Mixed Poisson likelihood regression models for longitudinal interval count data

In many longitudinal studies it is desired to estimate and test the rate over time of a particular recurrent event. Often only the event counts corresponding to the elapsed time intervals between each subject's successive observation times, and baseline covariate data, are available. The intervals may vary substantially in length and number between subjects, so that the corresponding vectors of counts are not directly comparable. A family of Poisson likelihood regression models incorporating a mixed random multiplicative component in the rate function of each subject is proposed for this longitudinal data structure. A related empirical Bayes estimate of random-effect parameters is also described. These methods are illustrated by an analysis of dyspepsia data from the National Cooperative Gallstone Study.     

Identifiability assumptions for missing covariate data in failure time regression models

Methods in the literature for missing covariate data in survival models have relied on the missing at random (MAR) assumption to render regression parameters identifiable. MAR means that missingness can depend on the observed exit time, and whether or not that exit is a failure or a censoring event. By considering ways in which missingness of covariate X could depend on the true but possibly censored failure time T and the true censoring time C, we attempt to identify missingness mechanisms which would yield MAR data. We find that, under various reasonable assumptions about how missingness might depend on T and/or C, additional strong assumptions are needed to obtain MAR. We conclude that MAR is difficult to justify in practical applications. One exception arises when missingness is independent of T, and C is independent of the value of the missing X. As alternatives to MAR, we propose two new missingness assumptions. In one, the missingness depends on T but not on C; in the other, the situation is reversed. For each, we show that the failure time model is identifiable. When missingness is independent of T, we show that the naive complete record analysis will yield a consistent estimator of the failure time distribution. When missingness is independent of C, we develop a complete record likelihood function and a corresponding estimator for parametric failure time models. We propose analyses to evaluate the plausibility of either assumption in a particular data set, and illustrate the ideas using data from the literature on this problem.     

Weighted scores method for regression models with dependent data

There are copula-based statistical models in the literature for regression with dependent data such as clustered and longitudinal overdispersed counts, for which parameter estimation and inference are straightforward. For situations where the main interest is in the regression and other univariate parameters and not the dependence, we propose a "weighted scores method", which is based on weighting score functions of the univariate margins. The weight matrices are obtained initially fitting a discretized multivariate normal distribution, which admits a wide range of dependence. The general methodology is applied to negative binomial regression models. Asymptotic and small-sample efficiency calculations show that our method is robust and nearly as efficient as maximum likelihood for fully specified copula models. An illustrative example is given to show the use of our weighted scores method to analyze utilization of health care based on family characteristics.     

A comparison between Poisson and zero-inflated Poisson regression models with an application to number of black spots in Corriedale sheep

Dark spots in the fleece area are often associated with dark fibres in wool, which limits its competitiveness with other textile fibres. Field data from a sheep experiment in Uruguay revealed an excess number of zeros for dark spots. We compared the performance of four Poisson and zero-inflated Poisson (ZIP) models under four simulation scenarios. All models performed reasonably well under the same scenario for which the data were simulated. The deviance information criterion favoured a Poisson model with residual, while the ZIP model with a residual gave estimates closer to their true values under all simulation scenarios. Both Poisson and ZIP models with an error term at the regression level performed better than their counterparts without such an error. Field data from Corriedale sheep were analysed with Poisson and ZIP models with residuals. Parameter estimates were similar for both models. Although the posterior distribution of the sire variance was skewed due to a small number of rams in the dataset, the median of this variance suggested a scope for genetic selection. The main environmental factor was the age of the sheep at shearing. In summary, age related processes seem to drive the number of dark spots in this breed of sheep.     

Stochastic continuous time neurite branching models with tree and segment dependent rates

In this paper we introduce a continuous time stochastic neurite branching model closely related to the discrete time stochastic BES-model. The discrete time BES-model is underlying current attempts to simulate cortical development, but is difficult to analyze. The new continuous time formulation facilitates analytical treatment thus allowing us to examine the structure of the model more closely. We derive explicit expressions for the time dependent probabilities p(γ,t) for finding a tree γ at time t, valid for arbitrary continuous time branching models with tree and segment dependent branching rates. We show, for the specific case of the continuous time BES-model, that as expected from our model formulation, the sums needed to evaluate expectation values of functions of the terminal segment number μ(f(n),t) do not depend on the distribution of the total branching probability over the terminal segments. In addition, we derive a system of differential equations for the probabilities p(n,t) of finding n terminal segments at time t. For the continuous BES-model, this system of differential equations gives direct numerical access to functions only depending on the number of terminal segments, and we use this to evaluate the development of the mean and standard deviation of the number of terminal segments at a time t. For comparison we discuss two cases where mean and variance of the number of terminal segments are exactly solvable. Then we discuss the numerical evaluation of the S-dependence of the solutions for the continuous time BES-model. The numerical results show clearly that higher S values, i.e. values such that more proximal terminal segments have higher branching rates than more distal terminal segments, lead to more symmetrical trees as measured by three tree symmetry indicators.     

Markov models for covariate dependence of binary sequences

Suppose that a heterogeneous group of individuals is followed over time and that each individual can be in state 0 or state 1 at each time point. The sequence of states is assumed to follow a binary Markov chain. In this paper we model the transition probabilities for the 0 to 0 and 1 to 0 transitions by two logistic regressions, thus showing how the covariates relate to changes in state. With p covariates, there are 2(p + 1) parameters including intercepts, which we estimate by maximum likelihood. We show how to use transition probability estimates to test hypotheses about the probability of occupying state 0 at time i (i = 2, ..., T) and the equilibrium probability of state 0. These probabilities depend on the covariates. A recursive algorithm is suggested to estimate regression coefficients when some responses are missing. Extensions of the basic model which allow time-dependent covariates and nonstationary or second-order Markov chains are presented. An example shows the model applied to a study of the psychological impact of breast cancer in which women did or did not manifest distress at four time points in the year following surgery.     

Simulation of deformable models with the Poisson equation

In this paper, we present a new methodology for the deformation of soft objects by drawing an analogy between the Poisson equation and elastic deformation from the viewpoint of energy propagation. The potential energy stored due to a deformation caused by an external force is calculated and treated as the source injected into the Poisson system, as described by the law of conservation of energy. An improved Poisson model is developed for propagating the energy generated by the external force in a natural manner. An autonomous cellular neural network (CNN) model is established by using the analogy between the Poisson equation and CNN to solve the Poisson model for the real-time requirement of soft object deformation. A method is presented to derive the internal forces from the potential energy distribution. The proposed methodology models non-linear materials with the non-linear Poisson equation and thus non-linear CNN, rather than geometric non-linearity. It not only deals with large-range deformations, but also accommodates isotropic, anisotropic and inhomogeneous materials by simply modifying constitutive coefficients. A haptic virtual reality system has been developed for deformation simulation with force feedback. Examples are presented to demonstrate the efficiency of the proposed methodology.     

Efficient inference on known phylogenetic trees using Poisson regression

MOTIVATION: We suggest the use of Poisson regression for time inference and hypothesis testing on a bifurcating Phylogenetic tree with known topology. This method is computationally simple and naturally accommodates variable substitution rates across different sites, without requiring the estimation of these rates. We identify the assumptions under which this is a maximum-likelihood inference approach and show that in some realistic situations--in particular, when the probability of repeated mutation within each branch of the tree is small--these assumptions hold with high probability. RESULTS: Our motivating domain is human mitochondrial DNA trees, and we illustrate our method on a problem of estimating the time to most recent common ancestor of all non-African mtDNA, using publicly available data. We test for molecular clock violations using multiple comparisons, and conclude that the global molecular clock hypothesis cannot be rejected based on these data.     

Estimation in regression models with externally estimated parameters

In many regression applications, some of the model parameters are estimated from separate data sources. Typically, these estimates are plugged into the regression model and the remainder of the parameters is estimated from the primary data source. This situation arises frequently in compartment modeling when there is an external input function to the system. This paper provides asymptotic and bootstrap-based approaches for accounting for all sources of variability when computing standard errors for estimated regression model parameters. Examples and simulations are provided to motivate and illustrate the ideas.