EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis

This paper presents procedures for implementing the EM algorithm to compute REML estimates of variance covariance components in Gaussian mixed models for longitudinal data analysis. The class of models considered includes random coefficient factors, stationary time processes and measurement errors. The EM algorithm allows separation of the computations pertaining to parameters involved in the random coefficient factors from those pertaining to the time processes and errors. The procedures are illustrated with Pothoff and Roy''s data example on growth measurements taken on 11 girls and 16 boys at four ages. Several variants and extensions are discussed.     

Comparison of Linear,Nonlinear and Semiparametric Mixed‐effects Models for Estimating HIV Dynamic Parameters

The potency of antiretroviral agents in AIDS clinical trials can be assessed on the basis of an early viral response such as viral decay rate or change in viral load (number of copies of HIV RNA) of the plasma. Linear, parametric nonlinear, and semiparametric nonlinear mixed‐effects models have been proposed to estimate viral decay rates in viral dynamic models. However, before applying these models to clinical data, a critical question that remains to be addressed is whether these models produce coherent estimates of viral decay rates, and if not, which model is appropriate and should be used in practice. In this paper, we applied these models to data from an AIDS clinical trial of potent antiviral treatments and found significant incongruity in the estimated rates of reduction in viral load. Simulation studies indicated that reliable estimates of viral decay rate were obtained by using the parametric and semiparametric nonlinear mixed‐effects models. Our analysis also indicated that the decay rates estimated by using linear mixed‐effects models should be interpreted differently from those estimated by using nonlinear mixed‐effects models. The semiparametric nonlinear mixed‐effects model is preferred to other models because arbitrary data truncation is not needed. Based on real data analysis and simulation studies, we provide guidelines for estimating viral decay rates from clinical data. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The effect of miss-specified baseline characteristics on inference for longitudinal trends in linear mixed models

The main advantage of longitudinal studies is that they can distinguish changes over time within individuals (longitudinal effects) from differences among subjects at the start of the study (baseline characteristics, cross-sectional effects). Often, especially in observational studies, longitudinal trends are studied after correction for many potentially important baseline differences between subjects. We show that, in the context of linear mixed models, inference for longitudinal trends is in general biased if a wrong model for the baseline characteristics is used. However, we will argue that this bias is small in most practical situations and completely vanishes in the special case of a growth curve model for complete balanced data. In the latter case, inference for longitudinal trends is completely independent of additional baseline covariates that might have been omitted from the model.     

Goodness-of-fit methods for generalized linear mixed models

We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero-mean Gaussian processes, whose realizations can be generated through Monte Carlo simulation. Each observed process can then be compared, both visually and analytically, to a number of realizations simulated from the null distribution. These comparisons enable one to assess objectively whether the observed residual patterns reflect model misspecification or random variation. The proposed methods are particularly useful for checking the functional form of a covariate or the link function. Extensive simulation studies show that the proposed goodness-of-fit tests have proper sizes and are sensitive to model misspecification. Applications to two medical studies lead to improved models.     

Log‐gamma linear‐mixed effects models for multiple outcomes with application to a longitudinal glaucoma study

Glaucoma is a progressive disease due to damage in the optic nerve with associated functional losses. Although the relationship between structural and functional progression in glaucoma is well established, there is disagreement on how this association evolves over time. In addressing this issue, we propose a new class of non‐Gaussian linear‐mixed models to estimate the correlations among subject‐specific effects in multivariate longitudinal studies with a skewed distribution of random effects, to be used in a study of glaucoma. This class provides an efficient estimation of subject‐specific effects by modeling the skewed random effects through the log‐gamma distribution. It also provides more reliable estimates of the correlations between the random effects. To validate the log‐gamma assumption against the usual normality assumption of the random effects, we propose a lack‐of‐fit test using the profile likelihood function of the shape parameter. We apply this method to data from a prospective observation study, the Diagnostic Innovations in Glaucoma Study, to present a statistically significant association between structural and functional change rates that leads to a better understanding of the progression of glaucoma over time.     

On estimation and prediction for spatial generalized linear mixed models

We use spatial generalized linear mixed models (GLMM) to model non-Gaussian spatial variables that are observed at sampling locations in a continuous area. In many applications, prediction of random effects in a spatial GLMM is of great practical interest. We show that the minimum mean-squared error (MMSE) prediction can be done in a linear fashion in spatial GLMMs analogous to linear kriging. We develop a Monte Carlo version of the EM gradient algorithm for maximum likelihood estimation of model parameters. A by-product of this approach is that it also produces the MMSE estimates for the realized random effects at the sampled sites. This method is illustrated through a simulation study and is also applied to a real data set on plant root diseases to obtain a map of disease severity that can facilitate the practice of precision agriculture.     

Flexible modeling via a hybrid estimation scheme in generalized mixed models for longitudinal data

To circumvent the computational complexity of likelihood inference in generalized mixed models that assume linear or more general additive regression models of covariate effects, Laplace's approximations to multiple integrals in the likelihood have been commonly used without addressing the issue of adequacy of the approximations for individuals with sparse observations. In this article, we propose a hybrid estimation scheme to address this issue. The likelihoods for subjects with sparse observations use Monte Carlo approximations involving importance sampling, while Laplace's approximation is used for the likelihoods of other subjects that satisfy a certain diagnostic check on the adequacy of Laplace's approximation. Because of its computational tractability, the proposed approach allows flexible modeling of covariate effects by using regression splines and model selection procedures for knot and variable selection. Its computational and statistical advantages are illustrated by simulation and by application to longitudinal data from a fecundity study of fruit flies, for which overdispersion is modeled via a double exponential family.     

Pairwise Variable Selection for High‐Dimensional Model‐Based Clustering

Summary Variable selection for clustering is an important and challenging problem in high‐dimensional data analysis. Existing variable selection methods for model‐based clustering select informative variables in a “one‐in‐all‐out” manner; that is, a variable is selected if at least one pair of clusters is separable by this variable and removed if it cannot separate any of the clusters. In many applications, however, it is of interest to further establish exactly which clusters are separable by each informative variable. To address this question, we propose a pairwise variable selection method for high‐dimensional model‐based clustering. The method is based on a new pairwise penalty. Results on simulated and real data show that the new method performs better than alternative approaches that use ?₁ and ?_∞ penalties and offers better interpretation.     

Skew‐normal/independent linear mixed models for censored responses with applications to HIV viral loads

Often in biomedical studies, the routine use of linear mixed‐effects models (based on Gaussian assumptions) can be questionable when the longitudinal responses are skewed in nature. Skew‐normal/elliptical models are widely used in those situations. Often, those skewed responses might also be subjected to some upper and lower quantification limits (QLs; viz., longitudinal viral‐load measures in HIV studies), beyond which they are not measurable. In this paper, we develop a Bayesian analysis of censored linear mixed models replacing the Gaussian assumptions with skew‐normal/independent (SNI) distributions. The SNI is an attractive class of asymmetric heavy‐tailed distributions that includes the skew‐normal, skew‐t, skew‐slash, and skew‐contaminated normal distributions as special cases. The proposed model provides flexibility in capturing the effects of skewness and heavy tail for responses that are either left‐ or right‐censored. For our analysis, we adopt a Bayesian framework and develop a Markov chain Monte Carlo algorithm to carry out the posterior analyses. The marginal likelihood is tractable, and utilized to compute not only some Bayesian model selection measures but also case‐deletion influence diagnostics based on the Kullback–Leibler divergence. The newly developed procedures are illustrated with a simulation study as well as an HIV case study involving analysis of longitudinal viral loads.     

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.     

Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies

The problem of variable selection in the generalized linear‐mixed models (GLMMs) is pervasive in statistical practice. For the purpose of variable selection, many methodologies for determining the best subset of explanatory variables currently exist according to the model complexity and differences between applications. In this paper, we develop a “higher posterior probability model with bootstrap” (HPMB) approach to select explanatory variables without fitting all possible GLMMs involving a small or moderate number of explanatory variables. Furthermore, to save computational load, we propose an efficient approximation approach with Laplace's method and Taylor's expansion to approximate intractable integrals in GLMMs. Simulation studies and an application of HapMap data provide evidence that this selection approach is computationally feasible and reliable for exploring true candidate genes and gene–gene associations, after adjusting for complex structures among clusters.     

Flexible Modelling of the Covariance Matrix in a Linear Random Effects Model

A flexible approach is proposed for modelling the covariance matrix of a linear mixed model for longitudinal data. The method combines parametric modelling of the random effects part with flexible modelling of the serial correlation component. The approach is exemplified on weight gain data and on the evolution of height of children in their first year of life of the Jimma Infant Survival Study, an Ethiopian cohort study. The analyses show the usefulness of the approach.     

A Bayesian Approach to Joint Mixed‐Effects Models with a Skew‐Normal Distribution and Measurement Errors in Covariates

Summary In recent years, nonlinear mixed‐effects (NLME) models have been proposed for modeling complex longitudinal data. Covariates are usually introduced in the models to partially explain intersubject variations. However, one often assumes that both model random error and random effects are normally distributed, which may not always give reliable results if the data exhibit skewness. Moreover, some covariates such as CD4 cell count may be often measured with substantial errors. In this article, we address these issues simultaneously by jointly modeling the response and covariate processes using a Bayesian approach to NLME models with covariate measurement errors and a skew‐normal distribution. A real data example is offered to illustrate the methodologies by comparing various potential models with different distribution specifications. It is showed that the models with skew‐normality assumption may provide more reasonable results if the data exhibit skewness and the results may be important for HIV/AIDS studies in providing quantitative guidance to better understand the virologic responses to antiretroviral treatment.