compare parameters from two populations. This test allows one to compare the MESOR, the amplitude, and the acrophase of each fitted component, as well as the global amplitude, orthophase, and bathyphase estimated when all fitted components are harmonics of a fundamental period. The idea is to calculate a confidence interval for the difference of the parameters of interest. If this interval does not contain zero, it can be concluded that the parameters from the two models are different with high probability. An estimation of p-value for the corresponding test can also be calculated. Both methods are illustrated with an example, based on clinical data. The nonparametric test can also be applied to paired data, a special situation of great interest in practice. By the use of similar bootstrap techniques, we illustrate how to construct confidence intervals for any rhythmometric parameter estimated from population multiple components models, including the orthophase, bathyphase, and global amplitude. These tests for comparison of parameters among populations are a needed tool when modeling the nonsinusoidal rhythmic behavior of hybrid data by population multiple component analysis.     

Comparison of Parameters from Rhythmometric Models with Multiple Components on Hybrid Data

Population multiple components is a statistical tool useful for the analysis of time-dependent hybrid data. With a small number of parameters, it is possible to model and to predict the periodic behavior of a population. In this article, we propose two methods to compare among populations rhythmometric parameters obtained by multiple component analysis. The first is a parametric method based in the usual statistical techniques for comparison of mean vectors in multivariate normal populations. The method, through MANOVA analysis, allows comparison of the MESOR and amplitude-acrophase pair of each component among two or more populations. The second is a nonparametric method, based in bootstrap techniques, to compare parameters from two populations. This test allows one to compare the MESOR, the amplitude, and the acrophase of each fitted component, as well as the global amplitude, orthophase, and bathyphase estimated when all fitted components are harmonics of a fundamental period. The idea is to calculate a confidence interval for the difference of the parameters of interest. If this interval does not contain zero, it can be concluded that the parameters from the two models are different with high probability. An estimation of p-value for the corresponding test can also be calculated. Both methods are illustrated with an example, based on clinical data. The nonparametric test can also be applied to paired data, a special situation of great interest in practice. By the use of similar bootstrap techniques, we illustrate how to construct confidence intervals for any rhythmometric parameter estimated from population multiple components models, including the orthophase, bathyphase, and global amplitude. These tests for comparison of parameters among populations are a needed tool when modeling the nonsinusoidal rhythmic behavior of hybrid data by population multiple component analysis.     

Methods for comparison of parameters from longitudinal rhythmometric models with multiple components

Multiple components linear least-squares methods have been proposed for the detection of periodic components in nonsinusoidal longitudinal time series. However, a proper test for comparison of parameters obtained from this method for two or more time series is not yet available. Accordingly, we propose two methods, one parametric and one nonparametric, to compare parameters from rhythmometric models with multiple components. The parametric method is based on techniques commonly and generally employed in linear regression analysis. The comparison of parameters among two or more time series is accomplished by the use of so-called dummy variables. The nonparametric method is based on bootstrap techniques. This approach basically tests if the difference in any given parameter obtained by fitting a model with the same periods to two different longitudinal time series differs from zero. This method calculates a confidence interval for the difference in the tested parameter. If this interval does not contain zero, it can be concluded that the parameters obtained from the two time series are different with high probability. An estimation of the p-value for the corresponding test can also be calculated. By the use of similar bootstrap techniques, confidence intervals can also be obtained for any parameter derived from the multiple component fit of several periods to nonsinusoidal longitudinal time series, including the orthophase (peak time), bathyphase (trough time), and global amplitude (difference between the maximum and the minimum) of the fitted model waveform. These methods represent a valuable tool for the comparison of rhythm parameters obtained by multiple component analysis, and they render this approach as a generally applicable one for waveform representation and detection of periodicities in nonsinusoidal, sparse, and noisy longitudinal time series sampled with either equidistant or unequidistant observations.     

Spectral sensitivity in linear biological models

Properties of spectral components of the system matrix of linear time-invariant discrete or continuous models are investigated. It is shown that the entries in these matrices have the interpretation of being the sensitivity of the system matrix eigenvalues with respect to the model parameters. The spectral resolution formula for linear operators is used to get explicit results about component matrices and eigenvalue sensitivity. In biological modeling, particular interest is in the real maximal or minimal roots of the system matrix. Exact formulation of the related spectral components is made in important system matrix cases such as companion, Leslie, ecosystem, compartmental, and stochastic matrices.     

A powerful and flexible multilocus association test for quantitative traits

Association mapping of complex traits typically employs tagSNP genotype data to identify a trait locus within a region of interest. However, considerable debate exists regarding the most powerful strategy for utilizing such tagSNP data for inference. A popular approach tests each tagSNP within the region individually, but such tests could lose power as a result of incomplete linkage disequilibrium between the genotyped tagSNP and the trait locus. Alternatively, one can jointly test all tagSNPs simultaneously within the region (by using genotypes or haplotypes), but such multivariate tests have large degrees of freedom that can also compromise power. Here, we consider a semiparametric model for quantitative-trait mapping that uses genetic information from multiple tagSNPs simultaneously in analysis but produces a test statistic with reduced degrees of freedom compared to existing multivariate approaches. We fit this model by using a dimension-reducing technique called least-squares kernel machines, which we show is identical to analysis using a specific linear mixed model (which we can fit by using standard software packages like SAS and R). Using simulated SNP data based on real data from the International HapMap Project, we demonstrate that our approach often has superior performance for association mapping of quantitative traits compared to the popular approach of single-tagSNP testing. Our approach is also flexible, because it allows easy modeling of covariates and, if interest exists, high-dimensional interactions among tagSNPs and environmental predictors.     

Flexible structure multiple modeling using irregular self-organizing maps neural network

The MMSOM identification method, which had been presented by the authors, is improved to the multiple modeling by the irregular self-organizing map (MMISOM) using the irregular SOM (ISOM). Inputs to the neural networks are parameters of the instantaneous model computed adaptively at every instant. The neural network learns these models. The reference vectors of its output nodes are estimation of the parameters of the local models. At every instant, the model with closest output to the plant output is selected as the model of the plant. ISOM used in this paper is a graph of all the nodes and some of the weighted links between them to make a minimum spanning tree graph. It is shown in this paper that it is possible to add new models if the number of models is initially less than the appropriate one. The MMISOM shows more flexibility to cover the linear model space of the plant when the space is concave.     

Flexible structure multiple modeling using irregular self-organizing maps neural network

The MMSOM identification method, which had been presented by the authors, is improved to the multiple modeling by the irregular self-organizing map (MMISOM) using the irregular SOM (ISOM). Inputs to the neural networks are parameters of the instantaneous model computed adaptively at every instant. The neural network learns these models. The reference vectors of its output nodes are estimation of the parameters of the local models. At every instant, the model with closest output to the plant output is selected as the model of the plant. ISOM used in this paper is a graph of all the nodes and some of the weighted links between them to make a minimum spanning tree graph. It is shown in this paper that it is possible to add new models if the number of models is initially less than the appropriate one. The MMISOM shows more flexibility to cover the linear model space of the plant when the space is concave.     

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.     

Unbiasedness of the Estimator of the Function of Expected Value in the Mixed Linear Model

The traditional method for estimating the linear function of fixed parameters in mixed linear model is a two-stage procedure. In the first stage of this procedure the variance components estimators are calculated and next in the second stage these estimators are taken as true values of variance components to estimating the linear function of fixed parameters according to generalized least squares method. In this paper the general mixed linear model is considered in which a matrix related to fixed parameters and or/a dispersion matrix of observation vector may be deficient in rank. It is shown that the estimators of a set of functions of fixed parameters obtained in second stage are unbiased if only the observation vector is symmetrically distributed about its expected value and the estimators of variance components from first stage are translation-invariant and are even functions of the observation vector.     

A general approach for two-stage analysis of multilevel clustered non-Gaussian data

In this article, we propose a two-stage approach to modeling multilevel clustered non-Gaussian data with sufficiently large numbers of continuous measures per cluster. Such data are common in biological and medical studies utilizing monitoring or image-processing equipment. We consider a general class of hierarchical models that generalizes the model in the global two-stage (GTS) method for nonlinear mixed effects models by using any square-root-n-consistent and asymptotically normal estimators from stage 1 as pseudodata in the stage 2 model, and by extending the stage 2 model to accommodate random effects from multiple levels of clustering. The second-stage model is a standard linear mixed effects model with normal random effects, but the cluster-specific distributions, conditional on random effects, can be non-Gaussian. This methodology provides a flexible framework for modeling not only a location parameter but also other characteristics of conditional distributions that may be of specific interest. For estimation of the population parameters, we propose a conditional restricted maximum likelihood (CREML) approach and establish the asymptotic properties of the CREML estimators. The proposed general approach is illustrated using quartiles as cluster-specific parameters estimated in the first stage, and applied to the data example from a collagen fibril development study. We demonstrate using simulations that in samples with small numbers of independent clusters, the CREML estimators may perform better than conditional maximum likelihood estimators, which are a direct extension of the estimators from the GTS method.     

Aggregation error in nonlinear ecological models

Conditions are presented for accurately representing the dynamics of several components of a nonlinear ecological system by a single state variable. For mass-balance ecosystem models, only two conditions exist that permit such aggregation without introducing error into the model. Under the first condition, components can be lumped if their environmental losses (e.g. respiration or migration) are characterized by identical linear functions. Under the second condition, the components must maintain constant proportionality throughout their transient behavior. If these conditions are violated, it is not possible to aggregate without error. However, it is shown that aggregation error can still be minimized. The theorems developed here extend related results derived for the general theory of systems and have the advantage of generality, being applicable to nonlinear models of considerable complexity.     

Semiparametric regression of multidimensional genetic pathway data: least-squares kernel machines and linear mixed models

We consider a semiparametric regression model that relates a normal outcome to covariates and a genetic pathway, where the covariate effects are modeled parametrically and the pathway effect of multiple gene expressions is modeled parametrically or nonparametrically using least-squares kernel machines (LSKMs). This unified framework allows a flexible function for the joint effect of multiple genes within a pathway by specifying a kernel function and allows for the possibility that each gene expression effect might be nonlinear and the genes within the same pathway are likely to interact with each other in a complicated way. This semiparametric model also makes it possible to test for the overall genetic pathway effect. We show that the LSKM semiparametric regression can be formulated using a linear mixed model. Estimation and inference hence can proceed within the linear mixed model framework using standard mixed model software. Both the regression coefficients of the covariate effects and the LSKM estimator of the genetic pathway effect can be obtained using the best linear unbiased predictor in the corresponding linear mixed model formulation. The smoothing parameter and the kernel parameter can be estimated as variance components using restricted maximum likelihood. A score test is developed to test for the genetic pathway effect. Model/variable selection within the LSKM framework is discussed. The methods are illustrated using a prostate cancer data set and evaluated using simulations.     

A State Space Transformation Can Yield Identifiable Models for Tracer Kinetic Studies with Enrichment Data

Tracer studies are analyzed almost universally by multicompartmental models where the state variables are tracer amounts or activities in the different pools. The model parameters are rate constants, defined naturally by expressing fluxes as fractions of the source pools. We consider an alternative state space with tracer enrichments or specific activities as the state variables, with the rate constants redefined by expressing fluxes as fractions of the destination pools. Although the redefinition may seem unphysiological, the commonly computed fractional synthetic rate actually expresses synthetic flux as a fraction of the product mass (destination pool). We show that, for a variety of structures, provided the structure is linear and stationary, the model in the enrichment state space has fewer parameters than that in the activities state space, and is hence better both to study identifiability and to estimate parameters. The superiority of enrichment modeling is shown for structures where activity model unidentifiability is caused by multiple exit pathways; on the other hand, with a single exit pathway but with multiple untraced entry pathways, activity modeling is shown to be superior. With the present-day emphasis on mass isotopes, the tracer in human studies is often of a precursor, labeling most or all entry pathways. It is shown that for these tracer studies, models in the activities state space are always unidentifiable when there are multiple exit pathways, even if the enrichment in every pool is observed; on the other hand, the corresponding models in the enrichment state space have fewer parameters and are more often identifiable. Our results suggest that studies with labeled precursors are modeled best with enrichments.     

International Society of Chronobiology: Membership Information

Most variables of interest in laboratory medicine show predictable changes with several frequencies in the span of time investigated. The waveform of such nonsinusoidal rhythms can be well described by the use of multiple components rhythmometry, a method that allows fitting a linear model with several cosine functions. The method, originally described for analysis of longitudinal time series, is here extended to allow analysis of hybrid data (time series sampled from a group of subjects, each represented by an individual series). Given k individual series, we can fit the same linear model with m different frequencies (harmonics or not from one fundamental period) to each series. This fit will provide estimations for 2m + 1 parameters, namely, the amplitude and acrophase of each component, as well as the rhythm-adjusted mean. Assuming that the set of parameters obtained for each individual is a random sample from a multivariate normal population, the corresponding population parameter estimates can be based on the means of estimates obtained from individuals in the sample. Their confidence intervals depend on the variability among individual parameter estimates. The vari-ance-covariance matrix can then be estimated on the basis of the sample covariances. Confidence intervals for the rhythm-adjusted mean, as well as for the amplitude-acrophase pair, of each component can then be computed using the estimated covariance matrix. The p-values for testing the zero-amplitude assumption for each component, as well as for the global model, can finally be derived using those confidence intervals and the t and F distributions. The method, validated by a simulation study and illustrated by an example of modeling the circadian variation of heart rate, represents a new step in the development of statistical procedures in chronobiology.     

Joint Variable Selection for Fixed and Random Effects in Linear Mixed‐Effects Models

Summary It is of great practical interest to simultaneously identify the important predictors that correspond to both the fixed and random effects components in a linear mixed‐effects (LME) model. Typical approaches perform selection separately on each of the fixed and random effect components. However, changing the structure of one set of effects can lead to different choices of variables for the other set of effects. We propose simultaneous selection of the fixed and random factors in an LME model using a modified Cholesky decomposition. Our method is based on a penalized joint log likelihood with an adaptive penalty for the selection and estimation of both the fixed and random effects. It performs model selection by allowing fixed effects or standard deviations of random effects to be exactly zero. A constrained expectation–maximization algorithm is then used to obtain the final estimates. It is further shown that the proposed penalized estimator enjoys the Oracle property, in that, asymptotically it performs as well as if the true model was known beforehand. We demonstrate the performance of our method based on a simulation study and a real data example.     

Comparing Families of Dynamic Causal Models

Mathematical models of scientific data can be formally compared using Bayesian model evidence. Previous applications in the biological sciences have mainly focussed on model selection in which one first selects the model with the highest evidence and then makes inferences based on the parameters of that model. This “best model” approach is very useful but can become brittle if there are a large number of models to compare, and if different subjects use different models. To overcome this shortcoming we propose the combination of two further approaches: (i) family level inference and (ii) Bayesian model averaging within families. Family level inference removes uncertainty about aspects of model structure other than the characteristic of interest. For example: What are the inputs to the system? Is processing serial or parallel? Is it linear or nonlinear? Is it mediated by a single, crucial connection? We apply Bayesian model averaging within families to provide inferences about parameters that are independent of further assumptions about model structure. We illustrate the methods using Dynamic Causal Models of brain imaging data.     

Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem

Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally.