A mover-stayer model for longitudinal marker data

Studies of chronic disease often focus on estimating prevalence and incidence in which the presence of active disease is based on dichotomizing a continuous marker variable measured with error. Examples include hypertension, asthma, and depression, where active disease is defined by setting a threshold on a continuous measure of blood pressure, respiratory function, and mood, respectively. This paper proposes a model for inference about prevalence and incidence when active disease is determined by dichotomizing a continuous marker variable in a population-based study. In this formulation, it is postulated that there are three groups of people, those that are not susceptible to the disease, those who are always in the disease state, and those who have the potential to transition between the disease and the disease-free states over time. The model is used to estimate the prevalence and incidence of the disease in the population while accounting for measurement error in the marker. An EM algorithm is used for parameter estimation and the methodology is illustrated on Framingham heart study hypertension data. A simulation study is conducted in order to demonstrate the importance of accounting for measurement error in estimating prevalence and incidence for this example.     

Marginalized transition models and likelihood inference for longitudinal categorical data

Marginal generalized linear models are now frequently used for the analysis of longitudinal data. Semiparametric inference for marginal models was introduced by Liang and Zeger (1986, Biometrics 73, 13-22). This article develops a general parametric class of serial dependence models that permits likelihood-based marginal regression analysis of binary response data. The methods naturally extend the first-order Markov models of Azzalini (1994, Biometrika 81, 767-775) and prove computationally feasible for long series.     

A mixed mover-stayer model for spatiotemporal two-state processes

Studies of recurring infection or chronic disease often collect longitudinal data on the disease status of subjects. Two-state transitional models are useful for analysis in such studies where, at any point in time, an individual may be said to occupy either a diseased or disease-free state and interest centers on the transition process between states. Here, two additional features are present. The data are spatially arranged and it is important to account for spatial correlation in the transitional processes corresponding to different subjects. In addition there are subgroups of individuals with different mechanisms of transitions. These subgroups are not known a priori and hence group membership must be estimated. Covariates modulating transitions are included in a logistic additive framework. Inference for the resulting mixture spatial Markov regression model is not straightforward. We develop here a Monte Carlo expectation maximization algorithm for maximum likelihood estimation and a Markov chain Monte Carlo sampling scheme for summarizing the posterior distribution in a Bayesian analysis. The methodology is applied to a study of recurrent weevil infestation in British Columbia forests.     

A semiparametric model for the analysis of recurrent-event panel data

In many longitudinal studies, interest focuses on the occurrence rate of some phenomenon for the subjects in the study. When the phenomenon is nonterminating and possibly recurring, the result is a recurrent-event data set. Examples include epileptic seizures and recurrent cancers. When the recurring event is detectable only by an expensive or invasive examination, only the number of events occurring between follow-up times may be available. This article presents a semiparametric model for such data, based on a multiplicative intensity model paired with a fully flexible nonparametric baseline intensity function. A random subject-specific effect is included in the intensity model to account for the overdispersion frequently displayed in count data. Estimators are determined from quasi-likelihood estimating functions. Because only first- and second-moment assumptions are required for quasi-likelihood, the method is more robust than those based on the specification of a full parametric likelihood. Consistency of the estimators depends only on the assumption of the proportional intensity model. The semiparametric estimators are shown to be highly efficient compared with the usual parametric estimators. As with semiparametric methods in survival analysis, the method provides useful diagnostics for specific parametric models, including a quasi-score statistic for testing specific baseline intensity functions. The techniques are used to analyze cancer recurrences and a pheromone-based mating disruption experiment in moths. A simulation study confirms that, for many practical situations, the estimators possess appropriate small-sample characteristics.     

Estimation of operating characteristics for dependent diagnostic tests based on latent Markov models

We describe a method for making inferences about the joint operating characteristics of multiple diagnostic tests applied longitudinally and in the absence of a definitive reference test. Log-linear models are adopted for the classification distributions conditional on the latent state, where inclusion of appropriate interaction terms accommodates conditional dependencies among the tests. A marginal likelihood is constructed by marginalizing over a latent two-state Markov process. Specific latent processes we consider include a first-order Markov model, a second-order Markov model, and a time-nonhomogeneous Markov model, although the method is described in full generality. Adaptations to handle missing data are described. Model diagnostics are considered based on the bootstrap distribution of conditional residuals. The methods are illustrated by application to a study of diffuse bilateral infiltrates among patients in intensive care wards in which the objective was to assess aspects of validity and clinical agreement.     

Analysis of capture-recapture data with a Rasch-type model allowing for conditional dependence and multidimensionality

In this article, we show that, if subjects are assumed to be homogeneous within a finite set of latent classes, the basic restrictions of the Rasch model (conditional independence and unidimensionality) can be relaxed in a flexible way by simply adding appropriate columns to a basic design matrix. When discrete covariates are available so that subjects may be classified into strata, we show how a joint modeling approach can achieve greater parsimony. Parameter estimates may be obtained by maximizing the conditional likelihood (given the total number of captures) with a combined use of the EM and Fisher scoring algorithms. We also discuss a technique for obtaining confidence intervals for the size of the population under study based on the profile likelihood.     

Spatial multistate transitional models for longitudinal event data

Summary .   Follow-up medical studies often collect longitudinal data on patients. Multistate transitional models are useful for analysis in such studies where at any point in time, individuals may be said to occupy one of a discrete set of states and interest centers on the transition process between states. For example, states may refer to the number of recurrences of an event, or the stage of a disease. We develop a hierarchical modeling framework for the analysis of such longitudinal data when the processes corresponding to different subjects may be correlated spatially over a region. Continuous-time Markov chains incorporating spatially correlated random effects are introduced. Here, joint modeling of both spatial dependence as well as dependence between different transition rates is required and a multivariate spatial approach is employed. A proportional intensities frailty model is developed where baseline intensity functions are modeled using parametric Weibull forms, piecewise-exponential formulations, and flexible representations based on cubic B-splines. The methodology is developed within the context of a study examining invasive cardiac procedures in Quebec. We consider patients admitted for acute coronary syndrome throughout the 139 local health units of the province and examine readmission and mortality rates over a 4-year period.     

A queueing model for chronic recurrent conditions under panel observation

In many chronic conditions, subjects alternate between an active and an inactive state, and sojourns into the active state may involve multiple lesions, infections, or other recurrences with different times of onset and resolution. We present a biologically interpretable model of such chronic recurrent conditions based on a queueing process. The model has a birth-death process describing recurrences and a semi-Markov process describing the alternation between active and inactive states, and can be fit to panel data that provide only a binary assessment of the active or inactive state at a series of discrete time points using a hidden Markov approach. We accommodate individual heterogeneity and covariates using a random effects model, and simulate the posterior distribution of unknowns using a Markov chain Monte Carlo algorithm. Application to a clinical trial of genital herpes shows how the method can characterize the biology of the disease and estimate treatment efficacy.     

Bayesian covariance selection in generalized linear mixed models

The generalized linear mixed model (GLMM), which extends the generalized linear model (GLM) to incorporate random effects characterizing heterogeneity among subjects, is widely used in analyzing correlated and longitudinal data. Although there is often interest in identifying the subset of predictors that have random effects, random effects selection can be challenging, particularly when outcome distributions are nonnormal. This article proposes a fully Bayesian approach to the problem of simultaneous selection of fixed and random effects in GLMMs. Integrating out the random effects induces a covariance structure on the multivariate outcome data, and an important problem that we also consider is that of covariance selection. Our approach relies on variable selection-type mixture priors for the components in a special Cholesky decomposition of the random effects covariance. A stochastic search MCMC algorithm is developed, which relies on Gibbs sampling, with Taylor series expansions used to approximate intractable integrals. Simulated data examples are presented for different exponential family distributions, and the approach is applied to discrete survival data from a time-to-pregnancy study.     

Flexible generalized t-link models for binary response data

A critical issue in modelling binary response data is the choiceof the links. We introduce a new link based on the generalizedt-distribution. There are two parameters in the generalizedt-link: one parameter purely controls the heaviness of the tailsof the link and the second parameter controls the scale of thelink. Two major advantages are offered by the generalized t-links.First, a symmetric generalized t-link with an unknown shapeparameter is much more identifiable than a Student t-link withunknown degrees of freedom and a known scale parameter. Secondly,skewed generalized t-links with both unknown shape and scaleparameters provide much more flexible and improved skewed linkregression models than the existing skewed links. Various theoreticalproperties and attractive features of the proposed links areexamined and explored in detail. An efficient Markov chain MonteCarlo algorithm is developed for sampling from the posteriordistribution. The deviance information criterion measure isused for guiding the choice of links. The proposed methodologyis motivated and illustrated by prostate cancer data.     

A generalized model for overdispersed count data

Overdispersed count data are very common in ecology. The negative binomial model has been used widely to represent such data. Ecological data often vary considerably, and traditional approaches are likely to be inefficient or incorrect due to underestimation of uncertainty and poor predictive power. We propose a new statistical model to account for excessive overdisperson. It is the combination of two negative binomial models, where the first determines the number of clusters and the second the number of individuals in each cluster. Simulations show that this model often performs better than the negative binomial model. This model also fitted catch and effort data for southern bluefin tuna better than other models according to AIC. A model that explicitly and properly accounts for overdispersion should contribute to robust management and conservation for wildlife and plants.     

Modeling microarray data using a threshold mixture model

An important goal of microarray studies is the detection of genes that show significant changes in expression when two classes of biological samples are being compared. We present an ANOVA-style mixed model with parameters for array normalization, overall level of gene expression, and change of expression between the classes. For the latter we assume a mixing distribution with a probability mass concentrated at zero, representing genes with no changes, and a normal distribution representing the level of change for the other genes. We estimate the parameters by optimizing the marginal likelihood. To make this practical, Laplace approximations and a backfitting algorithm are used. The performance of the model is studied by simulation and by application to publicly available data sets.     

A model with space-varying regression coefficients for clustering multivariate spatial count data

Multivariate spatial count data are often segmented by unobserved space-varying factors that vary across space. In this setting, regression models that assume space-constant covariate effects could be too restrictive. Motivated by the analysis of cause-specific mortality data, we propose to estimate space-varying effects by exploiting a multivariate hidden Markov field. It models the data by a battery of Poisson regressions with spatially correlated regression coefficients, which are driven by an unobserved spatial multinomial process. It parsimoniously describes multivariate count data by means of a finite number of latent classes. Parameter estimation is carried out by composite likelihood methods, that we specifically develop for the proposed model. In a case study of cause-specific mortality data in Italy, the model was capable to capture the spatial variation of gender differences and age effects.     

A spatiotemporal stochastic process model for species spread

We use a spatiotemporal Markov process to model the spread of an ecological population through its environment over time. Available habitat is divided into sites, and a parametric function of spatial variables is used to model the probability that one site is colonized from another. This allows us both to make predictions about the future spread of a population, and to determine which are the important factors governing colonizations. The model evolves in discrete time, allowing the population distribution to change seasonally in accordance with breeding patterns. Discrete time formulations are natural for ecological populations, but are problematic due to difficulties of fitting and predicting over irregular time intervals. The model described here can accommodate years of missing data and can therefore fit and predict at irregular intervals. Two methods of approximating the likelihood are described and applied to ornithological survey data for the woodlark, Lullula arborea, from Thetford Forest in the U.K.     

A class of latent Markov models for capture-recapture data allowing for time, heterogeneity, and behavior effects

We propose an extension of the latent class model for the analysis of capture-recapture data which allows us to take into account the effect of a capture on the behavior of a subject with respect to future captures. The approach is based on the assumption that the variable indexing the latent class of a subject follows a Markov chain with transition probabilities depending on the previous capture history. Several constraints are allowed on these transition probabilities and on the parameters of the conditional distribution of the capture configuration given the latent process. We also allow for the presence of discrete explanatory variables, which may affect the parameters of the latent process. To estimate the resulting models, we rely on the conditional maximum likelihood approach and for this aim we outline an EM algorithm. We also give some simple rules for point and interval estimation of the population size. The approach is illustrated by applying it to two data sets concerning small mammal populations.     

A mixed model for two-state Markov processes under panel observation

Many chronic medical conditions can be meaningfully characterized in terms of a two-state stochastic process. Here we consider the problem in which subjects make transitions among two such states in continuous time but are only observed at discrete, irregularly spaced time points that are possibly unique to each subject. Data arising from such an observation scheme are called panel data, and methods for related analyses are typically based on Markov assumptions. The purpose of this article is to present a conditionally Markov model that accommodates subject-to-subject variation in the model parameters by the introduction of random effects. We focus on a particular random effects formulation that generates a closed-form expression for the marginal likelihood. The methodology is illustrated by application to a data set from a parasitic field infection survey.     

An approximate likelihood for genetic data under a model with recombination and population splitting

We describe a new approximate likelihood for population genetic data under a model in which a single ancestral population has split into two daughter populations. The approximate likelihood is based on the ‘Product of Approximate Conditionals’ likelihood and ‘copying model’ of Li and Stephens [Li, N., Stephens, M., 2003. Modeling linkage disequilibrium and identifying recombination hotspots using single-nucleotide polymorphism data. Genetics 165 (4), 2213–2233]. The approach developed here may be used for efficient approximate likelihood-based analyses of unlinked data. However our copying model also considers the effects of recombination. Hence, a more important application is to loosely-linked haplotype data, for which efficient statistical models explicitly featuring non-equilibrium population structure have so far been unavailable. Thus, in addition to the information in allele frequency differences about the timing of the population split, the method can also extract information from the lengths of haplotypes shared between the populations. There are a number of challenges posed by extracting such information, which makes parameter estimation difficult. We discuss how the approach could be extended to identify haplotypes introduced by migrants.