The Determination of Sample Sizes in the Comparison of Two Multinomial Proportions from Ordered Categories

We consider sample size determination for ordered categorical data when the alternative assumption is the proportional odds model. In this paper the sample size formula proposed by Whitehead (Statistics in Medicine, 12 , 2257–2271, 1993) is compared with the methods based on exact and asymptotic linear rank tests with Wilcoxon and trend scores. We show that Whitehead's formula, which is based on a normal approximation, works well when the sample size is moderate to large but recommend the exact method with Wilcoxon scores for small sample sizes. The consequences of misspecification in models are also investigated.     

Quantitative prediction of the distribution and abundance of Vaccinium myrtillus with climatic and edaphic factors

Question: Can the distribution and abundance of Vaccinium myrtillus be reasonably predicted with soil nutritional and climatic factors? Location: Forests of France. Methods: We used Braun‐Blanquet abundance/dominance information for Vaccinium myrtillus on 2905 forest sites extracted from the phyto‐ecological database EcoPlant, to characterize the species ecological response to climatic and edaphic factors and to predict its cover/abundance at the national scale. The link between cover/abundance of the species and climatic (65 monthly and annual predictors concerning temperature, precipitation, radiation, potential evapotranspiration, water balance) and edaphic (two predictors: soil pH and C:N ratio) factors was investigated with proportional odds models. We evaluated the quality of our model with 9830 independent relevés extracted from Sophy, a large phytosociological database for France. Results: In France, Vaccinium myrtillus is at the southern limit of its European geographic range and three environmental factors (mean annual temperature, soil pH and C:N ratio) allow prediction of its distribution and abundance in forests with high success rates. The species reveals a preference for colder sites (especially mountains) and nutritionally poor soils (low pH and high C:N ratio). A predictive map of its geographic range reveals that the main potential habitats are mountains and northwestern France. The potential habitats with maximal expected abundance are the Vosges and the Massif central mountains, which are both acidic mountains. Conclusions: Complete niche models including climate and soil nutritional conditions allow an improvement of the spatial prediction of plant species abundance at a broad scale. The use of soil nutritional variables in distribution models further leads to an improvement in the prediction of plant species habitats within their geographical range.     

"Smooth" semiparametric regression analysis for arbitrarily censored time-to-event data

Summary .   A general framework for regression analysis of time-to-event data subject to arbitrary patterns of censoring is proposed. The approach is relevant when the analyst is willing to assume that distributions governing model components that are ordinarily left unspecified in popular semiparametric regression models, such as the baseline hazard function in the proportional hazards model, have densities satisfying mild "smoothness" conditions. Densities are approximated by a truncated series expansion that, for fixed degree of truncation, results in a "parametric" representation, which makes likelihood-based inference coupled with adaptive choice of the degree of truncation, and hence flexibility of the model, computationally and conceptually straightforward with data subject to any pattern of censoring. The formulation allows popular models, such as the proportional hazards, proportional odds, and accelerated failure time models, to be placed in a common framework; provides a principled basis for choosing among them; and renders useful extensions of the models straightforward. The utility and performance of the methods are demonstrated via simulations and by application to data from time-to-event studies.     

Analysis of covariance with incomplete data via semiparametric model transformations

We propose a method for fitting semiparametric models such as the proportional hazards (PH), additive risks (AR), and proportional odds (PO) models. Each of these semiparametric models implies that some transformation of the conditional cumulative hazard function (at each t) depends linearly on the covariates. The proposed method is based on nonparametric estimation of the conditional cumulative hazard function, forming a weighted average over a range of t-values, and subsequent use of least squares to estimate the parameters suggested by each model. An approximation to the optimal weight function is given. This allows semiparametric models to be fitted even in incomplete data cases where the partial likelihood fails (e.g., left censoring, right truncation). However, the main advantage of this method rests in the fact that neither the interpretation of the parameters nor the validity of the analysis depend on the appropriateness of the PH or any of the other semiparametric models. In fact, we propose an integrated method for data analysis where the role of the various semiparametric models is to suggest the best fitting transformation. A single continuous covariate and several categorical covariates (factors) are allowed. Simulation studies indicate that the test statistics and confidence intervals have good small-sample performance. A real data set is analyzed.     

Generalized linear models with unspecified reference distribution

We propose a new class of semiparametric generalized linear models. As with existing models, these models are specified via a linear predictor and a link function for the mean of response Y as a function of predictors X. Here, however, the "baseline" distribution of Y at a given reference mean mu(0) is left unspecified and is estimated from the data. The response distribution when the mean differs from mu(0) is then generated via exponential tilting of the baseline distribution, yielding a response model that is a natural exponential family, with corresponding canonical link and variance functions. The resulting model has a level of flexibility similar to the popular proportional odds model. Maximum likelihood estimation is developed for response distributions with finite support, and the new model is studied and illustrated through simulations and example analyses from aging research.     

Applications of proportional odds ordinal logistic regression models and continuation ratio models in examining the association of physical inactivity with erectile dysfunction among type 2 diabetic patients

[Purpose]Many studies have observed a high prevalence of erectile dysfunction among individuals performing physical activity in less leisure-time. However, this relationship in patients with type 2 diabetic patients is not well studied. In exposure outcome studies with ordinal outcome variables, investigators often try to make the outcome variable dichotomous and lose information by collapsing categories. Several statistical models have been developed to make full use of all information in ordinal response data, but they have not been widely used in public health research. In this paper, we discuss the application of two statistical models to determine the association of physical inactivity with erectile dysfunction among patients with type 2 diabetes.[Methods]A total of 204 married men aged 20-60 years with a diagnosis of type 2 diabetes at the outpatient unit of the Department of Endocrinology at PSG hospitals during the months of May and June 2019 were studied. We examined the association between physical inactivity and erectile dysfunction using proportional odds ordinal logistic regression models and continuation ratio models.[Results]The proportional odds model revealed that patients with diabetes who perform leisure time physical activity for over 40 minutes per day have reduced odds of erectile dysfunction (odds ratio=0.38) across the severity categories of erectile dysfunction after adjusting for age and duration of diabetes.[Conclusion]The present study suggests that physical inactivity has a negative impact on erectile function. We observed that the simple logistic regression model had only 75% efficiency compared to the proportional odds model used here; hence, more valid estimates were obtained here.     

Multi-stage transitional models with random effects and their application to the Einstein aging study

Longitudinal studies of aging often gather repeated observations of cognitive status to describe the development of dementia and to assess the influence of risk factors. Clinical progression to dementia is often conceptualized by a multi-stage model of several transitions that synthesizes time-varying effects. In this study, we assess the influence of risk factors on the transitions among three cognitive status: cognitive stability (normal cognition for age), memory impairment, and clinical dementia. We have developed a shared random effects model that not only links the propensity of transitions and to the probability of informative missingness due to death, but also incorporates heterogeneous transition between subjects. We evaluate four approaches using generalized logit and four using proportional odds models to the first-order Markov transition probabilities as a function of covariates. Random effects were incorporated into these models to account for within-subject correlations. Data from the Einstein Aging Study are used to evaluate the goodness-of-fit of these models using the Akaike information criterion. The best fitting model for each type (generalized logit and proportional odds) is recommended and their results are discussed in more details.     

Testing Genetic Association by Regressing Genotype over Multiple Phenotypes

Complex disorders are typically characterized by multiple phenotypes. Analyzing these phenotypes jointly is expected to be more powerful than dealing with one of them at a time. A recent approach (O''Reilly et al. 2012) is to regress the genotype at a SNP marker on multiple phenotypes and apply the proportional odds model. In the current research, we introduce an explicit expression for the score test statistic and its non-centrality parameter that determines its power. Same simulation studies as those reported in Galesloot et al. (2014) were conducted to assess its performance. We demonstrate by theoretical arguments and simulation studies that, despite its potential usefulness for multiple phenotypes, the proportional odds model method can be less powerful than regular methods for univariate traits. We also introduce an implementation of the proposed score statistic in an R package named iGasso.     

Semiparametric transformation models with random effects for joint analysis of recurrent and terminal events

Summary .  We propose a broad class of semiparametric transformation models with random effects for the joint analysis of recurrent events and a terminal event. The transformation models include proportional hazards/intensity and proportional odds models. We estimate the model parameters by the nonparametric maximum likelihood approach. The estimators are shown to be consistent, asymptotically normal, and asymptotically efficient. Simple and stable numerical algorithms are provided to calculate the parameter estimators and to estimate their variances. Extensive simulation studies demonstrate that the proposed inference procedures perform well in realistic settings. Applications to two HIV/AIDS studies are presented.     

Semiparametric methods in the proportional odds model for ordinal response data with missing covariates

Summary We consider the estimation problem of a proportional odds model with missing covariates. Based on the validation and nonvalidation data sets, we propose a joint conditional method that is an extension of Wang et al. (2002, Statistica Sinica 12, 555–574). The proposed method is semiparametric since it requires neither an additional model for the missingness mechanism, nor the specification of the conditional distribution of missing covariates given observed variables. Under the assumption that the observed covariates and the surrogate variable are categorical, we derived the large sample property. The simulation studies show that in various situations, the joint conditional method is more efficient than the conditional estimation method and weighted method. We also use a real data set that came from a survey of cable TV satisfaction to illustrate the approaches.     

Fitting conditional survival models to meta-analytic data by using a transformation toward mixed-effects models

Summary .   Frailty models are widely used to model clustered survival data. Classical ways to fit frailty models are likelihood-based. We propose an alternative approach in which the original problem of "fitting a frailty model" is reformulated into the problem of "fitting a linear mixed model" using model transformation. We show that the transformation idea also works for multivariate proportional odds models and for multivariate additive risks models. It therefore bridges segregated methodologies as it provides a general way to fit conditional models for multivariate survival data by using mixed models methodology. To study the specific features of the proposed method we focus on frailty models. Based on a simulation study, we show that the proposed method provides a good and simple alternative for fitting frailty models for data sets with a sufficiently large number of clusters and moderate to large sample sizes within covariate-level subgroups in the clusters. The proposed method is applied to data from 27 randomized trials in advanced colorectal cancer, which are available through the Meta-Analysis Group in Cancer.     

A nonparametric mixture model for cure rate estimation

Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.     

Bayesian Approach to Proportional Odds Models for Survival Analysis

In this paper Bayesian approach is adopted to develop inferences about parameters in proportional odds models. Bayesian posterior intervals for coefficients in proportional odds models are derived by using approximation given in Pregibon (1981). The results are illustrated by using the lung cancer survival data reported by Prentice (1973).     

L1 Penalized Estimation in the Cox Proportional Hazards Model

This article presents a novel algorithm that efficiently computes L₁ penalized (lasso) estimates of parameters in high‐dimensional models. The lasso has the property that it simultaneously performs variable selection and shrinkage, which makes it very useful for finding interpretable prediction rules in high‐dimensional data. The new algorithm is based on a combination of gradient ascent optimization with the Newton–Raphson algorithm. It is described for a general likelihood function and can be applied in generalized linear models and other models with an L₁ penalty. The algorithm is demonstrated in the Cox proportional hazards model, predicting survival of breast cancer patients using gene expression data, and its performance is compared with competing approaches. An R package, penalized , that implements the method, is available on CRAN.     

A General Class of Semiparametric Transformation Frailty Models for Nonproportional Hazards Survival Data

Summary We propose a semiparametrically efficient estimation of a broad class of transformation regression models for nonproportional hazards data. Classical transformation models are to be viewed from a frailty model paradigm, and the proposed method provides a unified approach that is valid for both continuous and discrete frailty models. The proposed models are shown to be flexible enough to model long‐term follow‐up survival data when the treatment effect diminishes over time, a case for which the PH or proportional odds assumption is violated, or a situation in which a substantial proportion of patients remains cured after treatment. Estimation of the link parameter in frailty distribution, considered to be unknown and possibly dependent on a time‐independent covariates, is automatically included in the proposed methods. The observed information matrix is computed to evaluate the variances of all the parameter estimates. Our likelihood‐based approach provides a natural way to construct simple statistics for testing the PH and proportional odds assumptions for usual survival data or testing the short‐ and long‐term effects for survival data with a cure fraction. Simulation studies demonstrate that the proposed inference procedures perform well in realistic settings. Applications to two medical studies are provided.     

Joint semiparametric models for case-cohort designs

Two-phase studies such as case-cohort and nested case-control studies are widely used cost-effective sampling strategies. In the first phase, the observed failure/censoring time and inexpensive exposures are collected. In the second phase, a subgroup of subjects is selected for measurements of expensive exposures based on the information from the first phase. One challenging issue is how to utilize all the available information to conduct efficient regression analyses of the two-phase study data. This paper proposes a joint semiparametric modeling of the survival outcome and the expensive exposures. Specifically, we assume a class of semiparametric transformation models and a semiparametric density ratio model for the survival outcome and the expensive exposures, respectively. The class of semiparametric transformation models includes the proportional hazards model and the proportional odds model as special cases. The density ratio model is flexible in modeling multivariate mixed-type data. We develop efficient likelihood-based estimation and inference procedures and establish the large sample properties of the nonparametric maximum likelihood estimators. Extensive numerical studies reveal that the proposed methods perform well under practical settings. The proposed methods also appear to be reasonably robust under various model mis-specifications. An application to the National Wilms Tumor Study is provided.     

Estimating overdispersion in sparse multinomial data

Multinomial data arise in many areas of the life sciences, such as mark-recapture studies and phylogenetics, and will often by overdispersed, with the variance being higher than predicted by a multinomial model. The quasi-likelihood approach to modeling this overdispersion involves the assumption that the variance is proportional to that specified by the multinomial model. As this approach does not require specification of the full distribution of the response variable, it can be more robust than fitting a Dirichlet-multinomial model or adding a random effect to the linear predictor. Estimation of the amount of overdispersion is often based on Pearson's statistic X² or the deviance D. For many types of study, such as mark-recapture, the data will be sparse. The estimator based on X² can then be highly variable, and that based on D can have a large negative bias. We derive a new estimator, which has a smaller asymptotic variance than that based on X², the difference being most marked for sparse data. We illustrate the numerical difference between the three estimators using a mark-recapture study of swifts and compare their performance via a simulation study. The new estimator has the lowest root mean squared error across a range of scenarios, especially when the data are very sparse.     

Statistical Inference for Truncated Dirichlet Distribution and Its Application in Misclassification

This paper is concerned with the statistical inference of a truncated Dirichlet distribution (TDD) arising in the general context of misclassified multinomial models (such as medical screening or diagnostic tests) and experimental design with mixtures. By employing the conditional distribution method, we offer a generating procedure for the TDD. Alternatively, a sampling‐based approach using the Gibbs sampler was provided as a means for developing the posterior moments of interest. Finding the mode of a TDD is equivalent to extracting the constrained maximum likelihood estimate (MLE) of parameter vector in a multinomial model. Based upon a theoretic result, we propose an algorithm to calculate the constrained MLE. Applications in misclassification are presented.     

Joint Models of Longitudinal Data and Recurrent Events with Informative Terminal Event

This article presents semiparametric joint models to analyze longitudinal data with recurrent events (e.g. multiple tumors, repeated hospital admissions) and a terminal event such as death. A broad class of transformation models for the cumulative intensity of the recurrent events and the cumulative hazard of the terminal event is considered, which includes the proportional hazards model and the proportional odds model as special cases. We propose to estimate all the parameters using the nonparametric maximum likelihood estimators (NPMLE). We provide the simple and efficient EM algorithms to implement the proposed inference procedure. Asymptotic properties of the estimators are shown to be asymptotically normal and semiparametrically efficient. Finally, we evaluate the performance of the method through extensive simulation studies and a real-data application.     

Allometric estimation of total leaf area in the neotropical palm Euterpe oleracea at La Selva, Costa Rica

We estimated the magnitude of the total leaf area of the neotropical palm Euterpe oleracea and examined its allometry relative to the variation in stem height and diameter at La Selva Biological Station in Costa Rica. The allometric relationships between frond leaf area and frond length (from tip to base), and between frond leaf area and number of leaflets, were determined by natural logarithmic regressions to estimate the total area of each frond. Palm total leaf area was then estimated by adding the area of the composing fronds. We fit 14 separate regression models that related one or more of the morphological variables (number of fronds, diameter at breast height, stem height) to the total leaf area. Our results show that palm total leaf area is directly proportional to the number of fronds and palm size as reflected in stem height and diameter. Eight out of the 14 models had r ² values of >0.90 and incorporated a diverse combination of predictor variables. Simple linear regression models were more congruent with the observed values of total leaf area, whereas natural logarithmic models overestimated the value of total leaf area for large palms. Both approaches show a high degree of association among morphological characters in E. oleracea supporting the hypothesis that palms behave like unitary organisms, and are morphologically constrained by the lack of secondary meristems. To afford attaining canopy heights, woody palms need to show a high degree of phenotypic integration, shaping their growth and allometric relationships to match spatial and temporal changes in resources.