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This article derives generalized prediction intervals for random effects in linear random‐effects models. For balanced and unbalanced data in two‐way layouts, models are considered with and without interaction. Coverage of the proposed generalized prediction intervals was estimated in a simulation study based on an agricultural field experiment. Generalized prediction intervals were compared with prediction intervals based on the restricted maximum likelihood (REML) procedure and the approximate methods of Satterthwaite and Kenward and Roger. The simulation study showed that coverage of generalized prediction intervals was closer to the nominal level 0.95 than coverage of prediction intervals based on the REML procedure.  相似文献   

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  总被引:1,自引:0,他引:1  
This article investigates an augmented inverse selection probability weighted estimator for Cox regression parameter estimation when covariate variables are incomplete. This estimator extends the Horvitz and Thompson (1952, Journal of the American Statistical Association 47, 663-685) weighted estimator. This estimator is doubly robust because it is consistent as long as either the selection probability model or the joint distribution of covariates is correctly specified. The augmentation term of the estimating equation depends on the baseline cumulative hazard and on a conditional distribution that can be implemented by using an EM-type algorithm. This method is compared with some previously proposed estimators via simulation studies. The method is applied to a real example.  相似文献   

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Objectives: The present study aimed to develop a random forest (RF) based prediction model for hyperuricemia (HUA) and compare its performance with the conventional logistic regression (LR) model. Methods: This cross-sectional study recruited 91,690 participants (14,032 with HUA, 77,658 without HUA). We constructed a RF-based prediction model in the training sets and evaluated it in the validation sets. Performance of the RF model was compared with the LR model by receiver operating characteristic (ROC) curve analysis. Results: The sensitivity and specificity of the RF models were 0.702 and 0.650 in males, 0.767 and 0.721 in females. The positive predictive value (PPV) and negative predictive value (NPV) were 0.372 and 0.881 in males, 0.159 and 0.978 in females. AUC of the RF models was 0.739 (0.728–0.750) in males and 0.818 (0.799–0.837) in females. AUC of the LR models were 0.730 (0.718–0.741) for males and 0.815 (0.795–0.835) for females. The predictive power of RF was slightly higher than that of LR, but was not statistically significant in females (Delong tests, P=0.0015 for males, P=0.5415 for females). Conclusion: Compared with LR, the good performance in HUA status prediction and the tolerance of features associations or interactions showed great potential of RF in further application. A prospective cohort is necessary for HUA developing prediction. People with high risk factors should be encouraged to actively control to reduce the probability of developing HUA.  相似文献   

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Although most statistical methods for the analysis of longitudinal data have focused on retrospective models of association, new advances in mobile health data have presented opportunities for predicting future health status by leveraging an individual's behavioral history alongside data from similar patients. Methods that incorporate both individual-level and sample-level effects are critical to using these data to its full predictive capacity. Neural networks are powerful tools for prediction, but many assume input observations are independent even when they are clustered or correlated in some way, such as in longitudinal data. Generalized linear mixed models (GLMM) provide a flexible framework for modeling longitudinal data but have poor predictive power particularly when the data are highly nonlinear. We propose a generalized neural network mixed model that replaces the linear fixed effect in a GLMM with the output of a feed-forward neural network. The model simultaneously accounts for the correlation structure and complex nonlinear relationship between input variables and outcomes, and it utilizes the predictive power of neural networks. We apply this approach to predict depression and anxiety levels of schizophrenic patients using longitudinal data collected from passive smartphone sensor data.  相似文献   

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Behavioural research often produces data that have a complicated structure. For instance, data can represent repeated observations of the same individual and suffer from heteroscedasticity as well as other technical snags. The regression analysis of such data is often complicated by the fact that the observations (response variables) are mutually correlated. The correlation structure can be quite complex and might or might not be of direct interest to the user. In any case, one needs to take correlations into account (e.g. by means of random‐effect specification) in order to arrive at correct statistical inference (e.g. for construction of the appropriate test or confidence intervals). Over the last decade, such data have been more and more frequently analysed using repeated‐measures ANOVA and mixed‐effects models. Some researchers invoke the heavy machinery of mixed‐effects modelling to obtain the desired population‐level (marginal) inference, which can be achieved by using simpler tools – namely marginal models. This paper highlights marginal modelling (using generalized least squares [GLS] regression) as an alternative method. In various concrete situations, such marginal models can be based on fewer assumptions and directly generate estimates (population‐level parameters) which are of immediate interest to the behavioural researcher (such as population mean). Sometimes, they might be not only easier to interpret but also easier to specify than their competitors (e.g. mixed‐effects models). Using five examples from behavioural research, we demonstrate the use, advantages, limits and pitfalls of marginal and mixed‐effects models implemented within the functions of the ‘nlme’ package in R.  相似文献   

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Pre-weaning animals exit a flock through death induced by various reasons, causing significant economic losses to the goat producers. In this study, we investigated the survival from birth to weaning of Sirohi goat kids within framework of the survival analysis. Kid records were accessed from 1997 to 2017, with the information on 4417 pre-weaning animals of farmed Sirohi goat native to the Rajasthan State of India. A multivariable Cox regression was fitted to the data after checking the assumptions of regression. The explanatory variables were sex, type of birth, season of birth, birthweight, doe weight at kidding and year of birth. Model selection eliminated doe weight from the model, and sex, type of birth, season of birth, birthweight and year of birth were retained in the model. With model calibration also, these five covariates were retained in the model. The mortality on the first day after birth was 0.3%, constituting 3.5% of all pre-weaning mortality. The mortality until the end of weaning period was 7.8%. Regression analysis revealed that the higher birthweight at kidding was associated with reduced hazard of death among the kids. Male kids had higher hazards of death compared with female kids. The single-born kids had lower risks of death compared with twin-born kids after accounting for heterogeneity. The winter season had a very high adverse effect on the survival of the kids. With each passing year, risks of death decreased. The results of this study indicate that better survival of kids can be achieved by controlling both environmental and animal-related factors.  相似文献   

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Nonparametric estimation in nonlinear mixed effects models   总被引:2,自引:0,他引:2  
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Shared random effects joint models are becoming increasingly popular for investigating the relationship between longitudinal and time‐to‐event data. Although appealing, such complex models are computationally intensive, and quick, approximate methods may provide a reasonable alternative. In this paper, we first compare the shared random effects model with two approximate approaches: a naïve proportional hazards model with time‐dependent covariate and a two‐stage joint model, which uses plug‐in estimates of the fitted values from a longitudinal analysis as covariates in a survival model. We show that the approximate approaches should be avoided since they can severely underestimate any association between the current underlying longitudinal value and the event hazard. We present classical and Bayesian implementations of the shared random effects model and highlight the advantages of the latter for making predictions. We then apply the models described to a study of abdominal aortic aneurysms (AAA) to investigate the association between AAA diameter and the hazard of AAA rupture. Out‐of‐sample predictions of future AAA growth and hazard of rupture are derived from Bayesian posterior predictive distributions, which are easily calculated within an MCMC framework. Finally, using a multivariate survival sub‐model we show that underlying diameter rather than the rate of growth is the most important predictor of AAA rupture.  相似文献   

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Motivated by a clinical prediction problem, a simulation study was performed to compare different approaches for building risk prediction models. Robust prediction models for hospital survival in patients with acute heart failure were to be derived from three highly correlated blood parameters measured up to four times, with predictive ability having explicit priority over interpretability. Methods that relied only on the original predictors were compared with methods using an expanded predictor space including transformations and interactions. Predictors were simulated as transformations and combinations of multivariate normal variables which were fitted to the partly skewed and bimodally distributed original data in such a way that the simulated data mimicked the original covariate structure. Different penalized versions of logistic regression as well as random forests and generalized additive models were investigated using classical logistic regression as a benchmark. Their performance was assessed based on measures of predictive accuracy, model discrimination, and model calibration. Three different scenarios using different subsets of the original data with different numbers of observations and events per variable were investigated. In the investigated setting, where a risk prediction model should be based on a small set of highly correlated and interconnected predictors, Elastic Net and also Ridge logistic regression showed good performance compared to their competitors, while other methods did not lead to substantial improvements or even performed worse than standard logistic regression. Our work demonstrates how simulation studies that mimic relevant features of a specific data set can support the choice of a good modeling strategy.  相似文献   

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利用局部影响方法对线性模型中的单向分类随机效应模型进行了讨论.这种方法的优点在于避免了线性模型中有些参数估计不便于进行单点删除的诊断分析.  相似文献   

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Accurate estimation of human immunodeficiency virus (HIV) incidence rates is crucial for the monitoring of HIV epidemics, the evaluation of prevention programs, and the design of prevention studies. Traditional cohort approaches to measure HIV incidence require repeatedly testing large cohorts of HIV‐uninfected individuals with an HIV diagnostic test (eg, enzyme‐linked immunosorbent assay) for long periods of time to identify new infections, which can be prohibitively costly, time‐consuming, and subject to loss to follow‐up. Cross‐sectional approaches based on the usual HIV diagnostic test and biomarkers of recent infection offer important advantages over standard cohort approaches, in terms of time, cost, and attrition. Cross‐sectional samples usually consist of individuals from different communities. However, small sample sizes limit the ability to estimate community‐specific incidence and existing methods typically ignore heterogeneity in incidence across communities. We propose a permutation test for the null hypothesis of no heterogeneity in incidence rates across communities, develop a random‐effects model to account for this heterogeneity and to estimate community‐specific incidence, and provide one way to estimate the coefficient of variation. We evaluate the performance of the proposed methods through simulation studies and apply them to the data from the National Institute of Mental Health Project ACCEPT, a phase 3 randomized controlled HIV prevention trial in Sub‐Saharan Africa, to estimate the overall and community‐specific HIV incidence rates.  相似文献   

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Large‐scale biodiversity data are needed to predict species' responses to global change and to address basic questions in macroecology. While such data are increasingly becoming available, their analysis is challenging because of the typically large heterogeneity in spatial sampling intensity and the need to account for observation processes. Two further challenges are accounting for spatial effects that are not explained by covariates, and drawing inference on dynamics at these large spatial scales. We developed dynamic occupancy models to analyze large‐scale atlas data. In addition to occupancy, these models estimate local colonization and persistence probabilities. We accounted for spatial autocorrelation using conditional autoregressive models and autologistic models. We fitted the models to detection/nondetection data collected on a quarter‐degree grid across southern Africa during two atlas projects, using the hadeda ibis (Bostrychia hagedash) as an example. The model accurately reproduced the range expansion between the first (SABAP1: 1987–1992) and second (SABAP2: 2007–2012) Southern African Bird Atlas Project into the drier parts of interior South Africa. Grid cells occupied during SABAP1 generally remained occupied, but colonization of unoccupied grid cells was strongly dependent on the number of occupied grid cells in the neighborhood. The detection probability strongly varied across space due to variation in effort, observer identity, seasonality, and unexplained spatial effects. We present a flexible hierarchical approach for analyzing grid‐based atlas data using dynamical occupancy models. Our model is similar to a species' distribution model obtained using generalized additive models but has a number of advantages. Our model accounts for the heterogeneous sampling process, spatial correlation, and perhaps most importantly, allows us to examine dynamic aspects of species ranges.  相似文献   

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Summary We provide methods that can be used to obtain more accurate environmental exposure assessment. In particular, we propose two modeling approaches to combine monitoring data at point level with numerical model output at grid cell level, yielding improved prediction of ambient exposure at point level. Extending our earlier downscaler model (Berrocal, V. J., Gelfand, A. E., and Holland, D. M. (2010b) . A spatio‐temporal downscaler for outputs from numerical models. Journal of Agricultural, Biological and Environmental Statistics 15, 176–197), these new models are intended to address two potential concerns with the model output. One recognizes that there may be useful information in the outputs for grid cells that are neighbors of the one in which the location lies. The second acknowledges potential spatial misalignment between a station and its putatively associated grid cell. The first model is a Gaussian Markov random field smoothed downscaler that relates monitoring station data and computer model output via the introduction of a latent Gaussian Markov random field linked to both sources of data. The second model is a smoothed downscaler with spatially varying random weights defined through a latent Gaussian process and an exponential kernel function, that yields, at each site, a new variable on which the monitoring station data is regressed with a spatial linear model. We applied both methods to daily ozone concentration data for the Eastern US during the summer months of June, July and August 2001, obtaining, respectively, a 5% and a 15% predictive gain in overall predictive mean square error over our earlier downscaler model ( Berrocal et al., 2010b ). Perhaps more importantly, the predictive gain is greater at hold‐out sites that are far from monitoring sites.  相似文献   

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  总被引:1,自引:0,他引:1  
Deforestation of mangroves is of global concern given their importance for carbon storage, biogeochemical cycling and the provision of other ecosystem services, but the links between rates of loss and potential drivers or risk factors are rarely evaluated. Here, we identified key drivers of mangrove loss in Kenya and compared two different approaches to predicting risk. Risk factors tested included various possible predictors of anthropogenic deforestation, related to population, suitability for land use change and accessibility. Two approaches were taken to modelling risk; a quantitative statistical approach and a qualitative categorical ranking approach. A quantitative model linking rates of loss to risk factors was constructed based on generalized least squares regression and using mangrove loss data from 1992 to 2000. Population density, soil type and proximity to roads were the most important predictors. In order to validate this model it was used to generate a map of losses of Kenyan mangroves predicted to have occurred between 2000 and 2010. The qualitative categorical model was constructed using data from the same selection of variables, with the coincidence of different risk factors in particular mangrove areas used in an additive manner to create a relative risk index which was then mapped. Quantitative predictions of loss were significantly correlated with the actual loss of mangroves between 2000 and 2010 and the categorical risk index values were also highly correlated with the quantitative predictions. Hence, in this case the relatively simple categorical modelling approach was of similar predictive value to the more complex quantitative model of mangrove deforestation. The advantages and disadvantages of each approach are discussed, and the implications for mangroves are outlined.  相似文献   

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