Measurement error in covariates in the marginal hazards model for multivariate failure time data

We consider measurement error in covariates in the marginal hazards model for multivariate failure time data. We explore the bias implications of normal additive measurement error without assuming a distribution for the underlying true covariate. To correct measurement-error-induced bias in the regression coefficient of the marginal model, we propose to apply the SIMEX procedure and demonstrate its large and small sample properties for both known and estimated measurement error variance. We illustrate this method using the Lipid Research Clinics Coronary Primary Prevention Trial data with total cholesterol as the covariate measured with error and time until angina and time until nonfatal myocardial infarction as the correlated outcomes of interest.     

SIMEX for correction of dietary exposure effects with Box-Cox transformed data

Modelling dietary data, and especially 24-hr dietary recall (24HDR) data, is a challenge. Ignoring the inherent measurement error (ME) leads to biased effect estimates when the association between an exposure and an outcome is investigated. We propose an adapted simulation extrapolation (SIMEX) algorithm for modelling dietary exposures. For this purpose, we exploit the ME model of the NCI method where we assume the assumption of normally distributed errors of the reported intake on the Box-Cox transformed scale and of unbiased recalls on the original scale. According to the SIMEX algorithm, remeasurements of the observed data with additional ME are generated in order to estimate the association between the level of ME and the resulting effect estimate. Subsequently, this association is extrapolated to the case of zero ME to obtain the corrected estimate. We show that the proposed method fulfils the key property of the SIMEX approach, that is, that the MSE of the generated data will converge to zero if the ME variance converges to zero. Furthermore, the method is applied to real 24HDR data of the I.Family study to correct the effects of salt and alcohol intake on blood pressure. In a simulation study, the method is compared with the NCI method resulting in effect estimates with either smaller MSE or smaller bias in certain situations. In addition, we found our method to be more informative and easier to implement. Therefore, we conclude that the proposed method is useful to promote the dissemination of ME correction methods in nutritional epidemiology.     

A flexible approach to measurement error correction in case-control studies

SUMMARY: We investigate the use of prospective likelihood methods to analyze retrospective case-control data where some of the covariates are measured with error. We show that prospective methods can be applied and the case-control sampling scheme can be ignored if one adequately models the distribution of the error-prone covariates in the case-control sampling scheme. Indeed, subject to this, the prospective likelihood methods result in consistent estimates and information standard errors are asymptotically correct. However, the distribution of such covariates is not the same in the population and under case-control sampling, dictating the need to model the distribution flexibly. In this article, we illustrate the general principle by modeling the distribution of the continuous error-prone covariates using the skewnormal distribution. The performance of the method is evaluated through simulation studies, which show satisfactory results in terms of bias and coverage. Finally, the method is applied to the analysis of two data sets which refer, respectively, to a cholesterol study and a study on breast cancer.     

SIMEX variance component tests in generalized linear mixed measurement error models

In the analysis of clustered data with covariates measured with error, a problem of common interest is to test for correlation within clusters and heterogeneity across clusters. We examined this problem in the framework of generalized linear mixed measurement error models. We propose using the simulation extrapolation (SIMEX) method to construct a score test for the null hypothesis that all variance components are zero. A key feature of this SIMEX score test is that no assumptions need to be made regarding the distributions of the random effects and the unobserved covariates. We illustrate this test by analyzing Framingham heart disease data and evaluate its performance by simulation. We also propose individual SIMEX score tests for testing the variance components separately. Both tests can be easily implemented using existing statistical software.     

Structured additive regression for categorical space-time data: a mixed model approach

Motivated by a space-time study on forest health with damage state of trees as the response, we propose a general class of structured additive regression models for categorical responses, allowing for a flexible semiparametric predictor. Nonlinear effects of continuous covariates, time trends, and interactions between continuous covariates are modeled by penalized splines. Spatial effects can be estimated based on Markov random fields, Gaussian random fields, or two-dimensional penalized splines. We present our approach from a Bayesian perspective, with inference based on a categorical linear mixed model representation. The resulting empirical Bayes method is closely related to penalized likelihood estimation in a frequentist setting. Variance components, corresponding to inverse smoothing parameters, are estimated using (approximate) restricted maximum likelihood. In simulation studies we investigate the performance of different choices for the spatial effect, compare the empirical Bayes approach to competing methodology, and study the bias of mixed model estimates. As an application we analyze data from the forest health survey.     

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

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

Differential measurement errors in zero-truncated regression models for count data

Measurement errors in covariates may result in biased estimates in regression analysis. Most methods to correct this bias assume nondifferential measurement errors-i.e., that measurement errors are independent of the response variable. However, in regression models for zero-truncated count data, the number of error-prone covariate measurements for a given observational unit can equal its response count, implying a situation of differential measurement errors. To address this challenge, we develop a modified conditional score approach to achieve consistent estimation. The proposed method represents a novel technique, with efficiency gains achieved by augmenting random errors, and performs well in a simulation study. The method is demonstrated in an ecology application.     

Estimation in capture-recapture models when covariates are subject to measurement errors

We consider estimation problems in capture-recapture models when the covariates or the auxiliary variables are measured with errors. The naive approach, which ignores measurement errors, is found to be unacceptable in the estimation of both regression parameters and population size: it yields estimators with biases increasing with the magnitude of errors, and flawed confidence intervals. To account for measurement errors, we derive a regression parameter estimator using a regression calibration method. We develop modified estimators of the population size accordingly. A simulation study shows that the resulting estimators are more satisfactory than those from either the naive approach or the simulation extrapolation (SIMEX) method. Data from a bird species Prinia flaviventris in Hong Kong are analyzed with and without the assumption of measurement errors, to demonstrate the effects of errors on estimations.     

Bias and Sensitivity Analysis When Estimating Treatment Effects from the Cox Model with Omitted Covariates

Summary

Omission of relevant covariates can lead to bias when estimating treatment or exposure effects from survival data in both randomized controlled trials and observational studies. This paper presents a general approach to assessing bias when covariates are omitted from the Cox model. The proposed method is applicable to both randomized and non‐randomized studies. We distinguish between the effects of three possible sources of bias: omission of a balanced covariate, data censoring and unmeasured confounding. Asymptotic formulae for determining the bias are derived from the large sample properties of the maximum likelihood estimator. A simulation study is used to demonstrate the validity of the bias formulae and to characterize the influence of the different sources of bias. It is shown that the bias converges to fixed limits as the effect of the omitted covariate increases, irrespective of the degree of confounding. The bias formulae are used as the basis for developing a new method of sensitivity analysis to assess the impact of omitted covariates on estimates of treatment or exposure effects. In simulation studies, the proposed method gave unbiased treatment estimates and confidence intervals with good coverage when the true sensitivity parameters were known. We describe application of the method to a randomized controlled trial and a non‐randomized study.     

Effects of exposure misclassification on regression analyses of epidemiologic follow-up study data

In epidemiologic studies, subjects are often misclassified as to their level of exposure. Ignoring this misclassification error in the analysis introduces bias in the estimates of certain parameters and invalidates many hypothesis tests. For situations in which there is misclassification of exposure in a follow-up study with categorical data, we have developed a model that permits consideration of any number of exposure categories and any number of multiple-category covariates. When used with logistic and Poisson regression procedures, this model helps assess the potential for bias when misclassification is ignored. When reliable ancillary information is available, the model can be used to correct for misclassification bias in the estimates produced by these regression procedures.     

Nonparametric variance estimation in the analysis of microarray data: a measurement error approach

We investigate the effects of measurement error on the estimationof nonparametric variance functions. We show that either ignoringmeasurement error or direct application of the simulation extrapolation,SIMEX, method leads to inconsistent estimators. Nevertheless,the direct SIMEX method can reduce bias relative to a naiveestimator. We further propose a permutation SIMEX method thatleads to consistent estimators in theory. The performance ofboth the SIMEX methods depends on approximations to the exactextrapolants. Simulations show that both the SIMEX methods performbetter than ignoring measurement error. The methodology is illustratedusing microarray data from colon cancer patients.     

Mischaracterising density dependence biases estimated effects of coloured covariates on population dynamics

Environmental effects on population growth are often quantified by coupling environmental covariates with population time series, using statistical models that make particular assumptions about the shape of density dependence. We hypothesized that faulty assumptions about the shape of density dependence can bias estimated effect sizes of temporally autocorrelated covariates. We investigated the presence of bias using Monte Carlo simulations based on three common per capita growth functions with distinct density dependent forms (θ-Ricker, Ricker and Gompertz), autocorrelated (coloured) ‘known’ environmental covariates and uncorrelated (white) ‘unknown’ noise. Faulty assumptions about the shape of density dependence, combined with overcompensatory intrinsic population dynamics, can lead to strongly biased estimated effects of coloured covariates, associated with lower confidence interval coverage. Effects of negatively autocorrelated (blue) environmental covariates are overestimated, while those of positively autocorrelated (red) covariates can be underestimated, generally to a lesser extent. Prewhitening the focal environmental covariate effectively reduces the bias, at the expense of the estimate precision. Fitting models with flexible shapes of density dependence can also reduce bias, but increases model complexity and potentially introduces other problems of parameter identifiability. Model selection is a good option if an appropriate model is included in the set of candidate models. Under the specific and identifiable circumstances with high risk of bias, we recommend prewhitening or careful modelling of the shape of density dependence.     

Estimating environmental effects on population dynamics: consequences of observation error

Within the paradigm of population dynamics a central task is to identify environmental factors affecting population change and to estimate the strength of these effects. We here investigate the impact of observation errors in measurements of population densities on estimates of environmental effects. Adding observation errors may change the autocorrelation of a population time series with potential consequences for estimates of effects of autocorrelated environmental covariates. Using Monte Carlo simulations, we compare the performance of maximum likelihood estimates from three stochastic versions of the Gompertz model (log–linear first order autoregressive model), assuming 1) process error only, 2) observation error only, and 3) both process and observation error (the linear state–space model on log‐scale). We also simulated population dynamics using the Ricker model, and evaluated the corresponding maximum likelihood estimates for process error models. When there is observation error in the data and the considered environmental variable is strongly autocorrelated, its estimated effect is likely to be biased when using process error models. The environmental effect is overestimated when the sign of the autocorrelations of the intrinsic dynamics and the environment are the same and underestimated when the signs differ. With non‐autocorrelated environmental covariates, process error models produce fairly exact point estimates as well as reliable confidence intervals for environmental effects. In all scenarios, observation error models produce unbiased estimates with reasonable precision, but confidence intervals derived from the likelihood profiles are far too optimistic if there is process error present. The safest approach is to use state–space models in presence of observation error. These are factors worthwhile to consider when interpreting earlier empirical results on population time series, and in future studies, we recommend choosing carefully the modelling approach with respect to intrinsic population dynamics and covariate autocorrelation.     

Proportional hazards model with covariates subject to measurement error.

When covariates of a proportional hazards model are subject to measurement error, the maximum likelihood estimates of regression coefficients based on the partial likelihood are asymptotically biased. Prentice (1982, Biometrika 69, 331-342) presents an example of such bias and suggests a modified partial likelihood. This paper applies the corrected score function method (Nakamura, 1990, Biometrika 77, 127-137) to the proportional hazards model when measurement errors are additive and normally distributed. The result allows a simple correction to the ordinary partial likelihood that yields asymptotically unbiased estimates; the validity of the correction is confirmed via a limited simulation study.     

Is more data always better? A simulation study of benefits and limitations of integrated distribution models

Species distribution models are popular and widely applied ecological tools. Recent increases in data availability have led to opportunities and challenges for species distribution modelling. Each data source has different qualities, determined by how it was collected. As several data sources can inform on a single species, ecologists have often analysed just one of the data sources, but this loses information, as some data sources are discarded. Integrated distribution models (IDMs) were developed to enable inclusion of multiple datasets in a single model, whilst accounting for different data collection protocols. This is advantageous because it allows efficient use of all data available, can improve estimation and account for biases in data collection. What is not yet known is when integrating different data sources does not bring advantages. Here, for the first time, we explore the potential limits of IDMs using a simulation study integrating a spatially biased, opportunistic, presence-only dataset with a structured, presence–absence dataset. We explore four scenarios based on real ecological problems; small sample sizes, low levels of detection probability, correlations between covariates and a lack of knowledge of the drivers of bias in data collection. For each scenario we ask; do we see improvements in parameter estimation or the accuracy of spatial pattern prediction in the IDM versus modelling either data source alone? We found integration alone was unable to correct for spatial bias in presence-only data. Including a covariate to explain bias or adding a flexible spatial term improved IDM performance beyond single dataset models, with the models including a flexible spatial term producing the most accurate and robust estimates. Increasing the sample size of presence–absence data and having no correlated covariates also improved estimation. These results demonstrate under which conditions integrated models provide benefits over modelling single data sources.     

Improved species‐occurrence predictions in data‐poor regions: using large‐scale data and bias correction with down‐weighted Poisson regression and Maxent

Species distribution modelling (SDM) has become an essential method in ecology and conservation. In the absence of survey data, the majority of SDMs are calibrated with opportunistic presence‐only data, incurring substantial sampling bias. We address the challenge of correcting for sampling bias in the data‐sparse situations. We modelled the relative intensity of bat records in their entire range using three modelling algorithms under the point‐process modelling framework (GLMs with subset selection, GLMs fitted with an elastic‐net penalty, and Maxent). To correct for sampling bias, we applied model‐based bias correction by incorporating spatial information on site accessibility or sampling efforts. We evaluated the effect of bias correction on the models’ predictive performance (AUC and TSS), calculated on spatial‐block cross‐validation and a holdout data set. When evaluated with independent, but also sampling‐biased test data, correction for sampling bias led to improved predictions. The predictive performance of the three modelling algorithms was very similar. Elastic‐net models have intermediate performance, with slight advantage for GLMs on cross‐validation and Maxent on hold‐out evaluation. Model‐based bias correction is very useful in data‐sparse situations, where detailed data are not available to apply other bias correction methods. However, bias correction success depends on how well the selected bias variables describe the sources of bias. In this study, accessibility covariates described bias in our data better than the effort covariate, and their use led to larger changes in predictive performance. Objectively evaluating bias correction requires bias‐free presence–absence test data, and without them the real improvement for describing a species’ environmental niche cannot be assessed.     

Cellular cholesterol efflux is modulated by phospholipid-derived signaling molecules in familial HDL deficiency/Tangier disease fibroblasts

Familial HDL deficiency (FHD) is the heterozygous form of Tangier disease (TD). Mutations of the ABCA1 gene cause FHD and TD. FHD/TD cells are unable to normally efflux cholesterol onto nascent HDL particles, which are rapidly catabolized. TD fibroblasts have an abnormal pattern of PLC and PLD activation following cell stimulation with HDL(3) or apolipoprotein A-I (apoA-I). We examined cellular cholesterol efflux in FHD and TD fibroblasts by phospholipid-derived-molecules, compared with that of normal cells. We used the PKC agonist 1,2-dioctanoylglycerol (DOG) and phorbol myristate acetate (PMA) to activate PKC, calphostin C, and GO 6976, as inhibitors of PKC; phosphatidic acid (PA), which is the product of PLD, and lysophosphatidic acid (LPA), phosphatidylcholine, sphingomyelin, and beta-cyclodextrin to investigate their potential effect in modulating cellular cholesterol efflux in [(3)H]cholesterol-labeled and cholesterol-loaded fibroblasts. Phosphatidylcholine, sphingomyelin, and beta-cyclodextrin promoted cholesterol efflux in an identical fashion in control, FHD, or TD fibroblasts. In a dose-dependent fashion, DOG (0-200 microM) increased apoA-I-mediated cellular cholesterol efflux by 40% in controls, 71% in FHD, and 242% in TD cells. PMA similarly increased cholesterol efflux to a maximum of 256% in controls, 182% in FHD, and 191% in TD cells. This effect was inhibited by calphostin C. PA (100 microM) also increased cholesterol efflux by 25% in control, 44% in FHD, and 100% in TD cells. Conversely, LPA reduced cholesterol efflux in a dose-dependent fashion in control and FHD cells (-50%, 200 microM) but not in TD cells, where efflux was increased by 140%. Propranolol (100 microM) significantly increased cholesterol efflux at 24 h in all three cell lines. n-Butanol partially decreased the DOG-mediated increase in cholesterol efflux. The inhibitory effect of calphostin C on DOG-stimulated cholesterol efflux could be partially overcome by propranolol, suggesting that PA is a downstream mediator of PKC-stimulated cholesterol efflux.We conclude that PLC and PLD activities are required for apoA-I-mediated cellular cholesterol efflux, and modulating cellular PA concentration can correct, at least partially, the cholesterol efflux defect in FHD and TD.     

ROC curve estimation when covariates affect the verification process

A receiver operating characteristic (ROC) curve is commonly used to measure the accuracy of a medical test. It is a plot of the true positive fraction (sensitivity) against the false positive fraction (1-specificity) for increasingly stringent positivity criterion. Bias can occur in estimation of an ROC curve if only some of the tested patients are selected for disease verification and if analysis is restricted only to the verified cases. This bias is known as verification bias. In this paper, we address the problem of correcting for verification bias in estimation of an ROC curve when the verification process and efficacy of the diagnostic test depend on covariates. Our method applies the EM algorithm to ordinal regression models to derive ML estimates for ROC curves as a function of covariates, adjusted for covariates affecting the likelihood of being verified. Asymptotic variance estimates are obtained using the observed information matrix of the observed data. These estimates are derived under the missing-at-random assumption, which means that selection for disease verification depends only on the observed data, i.e., the test result and the observed covariates. We also address the issues of model selection and model checking. Finally, we illustrate the proposed method on data from a two-phase study of dementia disorders, where selection for verification depends on the screening test result and age.     

Effects of residual smoothing on the posterior of the fixed effects in disease-mapping models

Disease-mapping models for areal data often have fixed effects to measure the effect of spatially varying covariates and random effects with a conditionally autoregressive (CAR) prior to account for spatial clustering. In such spatial regressions, the objective may be to estimate the fixed effects while accounting for the spatial correlation. But adding the CAR random effects can cause large changes in the posterior mean and variance of fixed effects compared to the nonspatial regression model. This article explores the impact of adding spatial random effects on fixed effect estimates and posterior variance. Diagnostics are proposed to measure posterior variance inflation from collinearity between the fixed effect covariates and the CAR random effects and to measure each region's influence on the change in the fixed effect's estimates by adding the CAR random effects. A new model that alleviates the collinearity between the fixed effect covariates and the CAR random effects is developed and extensions of these methods to point-referenced data models are discussed.