Marginal models for correlated binary responses with multiple classes and multiple levels of nesting.

A model for correlated binary data is presented. Marginal probabilities and odds ratios are allowed to have general regression structures that include multiple classes and multiple levels of nesting. Estimation is done through the generalized estimating equations approach of Liang and Zeger (1986, Biometrika 73, 13-22). They are contrasted with conditional models and recommendations for choosing between the two are given. Examples from genetic epidemiology are presented.     

Association models for a multivariate binary response

Models for a multivariate binary response are parameterized by univariate marginal probabilities and dependence ratios of all orders. The w-order dependence ratio is the joint success probability of w binary responses divided by the joint success probability assuming independence. This parameterization supports likelihood-based inference for both regression parameters, relating marginal probabilities to explanatory variables, and association model parameters, relating dependence ratios to simple and meaningful mechanisms. Five types of association models are proposed, where responses are (1) independent given a necessary factor for the possibility of a success, (2) independent given a latent binary factor, (3) independent given a latent beta distributed variable, (4) follow a Markov chain, and (5) follow one of two first-order Markov chains depending on the realization of a binary latent factor. These models are illustrated by reanalyzing three data sets, foremost a set of binary time series on auranofin therapy against arthritis. Likelihood-based approaches are contrasted with approaches based on generalized estimating equations. Association models specified by dependence ratios are contrasted with other models for a multivariate binary response that are specified by odds ratios or correlation coefficients.     

Global cross-ratio models for bivariate, discrete, ordered responses

A family of statistical models is presented for bivariate, discrete response to a regressor when both components of the response have ordered categories. Association between components is expressed in terms of global cross-ratios, cross-product ratios of quadrant probabilities, for each double dichotomy of the response table of probabilities into quadrants (Pearson and Heron, 1913, Biometrika 9, 159-315). These models are extensions to the work of Plackett (1965, Journal of the American Statistical Association 60, 516-522) and Mantel and Brown (1973, Biometrics 29, 649-665). The marginal cumulative probabilities may satisfy linear logistic or other generalized linear models (McCullagh, 1980, Journal of the Royal Statistical Society, Series B 42, 109-142). An analysis of patients' postoperative pain level and medication frequency illustrates these methods.     

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.     

Approximate interval estimation of the ratio of binomial parameters: a review and corrections for skewness

Various methods for finding confidence intervals for the ratio of binomial parameters are reviewed and evaluated numerically. It is found that the method based on likelihood scores (Koopman, 1984, Biometrics 40, 513-517; Miettinen and Nurminen, 1985, Statistics in Medicine 4, 213-226) performs best in achieving the nominal confidence coefficient, but it may distribute the tail probabilities quite disparately. Using general theory of Bartlett (1953, Biometrika 40, 306-317; 1955, Biometrika 42, 201-203), we correct this method for asymptotic skewness. Following Gart (1985, Biometrika 72, 673-677), we extend this correction to the case of estimating the common ratio in a series of two-by-two tables. Computing algorithms are given and applied to numerical examples. Parallel methods for the odds ratio and the ratio of Poisson parameters are noted.     

Estimation in the cox proportional hazards model with left-truncated and interval-censored data

We show that the nonparametric maximum likelihood estimate (NPMLE) of the regression coefficient from the joint likelihood (of the regression coefficient and the baseline survival) works well for the Cox proportional hazards model with left-truncated and interval-censored data, but the NPMLE may underestimate the baseline survival. Two alternatives are also considered: first, the marginal likelihood approach by extending Satten (1996, Biometrika 83, 355-370) to truncated data, where the baseline distribution is eliminated as a nuisance parameter; and second, the monotone maximum likelihood estimate that maximizes the joint likelihood by assuming that the baseline distribution has a nondecreasing hazard function, which was originally proposed to overcome the underestimation of the survival from the NPMLE for left-truncated data without covariates (Tsai, 1988, Biometrika 75, 319-324). The bootstrap is proposed to draw inference. Simulations were conducted to assess their performance. The methods are applied to the Massachusetts Health Care Panel Study data set to compare the probabilities of losing functional independence for male and female seniors.     

Some covariance models for longitudinal count data with overdispersion

A family of covariance models for longitudinal counts with predictive covariates is presented. These models account for overdispersion, heteroscedasticity, and dependence among repeated observations. The approach is a quasi-likelihood regression similar to the formulation given by Liang and Zeger (1986, Biometrika 73, 13-22). Generalized estimating equations for both the covariate parameters and the variance-covariance parameters are presented. Large-sample properties of the parameter estimates are derived. The proposed methods are illustrated by an analysis of epileptic seizure count data arising from a study of progabide as an adjuvant therapy for partial seizures.     

Model choice and influential cases for survival studies

Deletion diagnostics are developed for identifying observations that influence the estimates of regression parameters and the mixture parameter in the families of relative risk functions for failure time data. The diagnostic for the regression parameters is a generalization of Cain and Lange's (1984, Biometrics 40, 493-499) measure of individual influence. The generalizations of martingale residuals, Schoenfeld's partial residuals (1982, Biometrika 69, 239-241), and score residuals by Therneau, Grambsch, and Fleming (1990, Biometrika 77, 147-160) are also obtained. The influence of some observations on regression parameters can be drastically modified as the mixture parameter changes, even for a very small change. In addition, adding or deleting some observations might result in choosing different models. The diagnostics are applied to a family proposed by Guerrero and Johnson (1982, Biometrika 69, 309-314). One illustrative example is presented.     

Exact confidence intervals following a group sequential test

A numerical method is used to compute confidence intervals, which have exact coverage probabilities, for the mean of a normal distribution following a group sequential test. This method, which uses an ordering of the sample space similar to that employed by Siegmund (1978, Biometrika 65, 341-349), is contrasted with the usual confidence interval for the mean.     

Marginal analyses of clustered data when cluster size is informative

We propose a new approach to fitting marginal models to clustered data when cluster size is informative. This approach uses a generalized estimating equation (GEE) that is weighted inversely with the cluster size. We show that our approach is asymptotically equivalent to within-cluster resampling (Hoffman, Sen, and Weinberg, 2001, Biometrika 73, 13-22), a computationally intensive approach in which replicate data sets containing a randomly selected observation from each cluster are analyzed, and the resulting estimates averaged. Using simulated data and an example involving dental health, we show the superior performance of our approach compared to unweighted GEE, the equivalence of our approach with WCR for large sample sizes, and the superior performance of our approach compared with WCR when sample sizes are small.     

Analyzing k (2 x 2) tables under cluster sampling

In many data analytic applications, such as ophthalmologic, longitudinal, or periodontal studies, multiple observations are recorded over several sites (or timepoints) within the same subject, bringing about dependence between measurements. This correlation, in turn, precludes the use of standard statistical methods that assume independence between outcome measurements. For example, the Mantel-Haenszel statistic, used to assess association between a binary outcome and a binary exposure while adjusting for a categorical covariate, does not follow the usual chi-squared distribution under the null hypothesis when there is correlation between observations. A modified Mantel-Haenszel procedure, which makes adjustment for dependence, is proposed. No particular correlation structure is assumed for responses within a cluster. This closed-form adjustment stems from Liang and Zeger's (1986, Biometrika 73, 13-22) generalized estimating equations approach for clustered data. The difference between this tabular (i.e., noniterative) technique and many earlier tabular methods is that the current method allows for consideration of site-specific exposure and covariate information. An example from a periodontal research study illustrates application of the method.     

A global goodness-of-fit statistic for Cox regression models

In this paper, a global goodness-of-fit test statistic for a Cox regression model, which has an approximate chi-squared distribution when the model has been correctly specified, is proposed. Our goodness-of-fit statistic is global and has power to detect if interactions or higher order powers of covariates in the model are needed. The proposed statistic is similar to the Hosmer and Lemeshow (1980, Communications in Statistics A10, 1043-1069) goodness-of-fit statistic for binary data as well as Schoenfeld's (1980, Biometrika 67, 145-153) statistic for the Cox model. The methods are illustrated using data from a Mayo Clinic trial in primary billiary cirrhosis of the liver (Fleming and Harrington, 1991, Counting Processes and Survival Analysis), in which the outcome is the time until liver transplantation or death. The are 17 possible covariates. Two Cox proportional hazards models are fit to the data, and the proposed goodness-of-fit statistic is applied to the fitted models.     

On the accuracy of efficiency of estimating equation approach

Liang and Zeger (1986, Biometrika 73, 13-22) introduced a generalized estimating equation (GEE) approach based on a working correlation matrix to obtain efficient estimators of regression parameters in the class of generalized linear models for repeated measures data. As demonstrated by Crowder (1995, Biometrika 82, 407-410), because of uncertainty of the definition of the working correlation matrix, the Liang-Zeger approach may, in some cases, lead to a complete breakdown of the estimation of the regression parameters. After taking this comment of Crowder into account, recently Sutradhar and Das (1999, Biometrika 86, 459-465) examined the loss of efficiency of the regression estimators due to misspecification of the correlation structures. But their study was confined to the regression estimation with cluster-level covariates, as in the original paper of Liang and Zeger. In this paper, we study this efficiency loss problem for the generalized regression models with within-cluster covariates by utilizing the approach of Sutradhar and Das (1999).     

Models for circular-linear and circular-circular data constructed from circular distributions based on nonnegative trigonometric sums

Johnson and Wehrly (1978, Journal of the American Statistical Association 73, 602-606) and Wehrly and Johnson (1980, Biometrika 67, 255-256) show one way to construct the joint distribution of a circular and a linear random variable, or the joint distribution of a pair of circular random variables from their marginal distributions and the density of a circular random variable, which in this article is referred to as joining circular density. To construct flexible models, it is necessary that the joining circular density be able to present multimodality and/or skewness in order to model different dependence patterns. Fernández-Durán (2004, Biometrics 60, 499-503) constructed circular distributions based on nonnegative trigonometric sums that can present multimodality and/or skewness. Furthermore, they can be conveniently used as a model for circular-linear or circular-circular joint distributions. In the current work, joint distributions for circular-linear and circular-circular data constructed from circular distributions based on nonnegative trigonometric sums are presented and applied to two data sets, one for circular-linear data related to the air pollution patterns in Mexico City and the other for circular-circular data related to the pair of dihedral angles between consecutive amino acids in a protein.     

Hierarchical models for the probabilities of conception

In the last thirty years, there has been considerable interest in finding better models to fit data for probabilities of conception. An important early model was proposed by Barrett and Marshall (1969) and extended by Schwartz, MacDonald and Heuchel (1980). Recently, researchers have further extended these models by adding covariates. However, the increasingly complicated models are challenging to analyze with frequentist methods such as the EM algorithm. Bayesian models are more feasible, and the computation can be done via Markov chain Monte Carlo (MCMC). We consider a Bayesian model with an effect for protected intercourse to analyze data from the California Women's Reproductive Health Study and assess the effects of water contaminants and hormones. There are two main contributions in the paper. (1) For protected intercourse, we propose modeling the ratios of daily conception probabilities with protected intercourse to corresponding daily conception probabilities with unprotected intercourse. Due to the small sample size of our data set, we assume the ratios are the same for each day but unknown. (2) We consider Bayesian analysis under a unimodality assumption where the probabilities of conception increase before ovulation and decrease after ovulation. Gibbs sampling is used for finding the Bayesian estimates. There is some evidence that the two covariates affect fecundability.     

An extended general location model for causal inferences from data subject to noncompliance and missing values

Noncompliance is a common problem in experiments involving randomized assignment of treatments, and standard analyses based on intention-to-treat or treatment received have limitations. An attractive alternative is to estimate the Complier-Average Causal Effect (CACE), which is the average treatment effect for the subpopulation of subjects who would comply under either treatment (Angrist, Imbens, and Rubin, 1996, Journal of American Statistical Association 91, 444-472). We propose an extended general location model to estimate the CACE from data with noncompliance and missing data in the outcome and in baseline covariates. Models for both continuous and categorical outcomes and ignorable and latent ignorable (Frangakis and Rubin, 1999, Biometrika 86, 365-379) missing-data mechanisms are developed. Inferences for the models are based on the EM algorithm and Bayesian MCMC methods. We present results from simulations that investigate sensitivity to model assumptions and the influence of missing-data mechanism. We also apply the method to the data from a job search intervention for unemployed workers.     

An Application of Logistic Models to the Analysis of Ordinal Responses

Logistic probability models—models linear in the log odds of the outcome event—have found extensive application in modelling of unordered categorical responses. This paper illustrates some extensions of logistic models to the modelling of probabilities of ordinal responses. The extensions arise naturally from discrete probability models for the conditional distribution of the ordinal response, as well as from linear modelling of the log odds of response. Methods of estimation and examination of fit developed for the binary logistic model extend in a straightforward manner to the ordinal models. The models and methods are illustrated in an analysis of the dependence of chronic obstructive respiratory disease prevalence on smoking and age.     

Longitudinal data analysis for discrete and continuous outcomes

Longitudinal data sets are comprised of repeated observations of an outcome and a set of covariates for each of many subjects. One objective of statistical analysis is to describe the marginal expectation of the outcome variable as a function of the covariates while accounting for the correlation among the repeated observations for a given subject. This paper proposes a unifying approach to such analysis for a variety of discrete and continuous outcomes. A class of generalized estimating equations (GEEs) for the regression parameters is proposed. The equations are extensions of those used in quasi-likelihood (Wedderburn, 1974, Biometrika 61, 439-447) methods. The GEEs have solutions which are consistent and asymptotically Gaussian even when the time dependence is misspecified as we often expect. A consistent variance estimate is presented. We illustrate the use of the GEE approach with longitudinal data from a study of the effect of mothers' stress on children's morbidity.     

Bayesian Modeling of the Level and Duration of Fertility in the Menstrual Cycle

Time to pregnancy studies that identify ovulation days and collect daily intercourse data can be used to estimate the day-specific probabilities of conception given intercourse on a single day relative to ovulation. In this article, a Bayesian semiparametric model is described for flexibly characterizing covariate effects and heterogeneity among couples in daily fecundability. The proposed model is characterized by the timing of the most fertile day of the cycle relative to ovulation, by the probability of conception due to intercourse on the most fertile day, and by the ratios of the daily conception probabilities for other days of the cycle relative to this peak probability. The ratios are assumed to be increasing in time to the peak and decreasing thereafter. Generalized linear mixed models are used to incorporate covariate and couple-specific effects on the peak probability and on the day-specific ratios. A Markov chain Monte Carlo algorithm is described for posterior estimation, and the methods are illustrated through application to caffeine data from a North Carolina pregnancy study.     

An autologistic model for the genetic analysis of familial binary data.

Regressive logistic models specify the probability distribution of familial binary traits by conditioning each individual's phenotype on those of preceding relatives; therefore, the expression of the joint probability of the familial data necessitates ordering the observations. In the present paper, we propose an autologistic model of this familial dependence structure, which does not require specification of a particular ordering of the phenotypic observations. Genetic effects are introduced into the model in order to perform segregation analysis that is aimed at detecting the role of a major locus in the expression of familial phenotypes. In this model, the conditional probabilities have a logistic form, and large patterns of dependence between relatives can be considered with a simple interpretation of the parameters measuring the relationship between two phenotypes. The model is compared with the regressive logistic approach in terms of odds ratios and by using a simulation study.