A note on conditional AIC for linear mixed-effects models

The conventional model selection criterion, the Akaike informationcriterion, AIC, has been applied to choose candidate modelsin mixed-effects models by the consideration of marginal likelihood.Vaida & Blanchard (2005) demonstrated that such a marginalAIC and its small sample correction are inappropriate when theresearch focus is on clusters. Correspondingly, these authorssuggested the use of conditional AIC. Their conditional AICis derived under the assumption that the variance-covariancematrix or scaled variance-covariance matrix of random effectsis known. This note provides a general conditional AIC but withoutthese strong assumptions. Simulation studies show that the proposedmethod is promising.     

Use of the score test as a goodness-of-fit measure of the covariance structure in genetic analysis of longitudinal data

Model selection is an essential issue in longitudinal data analysis since many different models have been proposed to fit the covariance structure. The likelihood criterion is commonly used and allows to compare the fit of alternative models. Its value does not reflect, however, the potential improvement that can still be reached in fitting the data unless a reference model with the actual covariance structure is available. The score test approach does not require the knowledge of a reference model, and the score statistic has a meaningful interpretation in itself as a goodness-of-fit measure. The aim of this paper was to show how the score statistic may be separated into the genetic and environmental parts, which is difficult with the likelihood criterion, and how it can be used to check parametric assumptions made on variance and correlation parameters. Selection of models for genetic analysis was applied to a dairy cattle example for milk production.     

Statistical inference in mixed models and analysis of twin and family data

Analysis of data from twin and family studies provides the foundation for studies of disease inheritance. The development of advanced theory and computational software for general linear models has generated considerable interest for using mixed-effect models to analyze twin and family data, as a computationally more convenient and theoretically more sound alternative to the classical structure equation modeling. Despite the long history of twin and family data analysis, some fundamental questions remain unanswered. We addressed two important issues. One is to determine the necessary and sufficient conditions for the identifiability in the mixed-effects models for twin and family data. The other is to derive the asymptotic distribution of the likelihood ratio test, which is novel due to the fact that the standard regularity conditions are not satisfied. We considered a series of specific yet important examples in which we demonstrated how to formulate mixed-effect models to appropriately reflect the data, and our key idea is the use of the Cholesky decomposition. Finally, we applied our method and theory to provide a more precise estimate of the heritability of two data sets than the previously reported estimate.     

Goodness-of-fit methods for generalized linear mixed models

We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero-mean Gaussian processes, whose realizations can be generated through Monte Carlo simulation. Each observed process can then be compared, both visually and analytically, to a number of realizations simulated from the null distribution. These comparisons enable one to assess objectively whether the observed residual patterns reflect model misspecification or random variation. The proposed methods are particularly useful for checking the functional form of a covariate or the link function. Extensive simulation studies show that the proposed goodness-of-fit tests have proper sizes and are sensitive to model misspecification. Applications to two medical studies lead to improved models.     

基于性状—标记回归的QTL区间测验方法

本提两种基于性状－标记回归的QTL区间测验方法,分别称为TMRIT－I和TMRIT－II。前采用似然比统计量进行显性测验,与基于最小二乘的简化复合区间定位法（sCIM)等价,但计算机上明显简单快捷;后则采用一种“伪似然比”统计量进行显性测验,不仅进一步简化计算,而且明显提高统计功效,二皆可通过排列测验估计显阈值,给出了一个模拟例子。     

Log-linear Models for Polytomous Data

The present study discusses two variants of linear logistic models for polytomous variables for ?unordered”? and for ?ordered”? categories (polydimensional and one-dimensional model). The ML-estimation equations and the possibilities to test the validity of the model are given for both. A test for goodness-of-fit (external validity) and a test for equality of the parameter estimates for split data (interval validity) are suggested. In addition, statistical tests for the significance of individual parameters on the basis of the information matrix and likelihood ratio tests for one or more parameters are described. The presentation is completed by an empirical example from the area of audiology.     

Linear Mixed-Effects Models to Describe Individual Tree Crown Width for China-Fir in Fujian Province,Southeast China

A multiple linear model was developed for individual tree crown width of Cunninghamia lanceolata (Lamb.) Hook in Fujian province, southeast China. Data were obtained from 55 sample plots of pure China-fir plantation stands. An Ordinary Linear Least Squares (OLS) regression was used to establish the crown width model. To adjust for correlations between observations from the same sample plots, we developed one level linear mixed-effects (LME) models based on the multiple linear model, which take into account the random effects of plots. The best random effects combinations for the LME models were determined by the Akaike’s information criterion, the Bayesian information criterion and the -2logarithm likelihood. Heteroscedasticity was reduced by three residual variance functions: the power function, the exponential function and the constant plus power function. The spatial correlation was modeled by three correlation structures: the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)], and the compound symmetry structure (CS). Then, the LME model was compared to the multiple linear model using the absolute mean residual (AMR), the root mean square error (RMSE), and the adjusted coefficient of determination (adj-R ²). For individual tree crown width models, the one level LME model showed the best performance. An independent dataset was used to test the performance of the models and to demonstrate the advantage of calibrating LME models.     

Common Slope Tests for Bivariate Errors‐in‐Variables Models

Likelihood ratio tests are derived for bivariate normal structural relationships in the presence of group structure. These tests may also be applied to less restrictive models where only errors are assumed to be normally distributed. Tests for a common slope amongst those from several datasets are derived for three different cases – when the assumed ratio of error variances is the same across datasets and either known or unknown, and when the standardised major axis model is used. Estimation of the slope in the case where the ratio of error variances is unknown could be considered as a maximum likelihood grouping method. The derivations are accompanied by some small sample simulations, and the tests are applied to data arising from work on seed allometry.     

Penalized survival models for the analysis of alternating recurrent event data

Recurrent event data are widely encountered in clinical and observational studies. Most methods for recurrent events treat the outcome as a point process and, as such, neglect any associated event duration. This generally leads to a less informative and potentially biased analysis. We propose a joint model for the recurrent event rate (of incidence) and duration. The two processes are linked through a bivariate normal frailty. For example, when the event is hospitalization, we can treat the time to admission and length-of-stay as two alternating recurrent events. In our method, the regression parameters are estimated through a penalized partial likelihood, and the variance-covariance matrix of the frailty is estimated through a recursive estimating formula. Moreover, we develop a likelihood ratio test to assess the dependence between the incidence and duration processes. Simulation results demonstrate that our method provides accurate parameter estimation, with a relatively fast computation time. We illustrate the methods through an analysis of hospitalizations among end-stage renal disease patients.     

Linear and nonlinear mixed-effects models for censored HIV viral loads using normal/independent distributions

HIV RNA viral load measures are often subjected to some upper and lower detection limits depending on the quantification assays. Hence, the responses are either left or right censored. Linear (and nonlinear) mixed-effects models (with modifications to accommodate censoring) are routinely used to analyze this type of data and are based on normality assumptions for the random terms. However, those analyses might not provide robust inference when the normality assumptions are questionable. In this article, we develop a Bayesian framework for censored linear (and nonlinear) models replacing the Gaussian assumptions for the random terms with normal/independent (NI) distributions. The NI is an attractive class of symmetric heavy-tailed densities that includes the normal, Student's-t, slash, and the contaminated normal distributions as special cases. The marginal likelihood is tractable (using approximations for nonlinear models) and can be used to develop Bayesian case-deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated with two HIV AIDS studies on viral loads that were initially analyzed using normal (censored) mixed-effects models, as well as simulations.     

Approximate likelihood ratios for general estimating functions

The method of estimating functions (Godambe, 1991) is commonlyused when one desires to conduct inference about some parametersof interest but the full distribution of the observations isunknown. However, this approach may have limited utility, dueto multiple roots for the estimating function, a poorly behavedWald test, or lack of a goodness-of-fit test. This paper presentsapproximate likelihood ratios that can be used along with estimatingfunctions when any of these three problems occurs. We show thatthe approximate likelihood ratio provides correct large sampleinference under very general circumstances, including clustereddata and misspecified weights in the estimating function. Twomethods of constructing the approximate likelihood ratio, onebased on the quasi-likelihood approach and the other based onthe linear projection approach, are compared and shown to beclosely related. In particular we show that quasi-likelihoodis the limit of the projection approach. We illustrate the techniquewith two applications.     

A pseudo-likelihood method for estimating effective population size from temporally spaced samples

A pseudo maximum likelihood method is proposed to estimate effective population size (Ne) using temporal changes in allele frequencies at multi-allelic loci. The computation is simplified dramatically by (1) approximating the multi-dimensional joint probabilities of all the data by the product of marginal probabilities (hence the name pseudo-likelihood), (2) exploiting the special properties of transition matrix and (3) using a hidden Markov chain algorithm. Simulations show that the pseudo-likelihood method has a similar performance but needs much less computing time and storage compared with the full likelihood method in the case of 3 alleles per locus. Due to computational developments, I was able to assess the performance of the pseudo-likelihood method against the F-statistic method over a wide range of parameters by extensive simulations. It is shown that the pseudo-likelihood method gives more accurate and precise estimates of Ne than the F-statistic method, and the performance difference is mainly due to the presence of rare alleles in the samples. The pseudo-likelihood method is also flexible and can use three or more temporal samples simultaneously to estimate satisfactorily the NeS of each period, or the growth parameters of the population. The accuracy and precision of both methods depend on the ratio of the product of sample size and the number of generations involved to Ne, and the number of independent alleles used. In an application of the pseudo-likelihood method to a large data set of an olive fly population, more precise estimates of Ne are obtained than those from the F-statistic method.     

Bootstrap Restricted Likelihood Ratio Test for the Detection of Rare Variants

In this paper the detection of rare variants association with continuous phenotypes of interest is investigated via the likelihood-ratio based variance component test under the framework of linear mixed models. The hypothesis testing is challenging and nonstandard, since under the null the variance component is located on the boundary of its parameter space. In this situation the usual asymptotic chisquare distribution of the likelihood ratio statistic does not necessarily hold. To circumvent the derivation of the null distribution we resort to the bootstrap method due to its generic applicability and being easy to implement. Both parametric and nonparametric bootstrap likelihood ratio tests are studied. Numerical studies are implemented to evaluate the performance of the proposed bootstrap likelihood ratio test and compare to some existing methods for the identification of rare variants. To reduce the computational time of the bootstrap likelihood ratio test we propose an effective approximation mixture for the bootstrap null distribution. The GAW17 data is used to illustrate the proposed test.     

Quadratic inference functions for varying-coefficient models with longitudinal data

Nonparametric smoothing methods are used to model longitudinal data, but the challenge remains to incorporate correlation into nonparametric estimation procedures. In this article, we propose an efficient estimation procedure for varying-coefficient models for longitudinal data. The proposed procedure can easily take into account correlation within subjects and deal directly with both continuous and discrete response longitudinal data under the framework of generalized linear models. The proposed approach yields a more efficient estimator than the generalized estimation equation approach when the working correlation is misspecified. For varying-coefficient models, it is often of interest to test whether coefficient functions are time varying or time invariant. We propose a unified and efficient nonparametric hypothesis testing procedure, and further demonstrate that the resulting test statistics have an asymptotic chi-squared distribution. In addition, the goodness-of-fit test is applied to test whether the model assumption is satisfied. The corresponding test is also useful for choosing basis functions and the number of knots for regression spline models in conjunction with the model selection criterion. We evaluate the finite sample performance of the proposed procedures with Monte Carlo simulation studies. The proposed methodology is illustrated by the analysis of an acquired immune deficiency syndrome (AIDS) data set.     

Empirical problems of the hierarchical likelihood ratio test for model selection

Advocates of maximum likelihood (ML) approaches to phylogenetics commonly cite as one of their primary advantages the use of objective statistical criteria for model selection. Currently, a particular implementation of the likelihood ratio test (LRT) is the most commonly used model-selection criterion in phylogenetics. This approach requires the choice of a starting point and a parameter addition (or removal) sequence that can affect all ML inferences (i.e., topology, model, and all evolutionary parameters). Here, several alternative starting points and parameter sequences are tested in empirical data sets to assess their influence on model selection and optimal topology. In the studied data sets, varying model-selection protocols leads to selection of different models that, in some cases, lead to different ML trees. Given the sensitivity of the LRT, some possible solutions to model selection (within the hypothesis testing approach) are outlined, and alternative model-selection criteria are discussed. Some of the suggested alternatives seem to lack these problems, although their behavior and adequacy for phylogenetics needs to be further explored.     

Nearest neighbour adjustment and linear variance models in plant breeding trials

This paper reviews methods for nearest neighbour analysis that adjust for local trend in one dimension. Such methods are commonly used in plant breeding and variety testing. The focus is on simple differencing methods, including first differences and the Papadakis method. We discuss mixed model representations of these methods on the scale of the observed data. Modelling observed data has a number of practical advantages compared to differencing, for example the facility to conveniently compute adjusted cultivar means. Most models considered involve a linear variance-covariance structure and can be represented as state-space models. The reviewed methods and models are exemplified using three datasets.     

Exploiting Hardy-Weinberg equilibrium for efficient screening of single SNP associations from case-control studies

In case-control studies, the assessment of the association between a binary disease outcome and a single nucleotide polymorphism (SNP) is often based on comparing the observed genotype distribution for the cases against that for the controls. In this article, we investigate an alternative analytic strategy in which the observed genotype frequencies of cases are compared against the expected genotype frequencies of controls assuming Hardy-Weinberg Equilibrium (HWE). Assuming HWE for controls, we derive closed-form expressions for maximum likelihood estimates of the genotype-specific disease odds ratio (OR) parameters and related variance-covariances. Based on these estimates and their variance-covariance structure, we then propose a two-degree-of-freedom test for disease-SNP association. We show that the proposed test can have substantially higher power than a variety of existing methods, especially when the true effect of the SNP is recessive. We also obtain analytic expressions for the bias of the OR estimates when the underlying HWE assumption is violated. We conclude that the novel test would be particularly useful for analyzing data from the initial 'screening' stages of contemporary multi-stage association studies.     

Joint model selection of marginal mean regression and correlation structure for longitudinal data with missing outcome and covariates

This work develops a joint model selection criterion for simultaneously selecting the marginal mean regression and the correlation/covariance structure in longitudinal data analysis where both the outcome and the covariate variables may be subject to general intermittent patterns of missingness under the missing at random mechanism. The new proposal, termed “joint longitudinal information criterion” (JLIC), is based on the expected quadratic error for assessing model adequacy, and the second‐order weighted generalized estimating equation (WGEE) estimation for mean and covariance models. Simulation results reveal that JLIC outperforms existing methods performing model selection for the mean regression and the correlation structure in a two stage and hence separate manner. We apply the proposal to a longitudinal study to identify factors associated with life satisfaction in the elderly of Taiwan.     

Nonlinear Mixed-Effects (NLME) Diameter Growth Models for Individual China-Fir (Cunninghamia lanceolata) Trees in Southeast China

An individual-tree diameter growth model was developed for Cunninghamia lanceolata in Fujian province, southeast China. Data were obtained from 72 plantation-grown China-fir trees in 24 single-species plots. Ordinary non-linear least squares regression was used to choose the best base model from among 5 theoretical growth equations; selection criteria were the smallest absolute mean residual and root mean square error and the largest adjusted coefficient of determination. To account for autocorrelation in the repeated-measures data, we developed one-level and nested two-level nonlinear mixed-effects (NLME) models, constructed on the selected base model; the NLME models incorporated random effects of the tree and plot. The best random-effects combinations for the NLME models were identified by Akaike''s information criterion, Bayesian information criterion and −2 logarithm likelihood. Heteroscedasticity was reduced with two residual variance functions, a power function and an exponential function. The autocorrelation was addressed with three residual autocorrelation structures: a first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)] and a compound symmetry structure (CS). The one-level (tree) NLME model performed best. Independent validation data were used to test the performance of the models and to demonstrate the advantage of calibrating the NLME models.     

Nonlinear mixed effects models for repeated measures data

We propose a general, nonlinear mixed effects model for repeated measures data and define estimators for its parameters. The proposed estimators are a natural combination of least squares estimators for nonlinear fixed effects models and maximum likelihood (or restricted maximum likelihood) estimators for linear mixed effects models. We implement Newton-Raphson estimation using previously developed computational methods for nonlinear fixed effects models and for linear mixed effects models. Two examples are presented and the connections between this work and recent work on generalized linear mixed effects models are discussed.