Estimating equations for parameters in stochastic growth models from tag-recapture data

James (1991, Biometrics 47, 1519-1530) constructed unbiased estimating functions for estimating the two parameters in the von Bertalanffy growth curve from tag-recapture data. This paper provides unbiased estimating functions for a class of growth models that incorporate stochastic components and explanatory variables. A simulation study using seasonal growth models indicates that the proposed method works well while the least-squares methods that are commonly used in the literature may produce substantially biased estimates. The proposed model and method are also applied to real data from tagged rock lobsters to assess the possible seasonal effect on growth.     

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.     

Analysis of comparative data using generalized estimating equations

It is widely acknowledged that the analysis of comparative data from related species should be performed taking into account their phylogenetic relationships. We introduce a new method, based on the use of generalized estimating equations (GEE), for the analysis of comparative data. The principle is to incorporate, in the modelling process, a correlation matrix that specifies the dependence among observations. This matrix is obtained from the phylogenetic tree of the studied species. Using this approach, a variety of distributions (discrete or continuous) can be analysed using a generalized linear modelling framework, phylogenies with multichotomies can be analysed, and there is no need to estimate ancestral character state. A simulation study showed that the proposed approach has good statistical properties with a type-I error rate close to the nominal 5%, and statistical power to detect correlated evolution between two characters which increases with the strength of the correlation. The proposed approach performs well for the analysis of discrete characters. We illustrate our approach with some data on macro-ecological correlates in birds. Some extensions of the use of GEE are discussed.     

The analysis of stratified multiple responses

Surveys often contain qualitative variables for which respondents may select any number of the outcome categories. For instance, for the question “What type of contraception have you used?” with possible responses (oral, condom, lubricated condom, spermicide, and diaphragm), respondents would be instructed to select as many of the outcomes that apply. This situation is known as multiple responses. When the data includes stratification variables, we discuss two approaches: (1) the “GEE” approach which uses logit models directly applying the generalized estimating equations (GEE) method (Liang and Zeger, 1986); and (2) the “GMH” approach which extends the generalized Mantel–Haenszel type estimators (Greenland, 1989) to make inferences across multiple responses. These approaches can also be used for data with dependent observations across strata. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Modeling concordance correlation via GEE to evaluate reproducibility

Clinical studies are often concerned with assessing whether different raters/methods produce similar values for measuring a quantitative variable. Use of the concordance correlation coefficient as a measure of reproducibility has gained popularity in practice since its introduction by Lin (1989, Biometrics 45, 255-268). Lin's method is applicable for studies evaluating two raters/two methods without replications. Chinchilli et al. (1996, Biometrics 52, 341-353) extended Lin's approach to repeated measures designs by using a weighted concordance correlation coefficient. However, the existing methods cannot easily accommodate covariate adjustment, especially when one needs to model agreement. In this article, we propose a generalized estimating equations (GEE) approach to model the concordance correlation coefficient via three sets of estimating equations. The proposed approach is flexible in that (1) it can accommodate more than two correlated readings and test for the equality of dependent concordant correlation estimates; (2) it can incorporate covariates predictive of the marginal distribution; (3) it can be used to identify covariates predictive of concordance correlation; and (4) it requires minimal distribution assumptions. A simulation study is conducted to evaluate the asymptotic properties of the proposed approach. The method is illustrated with data from two biomedical studies.     

Generalized linear mixture models for handling nonignorable dropouts in longitudinal studies

This paper presents a method for analysing longitudinal data when there are dropouts. In particular, we develop a simple method based on generalized linear mixture models for handling nonignorable dropouts for a variety of discrete and continuous outcomes. Statistical inference for the model parameters is based on a generalized estimating equations (GEE) approach (Liang and Zeger, 1986). The proposed method yields estimates of the model parameters that are valid when nonresponse is nonignorable under a variety of assumptions concerning the dropout process. Furthermore, the proposed method can be implemented using widely available statistical software. Finally, an example using data from a clinical trial of contracepting women is used to illustrate the methodology.     

Inferences on the common mean of several normal populations based on the generalized variable method

This article presents procedures for hypothesis testing and interval estimation of the common mean of several normal populations. The methods are based on the concepts of generalized p-value and generalized confidence limit. The merits of the proposed methods are evaluated numerically and compared with those of the existing methods. Numerical studies show that the new procedures are accurate and perform better than the existing methods when the sample sizes are moderate and the number of populations is four or less. If the number of populations is five or more, then the generalized variable method performs much better than the existing methods regardless of the sample sizes. The generalized variable method and other existing methods are illustrated using two examples.     

Multivariate extensions of McNemar's test

This article considers global tests of differences between paired vectors of binomial probabilities, based on data from two dependent multivariate binary samples. Difference is defined as either an inhomogeneity in the marginal distributions or asymmetry in the joint distribution. For detecting the first type of difference, we propose a multivariate extension of McNemar's test and show that it is a generalized score test under a generalized estimating equations (GEE) approach. Univariate features such as the relationship between the Wald and score tests and the dropout of pairs with the same response carry over to the multivariate case and the test does not depend on the working correlation assumption among the components of the multivariate response. For sparse or imbalanced data, such as occurs when the number of variables is large or the proportions are close to zero, the test is best implemented using a bootstrap, and if this is computationally too complex, a permutation distribution. We apply the test to safety data for a drug, in which two doses are evaluated by comparing multiple responses by the same subjects to each one of them.     

Modeling repeated count data subject to informative dropout

In certain diseases, outcome is the number of morbid events over the course of follow-up. In epilepsy, e.g., daily seizure counts are often used to reflect disease severity. Follow-up of patients in clinical trials of such diseases is often subject to censoring due to patients dying or dropping out. If the sicker patients tend to be censored in such trials, estimates of the treatment effect that do not incorporate the censoring process may be misleading. We extend the shared random effects approach of Wu and Carroll (1988, Biometrics 44, 175-188) to the setting of repeated counts of events. Three strategies are developed. The first is a likelihood-based approach for jointly modeling the count and censoring processes. A shared random effect is incorporated to introduce dependence between the two processes. The second is a likelihood-based approach that conditions on the dropout times in adjusting for informative dropout. The third is a generalized estimating equations (GEE) approach, which also conditions on the dropout times but makes fewer assumptions about the distribution of the count process. Estimation procedures for each of the approaches are discussed, and the approaches are applied to data from an epilepsy clinical trial. A simulation study is also conducted to compare the various approaches. Through analyses and simulations, we demonstrate the flexibility of the likelihood-based conditional model for analyzing data from the epilepsy trial.     

Generalized variance component models for clustered categorical response variables

A generalized variance component model is proposed for the analysis of a categorical response variable with extra-multinomial variation. Categorical data obtained from research designs such as randomized multicenter clinical trials or complex sample surveys with clustering frequently exhibit extra-variation resulting from intracluster correlation. General correlation patterns are accounted for by utilizing a mixed-effects modelling approach, estimating the cluster variance components through the method of moments and modelling functions of the observed proportions through the use of estimating equations. A flexible set of assumptions characterizing the underlying covariance structure for the proportions can be accommodated. The importance of accounting for extra-variation when performing hypothesis tests is highlighted with an application to data from a multi-investigator clinical trial.     

Robust estimating functions and bias correction for longitudinal data analysis

Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be "robustified" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration.     

Estimating equations with nonignorably missing response data

Troxel, Lipsitz, and Brennan (1997, Biometrics 53, 857-869) considered parameter estimation from survey data with nonignorable nonresponse and proposed weighted estimating equations to remove the biases in the complete-case analysis that ignores missing observations. This paper suggests two alternative modifications for unbiased estimation of regression parameters when a binary outcome is potentially observed at successive time points. The weighting approach of Robins, Rotnitzky, and Zhao (1995, Journal of the American Statistical Association 90, 106-121) is also modified to obtain unbiased estimating functions. The suggested estimating functions are unbiased only when the missingness probability is correctly specified, and misspecification of the missingness model will result in biases in the estimates. Simulation studies are carried out to assess the performance of different methods when the covariate is binary or normal. For the simulation models used, the relative efficiency of the two new methods to the weighting methods is about 3.0 for the slope parameter and about 2.0 for the intercept parameter when the covariate is continuous and the missingness probability is correctly specified. All methods produce substantial biases in the estimates when the missingness model is misspecified or underspecified. Analysis of data from a medical survey illustrates the use and possible differences of these estimating functions.     

Unbiasedness of the Estimator of the Function of Expected Value in the Mixed Linear Model

The traditional method for estimating the linear function of fixed parameters in mixed linear model is a two-stage procedure. In the first stage of this procedure the variance components estimators are calculated and next in the second stage these estimators are taken as true values of variance components to estimating the linear function of fixed parameters according to generalized least squares method. In this paper the general mixed linear model is considered in which a matrix related to fixed parameters and or/a dispersion matrix of observation vector may be deficient in rank. It is shown that the estimators of a set of functions of fixed parameters obtained in second stage are unbiased if only the observation vector is symmetrically distributed about its expected value and the estimators of variance components from first stage are translation-invariant and are even functions of the observation vector.     

Elementary methods of cohort analysis with several exposure levels.

This paper proposes an extension of the Mantel-Haenszel rate ratio for the dichotomous exposure to the multiple exposure levels. This extension is based on the unbiased estimating function approach and yields closed-form Mantel-Haenszel rate ratio estimators. Dually consistent variance and covariance estimators of the estimating functions are given and a quasi-score-based confidence interval for individual common rate ratio is provided. A similar extension to the common rate difference case is also given.     

Modified Gaussian estimation for correlated binary data

In this paper, we develop a Gaussian estimation (GE) procedure to estimate the parameters of a regression model for correlated (longitudinal) binary response data using a working correlation matrix. A two‐step iterative procedure is proposed for estimating the regression parameters by the GE method and the correlation parameters by the method of moments. Consistency properties of the estimators are discussed. A simulation study was conducted to compare 11 estimators of the regression parameters, namely, four versions of the GE, five versions of the generalized estimating equations (GEEs), and two versions of the weighted GEE. Simulations show that (i) the Gaussian estimates have the smallest mean square error and best coverage probability if the working correlation structure is correctly specified and (ii) when the working correlation structure is correctly specified, the GE and the GEE with exchangeable correlation structure perform best as opposed to when the correlation structure is misspecified.     

Transformations of covariates for longitudinal data

This paper develops a general approach for dealing with parametric transformations of covariates for longitudinal data, where the responses are modeled marginally and generalized estimating equations (GEEs) are used for estimation of regression parameters. We propose an iterative algorithm for obtaining regression and transformation parameters from estimating equations, utilizing existing software for GEE problems. The algorithmic technique is closely related to that used in the Box-Tidwell transformation in classical linear regression, but we develop it under the GEE setting and for more general transformation functions. We provide supporting theorems for consistency and asymptotic Normality of the estimates. Inference between two nested models is also considered. This methodology is applied to two data sets. One consists of pill dissolution data, the other is taken from the Pittsburgh Youth Study (PYS). The PYS is a prospective longitudinal study of the development of delinquency, substance use, and mental health in male youth. We use the model-based parametric approach to examine the association between alcohol use at an early stage of adolescent development and delinquency over the course of adolescence.     

A Note on the Use of Unbiased Estimating Equations to Estimate Correlation in Analysis of Longitudinal Trials

Longitudinal trials can yield outcomes that are continuous, binary (yes/no), or are realizations of counts. In this setting we compare three approaches that have been proposed for estimation of the correlation in the framework of generalized estimating equations (GEE): quasi‐least squares (QLS), pseudo‐likelihood (PL), and an approach we refer to as Wang–Carey (WC). We prove that WC and QLS are identical for the first‐order autoregressive AR(1) correlation structure. Using simulations, we then develop guidelines for selection of an appropriate method for analysis of data from a longitudinal trial. In particular, we argue that no method is uniformly superior for analysis of unbalanced and unequally spaced data with a Markov correlation structure. Choice of the best approach will depend on the degree of imbalance and variability in the temporal spacing of measurements, value of the correlation, and type of outcome, e.g. binary or continuous. Finally, we contrast the methods in analysis of a longitudinal study of obesity following renal transplantation in children (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the accuracy of efficiency of estimating equation approach

Liang and Zeger (1986, Biometrika 73, 13-22) introduced a generalized estimating equation (GEE) approach based on a working correlation matrix to obtain efficient estimators of regression parameters in the class of generalized linear models for repeated measures data. As demonstrated by Crowder (1995, Biometrika 82, 407-410), because of uncertainty of the definition of the working correlation matrix, the Liang-Zeger approach may, in some cases, lead to a complete breakdown of the estimation of the regression parameters. After taking this comment of Crowder into account, recently Sutradhar and Das (1999, Biometrika 86, 459-465) examined the loss of efficiency of the regression estimators due to misspecification of the correlation structures. But their study was confined to the regression estimation with cluster-level covariates, as in the original paper of Liang and Zeger. In this paper, we study this efficiency loss problem for the generalized regression models with within-cluster covariates by utilizing the approach of Sutradhar and Das (1999).     

Generalized Linear Mixed-Effects Models with a Finite-Support Random-Effects Distribution: A Maximum-Penalized-Likelihood Approach

We discuss a method for simultaneously estimating the fixed parameters of a generalized linear mixed-effects model and the random-effects distribution of which no parametric assumption is made. In addition, classifying subjects into clusters according to the random regression coefficients is a natural by-product of the proposed method. An alternative approach to maximum-likelihood method, maximum-penalized-likelihood method, is used to avoid estimating “too many” clusters. Consistency and asymptotic normality properties of the estimators are presented. We also provide robust variance estimators of the fixed parameters estimators which remain consistent even in presence of misspecification. The methodology is illustrated by an application to a weight loss study.     

Effects of variance-function misspecification in analysis of longitudinal data

The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.