Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups

When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation.     

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.     

多反应变量重复测量的混合效应模型及其应用

本文给出了多反应变量重复测量的协方差矩阵结构,探讨了用迭代广义最小二乘法来求解其带协变量和不带协变量的混合效应模型中固定效应和随机效应系数,并对１９９１年四川省高血压调查资料进行实例分析,得到其结论符合实际情况．     

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.     

Using form analysis techniques to improve photogrammetric mass-estimation methods

Numerical characterization of animal body forms using elliptical Fourier decomposition may be a useful analytic technique in a variety of marine mammal investigations. Using data collected from the Weddell seal (Leptonychotes weddellii), we describe the method of body form characterization using elliptical Fourier analysis and demonstrated usefulness of the technique in photogrammetric mass‐estimation modeling. We compared photogrammetric mass‐estimation models developed from (1) standard morphometric measurement covariates, (2) elliptical Fourier coefficient covariates, and (3) a combination of morphometric and Fourier coefficient covariates and found that mass‐estimation models employing a combination of morphometric measurements and Fourier coefficients outperformed models containing only one covariate type. Inclusion of Fourier coefficients in photogrammetric mass‐estimation models employing standard morphometric measurements reduced the width of the prediction interval by 24.4%. Increased precision of photogrammetric mass‐estimation models employing Fourier coefficients as model covariates may expand the range of ecological questions that can be addressed with estimated mass measurements.     

The effect of screening on some pretest-posttest test variances

The clinical trial design in which the endpoint is measured both at baseline and at the end of the study is used in a variety of situations. For two-group designs, test such as the t test or analysis of covariance are commonly used to evaluate treatment efficacy. Often such pretest-posttest trials restrict participation to subjects with a baseline measurement of the endpoint in a certain range. A range may define a disease, or it may be thought that subjects with extreme measurements are more responsive to treatment. This paper examines the effect of screening on the analysis of covariance and t-test variances relative to the population (i.e., unscreened) variances. Bivariate normal and bivariate gamma distributions are assumed for the (pretest, posttest) measurements. Because the sample size required to detect a specified difference between treatment and control is proportional to the variance, the results have direct application to setting sample size.     

Regression analysis when covariates are regression parameters of a random effects model for observed longitudinal measurements

We consider regression analysis when covariate variables are the underlying regression coefficients of another linear mixed model. A naive approach is to use each subject's repeated measurements, which are assumed to follow a linear mixed model, and obtain subject-specific estimated coefficients to replace the covariate variables. However, directly replacing the unobserved covariates in the primary regression by these estimated coefficients may result in a significantly biased estimator. The aforementioned problem can be evaluated as a generalization of the classical additive error model where repeated measures are considered as replicates. To correct for these biases, we investigate a pseudo-expected estimating equation (EEE) estimator, a regression calibration (RC) estimator, and a refined version of the RC estimator. For linear regression, the first two estimators are identical under certain conditions. However, when the primary regression model is a nonlinear model, the RC estimator is usually biased. We thus consider a refined regression calibration estimator whose performance is close to that of the pseudo-EEE estimator but does not require numerical integration. The RC estimator is also extended to the proportional hazards regression model. In addition to the distribution theory, we evaluate the methods through simulation studies. The methods are applied to analyze a real dataset from a child growth study.     

Longitudinal analysis of pre- and post-treatment measurements with equal baseline assumptions in randomized trials

For continuous variables of randomized controlled trials, recently, longitudinal analysis of pre- and posttreatment measurements as bivariate responses is one of analytical methods to compare two treatment groups. Under random allocation, means and variances of pretreatment measurements are expected to be equal between groups, but covariances and posttreatment variances are not. Under random allocation with unequal covariances and posttreatment variances, we compared asymptotic variances of the treatment effect estimators in three longitudinal models. The data-generating model has equal baseline means and variances, and unequal covariances and posttreatment variances. The model with equal baseline means and unequal variance–covariance matrices has a redundant parameter. In large sample sizes, these two models keep a nominal type I error rate and have high efficiency. The model with equal baseline means and equal variance–covariance matrices wrongly assumes equal covariances and posttreatment variances. Only under equal sample sizes, this model keeps a nominal type I error rate. This model has the same high efficiency with the data-generating model under equal sample sizes. In conclusion, longitudinal analysis with equal baseline means performed well in large sample sizes. We also compared asymptotic properties of longitudinal models with those of the analysis of covariance (ANCOVA) and t-test.     

Robustness of Generalized Estimating Equation (GEE) Tests of Significance against Misspecification of the Error Structure Model

Generalized linear model analyses of repeated measurements typically rely on simplifying mathematical models of the error covariance structure for testing the significance of differences in patterns of change across time. The robustness of the tests of significance depends, not only on the degree of agreement between the specified mathematical model and the actual population data structure, but also on the precision and robustness of the computational criteria for fitting the specified covariance structure to the data. Generalized estimating equation (GEE) solutions utilizing the robust empirical sandwich estimator for modeling of the error structure were compared with general linear mixed model (GLMM) solutions that utilized the commonly employed restricted maximum likelihood (REML) procedure. Under the conditions considered, the GEE and GLMM procedures were identical in assuming that the data are normally distributed and that the variance‐covariance structure of the data is the one specified by the user. The question addressed in this article concerns relative sensitivity of tests of significance for treatment effects to varying degrees of misspecification of the error covariance structure model when fitted by the alternative procedures. Simulated data that were subjected to monte carlo evaluation of actual Type I error and power of tests of the equal slopes hypothesis conformed to assumptions of ordinary linear model ANOVA for repeated measures except for autoregressive covariance structures and missing data due to dropouts. The actual within‐groups correlation structures of the simulated repeated measurements ranged from AR(1) to compound symmetry in graded steps, whereas the GEE and GLMM formulations restricted the respective error structure models to be either AR(1), compound symmetry (CS), or unstructured (UN). The GEE‐based tests utilizing empirical sandwich estimator criteria were documented to be relatively insensitive to misspecification of the covariance structure models, whereas GLMM tests which relied on restricted maximum likelihood (REML) were highly sensitive to relatively modest misspecification of the error correlation structure even though normality, variance homogeneity, and linearity were not an issue in the simulated data.Goodness‐of‐fit statistics were of little utility in identifying cases in which relatively minor misspecification of the GLMM error structure model resulted in inadequate alpha protection for tests of the equal slopes hypothesis. Both GEE and GLMM formulations that relied on unstructured (UN) error model specification produced nonconservative results regardless of the actual correlation structure of the repeated measurements. A random coefficients model produced robust tests with competitive power across all conditions examined. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis of covariance with pre-treatment measurements in randomized trials: comparison of equal and unequal slopes

In randomized trials, an analysis of covariance (ANCOVA) is often used to analyze post-treatment measurements with pre-treatment measurements as a covariate to compare two treatment groups. Random allocation guarantees only equal variances of pre-treatment measurements. We hence consider data with unequal covariances and variances of post-treatment measurements without assuming normality. Recently, we showed that the actual type I error rate of the usual ANCOVA assuming equal slopes and equal residual variances is asymptotically at a nominal level under equal sample sizes, and that of the ANCOVA with unequal variances is asymptotically at a nominal level, even under unequal sample sizes. In this paper, we investigated the asymptotic properties of the ANCOVA with unequal slopes for such data. The estimators of the treatment effect at the observed mean are identical between equal and unequal variance assumptions, and these are asymptotically normal estimators for the treatment effect at the true mean. However, the variances of these estimators based on standard formulas are biased, and the actual type I error rates are not at a nominal level, irrespective of variance assumptions. In equal sample sizes, the efficiency of the usual ANCOVA assuming equal slopes and equal variances is asymptotically the same as those of the ANCOVA with unequal slopes and higher than that of the ANCOVA with equal slopes and unequal variances. Therefore, the use of the usual ANCOVA is appropriate in equal sample sizes.     

Functional data analysis with covariate-dependent mean and covariance structures

Functional data analysis has emerged as a powerful tool in response to the ever-increasing resources and efforts devoted to collecting information about response curves or anything that varies over a continuum. However, limited progress has been made with regard to linking the covariance structures of response curves to external covariates, as most functional models assume a common covariance structure. We propose a new functional regression model with covariate-dependent mean and covariance structures. Particularly, by allowing variances of random scores to be covariate-dependent, we identify eigenfunctions for each individual from the set of eigenfunctions that govern the variation patterns across all individuals, resulting in high interpretability and prediction power. We further propose a new penalized quasi-likelihood procedure that combines regularization and B-spline smoothing for model selection and estimation and establish the convergence rate and asymptotic normality of the proposed estimators. The utility of the developed method is demonstrated via simulations, as well as an analysis of the Avon Longitudinal Study of Parents and Children concerning parental effects on the growth curves of their offspring, which yields biologically interesting results.     

An Application of Covariance Technique in Diallel Crosses for Griffing Method I & III

In the present investigation, the analysis of Covariance technique has been applied to method I & III of GRIFFING (1956) of diallel crosses for obtaining the precised estimates of general combining ability (g.c.a), specific combining ability (s.c.a) and reciprocal differences. The adjusted estimates of g.c.a, s.c.a and reciprocal differences and sum of squares due to these parameters and variances due to the estimates of parameters and their comparisons are also derived. The gain in precision in estimating the parameters due to the use of covariance technique has been illustrated with the help of an example.     

Fitting the log-F accelerated failure time model with incomplete covariate data

Data obtained from studies in the health sciences often have incompletely observed covariates as well as censored outcomes. In this paper, we present methods for fitting the log-F accelerated failure time model with incomplete continuous and/or categorical time-independent covariates using the Gibbs sampler. A general location model that allows different covariance structures across cells is specified for the covariates, and ignorable missingness of the covariates is assumed. Techniques that accommodate standard assumptions of ignorable censoring as well as certain types of nonignorable censoring are developed. We compare our approach to traditional complete-case analysis in an application to data obtained from a study of melanoma. The comparison indicates that substantial gains in efficiency are possible with our approach.     

Parameter estimation in longitudinal studies with outcome-dependent follow-up

In many observational studies, individuals are measured repeatedly over time, although not necessarily at a set of prespecified occasions. Instead, individuals may be measured at irregular intervals, with those having a history of poorer health outcomes being measured with somewhat greater frequency and regularity; i.e., those individuals with poorer health outcomes may have more frequent follow-up measurements and the intervals between their repeated measurements may be shorter. In this article, we consider estimation of regression parameters in models for longitudinal data where the follow-up times are not fixed by design but can depend on previous outcomes. In particular, we focus on general linear models for longitudinal data where the repeated measures are assumed to have a multivariate Gaussian distribution. We consider assumptions regarding the follow-up time process that result in the likelihood function separating into two components: one for the follow-up time process, the other for the outcome process. The practical implication of this separation is that the former process can be ignored when making likelihood-based inferences about the latter; i.e., maximum likelihood (ML) estimation of the regression parameters relating the mean of the longitudinal outcomes to covariates does not require that a model for the distribution of follow-up times be specified. As a result, standard statistical software, e.g., SAS PROC MIXED (Littell et al., 1996, SAS System for Mixed Models), can be used to analyze the data. However, we also demonstrate that misspecification of the model for the covariance among the repeated measures will, in general, result in regression parameter estimates that are biased. Furthermore, results of a simulation study indicate that the potential bias due to misspecification of the covariance can be quite considerable in this setting. Finally, we illustrate these results using data from a longitudinal observational study (Lipshultz et al., 1995, New England Journal of Medicine 332, 1738-1743) that explored the cardiotoxic effects of doxorubicin chemotherapy for the treatment of acute lymphoblastic leukemia in children.     

Modeling nonstationary longitudinal data

An important theme of longitudinal data analysis in the past two decades has been the development and use of explicit parametric models for the data's variance-covariance structure. A variety of these models have been proposed, of which most are second-order stationary. A few are flexible enough to accommodate nonstationarity, i.e., nonconstant variances and/or correlations that are not a function solely of elapsed time between measurements. We review five nonstationary models that we regard as most useful: (1) the unstructured covariance model, (2) unstructured antedependence models, (3) structured antedependence models, (4) autoregressive integrated moving average and similar models, and (5) random coefficients models. We evaluate the relative strengths and limitations of each model, emphasizing when it is inappropriate or unlikely to be useful. We present three examples to illustrate the fitting and comparison of the models and to demonstrate that nonstationary longitudinal data can be modeled effectively and, in some cases, quite parsimoniously. In these examples, the antedependence models generally prove to be superior and the random coefficients models prove to be inferior. We conclude that antedependence models should be given much greater consideration than they have historically received.     

Multiple Imputation Approaches for the Analysis of Dichotomized Responses in Longitudinal Studies with Missing Data

Summary Often a binary variable is generated by dichotomizing an underlying continuous variable measured at a specific time point according to a prespecified threshold value. In the event that the underlying continuous measurements are from a longitudinal study, one can use the repeated‐measures model to impute missing data on responder status as a result of subject dropout and apply the logistic regression model on the observed or otherwise imputed responder status. Standard Bayesian multiple imputation techniques ( Rubin, 1987 , in Multiple Imputation for Nonresponse in Surveys) that draw the parameters for the imputation model from the posterior distribution and construct the variance of parameter estimates for the analysis model as a combination of within‐ and between‐imputation variances are found to be conservative. The frequentist multiple imputation approach that fixes the parameters for the imputation model at the maximum likelihood estimates and construct the variance of parameter estimates for the analysis model using the results of Robins and Wang (2000, Biometrika 87, 113–124) is shown to be more efficient. We propose to apply ( Kenward and Roger, 1997 , Biometrics 53, 983–997) degrees of freedom to account for the uncertainty associated with variance–covariance parameter estimates for the repeated measures model.     

Common reducing subspace model and network alternation analysis

Motivated by brain connectivity analysis and many other network data applications, we study the problem of estimating covariance and precision matrices and their differences across multiple populations. We propose a common reducing subspace model that leads to substantial dimension reduction and efficient parameter estimation. We explicitly quantify the efficiency gain through an asymptotic analysis. Our method is built upon and further extends a nascent technique, the envelope model, which adopts a generalized sparsity principle. This distinguishes our proposal from most xisting covariance and precision estimation methods that assume element‐wise sparsity. Moreover, unlike most existing solutions, our method can naturally handle both covariance and precision matrices in a unified way, and work with matrix‐valued data. We demonstrate the efficacy of our method through intensive simulations, and illustrate the method with an autism spectrum disorder data analysis.     

Covariance between relatives in multibreed populations: additive model

Covariance between relatives in a multibreed population was derived for an additive model with multiple unlinked loci. An efficient algorithm to compute the inverse of the additive genetic covariance matrix is given. For an additive model, the variance for a crossbred individual is a function of the additive variances for the pure breeds, the covariance between parents, and segregation variances. Provided that the variance of a crossbred individual is computed as presented here, the covariance between crossbred relatives can be computed using formulae for purebred populations. For additive traits the inverse of the genotypic covariance matrix given here can be used both to obtain genetic evaluations by best linear unbiased prediction and to estimate genetic parameters by maximum likelihood in multibreed populations. For nonadditive traits, the procedure currently used to analyze multibreed data can be improved using the theory presented here to compute additive covariances together with a suitable approximation for nonadditive covariances.Supported in part by the Illinois Agricultural Experiment Station, Hatch Projects 35-0345 (RLF) and 35-0367 (MG)     

Application of the covariance function approach with an iterative two-stage algorithm to the estimation of parameters of a random regression test day model for dairy production traits

The covariance function approach with an iterative two-stage algorithm of LIU et al. (2000) was applied to estimate parameters for the Polish Black-and-White dairy population based on a sample of 338 808 test day records for milk, fat, and protein yields. A multiple trait sire model was used to estimate covariances of lactation stages. A third-order Legendre polynomial was subsequently fitted to the estimated (co)variances to derive (co)variances of random regression coefficients for both additive genetic and permanent environment effects. Daily and 305-day heritability estimates obtained are consistent with several studies which used both fixed and random regression test day models. Genetic correlations between any two days in milk (DIM) of the same lactation as well as genetic correlations between the same DIM of two lactations were within a biologically acceptable range. It was shown that the applied estimation procedure can utilise very large data sets and give plausible estimates of (co)variance components.     

Hierarchical Bayesian modeling of random and residual variance–covariance matrices in bivariate mixed effects models

Bivariate mixed effects models are often used to jointly infer upon covariance matrices for both random effects ( u ) and residuals ( e ) between two different phenotypes in order to investigate the architecture of their relationship. However, these (co)variances themselves may additionally depend upon covariates as well as additional sets of exchangeable random effects that facilitate borrowing of strength across a large number of clusters. We propose a hierarchical Bayesian extension of the classical bivariate mixed effects model by embedding additional levels of mixed effects modeling of reparameterizations of u‐ level and e ‐level (co)variances between two traits. These parameters are based upon a recently popularized square‐root‐free Cholesky decomposition and are readily interpretable, each conveniently facilitating a generalized linear model characterization. Using Markov Chain Monte Carlo methods, we validate our model based on a simulation study and apply it to a joint analysis of milk yield and calving interval phenotypes in Michigan dairy cows. This analysis indicates that the e ‐level relationship between the two traits is highly heterogeneous across herds and depends upon systematic herd management factors.