Optimal crossover designs in the presence of carryover effects

Under either the random patient-effect model with sequence effects or the fixed patient-effect model, the usual two-period, two-treatment crossover design, AB,BA, cannot be used to estimate the contrast between direct treatment effects when unequal carryover effects are present. If baseline observations are available, the design AB,BA can validly be used to estimate a treatment contrast. However, the design AB,BA,AA,BB with baseline observations is more efficient. In fact, we show that this design is optimal whether or not baseline observations are available. For experiments with more than two periods, universally optimal designs are found for both models, with and without carryover effects. It is shown that uncertainty about the presence of carryover effects is of little or no consequence, and the addition of baseline observations is of little or no added value for designs with three or more periods; however, if the experiment is limited to only two periods the investigator pays a heavy penalty.     

Nonparametric Methods in Crossover Trials

The crossover design is often used in biomedical trials since it eliminates between subject variability. This paper is concerned with the statistical analysis of data arising from such trials when assumptions like normality do not necessarily apply. Nonparametric analysis of the two-period, two-treatment design was first described by Koch in a paper 1972. The purpose of this paper is to study nonparametric methods in crossover designs with three or more treatments and an equal number of periods. The proposed test for direct treatment effects is based on within subject comparisons after removing a possible period effect. With only two treatments this test reduces to the twosided Wilcoxon signed rank test. By simulation experiments the validity of the significance level of the test when using the asymptotic distribution of the test statistic are manifested and the power against different alternatives illustrated. A test for first order carryover effects can be constructed by a straightforward generalization of the test proposed by Koch in 1972. However, since this test is based on between subject comparisons its power will be low. Our recommendation is to consider the crossover design rather than the parallel group design if the carryover effects are assumed to be neglible or positive and smaller then the direct treatment effects.     

Unequally spaced longitudinal data with AR(1) serial correlation

This paper discusses longitudinal data analysis when each subject is observed at different unequally spaced time points. Observations within subjects are assumed to be either uncorrelated or to have a continuous-time first-order autoregressive structure, possibly with observation error. The random coefficients are assumed to have an arbitrary between-subject covariance matrix. Covariates can be included in the fixed effects part of the model. Exact maximum likelihood estimates of the unknown parameters are computed using the Kalman filter to evaluate the likelihood, which is then maximized with a nonlinear optimization program. An example is presented where a large number of subjects are each observed at a small number of observation times. Hypothesis tests for selecting the best model are carried out using Wald's test on contrasts or likelihood ratio tests based on fitting full and restricted models.     

On variance estimation in crossover designs

It is very unlikely that the errors in crossover experiments with more than two treatments are uncorrelated. The assumption of uncorrelated errors generally leads to underestimation of the variances of estimates. This paper determines bounds for the degree of underestimation for arbitrary covariance matrices, provided the experiment is planned according to a design that has the same numbers of periods and treatments and is balanced for carryover effects.     

Accounting for Partial Sleep Deprivation and Cumulative Sleepiness in the Three‐Process Model of Alertness Regulation

Mathematical models designed to predict alertness or performance have been developed primarily as tools for evaluating work and/or sleep‐wake schedules that deviate from the traditional daytime orientation. In general, these models cope well with the acute changes resulting from an abnormal sleep but have difficulties handling sleep restriction across longer periods. The reason is that the function representing recovery is too steep—usually exponentially so—and with increasing sleep loss, the steepness increases, resulting in too rapid recovery. The present study focused on refining the Three‐Process Model of alertness regulation. We used an experiment with 4 h of sleep/night (nine participants) that included subjective self‐ratings of sleepiness every hour. To evaluate the model at the individual subject level, a set of mixed‐effect regression analyses were performed using subjective sleepiness as the dependent variable. These mixed models estimate a fixed effect (group mean) and a random effect that accounts for heterogeneity between participants in the overall level of sleepiness (i.e., a random intercept). Using this technique, a point was sought on the exponential recovery function that would explain maximum variance in subjective sleepiness by switching to a linear function. The resulting point explaining the highest amount of variance was 12.2 on the 1–21 unit scale. It was concluded that the accumulation of sleep loss effects on subjective sleepiness may be accounted for by making the recovery function linear below a certain point on the otherwise exponential function.     

Statistical analysis of test-day milk yields using random regression models for the comparison of feeding groups during the lactation period

Random regression models are widely used in the field of animal breeding for the genetic evaluation of daily milk yields from different test days. These models are capable of handling different environmental effects on the respective test day, and they describe the characteristics of the course of the lactation period by using suitable covariates with fixed and random regression coefficients. As the numerically expensive estimation of parameters is already part of advanced computer software, modifications of random regression models will considerably grow in importance for statistical evaluations of nutrition and behaviour experiments with animals. Random regression models belong to the large class of linear mixed models. Thus, when choosing a model, or more precisely, when selecting a suitable covariance structure of the random effects, the information criteria of Akaike and Schwarz can be used. In this study, the fitting of random regression models for a statistical analysis of a feeding experiment with dairy cows is illustrated under application of the program package SAS. For each of the feeding groups, lactation curves modelled by covariates with fixed regression coefficients are estimated simultaneously. With the help of the fixed regression coefficients, differences between the groups are estimated and then tested for significance. The covariance structure of the random and subject-specific effects and the serial correlation matrix are selected by using information criteria and by estimating correlations between repeated measurements. For the verification of the selected model and the alternative models, mean values and standard deviations estimated with ordinary least square residuals are used.     

Statistical analysis of test-day milk yields using random regression models for the comparison of feeding groups during the lactation period

Abstract

Random regression models are widely used in the field of animal breeding for the genetic evaluation of daily milk yields from different test days. These models are capable of handling different environmental effects on the respective test day, and they describe the characteristics of the course of the lactation period by using suitable covariates with fixed and random regression coefficients. As the numerically expensive estimation of parameters is already part of advanced computer software, modifications of random regression models will considerably grow in importance for statistical evaluations of nutrition and behaviour experiments with animals. Random regression models belong to the large class of linear mixed models. Thus, when choosing a model, or more precisely, when selecting a suitable covariance structure of the random effects, the information criteria of Akaike and Schwarz can be used. In this study, the fitting of random regression models for a statistical analysis of a feeding experiment with dairy cows is illustrated under application of the program package SAS. For each of the feeding groups, lactation curves modelled by covariates with fixed regression coefficients are estimated simultaneously. With the help of the fixed regression coefficients, differences between the groups are estimated and then tested for significance. The covariance structure of the random and subject-specific effects and the serial correlation matrix are selected by using information criteria and by estimating correlations between repeated measurements. For the verification of the selected model and the alternative models, mean values and standard deviations estimated with ordinary least square residuals are used.     

Continuous time Markov models for binary longitudinal data

Longitudinal data usually consist of a number of short time series. A group of subjects or groups of subjects are followed over time and observations are often taken at unequally spaced time points, and may be at different times for different subjects. When the errors and random effects are Gaussian, the likelihood of these unbalanced linear mixed models can be directly calculated, and nonlinear optimization used to obtain maximum likelihood estimates of the fixed regression coefficients and parameters in the variance components. For binary longitudinal data, a two state, non-homogeneous continuous time Markov process approach is used to model serial correlation within subjects. Formulating the model as a continuous time Markov process allows the observations to be equally or unequally spaced. Fixed and time varying covariates can be included in the model, and the continuous time model allows the estimation of the odds ratio for an exposure variable based on the steady state distribution. Exact likelihoods can be calculated. The initial probability distribution on the first observation on each subject is estimated using logistic regression that can involve covariates, and this estimation is embedded in the overall estimation. These models are applied to an intervention study designed to reduce children's sun exposure.     

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.     

Bayesian nonparametric centered random effects models with variable selection

In a linear mixed effects model, it is common practice to assume that the random effects follow a parametric distribution such as a normal distribution with mean zero. However, in the case of variable selection, substantial violation of the normality assumption can potentially impact the subset selection and result in poor interpretation and even incorrect results. In nonparametric random effects models, the random effects generally have a nonzero mean, which causes an identifiability problem for the fixed effects that are paired with the random effects. In this article, we focus on a Bayesian method for variable selection. We characterize the subject‐specific random effects nonparametrically with a Dirichlet process and resolve the bias simultaneously. In particular, we propose flexible modeling of the conditional distribution of the random effects with changes across the predictor space. The approach is implemented using a stochastic search Gibbs sampler to identify subsets of fixed effects and random effects to be included in the model. Simulations are provided to evaluate and compare the performance of our approach to the existing ones. We then apply the new approach to a real data example, cross‐country and interlaboratory rodent uterotrophic bioassay.     

Local influence diagnostics for hierarchical count data models with overdispersion and excess zeros

We consider models for hierarchical count data, subject to overdispersion and/or excess zeros. Molenberghs et al. ( 2007 ) and Molenberghs et al. ( 2010 ) extend the Poisson‐normal generalized linear‐mixed model by including gamma random effects to accommodate overdispersion. Excess zeros are handled using either a zero‐inflation or a hurdle component. These models were studied by Kassahun et al. ( 2014 ). While flexible, they are quite elaborate in parametric specification and therefore model assessment is imperative. We derive local influence measures to detect and examine influential subjects, that is subjects who have undue influence on either the fit of the model as a whole, or on specific important sub‐vectors of the parameter vector. The latter include the fixed effects for the Poisson and for the excess‐zeros components, the variance components for the normal random effects, and the parameters describing gamma random effects, included to accommodate overdispersion. Interpretable influence components are derived. The method is applied to data from a longitudinal clinical trial involving patients with epileptic seizures. Even though the data were extensively analyzed in earlier work, the insight gained from the proposed diagnostics, statistically and clinically, is considerable. Possibly, a small but important subgroup of patients has been identified.     

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.     

Fitting semiparametric random effects models to large data sets

For large data sets, it can be difficult or impossible to fit models with random effects using standard algorithms due to memory limitations or high computational burdens. In addition, it would be advantageous to use the abundant information to relax assumptions, such as normality of random effects. Motivated by data from an epidemiologic study of childhood growth, we propose a 2-stage method for fitting semiparametric random effects models to longitudinal data with many subjects. In the first stage, we use a multivariate clustering method to identify G相似文献   

Randomization Modelling of the Crossover Experiment for Clinical Trials

The two-period cross-over experiment for clinical trials has been examined by several writers following a Gaussian linear model approach. Some authors have expressed interest in the “derivation of the finite permutation model” and have pointed out that the randomization approach to modeling the two-period cross-over design “would highlight the importance of randomizing the subjects to the two groups as a basis for inference”. However, in the literature, there is no development of the randomization approach to this important design. In this paper, after a statement of the experimental design and formulation of the observation random variables of the finite population, two additive randomization models—one with residual effects, the other without—which are the analogues of Grizzle's Gaussian models, are derived. Statistical inference is developed for these randomization models and the results are compared with those of the corresponding Gaussian models. Also, exact inference based upon Fischer's approach is presented.     

A Bayesian analysis of the two-period crossover design for clinical trials

Statisticians have been critical of the use of the two-period crossover designs for clinical trials because the estimate of the treatment difference is biased when the carryover effects of the two treatments are not equal. In the standard approach, if the null hypothesis of equal carryover effects is not rejected, data from both periods are used to estimate and test for treatment differences; if the null hypothesis is rejected, data from the first period alone are used. A Bayesian analysis based on the Bayes factor against unequal carryover effects is given. Although this Bayesian approach avoids the "all-or-nothing" decision inherent in the standard approach, it recognizes that with small trials it is difficult to provide unequivocal evidence that the carryover effects of the two treatments are equal, and thus that the interpretation of the difference between treatment effects is highly dependent on a subjective assessment of the reality or not of equal carryover effects.     

Local Influence to Detect Influential Data Structures for Generalized Linear Mixed Models

This article discusses the generalization of the local influence measures for normally distributed responses to local influence measures for generalized linear models with random effects. For these models, it is shown that the subject-oriented influence measure is a special case of the proposed observation-oriented influence measure. A two-step diagnostic procedure is proposed. The first step is to search for influential subjects. A search for influential observations is proposed as the second step. An illustration of a two-treatment, multiple-period crossover trial demonstrates the practical importance of the detection of influential observations in addition to the detection of influential subjects.     

Robust tests for treatment effects based on censored recurrent event data observed over multiple periods

We derive semiparametric methods for estimating and testing treatment effects when censored recurrent event data are available over multiple periods. These methods are based on estimating functions motivated by a working "mixed-Poisson" assumption under which conditioning can eliminate subject-specific random effects. Robust pseudoscore test statistics are obtained via "sandwich" variance estimation. The relative efficiency of conditional versus marginal analyses is assessed analytically under a mixed time-homogeneous Poisson model. The robustness and empirical power of the semiparametric approach are assessed through simulation. Adaptations to handle recurrent events arising in crossover trials are described and these methods are applied to data from a two-period crossover trial of patients with bronchial asthma.     

Spatial models for spatial statistics: some unification

A general statistical framework is proposed for comparing linear models of spatial process and pattern. A spatial linear model for nested analysis of variance can be based on either fixed effects or random effects. Greig-Smith (1952) originally used a fixed effects model, but there are also examples of random effects models in the soil science literature. Assuming intrinsic stationarity for a linear model, the expectations of a spatial nested ANOVA and two term local variance (TTLV, Hill 1973) are functions of the variogram, and several examples are given. Paired quadrat variance (PQV, Ludwig & Goodall 1978) is a variogram estimator which can be used to approximate TTLV, and we provide an example from ecological data. Both nested ANOVA and TTLV can be seen as weighted lag-1 variogram estimators that are functions of support, rather than distance. We show that there are two unbiased estimators for the variogram under aggregation, and computer simulation shows that the estimator with smaller variance depends on the process autocorrelation.     

On the Role of Baseline Measurements for Crossover Designs under the Self and Mixed Carryover Effects Model

Summary .  It is well known that optimal designs are strongly model dependent. In this article, we apply the Lagrange multiplier approach to the optimal design problem, using a recently proposed model for carryover effects. Generally, crossover designs are not recommended when carryover effects are present and when the primary goal is to obtain an unbiased estimate of the treatment effect. In some cases, baseline measurements are believed to improve design efficiency. This article examines the impact of baselines on optimal designs using two different assumptions about carryover effects during baseline periods and employing a nontraditional crossover design model. As anticipated, baseline observations improve design efficiency considerably for two-period designs, which use the data in the first period only to obtain unbiased estimates of treatment effects, while the improvement is rather modest for three- or four-period designs. Further, we find little additional benefits for measuring baselines at each treatment period as compared to measuring baselines only in the first period. Although our study of baselines did not change the results on optimal designs that are reported in the literature, the problem of strong model dependency problem is generally recognized. The advantage of using multiperiod designs is rather evident, as we found that extending two-period designs to three- or four-period designs significantly reduced variability in estimating the direct treatment effect contrast.