Doubly robust estimates for binary longitudinal data analysis with missing response and missing covariates

Longitudinal studies often feature incomplete response and covariate data. Likelihood-based methods such as the expectation-maximization algorithm give consistent estimators for model parameters when data are missing at random (MAR) provided that the response model and the missing covariate model are correctly specified; however, we do not need to specify the missing data mechanism. An alternative method is the weighted estimating equation, which gives consistent estimators if the missing data and response models are correctly specified; however, we do not need to specify the distribution of the covariates that have missing values. In this article, we develop a doubly robust estimation method for longitudinal data with missing response and missing covariate when data are MAR. This method is appealing in that it can provide consistent estimators if either the missing data model or the missing covariate model is correctly specified. Simulation studies demonstrate that this method performs well in a variety of situations.     

Semiparametric transformation models for interval‐censored data in the presence of a cure fraction

Mixed case interval‐censored data arise when the event of interest is known only to occur within an interval induced by a sequence of random examination times. Such data are commonly encountered in disease research with longitudinal follow‐up. Furthermore, the medical treatment has progressed over the last decade with an increasing proportion of patients being cured for many types of diseases. Thus, interest has grown in cure models for survival data which hypothesize a certain proportion of subjects in the population are not expected to experience the events of interest. In this article, we consider a two‐component mixture cure model for regression analysis of mixed case interval‐censored data. The first component is a logistic regression model that describes the cure rate, and the second component is a semiparametric transformation model that describes the distribution of event time for the uncured subjects. We propose semiparametric maximum likelihood estimation for the considered model. We develop an EM type algorithm for obtaining the semiparametric maximum likelihood estimators (SPMLE) of regression parameters and establish their consistency, efficiency, and asymptotic normality. Extensive simulation studies indicate that the SPMLE performs satisfactorily in a wide variety of settings. The proposed method is illustrated by the analysis of the hypobaric decompression sickness data from National Aeronautics and Space Administration.     

Estimating mean cost using auxiliary covariates

We study the estimation of mean medical cost when censoring is dependent and a large amount of auxiliary information is present. Under missing at random assumption, we propose semiparametric working models to obtain low-dimensional summarized scores. An estimator for the mean total cost can be derived nonparametrically conditional on the summarized scores. We show that when either the two working models for cost-survival process or the model for censoring distribution is correct, the estimator is consistent and asymptotically normal. Small-sample performance of the proposed method is evaluated via simulation studies. Finally, our approach is applied to analyze a real data set in health economics.     

Multiple imputation methods for handling incomplete longitudinal and clustered data where the target analysis is a linear mixed effects model

Multiple imputation (MI) is increasingly popular for handling multivariate missing data. Two general approaches are available in standard computer packages: MI based on the posterior distribution of incomplete variables under a multivariate (joint) model, and fully conditional specification (FCS), which imputes missing values using univariate conditional distributions for each incomplete variable given all the others, cycling iteratively through the univariate imputation models. In the context of longitudinal or clustered data, it is not clear whether these approaches result in consistent estimates of regression coefficient and variance component parameters when the analysis model of interest is a linear mixed effects model (LMM) that includes both random intercepts and slopes with either covariates or both covariates and outcome contain missing information. In the current paper, we compared the performance of seven different MI methods for handling missing values in longitudinal and clustered data in the context of fitting LMMs with both random intercepts and slopes. We study the theoretical compatibility between specific imputation models fitted under each of these approaches and the LMM, and also conduct simulation studies in both the longitudinal and clustered data settings. Simulations were motivated by analyses of the association between body mass index (BMI) and quality of life (QoL) in the Longitudinal Study of Australian Children (LSAC). Our findings showed that the relative performance of MI methods vary according to whether the incomplete covariate has fixed or random effects and whether there is missingnesss in the outcome variable. We showed that compatible imputation and analysis models resulted in consistent estimation of both regression parameters and variance components via simulation. We illustrate our findings with the analysis of LSAC data.     

Semiparametric models for missing covariate and response data in regression models

We consider a class of semiparametric models for the covariate distribution and missing data mechanism for missing covariate and/or response data for general classes of regression models including generalized linear models and generalized linear mixed models. Ignorable and nonignorable missing covariate and/or response data are considered. The proposed semiparametric model can be viewed as a sensitivity analysis for model misspecification of the missing covariate distribution and/or missing data mechanism. The semiparametric model consists of a generalized additive model (GAM) for the covariate distribution and/or missing data mechanism. Penalized regression splines are used to express the GAMs as a generalized linear mixed effects model, in which the variance of the corresponding random effects provides an intuitive index for choosing between the semiparametric and parametric model. Maximum likelihood estimates are then obtained via the EM algorithm. Simulations are given to demonstrate the methodology, and a real data set from a melanoma cancer clinical trial is analyzed using the proposed methods.     

A hierarchical Bayesian approach for handling missing classification data

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A Bayesian model for time-to-event data with informative censoring

Randomized trials with dropouts or censored data and discrete time-to-event type outcomes are frequently analyzed using the Kaplan-Meier or product limit (PL) estimation method. However, the PL method assumes that the censoring mechanism is noninformative and when this assumption is violated, the inferences may not be valid. We propose an expanded PL method using a Bayesian framework to incorporate informative censoring mechanism and perform sensitivity analysis on estimates of the cumulative incidence curves. The expanded method uses a model, which can be viewed as a pattern mixture model, where odds for having an event during the follow-up interval $$({t}_{k-1},{t}_{k}]$$, conditional on being at risk at $${t}_{k-1}$$, differ across the patterns of missing data. The sensitivity parameters relate the odds of an event, between subjects from a missing-data pattern with the observed subjects for each interval. The large number of the sensitivity parameters is reduced by considering them as random and assumed to follow a log-normal distribution with prespecified mean and variance. Then we vary the mean and variance to explore sensitivity of inferences. The missing at random (MAR) mechanism is a special case of the expanded model, thus allowing exploration of the sensitivity to inferences as departures from the inferences under the MAR assumption. The proposed approach is applied to data from the TRial Of Preventing HYpertension.     

Longitudinal Data Analysis with Event Time as a Covariate

We consider the estimation of a nonparametric smooth function of some event time in a semiparametric mixed effects model from repeatedly measured data when the event time is subject to right censoring. The within-subject correlation is captured by both cross-sectional and time-dependent random effects, where the latter is modeled by a nonhomogeneous Ornstein–Uhlenbeck stochastic process. When the censoring probability depends on other variables in the model, which often happens in practice, the event time data are not missing completely at random. Hence, the complete case analysis by eliminating all the censored observations may yield biased estimates of the regression parameters including the smooth function of the event time, and is less efficient. To remedy, we derive the likelihood function for the observed data by modeling the event time distribution given other covariates. We propose a two-stage pseudo-likelihood approach for the estimation of model parameters by first plugging an estimator of the conditional event time distribution into the likelihood and then maximizing the resulting pseudo-likelihood function. Empirical evaluation shows that the proposed method yields negligible biases while significantly reduces the estimation variability. This research is motivated by the project of hormone profile estimation around age at the final menstrual period for the cohort of women in the Michigan Bone Health and Metabolism Study.     

Generalized additive models for cancer mapping with incomplete covariates

Maps depicting cancer incidence rates have become useful tools in public health research, giving valuable information about the spatial variation in rates of disease. Typically, these maps are generated using count data aggregated over areas such as counties or census blocks. However, with the proliferation of geographic information systems and related databases, it is becoming easier to obtain exact spatial locations for the cancer cases and suitable control subjects. The use of such point data allows us to adjust for individual-level covariates, such as age and smoking status, when estimating the spatial variation in disease risk. Unfortunately, such covariate information is often subject to missingness. We propose a method for mapping cancer risk when covariates are not completely observed. We model these data using a logistic generalized additive model. Estimates of the linear and non-linear effects are obtained using a mixed effects model representation. We develop an EM algorithm to account for missing data and the random effects. Since the expectation step involves an intractable integral, we estimate the E-step with a Laplace approximation. This framework provides a general method for handling missing covariate values when fitting generalized additive models. We illustrate our method through an analysis of cancer incidence data from Cape Cod, Massachusetts. These analyses demonstrate that standard complete-case methods can yield biased estimates of the spatial variation of cancer risk.     

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.     

Maximum likelihood methods for cure rate models with missing covariates

We propose maximum likelihood methods for parameter estimation for a novel class of semiparametric survival models with a cure fraction, in which the covariates are allowed to be missing. We allow the covariates to be either categorical or continuous and specify a parametric distribution for the covariates that is written as a sequence of one-dimensional conditional distributions. We propose a novel EM algorithm for maximum likelihood estimation and derive standard errors by using Louis's formula (Louis, 1982, Journal of the Royal Statistical Society, Series B 44, 226-233). Computational techniques using the Monte Carlo EM algorithm are discussed and implemented. A real data set involving a melanoma cancer clinical trial is examined in detail to demonstrate the methodology.     

Identification of metabolic network models from incomplete high-throughput datasets

MOTIVATION: High-throughput measurement techniques for metabolism and gene expression provide a wealth of information for the identification of metabolic network models. Yet, missing observations scattered over the dataset restrict the number of effectively available datapoints and make classical regression techniques inaccurate or inapplicable. Thorough exploitation of the data by identification techniques that explicitly cope with missing observations is therefore of major importance. RESULTS: We develop a maximum-likelihood approach for the estimation of unknown parameters of metabolic network models that relies on the integration of statistical priors to compensate for the missing data. In the context of the linlog metabolic modeling framework, we implement the identification method by an Expectation-Maximization (EM) algorithm and by a simpler direct numerical optimization method. We evaluate performance of our methods by comparison to existing approaches, and show that our EM method provides the best results over a variety of simulated scenarios. We then apply the EM algorithm to a real problem, the identification of a model for the Escherichia coli central carbon metabolism, based on challenging experimental data from the literature. This leads to promising results and allows us to highlight critical identification issues.     

Quantifying the impact of fixed effects modeling of clusters in multiple imputation for cluster randomized trials

In cluster randomized trials (CRTs), identifiable clusters rather than individuals are randomized to study groups. Resulting data often consist of a small number of clusters with correlated observations within a treatment group. Missing data often present a problem in the analysis of such trials, and multiple imputation (MI) has been used to create complete data sets, enabling subsequent analysis with well-established analysis methods for CRTs. We discuss strategies for accounting for clustering when multiply imputing a missing continuous outcome, focusing on estimation of the variance of group means as used in an adjusted t-test or ANOVA. These analysis procedures are congenial to (can be derived from) a mixed effects imputation model; however, this imputation procedure is not yet available in commercial statistical software. An alternative approach that is readily available and has been used in recent studies is to include fixed effects for cluster, but the impact of using this convenient method has not been studied. We show that under this imputation model the MI variance estimator is positively biased and that smaller intraclass correlations (ICCs) lead to larger overestimation of the MI variance. Analytical expressions for the bias of the variance estimator are derived in the case of data missing completely at random, and cases in which data are missing at random are illustrated through simulation. Finally, various imputation methods are applied to data from the Detroit Middle School Asthma Project, a recent school-based CRT, and differences in inference are compared.     

非线性再生散度随机效应模型的极大似然估计及EM算法

非线性再生散度随机效应模型是指数族非线性随机效应模型和非线性再生散度模型的推广和发展．通过视模型中的随机效应为假想的缺失数据和应用Metropolis-Hastings（MH）算法,提出了模型参数极大似然估计的Monte-Carlo EM（MCEM）算法,并用模拟研究和实例分析说明了该算法的可行性．     

Treatment of nonignorable missing data when modeling unobserved heterogeneity with finite mixture models

Multiple imputation has become a widely accepted technique to deal with the problem of incomplete data. Typically, imputation of missing values and the statistical analysis are performed separately. Therefore, the imputation model has to be consistent with the analysis model. If the data are analyzed with a mixture model, the parameter estimates are usually obtained iteratively. Thus, if the data are missing not at random, parameter estimation and treatment of missingness should be combined. We solve both problems by simultaneously imputing values using the data augmentation method and estimating parameters using the EM algorithm. This iterative procedure ensures that the missing values are properly imputed given the current parameter estimates. Properties of the parameter estimates were investigated in a simulation study. The results are illustrated using data from the National Health and Nutrition Examination Survey.     

A better way to estimate population trends

Estimation of a population trend from a time series of abundance data is an important task in ecology, yet such estimation remains logistically and conceptually challenging in practice. First, the extent to which unequal intervals in the time series, due to missing observations or irregular sampling, compromise trend estimation is not well‐known. Furthermore, the predominant trend estimation method (loglinear regression of abundance data against time) ignores the possibility of process noise, while an alternative method (the ‘diffusion approximation’) ignores observation error in the abundance data. State‐space models that account for both process noise and observation error exist but have been little used. We study an adaptation of the exponential growth state‐space (EGSS) model for use with missing data in the time series, and we compare its trend estimation to the status quo methods. The EGSS model provides superior estimates of trend across wide ranges of time series length and sources of variation. The performance of the EGSS model even with half of the counts in the time series missing implies that trend estimates may be improved by diverting effort away from annual monitoring and towards increasing time series length or improving precision of the abundance estimates for years that data are collected.     

Robust Estimation of Area Under ROC Curve Using Auxiliary Variables in the Presence of Missing Biomarker Values

Summary In medical research, the receiver operating characteristic (ROC) curves can be used to evaluate the performance of biomarkers for diagnosing diseases or predicting the risk of developing a disease in the future. The area under the ROC curve (ROC AUC), as a summary measure of ROC curves, is widely utilized, especially when comparing multiple ROC curves. In observational studies, the estimation of the AUC is often complicated by the presence of missing biomarker values, which means that the existing estimators of the AUC are potentially biased. In this article, we develop robust statistical methods for estimating the ROC AUC and the proposed methods use information from auxiliary variables that are potentially predictive of the missingness of the biomarkers or the missing biomarker values. We are particularly interested in auxiliary variables that are predictive of the missing biomarker values. In the case of missing at random (MAR), that is, missingness of biomarker values only depends on the observed data, our estimators have the attractive feature of being consistent if one correctly specifies, conditional on auxiliary variables and disease status, either the model for the probabilities of being missing or the model for the biomarker values. In the case of missing not at random (MNAR), that is, missingness may depend on the unobserved biomarker values, we propose a sensitivity analysis to assess the impact of MNAR on the estimation of the ROC AUC. The asymptotic properties of the proposed estimators are studied and their finite‐sample behaviors are evaluated in simulation studies. The methods are further illustrated using data from a study of maternal depression during pregnancy.     

Modeling continuous auxiliary covariate data in generalized linear mixed models using the kernel smoother

Auxiliary covariate data are often collected in biomedical studies when the primary exposure variable is only assessed on a subset of the study subjects. In this study, we investigate a semiparametric‐estimated likelihood estimation for the generalized linear mixed models (GLMM) in the presence of a continuous auxiliary variable. We use a kernel smoother to handle continuous auxiliary data. The method can be used to deal with missing or mismeasured covariate data problems in a variety of applications when an auxiliary variable is available and cluster sizes are not too small. Simulation study results show that the proposed method performs better than that which ignores the random effects in GLMM and that which only uses data in the validation data set. We illustrate the proposed method with a real data set from a recent environmental epidemiology study on the maternal serum 1,1‐dichloro‐2,2‐bis(p‐chlorophenyl) ethylene level in relationship to preterm births.     

GEE with Gaussian estimation of the correlations when data are incomplete

This paper considers a modification of generalized estimating equations (GEE) for handling missing binary response data. The proposed method uses Gaussian estimation of the correlation parameters, i.e., the estimating function that yields an estimate of the correlation parameters is obtained from the multivariate normal likelihood. The proposed method yields consistent estimates of the regression parameters when data are missing completely at random (MCAR). However, when data are missing at random (MAR), consistency may not hold. In a simulation study with repeated binary outcomes that are missing at random, the magnitude of the potential bias that can arise is examined. The results of the simulation study indicate that, when the working correlation matrix is correctly specified, the bias is almost negligible for the modified GEE. In the simulation study, the proposed modification of GEE is also compared to the standard GEE, multiple imputation, and weighted estimating equations approaches. Finally, the proposed method is illustrated using data from a longitudinal clinical trial comparing two therapeutic treatments, zidovudine (AZT) and didanosine (ddI), in patients with HIV.     

A latent-class mixture model for incomplete longitudinal Gaussian data

Summary .   In the analyses of incomplete longitudinal clinical trial data, there has been a shift, away from simple methods that are valid only if the data are missing completely at random, to more principled ignorable analyses, which are valid under the less restrictive missing at random assumption. The availability of the necessary standard statistical software nowadays allows for such analyses in practice. While the possibility of data missing not at random (MNAR) cannot be ruled out, it is argued that analyses valid under MNAR are not well suited for the primary analysis in clinical trials. Rather than either forgetting about or blindly shifting to an MNAR framework, the optimal place for MNAR analyses is within a sensitivity-analysis context. One such route for sensitivity analysis is to consider, next to selection models, pattern-mixture models or shared-parameter models. The latter can also be extended to a latent-class mixture model, the approach taken in this article. The performance of the so-obtained flexible model is assessed through simulations and the model is applied to data from a depression trial.