A Stochastic Regression Model for General Trend Analysis of Longitudinal Continuous Data

A predictive continuous time model is developed for continuous panel data to assess the effect of time‐varying covariates on the general direction of the movement of a continuous response that fluctuates over time. This is accomplished by reparameterizing the infinitesimal mean of an Ornstein–Uhlenbeck processes in terms of its equilibrium mean and a drift parameter, which assesses the rate that the process reverts to its equilibrium mean. The equilibrium mean is modeled as a linear predictor of covariates. This model can be viewed as a continuous time first‐order autoregressive regression model with time‐varying lag effects of covariates and the response, which is more appropriate for unequally spaced panel data than its discrete time analog. Both maximum likelihood and quasi‐likelihood approaches are considered for estimating the model parameters and their performances are compared through simulation studies. The simpler quasi‐likelihood approach is suggested because it yields an estimator that is of high efficiency relative to the maximum likelihood estimator and it yields a variance estimator that is robust to the diffusion assumption of the model. To illustrate the proposed model, an application to diastolic blood pressure data from a follow‐up study on cardiovascular diseases is presented. Missing observations are handled naturally with this model.     

A comparison of physical mapping algorithms based on the maximum likelihood model

MOTIVATION: Physical mapping of chromosomes using the maximum likelihood (ML) model is a problem of high computational complexity entailing both discrete optimization to recover the optimal probe order as well as continuous optimization to recover the optimal inter-probe spacings. In this paper, two versions of the genetic algorithm (GA) are proposed, one with heuristic crossover and deterministic replacement and the other with heuristic crossover and stochastic replacement, for the physical mapping problem under the maximum likelihood model. The genetic algorithms are compared with two other discrete optimization approaches, namely simulated annealing (SA) and large-step Markov chains (LSMC), in terms of solution quality and runtime efficiency. RESULTS: The physical mapping algorithms based on the GA, SA and LSMC have been tested using synthetic datasets and real datasets derived from cosmid libraries of the fungus Neurospora crassa. The GA, especially the version with heuristic crossover and stochastic replacement, is shown to consistently outperform the SA-based and LSMC-based physical mapping algorithms in terms of runtime and final solution quality. Experimental results on real datasets and simulated datasets are presented. Further improvements to the GA in the context of physical mapping under the maximum likelihood model are proposed. AVAILABILITY: The software is available upon request from the first author.     

单位点孢子体-配子体互作模型中不育基因的位置和效应的估计方法

水稻籼粳亚种间杂交F1通常表现为高度不育,这种不育性的一种遗传学解释称为单位点孢子体-配子体互作模型.为了研究这种不育性,提出了一种统计方法,可以估计单位点孢子体-配子体互作模型中不育基因位点的位置和效应.该方法利用回交群体中呈现异常分离的标记位点,用最大似然法对不育基因与标记位点之间的重组率和雌配子存活率进行估计.由于所依据的是非连续变异的遗传标记的分离,而不是连续分布的配子育性指标,因此可以避免由育性直接估计所带来的重组率结果的不稳定.     

Parametric and Parametrically Smoothed Distribution-Free Proportional Hazard Models with Discrete Data

This paper discusses discrete time proportional hazard models and suggests a new class of flexible hazard functions. Explicitly modeling the discreteness of data is important since standard continuous models are biased; allowing for flexibility in the hazard estimation is desirable since strong parametric restrictions are likely to be similarly misleading. Simulation compare continuous and discrete models when data are generated by grouping and demonstrate that simple approximations recover underlying hazards well and outperform nonparametric maximum likelihood estimates in term of mean squared error.     

Partial‐Likelihood Analysis of Spatio‐Temporal Point‐Process Data

Summary We investigate the use of a partial likelihood for estimation of the parameters of interest in spatio‐temporal point‐process models. We identify an important distinction between spatially discrete and spatially continuous models. We focus our attention on the spatially continuous case, which has not previously been considered. We use an inhomogeneous Poisson process and an infectious disease process, for which maximum‐likelihood estimation is tractable, to assess the relative efficiency of partial versus full likelihood, and to illustrate the relative ease of implementation of the former. We apply the partial‐likelihood method to a study of the nesting pattern of common terns in the Ebro Delta Natural Park, Spain.     

Joint regression analysis of correlated data using Gaussian copulas

Summary .  This article concerns a new joint modeling approach for correlated data analysis. Utilizing Gaussian copulas, we present a unified and flexible machinery to integrate separate one-dimensional generalized linear models (GLMs) into a joint regression analysis of continuous, discrete, and mixed correlated outcomes. This essentially leads to a multivariate analogue of the univariate GLM theory and hence an efficiency gain in the estimation of regression coefficients. The availability of joint probability models enables us to develop a full maximum likelihood inference. Numerical illustrations are focused on regression models for discrete correlated data, including multidimensional logistic regression models and a joint model for mixed normal and binary outcomes. In the simulation studies, the proposed copula-based joint model is compared to the popular generalized estimating equations, which is a moment-based estimating equation method to join univariate GLMs. Two real-world data examples are used in the illustration.     

Estimation and inference of R0 of an infectious pathogen by a removal method

The basic reproductive ratio, R0, is a central quantity in the investigation and management of infectious pathogens. The standard model for describing stochastic epidemics is the continuous time epidemic birth-and-death process. The incidence data used to fit this model tend to be collected in discrete units (days, weeks, etc.), which makes model fitting, and estimation of R0 difficult. Discrete time epidemic models better match the time scale of data collection but make simplistic assumptions about the stochastic epidemic process. By investigating the nature of the assumptions of a discrete time epidemic model, we derive a bias corrected maximum likelihood estimate of R0 based on the chain binomial model. The resulting 'removal' estimators provide estimates of R0 and the initial susceptible population size from time series of infectious case counts. We illustrate the performance of the estimators on both simulated data and real epidemics. Lastly, we discuss methods to address data collected with observation error.     

Structural inference in transition measurement error models for longitudinal data

We propose a new class of models, transition measurement error models, to study the effects of covariates and the past responses on the current response in longitudinal studies when one of the covariates is measured with error. We show that the response variable conditional on the error-prone covariate follows a complex transition mixed effects model. The naive model obtained by ignoring the measurement error correctly specifies the transition part of the model, but misspecifies the covariate effect structure and ignores the random effects. We next study the asymptotic bias in naive estimator obtained by ignoring the measurement error for both continuous and discrete outcomes. We show that the naive estimator of the regression coefficient of the error-prone covariate is attenuated, while the naive estimators of the regression coefficients of the past responses are generally inflated. We then develop a structural modeling approach for parameter estimation using the maximum likelihood estimation method. In view of the multidimensional integration required by full maximum likelihood estimation, an EM algorithm is developed to calculate maximum likelihood estimators, in which Monte Carlo simulations are used to evaluate the conditional expectations in the E-step. We evaluate the performance of the proposed method through a simulation study and apply it to a longitudinal social support study for elderly women with heart disease. An additional simulation study shows that the Bayesian information criterion (BIC) performs well in choosing the correct transition orders of the models.     

Modelling logistic growth by a new diffusion process: Application to biological systems

The present paper introduces a new diffusion process for the purpose of modelling logistic-type behaviour patterns. Unlike other processes in the same context, this one verifies that its mean function is a logistic curve. In addition, its transition density can be found explicitly, which allows to analyse inference from the discrete sampling of trajectories. The main features of the process will be analysed and the maximum likelihood estimation of parameters will be carried out through discrete sampling. Regarding the numerical problems found to solve the likelihood equations, several strategies are developed for obtaining initial solutions for the usual numerical procedures. Such strategies are compared by means of a simulation example. Also, another simulation study is carried out in order to compare the estimation in this process to that developed by means of continuous sampling in the logistic diffusion model considered by Giovanis and Skiadas (1999). Finally an example is given for the growth of a microorganism culture. This example illustrates the predictive possibilities of the new process, as well as its ability to study time variables formulated as first-passage-times.     

Using the quantitative genetic threshold model for inferences between and within species

Sewall Wright's threshold model has been used in modelling discrete traits that may have a continuous trait underlying them, but it has proven difficult to make efficient statistical inferences with it. The availability of Markov chain Monte Carlo (MCMC) methods makes possible likelihood and Bayesian inference using this model. This paper discusses prospects for the use of the threshold model in morphological systematics to model the evolution of discrete all-or-none traits. There the threshold model has the advantage over 0/1 Markov process models in that it not only accommodates polymorphism within species, but can also allow for correlated evolution of traits with far fewer parameters that need to be inferred. The MCMC importance sampling methods needed to evaluate likelihood ratios for the threshold model are introduced and described in some detail.     

Dynamic modeling of multivariate dimensions and their temporal relationships using latent processes: Application to Alzheimer's disease

Alzheimer's disease gradually affects several components including the cerebral dimension with brain atrophies, the cognitive dimension with a decline in various functions, and the functional dimension with impairment in the daily living activities. Understanding how such dimensions interconnect is crucial for Alzheimer's disease research. However, it requires to simultaneously capture the dynamic and multidimensional aspects and to explore temporal relationships between dimensions. We propose an original dynamic structural model that accounts for all these features. The model defines dimensions as latent processes and combines a multivariate linear mixed model and a system of difference equations to model trajectories and temporal relationships between latent processes in finely discrete time. Dimensions are simultaneously related to their observed (possibly multivariate) markers through nonlinear equations of observation. Parameters are estimated in the maximum likelihood framework enjoying a closed form for the likelihood. We demonstrate in a simulation study that this dynamic model in discrete time benefits the same causal interpretation of temporal relationships as models defined in continuous time as long as the discretization step remains small. The model is then applied to the data of the Alzheimer's Disease Neuroimaging Initiative. Three longitudinal dimensions (cerebral anatomy, cognitive ability, and functional autonomy) measured by six markers are analyzed, and their temporal structure is contrasted between different clinical stages of Alzheimer's disease.     

Estimating local interaction from spatiotemporal forest data, and Monte Carlo bias correction

We point out a general problem in fitting continuous time spatially explicit models to a temporal sequence of spatial data observed at discrete times. To illustrate the problem, we examined the continuous time Markov model for forest gap dynamics. A forest is assumed to be apportioned into discrete cells (or sites) arranged in a regular square lattice. Each site is characterized as either a gap or a non-gap site according to the vegetation height of trees. The model incorporates the influence of neighboring sites on transition rate: transition rate from a non-gap to a gap site increases linearly with the number of neighbors that are currently in the gap state, and vice versa. We fitted the model to the spatiotemporal data of canopy height observed at the permanent plot in Barro Colorado Island (BCI). When we used the approximate maximum likelihood method to estimate the parameters of the model, the estimated transition rates included a large bias-in particular, the strength of interaction between nearby sites was underestimated. This bias originated from the assumption that each transition between two observation times is independent. The interaction between sites at local scale creates a long chain of transitions within a single census interval, which violates the independence of each transition. We show that a computer-intensive method, called Monte Carlo bias correction (MCBC), is very effective in removing the bias included in the estimate. The global and local gap densities measuring spatial aggregation of gap sites were computed from simulated and real gap dynamics to assess the model. When the approximate likelihood estimates were applied to the model, the predicted local gap density was clearly lower than the observed one. The use of MCBC estimates, suggesting a strong interaction between sites, improved this discrepancy.     

Modelling conjugation with stochastic differential equations

Conjugation is an important mechanism involved in the transfer of resistance between bacteria. In this article a stochastic differential equation based model consisting of a continuous time state equation and a discrete time measurement equation is introduced to model growth and conjugation of two Enterococcus faecium strains in a rich exhaustible media. The model contains a new expression for a substrate dependent conjugation rate. A maximum likelihood based method is used to estimate the model parameters. Different models including different noise structure for the system and observations are compared using a likelihood-ratio test and Akaike's information criterion. Experiments indicating conjugation on the agar plates selecting for transconjugants motivates the introduction of an extended model, for which conjugation on the agar plate is described in the measurement equation. This model is compared to the model without plate conjugation. The modelling approach described in this article can be applied generally when modelling dynamical systems.     

Parameter estimation in a Gompertzian stochastic model for tumor growth

The problem of estimating parameters in the drift coefficient when a diffusion process is observed continuously requires some specific assumptions. In this paper, we consider a stochastic version of the Gompertzian model that describes in vivo tumor growth and its sensitivity to treatment with antiangiogenic drugs. An explicit likelihood function is obtained, and we discuss some properties of the maximum likelihood estimator for the intrinsic growth rate of the stochastic Gompertzian model. Furthermore, we show some simulation results on the behavior of the corresponding discrete estimator. Finally, an application is given to illustrate the estimate of the model parameters using real data.     

Hazard models for line transect surveys with independent observers

The likelihood function for data from independent observer line transect surveys is derived, and a hazard model is proposed for the situation where animals are available for detection only at discrete time points. Under the assumption that the time points of availability follow a Poisson point process, we obtain an analytical expression for the detection function. We discuss different criteria for choosing the hazard function and consider in particular two different parametric families of hazard functions. Discrete and continuous hazard models are compared and the robustness of the discrete model is investigated. Finally, the methodology is applied to data from a survey for minke whales in the northeastern Atlantic.     

Semiparametric smoothing of discrete failure time data

An estimator of the hazard rate function from discrete failure time data is obtained by semiparametric smoothing of the (nonsmooth) maximum likelihood estimator, which is achieved by repeated multiplication of a Markov chain transition-type matrix. This matrix is constructed so as to have a given standard discrete parametric hazard rate model, termed the vehicle model, as its stationary hazard rate. As with the discrete density estimation case, the proposed estimator gives improved performance when the vehicle model is a good one and otherwise provides a nonparametric method comparable to the only purely nonparametric smoother discussed in the literature. The proposed semiparametric smoothing approach is then extended to hazard models with covariates and is illustrated by applications to simulated and real data sets.     

Revisiting “The Evolution of Reciprocity in Sizable Groups”: Continuous reciprocity in the repeated n-person prisoner's dilemma

For many years in evolutionary science, the consensus view has been that while reciprocal altruism can evolve in dyadic interactions, it is unlikely to evolve in sizable groups. This view had been based on studies which have assumed cooperation to be discrete rather than continuous (i.e., individuals can either fully cooperate or else fully defect, but they cannot continuously vary their level of cooperation). In real world cooperation, however, cooperation is often continuous. In this paper, we re-examine the evolution of reciprocity in sizable groups by presenting a model of the n-person prisoner's dilemma that assumes continuous rather than discrete cooperation. This model shows that continuous reciprocity has a dramatically wider basin of attraction than discrete reciprocity, and that this basin's size increases with efficiency of cooperation (marginal per capita return). Further, we find that assortative interaction interacts synergistically with continuous reciprocity to a much greater extent than it does with discrete reciprocity. These results suggest that previous models may have underestimated reciprocity's adaptiveness in groups. However, we also find that the invasion of continuous reciprocators into a population of unconditional defectors becomes realistic only within a narrow parameter space in which the efficiency of cooperation is close to its maximum bound. Therefore our model suggests that continuous reciprocity can evolve in large groups more easily than discrete reciprocity only under unusual circumstances.     

Maximum likelihood estimation of two-level latent variable models with mixed continuous and polytomous data

Two-level data with hierarchical structure and mixed continuous and polytomous data are very common in biomedical research. In this article, we propose a maximum likelihood approach for analyzing a latent variable model with these data. The maximum likelihood estimates are obtained by a Monte Carlo EM algorithm that involves the Gibbs sampler for approximating the E-step and the M-step and the bridge sampling for monitoring the convergence. The approach is illustrated by a two-level data set concerning the development and preliminary findings from an AIDS preventative intervention for Filipina commercial sex workers where the relationship between some latent quantities is investigated.     

Application of pattern-mixture models to outcomes that are potentially missing not at random using pseudo maximum likelihood estimation

In this work, we fit pattern-mixture models to data sets with responses that are potentially missing not at random (MNAR, Little and Rubin, 1987). In estimating the regression parameters that are identifiable, we use the pseudo maximum likelihood method based on exponential families. This procedure provides consistent estimators when the mean structure is correctly specified for each pattern, with further information on the variance structure giving an efficient estimator. The proposed method can be used to handle a variety of continuous and discrete outcomes. A test built on this approach is also developed for model simplification in order to improve efficiency. Simulations are carried out to compare the proposed estimation procedure with other methods. In combination with sensitivity analysis, our approach can be used to fit parsimonious semi-parametric pattern-mixture models to outcomes that are potentially MNAR. We apply the proposed method to an epidemiologic cohort study to examine cognition decline among elderly.     

A Discrete Delta Method for Estimating Standard Errors for Estimators in Quantal Bioassay

A nonparametric discrete delta method for estimating standard errors of percentile estimators in quantal bioassay is described. A simulation study of confidence intervals for EDx in probit analysis shows the discrete delta method compared favorably with intervals based on maximum likelihood and also some parametric bootstrap methods.