Modelling the effects of partially observed covariates on Poisson process intensity

We propose an estimating function for parameters in a modelfor Poisson process intensity when time- or space-varying covariatesare observed for both the events of the process and at sampletimes or locations selected from a probability-based samplingdesign. We investigate the large-sample properties of the proposedestimator under increasing domain asymptotics, demonstratingthat it is consistent and asymptotically normally distributed.We illustrate our approach using data from an ecological momentaryassessment of smoking.     

Joint model selection of marginal mean regression and correlation structure for longitudinal data with missing outcome and covariates

This work develops a joint model selection criterion for simultaneously selecting the marginal mean regression and the correlation/covariance structure in longitudinal data analysis where both the outcome and the covariate variables may be subject to general intermittent patterns of missingness under the missing at random mechanism. The new proposal, termed “joint longitudinal information criterion” (JLIC), is based on the expected quadratic error for assessing model adequacy, and the second‐order weighted generalized estimating equation (WGEE) estimation for mean and covariance models. Simulation results reveal that JLIC outperforms existing methods performing model selection for the mean regression and the correlation structure in a two stage and hence separate manner. We apply the proposal to a longitudinal study to identify factors associated with life satisfaction in the elderly of Taiwan.     

Bayesian analysis for generalized linear models with nonignorably missing covariates

We propose Bayesian methods for estimating parameters in generalized linear models (GLMs) with nonignorably missing covariate data. We show that when improper uniform priors are used for the regression coefficients, phi, of the multinomial selection model for the missing data mechanism, the resulting joint posterior will always be improper if (i) all missing covariates are discrete and an intercept is included in the selection model for the missing data mechanism, or (ii) at least one of the covariates is continuous and unbounded. This impropriety will result regardless of whether proper or improper priors are specified for the regression parameters, beta, of the GLM or the parameters, alpha, of the covariate distribution. To overcome this problem, we propose a novel class of proper priors for the regression coefficients, phi, in the selection model for the missing data mechanism. These priors are robust and computationally attractive in the sense that inferences about beta are not sensitive to the choice of the hyperparameters of the prior for phi and they facilitate a Gibbs sampling scheme that leads to accelerated convergence. In addition, we extend the model assessment criterion of Chen, Dey, and Ibrahim (2004a, Biometrika 91, 45-63), called the weighted L measure, to GLMs and missing data problems as well as extend the deviance information criterion (DIC) of Spiegelhalter et al. (2002, Journal of the Royal Statistical Society B 64, 583-639) for assessing whether the missing data mechanism is ignorable or nonignorable. A novel Markov chain Monte Carlo sampling algorithm is also developed for carrying out posterior computation. Several simulations are given to investigate the performance of the proposed Bayesian criteria as well as the sensitivity of the prior specification. Real datasets from a melanoma cancer clinical trial and a liver cancer study are presented to further illustrate the proposed methods.     

Monte Carlo EM for missing covariates in parametric regression models

We propose a method for estimating parameters for general parametric regression models with an arbitrary number of missing covariates. We allow any pattern of missing data and assume that the missing data mechanism is ignorable throughout. When the missing covariates are categorical, a useful technique for obtaining parameter estimates is the EM algorithm by the method of weights proposed in Ibrahim (1990, Journal of the American Statistical Association 85, 765-769). We extend this method to continuous or mixed categorical and continuous covariates, and for arbitrary parametric regression models, by adapting a Monte Carlo version of the EM algorithm as discussed by Wei and Tanner (1990, Journal of the American Statistical Association 85, 699-704). In addition, we discuss the Gibbs sampler for sampling from the conditional distribution of the missing covariates given the observed data and show that the appropriate complete conditionals are log-concave. The log-concavity property of the conditional distributions will facilitate a straightforward implementation of the Gibbs sampler via the adaptive rejection algorithm of Gilks and Wild (1992, Applied Statistics 41, 337-348). We assume the model for the response given the covariates is an arbitrary parametric regression model, such as a generalized linear model, a parametric survival model, or a nonlinear model. We model the marginal distribution of the covariates as a product of one-dimensional conditional distributions. This allows us a great deal of flexibility in modeling the distribution of the covariates and reduces the number of nuisance parameters that are introduced in the E-step. We present examples involving both simulated and real data.     

Marginalized zero‐inflated Poisson models with missing covariates

Unlike zero‐inflated Poisson regression, marginalized zero‐inflated Poisson (MZIP) models for counts with excess zeros provide estimates with direct interpretations for the overall effects of covariates on the marginal mean. In the presence of missing covariates, MZIP and many other count data models are ordinarily fitted using complete case analysis methods due to lack of appropriate statistical methods and software. This article presents an estimation method for MZIP models with missing covariates. The method, which is applicable to other missing data problems, is illustrated and compared with complete case analysis by using simulations and dental data on the caries preventive effects of a school‐based fluoride mouthrinse program.     

Generalizing treatment effects with incomplete covariates: Identifying assumptions and multiple imputation algorithms

We focus on the problem of generalizing a causal effect estimated on a randomized controlled trial (RCT) to a target population described by a set of covariates from observational data. Available methods such as inverse propensity sampling weighting are not designed to handle missing values, which are however common in both data sources. In addition to coupling the assumptions for causal effect identifiability and for the missing values mechanism and to defining appropriate estimation strategies, one difficulty is to consider the specific structure of the data with two sources and treatment and outcome only available in the RCT. We propose three multiple imputation strategies to handle missing values when generalizing treatment effects, each handling the multisource structure of the problem differently (separate imputation, joint imputation with fixed effect, joint imputation ignoring source information). As an alternative to multiple imputation, we also propose a direct estimation approach that treats incomplete covariates as semidiscrete variables. The multiple imputation strategies and the latter alternative rely on different sets of assumptions concerning the impact of missing values on identifiability. We discuss these assumptions and assess the methods through an extensive simulation study. This work is motivated by the analysis of a large registry of over 20,000 major trauma patients and an RCT studying the effect of tranexamic acid administration on mortality in major trauma patients admitted to intensive care units. The analysis illustrates how the missing values handling can impact the conclusion about the effect generalized from the RCT to the target population.     

Leveraging a surrogate outcome to improve inference on a partially missing target outcome

Sample sizes vary substantially across tissues in the Genotype-Tissue Expression (GTEx) project, where considerably fewer samples are available from certain inaccessible tissues, such as the substantia nigra (SSN), than from accessible tissues, such as blood. This severely limits power for identifying tissue-specific expression quantitative trait loci (eQTL) in undersampled tissues. Here we propose Surrogate Phenotype Regression Analysis (Spray ) for leveraging information from a correlated surrogate outcome (eg, expression in blood) to improve inference on a partially missing target outcome (eg, expression in SSN). Rather than regarding the surrogate outcome as a proxy for the target outcome, Spray jointly models the target and surrogate outcomes within a bivariate regression framework. Unobserved values of either outcome are treated as missing data. We describe and implement an expectation conditional maximization algorithm for performing estimation in the presence of bilateral outcome missingness. Spray estimates the same association parameter estimated by standard eQTL mapping and controls the type I error even when the target and surrogate outcomes are truly uncorrelated. We demonstrate analytically and empirically, using simulations and GTEx data, that in comparison with marginally modeling the target outcome, jointly modeling the target and surrogate outcomes increases estimation precision and improves power.     

Local average treatment effects estimation via substantive model compatible multiple imputation

Nonadherence to assigned treatment is common in randomized controlled trials (RCTs). Recently, there has been increased interest in estimating causal effects of treatment received, for example, the so‐called local average treatment effect (LATE). Instrumental variables (IV) methods can be used for identification, with estimation proceeding either via fully parametric mixture models or two‐stage least squares (TSLS). TSLS is popular but can be problematic for binary outcomes where the estimand of interest is a causal odds ratio. Mixture models are rarely used in practice, perhaps because of their perceived complexity and need for specialist software. Here, we propose using multiple imputation (MI) to impute the latent compliance class appearing in the mixture models. Since such models include an interaction term between the latent compliance class and randomized treatment, we use “substantive model compatible” MI (SMC MIC), which can additionally handle missing data in outcomes and other variables in the model, before fitting the mixture models via maximum likelihood to the MI data sets and combining results via Rubin's rules. We use simulations to compare the performance of SMC MIC to existing approaches and also illustrate the methods by reanalyzing an RCT in UK primary health. We show that SMC MIC can be more efficient than full Bayesian estimation when auxiliary variables are incorporated, and is superior to two‐stage methods, especially for binary outcomes.     

Conditional and unconditional categorical regression models with missing covariates

We consider methods for analyzing categorical regression models when some covariates (Z) are completely observed but other covariates (X) are missing for some subjects. When data on X are missing at random (i.e., when the probability that X is observed does not depend on the value of X itself), we present a likelihood approach for the observed data that allows the same nuisance parameters to be eliminated in a conditional analysis as when data are complete. An example of a matched case-control study is used to demonstrate our approach.     

Maximum likelihood estimation in random effects cure rate models with nonignorable missing covariates

We introduce a method of parameter estimation for a random effects cure rate model. We also propose a methodology that allows us to account for nonignorable missing covariates in this class of models. The proposed method corrects for possible bias introduced by complete case analysis when missing data are not missing completely at random and is motivated by data from a pair of melanoma studies conducted by the Eastern Cooperative Oncology Group in which clustering by cohort or time of study entry was suspected. In addition, these models allow estimation of cure rates, which is desirable when we do not wish to assume that all subjects remain at risk of death or relapse from disease after sufficient follow-up. We develop an EM algorithm for the model and provide an efficient Gibbs sampling scheme for carrying out the E-step of the algorithm.     

Quantile regression for nonignorable missing data with its application of analyzing electronic medical records

Over the past decade, there has been growing enthusiasm for using electronic medical records (EMRs) for biomedical research. Quantile regression estimates distributional associations, providing unique insights into the intricacies and heterogeneity of the EMR data. However, the widespread nonignorable missing observations in EMR often obscure the true associations and challenge its potential for robust biomedical discoveries. We propose a novel method to estimate the covariate effects in the presence of nonignorable missing responses under quantile regression. This method imposes no parametric specifications on response distributions, which subtly uses implicit distributions induced by the corresponding quantile regression models. We show that the proposed estimator is consistent and asymptotically normal. We also provide an efficient algorithm to obtain the proposed estimate and a randomly weighted bootstrap approach for statistical inferences. Numerical studies, including an empirical analysis of real-world EMR data, are used to assess the proposed method's finite-sample performance compared to existing literature.     

Maximum likelihood methods for nonignorable missing responses and covariates in random effects models

This article analyzes quality of life (QOL) data from an Eastern Cooperative Oncology Group (ECOG) melanoma trial that compared treatment with ganglioside vaccination to treatment with high-dose interferon. The analysis of this data set is challenging due to several difficulties, namely, nonignorable missing longitudinal responses and baseline covariates. Hence, we propose a selection model for estimating parameters in the normal random effects model with nonignorable missing responses and covariates. Parameters are estimated via maximum likelihood using the Gibbs sampler and a Monte Carlo expectation maximization (EM) algorithm. Standard errors are calculated using the bootstrap. The method allows for nonmonotone patterns of missing data in both the response variable and the covariates. We model the missing data mechanism and the missing covariate distribution via a sequence of one-dimensional conditional distributions, allowing the missing covariates to be either categorical or continuous, as well as time-varying. We apply the proposed approach to the ECOG quality-of-life data and conduct a small simulation study evaluating the performance of the maximum likelihood estimates. Our results indicate that a patient treated with the vaccine has a higher QOL score on average at a given time point than a patient treated with high-dose interferon.     

Bayesian nonparametric regression analysis of data with random effects covariates from longitudinal measurements

We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves.     

Approaches for missing covariate data in logistic regression with MNAR sensitivity analyses

Data with missing covariate values but fully observed binary outcomes are an important subset of the missing data challenge. Common approaches are complete case analysis (CCA) and multiple imputation (MI). While CCA relies on missing completely at random (MCAR), MI usually relies on a missing at random (MAR) assumption to produce unbiased results. For MI involving logistic regression models, it is also important to consider several missing not at random (MNAR) conditions under which CCA is asymptotically unbiased and, as we show, MI is also valid in some cases. We use a data application and simulation study to compare the performance of several machine learning and parametric MI methods under a fully conditional specification framework (MI-FCS). Our simulation includes five scenarios involving MCAR, MAR, and MNAR under predictable and nonpredictable conditions, where “predictable” indicates missingness is not associated with the outcome. We build on previous results in the literature to show MI and CCA can both produce unbiased results under more conditions than some analysts may realize. When both approaches were valid, we found that MI-FCS was at least as good as CCA in terms of estimated bias and coverage, and was superior when missingness involved a categorical covariate. We also demonstrate how MNAR sensitivity analysis can build confidence that unbiased results were obtained, including under MNAR-predictable, when CCA and MI are both valid. Since the missingness mechanism cannot be identified from observed data, investigators should compare results from MI and CCA when both are plausibly valid, followed by MNAR sensitivity analysis.     

Bayesian analysis of survival data with missing censoring indicators

In some large clinical studies, it may be impractical to perform the physical examination to every subject at his/her last monitoring time in order to diagnose the occurrence of the event of interest. This gives rise to survival data with missing censoring indicators where the probability of missing may depend on time of last monitoring and some covariates. We present a fully Bayesian semi‐parametric method for such survival data to estimate regression parameters of the proportional hazards model of Cox. Theoretical investigation and simulation studies show that our method performs better than competing methods. We apply the proposed method to analyze the survival data with missing censoring indicators from the Orofacial Pain: Prospective Evaluation and Risk Assessment study.     

A latent class model to multiply impute missing treatment indicators in observational studies when inferences of the treatment effect are made using propensity score matching

Analysts often estimate treatment effects in observational studies using propensity score matching techniques. When there are missing covariate values, analysts can multiply impute the missing data to create m completed data sets. Analysts can then estimate propensity scores on each of the completed data sets, and use these to estimate treatment effects. However, there has been relatively little attention on developing imputation models to deal with the additional problem of missing treatment indicators, perhaps due to the consequences of generating implausible imputations. However, simply ignoring the missing treatment values, akin to a complete case analysis, could also lead to problems when estimating treatment effects. We propose a latent class model to multiply impute missing treatment indicators. We illustrate its performance through simulations and with data taken from a study on determinants of children's cognitive development. This approach is seen to obtain treatment effect estimates closer to the true treatment effect than when employing conventional imputation procedures as well as compared to a complete case analysis.