Semiparametric frailty models for clustered failure time data

We consider frailty models with additive semiparametric covariate effects for clustered failure time data. We propose a doubly penalized partial likelihood (DPPL) procedure to estimate the nonparametric functions using smoothing splines. We show that the DPPL estimators could be obtained from fitting an augmented working frailty model with parametric covariate effects, whereas the nonparametric functions being estimated as linear combinations of fixed and random effects, and the smoothing parameters being estimated as extra variance components. This approach allows us to conveniently estimate all model components within a unified frailty model framework. We evaluate the finite sample performance of the proposed method via a simulation study, and apply the method to analyze data from a study of sexually transmitted infections (STI).     

Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data

A semiparametric regression model for longitudinal data is considered.The empirical likelihood method is used to estimate the regressioncoefficients and the baseline function, and to construct confidenceregions and intervals. It is proved that the maximum empiricallikelihood estimator of the regression coefficients achievesasymptotic efficiency and the estimator of the baseline functionattains asymptotic normality when a bias correction is made.Two calibrated empirical likelihood approaches to inferencefor the baseline function are developed. We propose a groupwiseempirical likelihood procedure to handle the inter-series dependencefor the longitudinal semiparametric regression model, and employbias correction to construct the empirical likelihood ratiofunctions for the parameters of interest. This leads us to provea nonparametric version of Wilks' theorem. Compared with methodsbased on normal approximations, the empirical likelihood doesnot require consistent estimators for the asymptotic varianceand bias. A simulation compares the empirical likelihood andnormal-based methods in terms of coverage accuracies and averageareas/lengths of confidence regions/intervals.     

Generalized linear mixed models with varying coefficients for longitudinal data

The routinely assumed parametric functional form in the linear predictor of a generalized linear mixed model for longitudinal data may be too restrictive to represent true underlying covariate effects. We relax this assumption by representing these covariate effects by smooth but otherwise arbitrary functions of time, with random effects used to model the correlation induced by among-subject and within-subject variation. Due to the usually intractable integration involved in evaluating the quasi-likelihood function, the double penalized quasi-likelihood (DPQL) approach of Lin and Zhang (1999, Journal of the Royal Statistical Society, Series B61, 381-400) is used to estimate the varying coefficients and the variance components simultaneously by representing a nonparametric function by a linear combination of fixed effects and random effects. A scaled chi-squared test based on the mixed model representation of the proposed model is developed to test whether an underlying varying coefficient is a polynomial of certain degree. We evaluate the performance of the procedures through simulation studies and illustrate their application with Indonesian children infectious disease data.     

Bayesian Inference in Semiparametric Mixed Models for Longitudinal Data

Summary .  We consider Bayesian inference in semiparametric mixed models (SPMMs) for longitudinal data. SPMMs are a class of models that use a nonparametric function to model a time effect, a parametric function to model other covariate effects, and parametric or nonparametric random effects to account for the within-subject correlation. We model the nonparametric function using a Bayesian formulation of a cubic smoothing spline, and the random effect distribution using a normal distribution and alternatively a nonparametric Dirichlet process (DP) prior. When the random effect distribution is assumed to be normal, we propose a uniform shrinkage prior (USP) for the variance components and the smoothing parameter. When the random effect distribution is modeled nonparametrically, we use a DP prior with a normal base measure and propose a USP for the hyperparameters of the DP base measure. We argue that the commonly assumed DP prior implies a nonzero mean of the random effect distribution, even when a base measure with mean zero is specified. This implies weak identifiability for the fixed effects, and can therefore lead to biased estimators and poor inference for the regression coefficients and the spline estimator of the nonparametric function. We propose an adjustment using a postprocessing technique. We show that under mild conditions the posterior is proper under the proposed USP, a flat prior for the fixed effect parameters, and an improper prior for the residual variance. We illustrate the proposed approach using a longitudinal hormone dataset, and carry out extensive simulation studies to compare its finite sample performance with existing methods.     

Using semiparametric‐mixed model and functional linear model to detect vulnerable prenatal window to carcinogenic polycyclic aromatic hydrocarbons on fetal growth

Prenatal exposure to carcinogenic polycyclic aromatic hydrocarbons (c‐PAHs) through maternal inhalation induces higher risk for a wide range of fetotoxic effects. However, the most health‐relevant dose function from chronic gestational exposure remains unclear. Whether there is a gestational window during which the human embryo/fetus is particularly vulnerable to PAHs has not been examined thoroughly. We consider a longitudinal semiparametric‐mixed effect model to characterize the individual prenatal PAH exposure trajectory, where a nonparametric cyclic smooth function plus a linear function are used to model the time effect and random effects are used to account for the within‐subject correlation. We propose a penalized least squares approach to estimate the parametric regression coefficients and the nonparametric function of time. The smoothing parameter and variance components are selected using the generalized cross‐validation (GCV) criteria. The estimated subject‐specific trajectory of prenatal exposure is linked to the birth outcomes through a set of functional linear models, where the coefficient of log PAH exposure is a fully nonparametric function of gestational age. This allows the effect of PAH exposure on each birth outcome to vary at different gestational ages, and the window associated with significant adverse effect is identified as a vulnerable prenatal window to PAHs on fetal growth. We minimize the penalized sum of squared errors using a spline‐based expansion of the nonparametric coefficient function to draw statistical inferences, and the smoothing parameter is chosen through GCV.     

Smoothing spline-based score tests for proportional hazards models

We propose "score-type" tests for the proportional hazards assumption and for covariate effects in the Cox model using the natural smoothing spline representation of the corresponding nonparametric functions of time or covariate. The tests are based on the penalized partial likelihood and are derived by viewing the inverse of the smoothing parameter as a variance component and testing an equivalent null hypothesis that the variance component is zero. We show that the tests have a size close to the nominal level and good power against general alternatives, and we apply them to data from a cancer clinical trial.     

Using local correlation in kernel-based smoothers for dependent data

We consider the general problem of smoothing correlated data to estimate the nonparametric mean function when a random, but bounded, number of measurements is available for each independent subject. We propose a simple extension to the local polynomial regression smoother that retains the asymptotic properties of the working independence estimator, while typically reducing both the conditional bias and variance for practical sample sizes, as demonstrated by exact calculations for some particular models. We illustrate our method by smoothing longitudinal functional decline data for 100 patients with Huntington's disease. The class of local polynomial kernel-based estimating equations previously considered in the literature is shown to use the global correlation structure in an apparently detrimental way, which explains why some previous attempts to incorporate correlation were found to be asymptotically inferior to the working independence estimator.     

Estimation in the cox proportional hazards model with left-truncated and interval-censored data

We show that the nonparametric maximum likelihood estimate (NPMLE) of the regression coefficient from the joint likelihood (of the regression coefficient and the baseline survival) works well for the Cox proportional hazards model with left-truncated and interval-censored data, but the NPMLE may underestimate the baseline survival. Two alternatives are also considered: first, the marginal likelihood approach by extending Satten (1996, Biometrika 83, 355-370) to truncated data, where the baseline distribution is eliminated as a nuisance parameter; and second, the monotone maximum likelihood estimate that maximizes the joint likelihood by assuming that the baseline distribution has a nondecreasing hazard function, which was originally proposed to overcome the underestimation of the survival from the NPMLE for left-truncated data without covariates (Tsai, 1988, Biometrika 75, 319-324). The bootstrap is proposed to draw inference. Simulations were conducted to assess their performance. The methods are applied to the Massachusetts Health Care Panel Study data set to compare the probabilities of losing functional independence for male and female seniors.     

Nonparametric functional mapping of quantitative trait loci

Summary .  Functional mapping is a useful tool for mapping quantitative trait loci (QTL) that control dynamic traits. It incorporates mathematical aspects of biological processes into the mixture model-based likelihood setting for QTL mapping, thus increasing the power of QTL detection and the precision of parameter estimation. However, in many situations there is no obvious functional form and, in such cases, this strategy will not be optimal. Here we propose to use nonparametric function estimation, typically implemented with B-splines, to estimate the underlying functional form of phenotypic trajectories, and then construct a nonparametric test to find evidence of existing QTL. Using the representation of a nonparametric regression as a mixed model, the final test statistic is a likelihood ratio test. We consider two types of genetic maps: dense maps and general maps, and the power of nonparametric functional mapping is investigated through simulation studies and demonstrated by examples.     

Hypothesis testing in semiparametric additive mixed models

We consider testing whether the nonparametric function in a semiparametric additive mixed model is a simple fixed degree polynomial, for example, a simple linear function. This test provides a goodness-of-fit test for checking parametric models against nonparametric models. It is based on the mixed-model representation of the smoothing spline estimator of the nonparametric function and the variance component score test by treating the inverse of the smoothing parameter as an extra variance component. We also consider testing the equivalence of two nonparametric functions in semiparametric additive mixed models for two groups, such as treatment and placebo groups. The proposed tests are applied to data from an epidemiological study and a clinical trial and their performance is evaluated through simulations.     

Continuous time Markov models for binary longitudinal data

Longitudinal data usually consist of a number of short time series. A group of subjects or groups of subjects are followed over time and observations are often taken at unequally spaced time points, and may be at different times for different subjects. When the errors and random effects are Gaussian, the likelihood of these unbalanced linear mixed models can be directly calculated, and nonlinear optimization used to obtain maximum likelihood estimates of the fixed regression coefficients and parameters in the variance components. For binary longitudinal data, a two state, non-homogeneous continuous time Markov process approach is used to model serial correlation within subjects. Formulating the model as a continuous time Markov process allows the observations to be equally or unequally spaced. Fixed and time varying covariates can be included in the model, and the continuous time model allows the estimation of the odds ratio for an exposure variable based on the steady state distribution. Exact likelihoods can be calculated. The initial probability distribution on the first observation on each subject is estimated using logistic regression that can involve covariates, and this estimation is embedded in the overall estimation. These models are applied to an intervention study designed to reduce children's sun exposure.     

Joint modeling of survival and longitudinal data: likelihood approach revisited

The maximum likelihood approach to jointly model the survival time and its longitudinal covariates has been successful to model both processes in longitudinal studies. Random effects in the longitudinal process are often used to model the survival times through a proportional hazards model, and this invokes an EM algorithm to search for the maximum likelihood estimates (MLEs). Several intriguing issues are examined here, including the robustness of the MLEs against departure from the normal random effects assumption, and difficulties with the profile likelihood approach to provide reliable estimates for the standard error of the MLEs. We provide insights into the robustness property and suggest to overcome the difficulty of reliable estimates for the standard errors by using bootstrap procedures. Numerical studies and data analysis illustrate our points.     

An alternative derivation of Harville's restricted log likelihood function for variance component estimation

Estimation of variance components in linear mixed models is important in clinical trial and longitudinal data analysis. It is also important in animal and plant breeding for accurately partitioning total phenotypic variance into genetic and environmental variances. Restricted maximum likelihood (REML) method is often preferred over the maximum likelihood (ML) method for variance component estimation because REML takes into account the lost degree of freedom resulting from estimating the fixed effects. The original restricted likelihood function involves a linear transformation of the original response variable (a collection of error contrasts). Harville's final form of the restricted likelihood function does not involve the transformation and thus is much easier to manipulate than the original restricted likelihood function. There are several different ways to show that the two forms of the restricted likelihood are equivalent. In this study, I present a much simpler way to derive Harville's restricted likelihood function. I first treat the fixed effects as random effects and call such a mixed model a pseudo random model (PDRM). I then construct a likelihood function for the PDRM. Finally, I let the variance of the pseudo random effects be infinity and show that the limit of the likelihood function of the PDRM is the restricted likelihood function.     

Mixtures of varying coefficient models for longitudinal data with discrete or continuous nonignorable dropout

The analysis of longitudinal repeated measures data is frequently complicated by missing data due to informative dropout. We describe a mixture model for joint distribution for longitudinal repeated measures, where the dropout distribution may be continuous and the dependence between response and dropout is semiparametric. Specifically, we assume that responses follow a varying coefficient random effects model conditional on dropout time, where the regression coefficients depend on dropout time through unspecified nonparametric functions that are estimated using step functions when dropout time is discrete (e.g., for panel data) and using smoothing splines when dropout time is continuous. Inference under the proposed semiparametric model is hence more robust than the parametric conditional linear model. The unconditional distribution of the repeated measures is a mixture over the dropout distribution. We show that estimation in the semiparametric varying coefficient mixture model can proceed by fitting a parametric mixed effects model and can be carried out on standard software platforms such as SAS. The model is used to analyze data from a recent AIDS clinical trial and its performance is evaluated using simulations.     

Dependence Calibration in Conditional Copulas: A Nonparametric Approach

Summary The study of dependence between random variables is a mainstay in statistics. In many cases, the strength of dependence between two or more random variables varies according to the values of a measured covariate. We propose inference for this type of variation using a conditional copula model where the copula function belongs to a parametric copula family and the copula parameter varies with the covariate. In order to estimate the functional relationship between the copula parameter and the covariate, we propose a nonparametric approach based on local likelihood. Of importance is also the choice of the copula family that best represents a given set of data. The proposed framework naturally leads to a novel copula selection method based on cross‐validated prediction errors. We derive the asymptotic bias and variance of the resulting local polynomial estimator, and outline how to construct pointwise confidence intervals. The finite‐sample performance of our method is investigated using simulation studies and is illustrated using a subset of the Matched Multiple Birth data.     

On the asymptotics of marginal regression splines with longitudinal data

There have been studies on how the asymptotic efficiency ofa nonparametric function estimator depends on the handling ofthe within-cluster correlation when nonparametric regressionmodels are used on longitudinal or cluster data. In particular,methods based on smoothing splines and local polynomial kernelsexhibit different behaviour. We show that the generalized estimationequations based on weighted least squares regression splinesfor the nonparametric function have an interesting property:the asymptotic bias of the estimator does not depend on theworking correlation matrix, but the asymptotic variance, andtherefore the mean squared error, is minimized when the truecorrelation structure is specified. This property of the asymptoticbias distinguishes regression splines from smoothing splines.     

Semiparametric regression of multidimensional genetic pathway data: least-squares kernel machines and linear mixed models

We consider a semiparametric regression model that relates a normal outcome to covariates and a genetic pathway, where the covariate effects are modeled parametrically and the pathway effect of multiple gene expressions is modeled parametrically or nonparametrically using least-squares kernel machines (LSKMs). This unified framework allows a flexible function for the joint effect of multiple genes within a pathway by specifying a kernel function and allows for the possibility that each gene expression effect might be nonlinear and the genes within the same pathway are likely to interact with each other in a complicated way. This semiparametric model also makes it possible to test for the overall genetic pathway effect. We show that the LSKM semiparametric regression can be formulated using a linear mixed model. Estimation and inference hence can proceed within the linear mixed model framework using standard mixed model software. Both the regression coefficients of the covariate effects and the LSKM estimator of the genetic pathway effect can be obtained using the best linear unbiased predictor in the corresponding linear mixed model formulation. The smoothing parameter and the kernel parameter can be estimated as variance components using restricted maximum likelihood. A score test is developed to test for the genetic pathway effect. Model/variable selection within the LSKM framework is discussed. The methods are illustrated using a prostate cancer data set and evaluated using simulations.     

Variable Selection for Semiparametric Mixed Models in Longitudinal Studies

Summary .  We propose a double-penalized likelihood approach for simultaneous model selection and estimation in semiparametric mixed models for longitudinal data. Two types of penalties are jointly imposed on the ordinary log-likelihood: the roughness penalty on the nonparametric baseline function and a nonconcave shrinkage penalty on linear coefficients to achieve model sparsity. Compared to existing estimation equation based approaches, our procedure provides valid inference for data with missing at random, and will be more efficient if the specified model is correct. Another advantage of the new procedure is its easy computation for both regression components and variance parameters. We show that the double-penalized problem can be conveniently reformulated into a linear mixed model framework, so that existing software can be directly used to implement our method. For the purpose of model inference, we derive both frequentist and Bayesian variance estimation for estimated parametric and nonparametric components. Simulation is used to evaluate and compare the performance of our method to the existing ones. We then apply the new method to a real data set from a lactation study.     

Simplifying the estimation of diagnostic testing accuracy over time for high specificity tests in the absence of a gold standard

Many different methods for evaluating diagnostic test results in the absence of a gold standard have been proposed. In this paper, we discuss how one common method, a maximum likelihood estimate for a latent class model found via the Expectation-Maximization (EM) algorithm can be applied to longitudinal data where test sensitivity changes over time. We also propose two simplified and nonparametric methods which use data-based indicator variables for disease status and compare their accuracy to the maximum likelihood estimation (MLE) results. We find that with high specificity tests, the performance of simpler approximations may be just as high as the MLE.     

Bayesian nonparametric regression analysis of data with random effects covariates from longitudinal measurements

We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves.