On a likelihood-based goodness-of-fit test of the beta-binomial model

When faced with proportion data that exhibit extra-binomial variation, data analysts often consider the beta-binomial distribution as an alternative model to the more common binomial distribution. A typical example occurs in toxicological experiments with laboratory animals, where binary observations on fetuses within a litter are often correlated with each other. In such instances, it may be of interest to test for the goodness of fit of the beta-binomial model; this effort is complicated, however, when there is large variability among the litter sizes. We investigate a recent goodness-of-fit test proposed by Brooks et al. (1997, Biometrics 53, 1097-1115) but find that it lacks the ability to distinguish between the beta-binomial model and some severely non-beta-binomial models. Other tests and models developed in their article are quite useful and interesting but are not examined herein.     

Regression analysis of doubly censored failure time data using the additive hazards model

Doubly censored failure time data arise when the survival time of interest is the elapsed time between two related events and observations on occurrences of both events could be censored. Regression analysis of doubly censored data has recently attracted considerable attention and for this a few methods have been proposed (Kim et al., 1993, Biometrics 49, 13-22; Sun et al., 1999, Biometrics 55, 909-914; Pan, 2001, Biometrics 57, 1245-1250). However, all of the methods are based on the proportional hazards model and it is well known that the proportional hazards model may not fit failure time data well sometimes. This article investigates regression analysis of such data using the additive hazards model and an estimating equation approach is proposed for inference about regression parameters of interest. The proposed method can be easily implemented and the properties of the proposed estimates of regression parameters are established. The method is applied to a set of doubly censored data from an AIDS cohort study.     

On the First-Order Rao—Scott Correction of the Umesh—Loughin—Scherer Statistic

Decady and Thomas (2000, Biometrics 56, 893-896) propose a first-order corrected Umesh-Loughin-Scherer statistic to test for association in an r x c contingency table with multiple column responses. Agresti and Liu (1999, Biometrics 55, 936-943) point out that such statistics are not invariant to the arbitrary designation of a zero or one to a positive response. This paper shows that, in addition, the proposed testing procedure does not hold the correct size when there are strong pairwise associations between responses.     

Comparison of models for flow induced deformation of soft biological tissue

The behaviour of a deformable porous medium during the flow of fluid under a pressure difference is examined for both infinitesimal and finite deformations. Models for both cases are solved for the problem of steady one-dimensional compression and compared with experimental data from Parker et al. (J. appl. Mech. 54, 794-800, 1987) for a polyurethane sponge. The purpose of this study is to identify a simple model which agrees qualitatively with these published results. To relate the stress relations for biological tissues to the data for polymer sponges (Parker et al., 1987) a translation of 1.1 kPa was introduced. This allows for some structural differences between the two media. It was found that the infinitesimal models were adequate up to 20% strain, but significant divergence occurred for higher strains. A finite deformation model with the permeability depending exponentially on the strain gave the most consistent results and required the fitting of only two parameters.     

Parameterization of Multivariate Random Effects Models for Categorical Data

Alternative parameterizations and problems of identification and estimation of multivariate random effects models for categorical responses are investigated. The issues are illustrated in the context of the multivariate binomial logit-normal (BLN) model introduced by Coull and Agresti (2000, Biometrics 56, 73-80). We demonstrate that the BLN model is poorly identified unless proper restrictions are imposed on the parameters. Moreover, estimation of BLN models is unduly computationally complex. In the first application considered by Coull and Agresti, an identification problem results in highly unstable, highly correlated parameter estimates and large standard errors. A probit-normal version of the specified BLN model is demonstrated to be underidentified, whereas the BLN model is empirically underidentified. Identification can be achieved by constraining one of the parameters. We show that a one-factor probit model is equivalent to the probit version of the specified BLN model and that a one-factor logit model is empirically equivalent to the BLN model. Estimation is greatly simplified by using a factor model.     

The minimum capture proportion for reliable estimation in capture-recapture models.

We derive estimates of the minimum capture proportion required to obtain a reliable estimate of the population size for several continuous and discrete-time capture-recapture models. The models considered are M(0), M(t), M(b), M(h), M(ht), and M(tb) in the notation of Otis et al., (1978, Wildlife Monograph62, 1-135). Numerical results with simulation studies are given, and two real examples for the model M(h) are also considered. Potential applications of these results are suggested.     

Confidence limits to the risk ratio

For the problem of obtaining confidence limits to the risk ratio, or the ratio of two binomial probabilities, Katz et al. (1978, Biometrics 34, 469-474) proposed a method based on the logarithm of the observed ratio and using Fieller's result. We propose a method based on a power of the observed ratio, the power being chosen to minimize the skewness of the pivotal random variable. The method is simple to use and more stable than that of Katz et al. A continuity correction is suggested if a conservative interval is desired.     

Marginalized models for moderate to long series of longitudinal binary response data

Marginalized models (Heagerty, 1999, Biometrics 55, 688-698) permit likelihood-based inference when interest lies in marginal regression models for longitudinal binary response data. Two such models are the marginalized transition and marginalized latent variable models. The former captures within-subject serial dependence among repeated measurements with transition model terms while the latter assumes exchangeable or nondiminishing response dependence using random intercepts. In this article, we extend the class of marginalized models by proposing a single unifying model that describes both serial and long-range dependence. This model will be particularly useful in longitudinal analyses with a moderate to large number of repeated measurements per subject, where both serial and exchangeable forms of response correlation can be identified. We describe maximum likelihood and Bayesian approaches toward parameter estimation and inference, and we study the large sample operating characteristics under two types of dependence model misspecification. Data from the Madras Longitudinal Schizophrenia Study (Thara et al., 1994, Acta Psychiatrica Scandinavica 90, 329-336) are analyzed.     

A proposal for a goodness-of-fit test to the Arnason-Schwarz multisite capture-recapture model

In an analysis of capture-recapture data, the identification of a model that fits is a critical step. For the multisite (also called multistate) models used to analyze data gathered at several sites, no reliable test for assessing fit is currently available. We propose a test for the JMV model, a simple generalization of the Arnason-Schwarz (AS) model, in the form of interpretable contingency tables. For the AS model, we suggest complementing the test for the JMV model with a likelihood ratio test of AS vs. JMV. The examination of an example leads us to propose further a partitioning that emphasizes the role of the memory model of Brownie et al. (1993 Biometrics 49, 1173-1187) as a biologically more plausible alternative to the AS model.     

Exact analysis of dose response for multiple correlated binary outcomes

The neurotoxicity of a substance is often tested using animal bioassays. In the functional observational battery, animals are exposed to a test agent and multiple outcomes are recorded to assess toxicity, using approximately 40 animals measured on up to 30 different items. This design gives rise to a challenging statistical problem: a large number of outcomes for a small sample of subjects. We propose an exact test for multiple binary outcomes, under the assumption that the correlation among these items is equal. This test is based upon an exponential model described by Molenberghs and Ryan (1999, Environmetrics 10, 279-300) and extends the methods developed by Corcoran et al. (2001, Biometrics 57, 941-948) who developed an exact test for exchangeably correlated binary data for groups (clusters) of correlated observations. We present a method that computes an exact p-value testing for a joint dose-response relationship. An estimate of the parameter for dose response is also determined along with its 95% confidence bound. The method is illustrated using data from a neurotoxicity bioassay for the chemical perchlorethylene.     

Model selection for integrated recovery/recapture data

Catchpole et al. (1998, Biometrics 54, 33-46) provide a novel scheme for integrating both recovery and recapture data analyses and derive sufficient statistics that facilitate likelihood computations. In this article, we demonstrate how their efficient likelihood expression can facilitate Bayesian analyses of these kinds of data and extend their methodology to provide a formal framework for model determination. We consider in detail the issue of model selection with respect to a set of recapture/recovery histories of shags (Phalacrocorax aristotelis) and determine, from the enormous range of biologically plausible models available, which best describe the data. By using reversible jump Markov chain Monte Carlo methodology, we demonstrate how this enormous model space can be efficiently and effectively explored without having to resort to performing an infeasibly large number of pairwise comparisons or some ad hoc stepwise procedure. We find that the model used by Catchpole et al. (1998) has essentially zero posterior probability and that, of the 477,144 possible models considered, over 60% of the posterior mass is placed on three neighboring models with biologically interesting interpretations.     

Exact likelihood evaluation in a Markov mixture model for time series of seizure counts.

This paper provides an alternative to Albert's (1991), Biometrics 47, 1371-1381) approximation to the E-step when using the EM algorithm for parameter estimation in Markov mixture models. Use of a recursive algorithm of Baum et al. (1970, Annals of Mathematical Statistics 41, 164-171) results in exact evaluation of the likelihood, optimal parameter estimates, and very efficient computation. Applications to time series of seizure counts and fetal movements clearly show the advantages of this exact approach.     

On analyzing circadian rhythms data using nonlinear mixed models with harmonic terms

Wang, Ke, and Brown (2003, Biometrics59, 804-812) developed a smoothing-based approach for modeling circadian rhythms with random effects. Their approach is flexible in that fixed and random covariates can affect both the amplitude and phase shift of a nonparametrically smoothed periodic function. In motivating their approach, Wang et al. stated that a simple sinusoidal function is too restrictive. In addition, they stated that "although adding harmonics can improve the fit, it is difficult to decide how many harmonics to include in the model, and the results are difficult to interpret." We disagree with the notion that harmonic models cannot be a useful tool in modeling longitudinal circadian rhythm data. In this note, we show how nonlinear mixed models with harmonic terms allow for a simple and flexible alternative to Wang et al.'s approach. We show how to choose the number of harmonics using penalized likelihood to flexibly model circadian rhythms and to estimate the effect of covariates on the rhythms. We fit harmonic models to the cortisol circadian rhythm data presented by Wang et al. to illustrate our approach. Furthermore, we evaluate the properties of our procedure with a small simulation study. The proposed parametric approach provides an alternative to Wang et al.'s semiparametric approach and has the added advantage of being easy to implement in most statistical software packages.     

The Minimum Capture Proportion for Reliable Estimation in Capture–Recapture Models

Summary .   We derive estimates of the minimum capture proportion required to obtain a reliable estimate of the population size for several continuous and discrete-time capture–recapture models. The models considered are     , and     in the notation of Otis et al. , (1978, Wildlife Monograph 62 , 1–135). Numerical results with simulation studies are given, and two real examples for the model     are also considered. Potential applications of these results are suggested.     

Asymptotic distribution of an index for disease clustering

Tango (1984, Biometrics 40, 15-26) proposed an index for disease clustering in time, applicable to grouped data with the assumption that the population at risk remains fairly uniform over the study period. However, the asymptotic distribution of the index derived under the hypothesis of no clustering was rather complex for simple use. Recently, Whittemore and Keller (1986, Biometrics 42, 218) and Whittemore et al. (1987, Biometrika 74, 631-635) proved that the distribution of the index is asymptotically normal. The present paper indicates that their approximation may be poor for moderately large sample sizes and suggests a central chi-square distribution as a better approximation to the asymptotic distribution of this index.     

Modeling concordance correlation via GEE to evaluate reproducibility

Clinical studies are often concerned with assessing whether different raters/methods produce similar values for measuring a quantitative variable. Use of the concordance correlation coefficient as a measure of reproducibility has gained popularity in practice since its introduction by Lin (1989, Biometrics 45, 255-268). Lin's method is applicable for studies evaluating two raters/two methods without replications. Chinchilli et al. (1996, Biometrics 52, 341-353) extended Lin's approach to repeated measures designs by using a weighted concordance correlation coefficient. However, the existing methods cannot easily accommodate covariate adjustment, especially when one needs to model agreement. In this article, we propose a generalized estimating equations (GEE) approach to model the concordance correlation coefficient via three sets of estimating equations. The proposed approach is flexible in that (1) it can accommodate more than two correlated readings and test for the equality of dependent concordant correlation estimates; (2) it can incorporate covariates predictive of the marginal distribution; (3) it can be used to identify covariates predictive of concordance correlation; and (4) it requires minimal distribution assumptions. A simulation study is conducted to evaluate the asymptotic properties of the proposed approach. The method is illustrated with data from two biomedical studies.     

On the Bayesian estimation of a closed population size in the presence of heterogeneity and model uncertainty

Summary .   We consider the estimation of the size of a closed population, often of interest for wild animal populations, using a capture–recapture study. The estimate of the total population size can be very sensitive to the choice of model used to fit to the data. We consider a Bayesian approach, in which we consider all eight plausible models initially described by Otis et al. (1978, Wildlife Monographs 62, 1–135) within a single framework, including models containing an individual heterogeneity component. We show how we are able to obtain a model-averaged estimate of the total population, incorporating both parameter and model uncertainty. To illustrate the methodology we initially perform a simulation study and analyze two datasets where the population size is known, before considering a real example relating to a population of dolphins off northeast Scotland.     

Capture-recapture when time and behavioral response affect capture probabilities

We consider a capture-recapture model in which capture probabilities vary with time and with behavioral response. Two inference procedures are developed under the assumption that recapture probabilities bear a constant relationship to initial capture probabilities. These two procedures are the maximum likelihood method (both unconditional and conditional types are discussed) and an approach based on optimal estimating functions. The population size estimators derived from the two procedures are shown to be asymptotically equivalent when population size is large enough. The performance and relative merits of various population size estimators for finite cases are discussed. The bootstrap method is suggested for constructing a variance estimator and confidence interval. An example of the deer mouse analyzed in Otis et al. (1978, Wildlife Monographs 62, 93) is given for illustration.     

Identifiability of causal effects for binary variables with baseline data missing due to death

We discuss identifiability and estimation of causal effects of a treatment in subgroups defined by a covariate that is sometimes missing due to death, which is different from a problem with outcomes censored by death. Frangakis et al. (2007, Biometrics 63, 641-662) proposed an approach for estimating the causal effects under a strong monotonicity (SM) assumption. In this article, we focus on identifiability of the joint distribution of the covariate, treatment and potential outcomes, show sufficient conditions for identifiability, and relax the SM assumption to monotonicity (M) and no-interaction (NI) assumptions. We derive expectation-maximization algorithms for finding the maximum likelihood estimates of parameters of the joint distribution under different assumptions. Further we remove the M and NI assumptions, and prove that signs of the causal effects of a treatment in the subgroups are identifiable, which means that their bounds do not cover zero. We perform simulations and a sensitivity analysis to evaluate our approaches. Finally, we apply the approaches to the National Study on the Costs and Outcomes of Trauma Centers data, which are also analyzed by Frangakis et al. (2007) and Xie and Murphy (2007, Biometrics 63, 655-658).