Bivariate random‐effects meta‐analysis models for diagnostic test accuracy studies using arcsine‐based transformations

Diagnostic or screening tests are widely used in medical fields to classify patients according to their disease status. Several statistical models for meta‐analysis of diagnostic test accuracy studies have been developed to synthesize test sensitivity and specificity of a diagnostic test of interest. Because of the correlation between test sensitivity and specificity, modeling the two measures using a bivariate model is recommended. In this paper, we extend the current standard bivariate linear mixed model (LMM) by proposing two variance‐stabilizing transformations: the arcsine square root and the Freeman–Tukey double arcsine transformation. We compared the performance of the proposed methods with the standard method through simulations using several performance measures. The simulation results showed that our proposed methods performed better than the standard LMM in terms of bias, root mean square error, and coverage probability in most of the scenarios, even when data were generated assuming the standard LMM. We also illustrated the methods using two real data sets.     

Mixed effects models with bivariate and univariate association parameters for longitudinal bivariate binary response data

When two binary responses are measured for each study subject across time, it may be of interest to model how the bivariate associations and marginal univariate risks involving the two responses change across time. To achieve such a goal, marginal models with bivariate log odds ratio and univariate logit components are extended to include random effects for all components. Specifically, separate normal random effects are specified on the log odds ratio scale for bivariate responses and on the logit scale for univariate responses. Assuming conditional independence given the random effects facilitates the modeling of bivariate associations across time with missing at random incomplete data. We fit the model to a dataset for which such structures are feasible: a longitudinal randomized trial of a cardiovascular educational program where the responses of interest are change in hypertension and hypercholestemia status. The proposed model is compared to a naive bivariate model that assumes independence between time points and univariate mixed effects logit models.     

A population‐averaged approach to diagnostic test meta‐analysis

The meta‐analysis of diagnostic accuracy studies is often of interest in screening programs for many diseases. The typical summary statistics for studies chosen for a diagnostic accuracy meta‐analysis are often two dimensional: sensitivities and specificities. The common statistical analysis approach for the meta‐analysis of diagnostic studies is based on the bivariate generalized linear‐mixed model (BGLMM), which has study‐specific interpretations. In this article, we present a population‐averaged (PA) model using generalized estimating equations (GEE) for making inference on mean specificity and sensitivity of a diagnostic test in the population represented by the meta‐analytic studies. We also derive the marginalized counterparts of the regression parameters from the BGLMM. We illustrate the proposed PA approach through two dataset examples and compare performance of estimators of the marginal regression parameters from the PA model with those of the marginalized regression parameters from the BGLMM through Monte Carlo simulation studies. Overall, both marginalized BGLMM and GEE with sandwich standard errors maintained nominal 95% confidence interval coverage levels for mean specificity and mean sensitivity in meta‐analysis of 25 of more studies even under misspecification of the covariance structure of the bivariate positive test counts for diseased and nondiseased subjects.     

A general noninteractive multiple toxicity model including probit, logit, and Weibull transformations

A multiple toxicity model for the quantal response of organisms is constructed based on an existing bivariate theory. The main assumption is that the tolerances follow a multivariate normal distribution function. However, any monotone tolerance distribution can be applied by mapping the integration region in the n-dimensional space of transforms on the n-dimensional space of normal equivalent deviates. General requirements to noninteractive bivariate tolerance distributions are discussed, and it is shown that bivariate logit and Weibull distributions, constructed according to the mapping procedure, meet these criteria. The univariate Weibull dose-response model is given a novel interpretation in terms of reactions between toxicant molecules and a hypothetical key receptor of the organism. The application of the multiple toxicity model is demonstrated using literature data for the action of gamma-benzene hexachloride and pyrethrins on flour beetles (Tribolium castaneum). Nonnormal tolerance distributions are needed when the mortality data include extreme response probabilities.     

Efficient estimation for patient-specific rates of disease progression using nonnormal linear mixed models

Summary .  This article presents a new class of nonnormal linear mixed models that provide an efficient estimation of subject-specific disease progression in the analysis of longitudinal data from the Modification of Diet in Renal Disease (MDRD) trial. This new analysis addresses the previously reported finding that the distribution of the random effect characterizing disease progression is negatively skewed. We assume a log-gamma distribution for the random effects and provide the maximum likelihood inference for the proposed nonnormal linear mixed model. We derive the predictive distribution of patient-specific disease progression rates, which demonstrates rather different individual progression profiles from those obtained from the normal linear mixed model analysis. To validate the adequacy of the log-gamma assumption versus the usual normality assumption for the random effects, we propose a lack-of-fit test that clearly indicates a better fit for the log-gamma modeling in the analysis of the MDRD data. The full maximum likelihood inference is also advantageous in dealing with the missing at random (MAR) type of dropouts encountered in the MDRD data.     

Semiparametric models for missing covariate and response data in regression models

We consider a class of semiparametric models for the covariate distribution and missing data mechanism for missing covariate and/or response data for general classes of regression models including generalized linear models and generalized linear mixed models. Ignorable and nonignorable missing covariate and/or response data are considered. The proposed semiparametric model can be viewed as a sensitivity analysis for model misspecification of the missing covariate distribution and/or missing data mechanism. The semiparametric model consists of a generalized additive model (GAM) for the covariate distribution and/or missing data mechanism. Penalized regression splines are used to express the GAMs as a generalized linear mixed effects model, in which the variance of the corresponding random effects provides an intuitive index for choosing between the semiparametric and parametric model. Maximum likelihood estimates are then obtained via the EM algorithm. Simulations are given to demonstrate the methodology, and a real data set from a melanoma cancer clinical trial is analyzed using the proposed methods.     

Permutation inference methods for multivariate meta-analysis

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies heterogeneities. However, coverage probabilities of confidence regions or intervals for standard inference methods for random-effects models (eg, restricted maximum likelihood estimation) cannot retain their nominal confidence levels in general, especially when the number of synthesized studies is small because their validities depend on large sample approximations. In this article, we provide permutation-based inference methods that enable exact joint inferences for average outcome measures without large sample approximations. We also provide accurate marginal inference methods under general settings of multivariate meta-analyses. We propose effective approaches for permutation inferences using optimal weighting based on the efficient score statistic. The effectiveness of the proposed methods is illustrated via applications to bivariate meta-analyses of diagnostic accuracy studies for airway eosinophilia in asthma and a network meta-analysis for antihypertensive drugs on incident diabetes, as well as through simulation experiments. In numerical evaluations performed via simulations, our methods generally provided accurate confidence regions or intervals under a broad range of settings, whereas the current standard inference methods exhibited serious undercoverage properties.     

Type I and Type II error under random-effects misspecification in generalized linear mixed models

Generalized linear mixed models (GLMMs) have become a frequently used tool for the analysis of non-Gaussian longitudinal data. Estimation is based on maximum likelihood theory, which assumes that the underlying probability model is correctly specified. Recent research is showing that the results obtained from these models are not always robust against departures from the assumptions on which these models are based. In the present work we have used simulations with a logistic random-intercept model to study the impact of misspecifying the random-effects distribution on the type I and II errors of the tests for the mean structure in GLMMs. We found that the misspecification can either increase or decrease the power of the tests, depending on the shape of the underlying random-effects distribution, and it can considerably inflate the type I error rate. Additionally, we have found a theoretical result which states that whenever a subset of fixed-effects parameters, not included in the random-effects structure equals zero, the corresponding maximum likelihood estimator will consistently estimate zero. This implies that under certain conditions a significant effect could be considered as a reliable result, even if the random-effects distribution is misspecified.     

Linear mixed models for longitudinal shape data with applications to facial modeling

We present a novel application of methods for analysis of high-dimensional longitudinal data to a comparison of facial shape over time between babies with cleft lip and palate and similarly aged controls. A pairwise methodology is used that was introduced in Fieuws and Verbeke (2006) in order to apply a linear mixed-effects model to data of high dimensions, such as describe facial shape. The approach involves fitting bivariate linear mixed-effects models to all the pairwise combinations of responses, where the latter result from the individual coordinate positions, and aggregating the results across repeated parameter estimates (such as the random-effects variance for a particular coordinate). We describe one example using landmarks and another using facial curves from the cleft lip study, the latter using B-splines to provide an efficient parameterization. The results are presented in 2 dimensions, both in the profile and in the frontal views, with bivariate confidence intervals for the mean position of each landmark or curve, allowing objective assessment of significant differences in particular areas of the face between the 2 groups. Model comparison is performed using Wald and pseudolikelihood ratio tests.     

Accuracy of mucocutaneous leishmaniasis diagnosis using polymerase chain reaction: systematic literature review and meta-analysis

The diagnosis of mucocutaneous leishmaniasis (MCL) is hampered by the absence of a gold standard. An accurate diagnosis is essential because of the high toxicity of the medications for the disease. This study aimed to assess the ability of polymerase chain reaction (PCR) to identify MCL and to compare these results with clinical research recently published by the authors. A systematic literature review based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses: the PRISMA Statement was performed using comprehensive search criteria and communication with the authors. A meta-analysis considering the estimates of the univariate and bivariate models was performed. Specificity near 100% was common among the papers. The primary reason for accuracy differences was sensitivity. The meta-analysis, which was only possible for PCR samples of lesion fragments, revealed a sensitivity of 71% [95% confidence interval (CI) = 0.59; 0.81] and a specificity of 93% (95% CI = 0.83; 0.98) in the bivariate model. The search for measures that could increase the sensitivity of PCR should be encouraged. The quality of the collected material and the optimisation of the amplification of genetic material should be prioritised.     

Random-effects meta-analysis models for the odds ratio in the case of rare events under different data-generating models: A simulation study

Meta-analysis of binary data is challenging when the event under investigation is rare, and standard models for random-effects meta-analysis perform poorly in such settings. In this simulation study, we investigate the performance of different random-effects meta-analysis models in terms of point and interval estimation of the pooled log odds ratio in rare events meta-analysis. First and foremost, we evaluate the performance of a hypergeometric-normal model from the family of generalized linear mixed models (GLMMs), which has been recommended, but has not yet been thoroughly investigated for rare events meta-analysis. Performance of this model is compared to performance of the beta-binomial model, which yielded favorable results in previous simulation studies, and to the performance of models that are frequently used in rare events meta-analysis, such as the inverse variance model and the Mantel–Haenszel method. In addition to considering a large number of simulation parameters inspired by real-world data settings, we study the comparative performance of the meta-analytic models under two different data-generating models (DGMs) that have been used in past simulation studies. The results of this study show that the hypergeometric-normal GLMM is useful for meta-analysis of rare events when moderate to large heterogeneity is present. In addition, our study reveals important insights with regard to the performance of the beta-binomial model under different DGMs from the binomial-normal family. In particular, we demonstrate that although misalignment of the beta-binomial model with the DGM affects its performance, it shows more robustness to the DGM than its competitors.     

Robust alternatives to the F-Test in mixed linear models based on MM-estimates

Mixed linear models are commonly used to analyze data in many settings. These models are generally fitted by means of (restricted) maximum likelihood techniques relying heavily on normality. The sensitivity of the resulting estimators and related tests to this underlying assumption has been identified as a weakness that can even lead to wrong interpretations. Very recently a highly robust estimator based on a scale estimate, that is, an S-estimator, has been proposed for general mixed linear models. It has the advantage of being easy to compute and allows the computation of a robust score test. However, this proposal cannot be used to define a likelihood ratio type test that is certainly the most direct route to robustify an F-test. As the latter is usually a key tool of hypothesis testing in mixed linear models, we propose two new robust estimators that allow the desired extension. They also lead to resistant Wald-type tests useful for testing contrasts and covariate effects. We study their properties theoretically and by means of simulations. The analysis of a real data set illustrates the advantage of the new approach in the presence of outlying observations.     

Use of linear mixed models for genetic evaluation of gestation length and birth weight allowing for heavy-tailed residual effects

Background

The distribution of residual effects in linear mixed models in animal breeding applications is typically assumed normal, which makes inferences vulnerable to outlier observations. In order to mute the impact of outliers, one option is to fit models with residuals having a heavy-tailed distribution. Here, a Student''s-t model was considered for the distribution of the residuals with the degrees of freedom treated as unknown. Bayesian inference was used to investigate a bivariate Student''s-t (BSt) model using Markov chain Monte Carlo methods in a simulation study and analysing field data for gestation length and birth weight permitted to study the practical implications of fitting heavy-tailed distributions for residuals in linear mixed models.

Methods

In the simulation study, bivariate residuals were generated using Student''s-t distribution with 4 or 12 degrees of freedom, or a normal distribution. Sire models with bivariate Student''s-t or normal residuals were fitted to each simulated dataset using a hierarchical Bayesian approach. For the field data, consisting of gestation length and birth weight records on 7,883 Italian Piemontese cattle, a sire-maternal grandsire model including fixed effects of sex-age of dam and uncorrelated random herd-year-season effects were fitted using a hierarchical Bayesian approach. Residuals were defined to follow bivariate normal or Student''s-t distributions with unknown degrees of freedom.

Results

Posterior mean estimates of degrees of freedom parameters seemed to be accurate and unbiased in the simulation study. Estimates of sire and herd variances were similar, if not identical, across fitted models. In the field data, there was strong support based on predictive log-likelihood values for the Student''s-t error model. Most of the posterior density for degrees of freedom was below 4. Posterior means of direct and maternal heritabilities for birth weight were smaller in the Student''s-t model than those in the normal model. Re-rankings of sires were observed between heavy-tailed and normal models.

Conclusions

Reliable estimates of degrees of freedom were obtained in all simulated heavy-tailed and normal datasets. The predictive log-likelihood was able to distinguish the correct model among the models fitted to heavy-tailed datasets. There was no disadvantage of fitting a heavy-tailed model when the true model was normal. Predictive log-likelihood values indicated that heavy-tailed models with low degrees of freedom values fitted gestation length and birth weight data better than a model with normally distributed residuals.Heavy-tailed and normal models resulted in different estimates of direct and maternal heritabilities, and different sire rankings. Heavy-tailed models may be more appropriate for reliable estimation of genetic parameters from field data.     

Bivariate Mixed Effects Analysis of Clustered Data with Large Cluster Sizes

Linear mixed effects models are widely used to analyze a clustered response variable. Motivated by a recent study to examine and compare the hospital length of stay (LOS) between patients undertaking percutaneous coronary intervention (PCI) and coronary artery bypass graft (CABG) from several international clinical trials, we proposed a bivariate linear mixed effects model for the joint modeling of clustered PCI and CABG LOSs where each clinical trial is considered a cluster. Due to the large number of patients in some trials, commonly used commercial statistical software for fitting (bivariate) linear mixed models failed to run since it could not allocate enough memory to invert large dimensional matrices during the optimization process. We consider ways to circumvent the computational problem in the maximum likelihood (ML) inference and restricted maximum likelihood (REML) inference. Particularly, we developed an expected and maximization (EM) algorithm for the REML inference and presented an ML implementation using existing software. The new REML EM algorithm is easy to implement and computationally stable and efficient. With this REML EM algorithm, we could analyze the LOS data and obtained meaningful results.     

Meta‐Analysis of Diagnostic Test Accuracy Studies with Multiple Thresholds using Survival Methods

Diagnostic tests play an important role in clinical practice. The objective of a diagnostic test accuracy study is to compare an experimental diagnostic test with a reference standard. The majority of these studies dichotomize test results into two categories: negative and positive. But often the underlying test results may be categorized into more than two, ordered, categories. This article concerns the situation where multiple studies have evaluated the same diagnostic test with the same multiple thresholds in a population of non‐diseased and diseased individuals. Recently, bivariate meta‐analysis has been proposed for the pooling of sensitivity and specificity, which are likely to be negatively correlated within studies. These ideas have been extended to the situation of diagnostic tests with multiple thresholds, leading to a multinomial model with multivariate normal between‐study variation. This approach is efficient, but computer‐intensive and its convergence is highly dependent on starting values. Moreover, monotonicity of the sensitivities/specificities for increasing thresholds is not guaranteed. Here, we propose a Poisson‐correlated gamma frailty model, previously applied to a seemingly quite different situation, meta‐analysis of paired survival curves. Since the approach is based on hazards, it guarantees monotonicity of the sensitivities/specificities for increasing thresholds. The approach is less efficient than the multinomial/normal approach. On the other hand, the Poisson‐correlated gamma frailty model makes no assumptions on the relationship between sensitivity and specificity, gives consistent results, appears to be quite robust against different between‐study variation models, and is computationally very fast and reliable with regard to the overall sensitivities/specificities.     

Joint models for a primary endpoint and multiple longitudinal covariate processes

Summary .   Joint models are formulated to investigate the association between a primary endpoint and features of multiple longitudinal processes. In particular, the subject-specific random effects in a multivariate linear random-effects model for multiple longitudinal processes are predictors in a generalized linear model for primary endpoints. Li, Zhang, and Davidian (2004, Biometrics 60 , 1–7) proposed an estimation procedure that makes no distributional assumption on the random effects but assumes independent within-subject measurement errors in the longitudinal covariate process. Based on an asymptotic bias analysis, we found that their estimators can be biased when random effects do not fully explain the within-subject correlations among longitudinal covariate measurements. Specifically, the existing procedure is fairly sensitive to the independent measurement error assumption. To overcome this limitation, we propose new estimation procedures that require neither a distributional or covariance structural assumption on covariate random effects nor an independence assumption on within-subject measurement errors. These new procedures are more flexible, readily cover scenarios that have multivariate longitudinal covariate processes, and can be implemented using available software. Through simulations and an analysis of data from a hypertension study, we evaluate and illustrate the numerical performances of the new estimators.     

Hierarchical Bayesian modeling of heterogeneous cluster‐ and subject‐level associations between continuous and binary outcomes in dairy production

The augmentation of categorical outcomes with underlying Gaussian variables in bivariate generalized mixed effects models has facilitated the joint modeling of continuous and binary response variables. These models typically assume that random effects and residual effects (co)variances are homogeneous across all clusters and subjects, respectively. Motivated by conflicting evidence about the association between performance outcomes in dairy production systems, we consider the situation where these (co)variance parameters may themselves be functions of systematic and/or random effects. We present a hierarchical Bayesian extension of bivariate generalized linear models whereby functions of the (co)variance matrices are specified as linear combinations of fixed and random effects following a square‐root‐free Cholesky reparameterization that ensures necessary positive semidefinite constraints. We test the proposed model by simulation and apply it to the analysis of a dairy cattle data set in which the random herd‐level and residual cow‐level effects (co)variances between a continuous production trait and binary reproduction trait are modeled as functions of fixed management effects and random cluster effects.     

Genetic nature of individual frailty: comparison of two approaches.

The traditional frailty models used in genetic analysis of bivariate survival data assume that individual frailty (and longevity) is influenced by thousands of genes, and that the contribution of each separate gene is small. This assumption, however, does not have a solid biological basis. It may just happen that one or a small number of genes makes a major contribution to determining the human life span. To answer the questions about the nature of the genetic influence on life span using survival data, models are needed that specify the influence of major genes on individual frailty and longevity. The goal of this paper is to test the nature of genetic influences on individual frailty and longevity using survival data on Danish twins. We use a new bivariate survival model with one major gene influencing life span to analyse survival data on MZ (monozygotic) and DZ (dizygotic) twins. The analysis shows that two radically different classes of model provide an equally good fit to the data. However, the asymptotic behaviour of some conditional statistics is different in models from different classes. Because of the limited sample size of bivariate survival data we cannot draw reliable conclusions about the nature of genetic effects on life span. Additional information about tails of bivariate distribution or risk factors may help to solve this problem.     

A bivariate joint frailty model with mixture framework for survival analysis of recurrent events with dependent censoring and cure fraction

In the study of multiple failure time data with recurrent clinical endpoints, the classical independent censoring assumption in survival analysis can be violated when the evolution of the recurrent events is correlated with a censoring mechanism such as death. Moreover, in some situations, a cure fraction appears in the data because a tangible proportion of the study population benefits from treatment and becomes recurrence free and insusceptible to death related to the disease. A bivariate joint frailty mixture cure model is proposed to allow for dependent censoring and cure fraction in recurrent event data. The latency part of the model consists of two intensity functions for the hazard rates of recurrent events and death, wherein a bivariate frailty is introduced by means of the generalized linear mixed model methodology to adjust for dependent censoring. The model allows covariates and frailties in both the incidence and the latency parts, and it further accounts for the possibility of cure after each recurrence. It includes the joint frailty model and other related models as special cases. An expectation-maximization (EM)-type algorithm is developed to provide residual maximum likelihood estimation of model parameters. Through simulation studies, the performance of the model is investigated under different magnitudes of dependent censoring and cure rate. The model is applied to data sets from two colorectal cancer studies to illustrate its practical value.