Analysis of multi-type recurrent events in longitudinal studies; application to a skin cancer prevention trial

We consider the statistical modeling and analysis of replicated multi-type point process data with covariates. Such data arise when heterogeneous subjects experience repeated events or failures which may be of several distinct types. The underlying processes are modeled as nonhomogeneous mixed Poisson processes with random (subject) and fixed (covariate) effects. The method of maximum likelihood is used to obtain estimates and standard errors of the failure rate parameters and regression coefficients. Score tests and likelihood ratio statistics are used for covariate selection. A graphical test of goodness of fit of the selected model is based on generalized residuals. Measures for determining the influence of an individual observation on the estimated regression coefficients and on the score test statistic are developed. An application is described to a large ongoing randomized controlled clinical trial for the efficacy of nutritional supplements of selenium for the prevention of two types of skin cancer.     

Analysis of Longitudinal Data of Epileptic Seizure Counts – A Two‐State Hidden Markov Regression Approach

This paper discusses a two‐state hidden Markov Poisson regression (MPR) model for analyzing longitudinal data of epileptic seizure counts, which allows for the rate of the Poisson process to depend on covariates through an exponential link function and to change according to the states of a two‐state Markov chain with its transition probabilities associated with covariates through a logit link function. This paper also considers a two‐state hidden Markov negative binomial regression (MNBR) model, as an alternative, by using the negative binomial instead of Poisson distribution in the proposed MPR model when there exists extra‐Poisson variation conditional on the states of the Markov chain. The two proposed models in this paper relax the stationary requirement of the Markov chain, allow for overdispersion relative to the usual Poisson regression model and for correlation between repeated observations. The proposed methodology provides a plausible analysis for the longitudinal data of epileptic seizure counts, and the MNBR model fits the data much better than the MPR model. Maximum likelihood estimation using the EM and quasi‐Newton algorithms is discussed. A Monte Carlo study for the proposed MPR model investigates the reliability of the estimation method, the choice of probabilities for the initial states of the Markov chain, and some finite sample behaviors of the maximum likelihood estimates, suggesting that (1) the estimation method is accurate and reliable as long as the total number of observations is reasonably large, and (2) the choice of probabilities for the initial states of the Markov process has little impact on the parameter estimates.     

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.     

A Bayesian approach to a logistic regression model with incomplete information

Summary .   We consider a set of independent Bernoulli trials with possibly different success probabilities that depend on covariate values. However, the available data consist only of aggregate numbers of successes among subsets of the trials along with all of the covariate values. We still wish to estimate the parameters of a modeled relationship between the covariates and the success probabilities, e.g., a logistic regression model. In this article, estimation of the parameters is made from a Bayesian perspective by using a Markov chain Monte Carlo algorithm based only on the available data. The proposed methodology is applied to both simulation studies and real data from a dose–response study of a toxic chemical, perchlorate.     

Regression modeling of competing crude failure probabilities

In a randomized trial of tamoxifen therapy for breast cancer, women can experience tumor recurrence or die from competing causes. One goal of analysis is to describe the effect of tamoxifen on the probabilities of recurrence or death from other causes. To this end, we propose a semi-parametric transformation model for the crude failure probabilities of a competing risk, conditional on covariates. The model is developed as an extension of the standard approach to survival data with independent right censoring. Estimation of the regression coefficients is achieved with a rank-based least squares criterion. Simulations show that the procedure works well with practical sample sizes. A separate estimating function is developed for the baseline parameter. Prediction of covariate-adjusted failure probabilities is considered. The methodology is motivated and illustrated with data from the tamoxifen trial.     

Maximum likelihood analysis of logistic regression models with incomplete covariate data and auxiliary information

This article presents a new method for maximum likelihood estimation of logistic regression models with incomplete covariate data where auxiliary information is available. This auxiliary information is extraneous to the regression model of interest but predictive of the covariate with missing data. Ibrahim (1990, Journal of the American Statistical Association 85, 765-769) provides a general method for estimating generalized linear regression models with missing covariates using the EM algorithm that is easily implemented when there is no auxiliary data. Vach (1997, Statistics in Medicine 16, 57-72) describes how the method can be extended when the outcome and auxiliary data are conditionally independent given the covariates in the model. The method allows the incorporation of auxiliary data without making the conditional independence assumption. We suggest tests of conditional independence and compare the performance of several estimators in an example concerning mental health service utilization in children. Using an artificial dataset, we compare the performance of several estimators when auxiliary data are available.     

Laplace regression with censored data

We consider a regression model where the error term is assumed to follow a type of asymmetric Laplace distribution. We explore its use in the estimation of conditional quantiles of a continuous outcome variable given a set of covariates in the presence of random censoring. Censoring may depend on covariates. Estimation of the regression coefficients is carried out by maximizing a non‐differentiable likelihood function. In the scenarios considered in a simulation study, the Laplace estimator showed correct coverage and shorter computation time than the alternative methods considered, some of which occasionally failed to converge. We illustrate the use of Laplace regression with an application to survival time in patients with small cell lung cancer.     

Multiple Imputation Methods for Estimating Regression Coefficients in the Competing Risks Model with Missing Cause of Failure

We propose a method to estimate the regression coefficients in a competing risks model where the cause-specific hazard for the cause of interest is related to covariates through a proportional hazards relationship and when cause of failure is missing for some individuals. We use multiple imputation procedures to impute missing cause of failure, where the probability that a missing cause is the cause of interest may depend on auxiliary covariates, and combine the maximum partial likelihood estimators computed from several imputed data sets into an estimator that is consistent and asymptotically normal. A consistent estimator for the asymptotic variance is also derived. Simulation results suggest the relevance of the theory in finite samples. Results are also illustrated with data from a breast cancer study.     

Background stratified Poisson regression analysis of cohort data

Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as ‘nuisance’ variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this ‘conditional’ regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models.     

Promotion time models with time-changing exposure and heterogeneity: application to infectious diseases

Promotion time models have been recently adapted to the context of infectious diseases to take into account discrete and multiple exposures. However, Poisson distribution of the number of pathogens transmitted at each exposure was a very strong assumption and did not allow for inter-individual heterogeneity. Bernoulli, the negative binomial, and the compound Poisson distributions were proposed as alternatives to Poisson distribution for the promotion time model with time-changing exposure. All were derived within the frailty model framework. All these distributions have a point mass at zero to take into account non-infected people. Bernoulli distribution, the two-component cure rate model, was extended to multiple exposures. Contrary to the negative binomial and the compound Poisson distributions, Bernoulli distribution did not enable to connect the number of pathogens transmitted to the delay between transmission and infection detection. Moreover, the two former distributions enable to account for inter-individual heterogeneity. The delay to surgical site infection was an example of single exposure. The probability of infection was very low; thus, estimation of the effect of selected risk factors on that probability obtained with Bernoulli and Poisson distributions were very close. The delay to nosocomial urinary tract infection was a multiple exposure example. The probabilities of pathogen transmission during catheter placement and catheter presence were estimated. Inter-individual heterogeneity was very high, and the fit was better with the compound Poisson and the negative binomial distributions. The proposed models proved to be also mechanistic. The negative binomial and the compound Poisson distributions were useful alternatives to account for inter-individual heterogeneity.     

Simulation of binary methods for the microdosimetric analysis of cell survival after alpha-particle irradiation: ability to distinguish between different models

Analysis of cell survival after alpha-particle irradiation must account for the distribution in the amounts of energy deposited in each cell nucleus. Microdosimetric computations are usually used to determine these distributions. Irradiation with microbeams and other modern techniques has made these computations unnecessary for certain cell geometries. These techniques allow the survival of individual cells to be correlated with the amount of radiation delivered to individual cell nuclei. However, to maintain the individuality of data generated for each cell, new methods of analysis are required. In this study, we propose the use of binary methods. Each cell is regarded as a Bernoulli trial with a different probability for success (colony formation). Parameter values of the survival model are chosen to maximize the likelihood of the observed outcome. To evaluate this method, simulated data for 500, 5000 and 50,000 cells irradiated by alpha particles are analyzed along with the associated outcome for four different cell survival models. Each survival model has a different dependence on the radius of the cell nucleus. These results indicate that the model that was simulated has the highest likelihood value in all cases. However, the ability to distinguish between competing models is present only for a larger numbers of cells.     

A Scan Statistic for Binary Outcome Based on Hypergeometric Probability Model,with an Application to Detecting Spatial Clusters of Japanese Encephalitis

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff’s methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff’s statistics for clusters of high population density or large size; otherwise Kulldorff’s statistics are superior.     

Flexible Regression Model Selection for Survival Probabilities: With Application to AIDS

Summary Clinicians are often interested in the effect of covariates on survival probabilities at prespecified study times. Because different factors can be associated with the risk of short‐ and long‐term failure, a flexible modeling strategy is pursued. Given a set of multiple candidate working models, an objective methodology is proposed that aims to construct consistent and asymptotically normal estimators of regression coefficients and average prediction error for each working model, that are free from the nuisance censoring variable. It requires the conditional distribution of censoring given covariates to be modeled. The model selection strategy uses stepup or stepdown multiple hypothesis testing procedures that control either the proportion of false positives or generalized familywise error rate when comparing models based on estimates of average prediction error. The context can actually be cast as a missing data problem, where augmented inverse probability weighted complete case estimators of regression coefficients and prediction error can be used ( Tsiatis, 2006 , Semiparametric Theory and Missing Data). A simulation study and an interesting analysis of a recent AIDS trial are provided.     

Conditional-cumulant-of-exposure method in logistic missing covariate regression

We consider estimation in logistic regression where some covariate variables may be missing at random. Satten and Kupper (1993, Journal of the American Statistical Association 88, 200-208) proposed estimating odds ratio parameters using methods based on the probability of exposure. By approximating a partial likelihood, we extend their idea and propose a method that estimates the cumulant-generating function of the missing covariate given observed covariates and surrogates in the controls. Our proposed method first estimates some lower order cumulants of the conditional distribution of the unobserved data and then solves a resulting estimating equation for the logistic regression parameter. A simple version of the proposed method is to replace a missing covariate by the summation of its conditional mean and conditional variance given observed data in the controls. We note that one important property of the proposed method is that, when the validation is only on controls, a class of inverse selection probability weighted semiparametric estimators cannot be applied because selection probabilities on cases are zeroes. The proposed estimator performs well unless the relative risk parameters are large, even though it is technically inconsistent. Small-sample simulations are conducted. We illustrate the method by an example of real data analysis.     

Establishment Probability in Fluctuating Environments: A Branching Process Model

We study the establishment probability of invaders in stochastically fluctuating environments and the related issue of extinction probability of small populations in such environments, by means of an inhomogeneous branching process model. In the model it is assumed that individuals reproduce asexually during discrete reproduction periods. Within each period, individuals have (independent) Poisson distributed numbers of offspring. The expected numbers of offspring per individual are independently identically distributed over the periods. It is shown that the establishment probability of an invader varies over the reproduction periods according to a stable distribution. We give a method for simulating the establishment probabilities and approximations for the expected establishment probability. Furthermore, we show that, due to the stochasticity of the establishment success over different periods, the expected success of sequential invasions is larger then that of simultaneous invasions and we study the effects of environmental fluctuations on the extinction probability of small populations and metapopulations. The results can easily be generalized to other offspring distributions than the Poisson.     

The analysis of binary responses from toxicological experiments involving reproduction and teratogenicity.

This paper describes a parametric method for analyzing binary response data from completely randomized experiments in which the experimental units are animal litters. Responses within a litter are assumed to form a set of Bernoulli trials whose success probability varies between litters in the same treatment group according to a two parameter beta distribution. The parameters of the beta distribution for each treatment are estimated by maximum likelihood and treatment differences are tested by asymptotic likelihood ratio tests.     

Semiparametric analysis of zero-inflated count data

Medical and public health research often involve the analysis of count data that exhibit a substantially large proportion of zeros, such as the number of heart attacks and the number of days of missed primary activities in a given period. A zero-inflated Poisson regression model, which hypothesizes a two-point heterogeneity in the population characterized by a binary random effect, is generally used to model such data. Subjects are broadly categorized into the low-risk group leading to structural zero counts and high-risk (or normal) group so that the counts can be modeled by a Poisson regression model. The main aim is to identify the explanatory variables that have significant effects on (i) the probability that the subject is from the low-risk group by means of a logistic regression formulation; and (ii) the magnitude of the counts, given that the subject is from the high-risk group by means of a Poisson regression where the effects of the covariates are assumed to be linearly related to the natural logarithm of the mean of the counts. In this article we consider a semiparametric zero-inflated Poisson regression model that postulates a possibly nonlinear relationship between the natural logarithm of the mean of the counts and a particular covariate. A sieve maximum likelihood estimation method is proposed. Asymptotic properties of the proposed sieve maximum likelihood estimators are discussed. Under some mild conditions, the estimators are shown to be asymptotically efficient and normally distributed. Simulation studies were carried out to investigate the performance of the proposed method. For illustration purpose, the method is applied to a data set from a public health survey conducted in Indonesia where the variable of interest is the number of days of missed primary activities due to illness in a 4-week period.     

On models for binomial data with random numbers of trials

A binomial outcome is a count s of the number of successes out of the total number of independent trials n=s+f, where f is a count of the failures. The n are random variables not fixed by design in many studies. Joint modeling of (s, f) can provide additional insight into the science and into the probability pi of success that cannot be directly incorporated by the logistic regression model. Observations where n= 0 are excluded from the binomial analysis yet may be important to understanding how pi is influenced by covariates. Correlation between s and f may exist and be of direct interest. We propose Bayesian multivariate Poisson models for the bivariate response (s, f), correlated through random effects. We extend our models to the analysis of longitudinal and multivariate longitudinal binomial outcomes. Our methodology was motivated by two disparate examples, one from teratology and one from an HIV tertiary intervention study.