Group sequential methods for an ordinal logistic random-effects model under misspecification

Interim analyses in clinical trials are planned for ethical as well as economic reasons. General results have been published in the literature that allow the use of standard group sequential methodology if one uses an efficient test statistic, e.g., when Wald-type statistics are used in random-effects models for ordinal longitudinal data. These models often assume that the random effects are normally distributed. However, this is not always the case. We will show that, when the random-effects distribution is misspecified in ordinal regression models, the joint distribution of the test statistics over the different interim analyses is still a multivariate normal distribution, but a sandwich-type correction to the covariance matrix is needed in order to obtain the correct covariance matrix. The independent increment structure is also investigated. A bias in estimation will occur due to the misspecification. However, we will also show that the treatment effect estimate will be unbiased under the null hypothesis, thus maintaining the type I error. Extensive simulations based on a toenail dermatophyte onychomycosis trial are used to illustrate our results.     

Regression modeling of ordinal data with nonzero baselines

This paper develops regression models for ordinal data with nonzero control response probabilities. The models are especially useful in dose-response studies where the spontaneous or natural response rate is nonnegligible and the dosage is logarithmic. These models generalize Abbott's formula, which has been commonly used to model binary data with nonzero background observations. We describe a biologically plausible latent structure and develop an EM algorithm for fitting the models. The EM algorithm can be implemented using standard software for ordinal regression. A toxicology data set where the proposed model fits the data but a more conventional model fails is used to illustrate the methodology.     

Sequential ordinal modeling with applications to survival data

This paper considers the class of sequential ordinal models in relation to other models for ordinal response data. Markov chain Monte Carlo (MCMC) algorithms, based on the approach of Albert and Chib (1993, Journal of the American Statistical Association 88, 669-679), are developed for the fitting of these models. The ideas and methods are illustrated in detail with a real data example on the length of hospital stay for patients undergoing heart surgery. A notable aspect of this analysis is the comparison, based on marginal likelihoods and training sample priors, of several nonnested models, such as the sequential model, the cumulative ordinal model, and Weibull and log-logistic models.     

Bias in Markov models of disease

We examine bias in Markov models of diseases, including both chronic and infectious diseases. We consider two common types of Markov disease models: ones where disease progression changes by severity of disease, and ones where progression of disease changes in time or by age. We find sufficient conditions for bias to exist in models with aggregated transition probabilities when compared to models with state/time dependent transition probabilities. We also find that when aggregating data to compute transition probabilities, bias increases with the degree of data aggregation. We illustrate by examining bias in Markov models of Hepatitis C, Alzheimer’s disease, and lung cancer using medical data and find that the bias is significant depending on the method used to aggregate the data. A key implication is that by not incorporating state/time dependent transition probabilities, studies that use Markov models of diseases may be significantly overestimating or underestimating disease progression. This could potentially result in incorrect recommendations from cost-effectiveness studies and incorrect disease burden forecasts.     

Deep transformation models for functional outcome prediction after acute ischemic stroke

In many medical applications, interpretable models with high prediction performance are sought. Often, those models are required to handle semistructured data like tabular and image data. We show how to apply deep transformation models (DTMs) for distributional regression that fulfill these requirements. DTMs allow the data analyst to specify (deep) neural networks for different input modalities making them applicable to various research questions. Like statistical models, DTMs can provide interpretable effect estimates while achieving the state-of-the-art prediction performance of deep neural networks. In addition, the construction of ensembles of DTMs that retain model structure and interpretability allows quantifying epistemic and aleatoric uncertainty. In this study, we compare several DTMs, including baseline-adjusted models, trained on a semistructured data set of 407 stroke patients with the aim to predict ordinal functional outcome three months after stroke. We follow statistical principles of model-building to achieve an adequate trade-off between interpretability and flexibility while assessing the relative importance of the involved data modalities. We evaluate the models for an ordinal and dichotomized version of the outcome as used in clinical practice. We show that both tabular clinical and brain imaging data are useful for functional outcome prediction, whereas models based on tabular data only outperform those based on imaging data only. There is no substantial evidence for improved prediction when combining both data modalities. Overall, we highlight that DTMs provide a powerful, interpretable approach to analyzing semistructured data and that they have the potential to support clinical decision-making.     

Use of ordinal categorical variables in skeletal assessment of sex from the cranium

In anthropological studies, visual indicators of sex are traditionally scored on an ordinal categorical scale. Logistic and probit regression models are commonly used statistical tools for the analysis of ordinal categorical data. These models provide unbiased estimates of the posterior probabilities of sex conditional on observed indicators, but they do so only under certain conditions. We suggest a more general method for sexing using a multivariate cumulative probit model and examine both single indicator and multivariate indicator models on a sample of 138 crania from a Late Mississippian site in middle Tennessee. The crania were scored for five common sex indicators: superciliary arch form, chin form, size of mastoid process, shape of the supraorbital margin, and nuchal cresting. Independent assessment of sex for each individual is based on pubic indicators. The traditional logistic regressions are cumbersome because of limitations imposed by missing data. The logistic regression correctly classified 66/74 males and 46/64 females, with an overall correct classification of 81%. The cumulative probit model classified 64/74 males correctly and 51/64 females correctly for an overall correct classification rate of 83%. Finally, we apply parameters estimated from the logit and probit models to find posterior probabilities of sex assignment for 296 additional crania for which pubic indicators were absent or ambiguous. Am J Phys Anthropol 107:97–112, 1998. © 1998 Wiley-Liss, Inc.     

Multipoint Genetic Mapping with Trisomy Data

Trisomy is the most common genetic abnormality in humans and is the leading cause of mental retardation. Although molecular studies that use a large number of highly polymorphic markers have been undertaken to understand the recombination patterns for chromosome abnormalities, there is a lack of multilocus approaches to incorporating crossover interference in the analysis of human trisomy data. In the present article, we develop two statistical methods that simultaneously use all genetic information in trisomy data. The first approach relies on a general relationship between multilocus trisomy probabilities and multilocus ordered-tetrad probabilities. Under the assumption that no more than one chiasma exists in each marker interval, we describe how to use the expectation-maximization algorithm to examine the probability distribution of the recombination events underlying meioses that lead to trisomy. One limitation of the first approach is that the amount of computation increases exponentially with the number of markers. The second approach models the crossover process as a chi(2) model. We describe how to use hidden Markov models to evaluate multilocus trisomy probabilities. Our methods are applicable when both parents are available or when only the nondisjoining parent is available. For both methods, genetic distances among a set of markers can be estimated and the pattern of overall chiasma distribution can be inspected for differences in recombination between meioses exhibiting trisomy and normal meioses. We illustrate the proposed approaches through their application to a set of trisomy 21 data.     

Investigating MS2/MS3 matching statistics: a model for coupling consecutive stage mass spectrometry data for increased peptide identification confidence

Improvements in ion trap instrumentation have made n-dimensional mass spectrometry more practical. The overall goal of the study was to describe a model for making use of MS(2) and MS(3) information in mass spectrometry experiments. We present a statistical model for adjusting peptide identification probabilities based on the combined information obtained by coupling peptide assignments of consecutive MS(2) and MS(3) spectra. Using two data sets, a mixture of known proteins and a complex phosphopeptide-enriched sample, we demonstrate an increase in discriminating power of the adjusted probabilities compared with models using MS(2) or MS(3) data only. This work also addresses the overall value of generating MS(3) data as compared with an MS(2)-only approach with a focus on the analysis of phosphopeptide data.     

Efficient computation in the IM model

In this paper we analyze the isolation-with-migration model in a continuous-time Markov chain framework, and derive analytical expressions for the probability densities of gene tree topologies with an arbitrary number of lineages. We combine these densities with both nucleotide-substitution and infinite sites mutation models and derive probabilities for use in maximum likelihood estimation. We demonstrate how to apply lumpability of continuous-time Markov chains to achieve a significant reduction in the size of the state-space under consideration. We use matrix exponentiation and spectral decomposition to derive explicit expressions for the case of two diploid individuals in two populations, when the data is given as alignment columns. We implement these expressions in order to carry out a maximum likelihood analysis and provide a simulation study to examine the performance of our method in terms of our ability to recover true parameters. Finally, we show how the performance depends on the parameters in the model.     

Calculating Ordinal Regression Models in SAS and S‐Plus

Although a number of regression models for ordinal responses have been proposed, these models are not widely known and applied in epidemiology and biomedical research. Overviews of these models are either highly technical or consider only a small part of this class of models so that it is difficult to understand the features of the models and to recognize important relations between them. In this paper we give an overview of logistic regression models for ordinal data based upon cumulative and conditional probabilities. We show how the most popular ordinal regression models, namely the proportional odds model and the continuation ratio model, are embedded in the framework of generalized linear models. We describe the characteristics and interpretations of these models and show how the calculations can be performed by means of SAS and S‐Plus. We illustrate and compare the methods by applying them to data of a study investigating the effect of several risk factors on diabetic retinopathy. A special aspect is the violation of the usual assumption of equal slopes which makes the correct application of standard models impossible. We show how to use extensions of the standard models to work adequately with this situation.     

The IBD process along four chromosomes

In this note, we present the continuous-time Markov rate matrix that models identity by descent (ibd) patterns among four chromosomes in a population. The equilibrium distribution of this Markov process along a chromosome is the set of 4-gene state probabilities given by the Ewens sampling formula. This model will facilitate inference of identity by descent among the four chromosomes of a pair of individuals, using data at dense SNP loci among which there may be linkage disequilibrium.     

Hierarchical models for the probabilities of conception

In the last thirty years, there has been considerable interest in finding better models to fit data for probabilities of conception. An important early model was proposed by Barrett and Marshall (1969) and extended by Schwartz, MacDonald and Heuchel (1980). Recently, researchers have further extended these models by adding covariates. However, the increasingly complicated models are challenging to analyze with frequentist methods such as the EM algorithm. Bayesian models are more feasible, and the computation can be done via Markov chain Monte Carlo (MCMC). We consider a Bayesian model with an effect for protected intercourse to analyze data from the California Women's Reproductive Health Study and assess the effects of water contaminants and hormones. There are two main contributions in the paper. (1) For protected intercourse, we propose modeling the ratios of daily conception probabilities with protected intercourse to corresponding daily conception probabilities with unprotected intercourse. Due to the small sample size of our data set, we assume the ratios are the same for each day but unknown. (2) We consider Bayesian analysis under a unimodality assumption where the probabilities of conception increase before ovulation and decrease after ovulation. Gibbs sampling is used for finding the Bayesian estimates. There is some evidence that the two covariates affect fecundability.     

Covariate Adjustment of Event Histories Estimated from Markov Chains: The Additive Approach

Markov chain models are frequently used for studying event histories that include transitions between several states. An empirical transition matrix for nonhomogeneous Markov chains has previously been developed, including a detailed statistical theory based on counting processes and martingales. In this article, we show how to estimate transition probabilities dependent on covariates. This technique may, e.g., be used for making estimates of individual prognosis in epidemiological or clinical studies. The covariates are included through nonparametric additive models on the transition intensities of the Markov chain. The additive model allows for estimation of covariate-dependent transition intensities, and again a detailed theory exists based on counting processes. The martingale setting now allows for a very natural combination of the empirical transition matrix and the additive model, resulting in estimates that can be expressed as stochastic integrals, and hence their properties are easily evaluated. Two medical examples will be given. In the first example, we study how the lung cancer mortality of uranium miners depends on smoking and radon exposure. In the second example, we study how the probability of being in response depends on patient group and prophylactic treatment for leukemia patients who have had a bone marrow transplantation. A program in R and S-PLUS that can carry out the analyses described here has been developed and is freely available on the Internet.     

The quadratic cumulative odds regression model for scored ordinal outcomes: application to alcohol dependence

In this paper, we develop new regression models for the analysis of scored ordinal data (i.e. ordinal outcomes where the categories are assigned numeric values). The novel feature of these models is that they enable one to capture and identify nonlinear aspects of the relationship between an ordinal clinical measurement (used for disease diagnosis) and risk factors. These nonlinearities may be useful in generating hypotheses about the risk factor's role in the etiologic process as well as suggesting how to design future studies of the risk factor. We apply our model to study the effects of race, gender, and family history on alcohol dependence among a cohort of lifetime drinkers from the 1992 National Longitudinal Alcohol Epidemiologic Survey.     

Permutation inference methods for multivariate meta-analysis

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies heterogeneities. However, coverage probabilities of confidence regions or intervals for standard inference methods for random-effects models (eg, restricted maximum likelihood estimation) cannot retain their nominal confidence levels in general, especially when the number of synthesized studies is small because their validities depend on large sample approximations. In this article, we provide permutation-based inference methods that enable exact joint inferences for average outcome measures without large sample approximations. We also provide accurate marginal inference methods under general settings of multivariate meta-analyses. We propose effective approaches for permutation inferences using optimal weighting based on the efficient score statistic. The effectiveness of the proposed methods is illustrated via applications to bivariate meta-analyses of diagnostic accuracy studies for airway eosinophilia in asthma and a network meta-analysis for antihypertensive drugs on incident diabetes, as well as through simulation experiments. In numerical evaluations performed via simulations, our methods generally provided accurate confidence regions or intervals under a broad range of settings, whereas the current standard inference methods exhibited serious undercoverage properties.     

Evaluation and Estimation of Various Markov Models with Applications to Membrane Channel Kinetics

Hidden Markov modelling is a powerful and efficient digital signal processing strategy for extracting the maximum likelihood model from a finite length sample of noisy data. Assuming the number of states in the model is known, then the state levels, transition probabilities, initial state distribution and the noise variance can be estimated. We investigate the applicability of this technique in membrane channel kinetics not only as a parameter estimator, but also as an aid to discriminating between various model types according to their statistical likelihood. We survey three representative classes of channel dynamics, namely: aggregated Markov models, semi-Markov models (with asymptotically convergent transition probabilities), and coupled Markov models; reformulating each within a discrete-time hidden Markov model framework. We then provide numerical evidence of the effectiveness of the procedure using simulated channel data and hence show that the correct model, as well as the model parameters, can be discerned. We also demonstrate that the model likelihood can be used to indicate the approximate number of states in the model.     

Basing population genetic inferences and models of molecular evolution upon desired stationary distributions of DNA or protein sequences

Models of molecular evolution tend to be overly simplistic caricatures of biology that are prone to assigning high probabilities to biologically implausible DNA or protein sequences. Here, we explore how to construct time-reversible evolutionary models that yield stationary distributions of sequences that match given target distributions. By adopting comparatively realistic target distributions,evolutionary models can be improved. Instead of focusing on estimating parameters, we concentrate on the population genetic implications of these models. Specifically, we obtain estimates of the product of effective population size and relative fitness difference of alleles. The approach is illustrated with two applications to protein-coding DNA. In the first, a codon-based evolutionary model yields a stationary distribution of sequences, which, when the sequences are translated,matches a variable-length Markov model trained on human proteins. In the second, we introduce an insertion-deletion model that describes selectively neutral evolutionary changes to DNA. We then show how to modify the neutral model so that its stationary distribution at the amino acid level can match a profile hidden Markov model, such as the one associated with the Pfam database.     

Factors influencing soay sheep survival: a Bayesian analysis

This article presents a Bayesian analysis of mark-recapture-recovery data on Soay sheep. A reversible jump Markov chain Monte Carlo technique is used to determine age classes of common survival, and to model the survival probabilities in those classes using logistic regression. This involves environmental and individual covariates, as well as random effects. Auxiliary variables are used to impute missing covariates measured on individual sheep. The Bayesian approach suggests different models from those previously obtained using classical statistical methods. Following model averaging, features that were not previously detected, and which are of ecological importance, are identified.     

Models for Ordinal Agreement Data

Statistical models can be used to describe the probabilistic structure underlying cross‐classified agreement data. This article explains how models for ordinal agreement data can be understood in terms of an association component and an agreement component. The association component accounts for the positive association typically present in ordinal ratings of two observers. The agreement component specifies a model for the diagonal cells of the cross‐classified ratings. Several models for ordinal agreement data proposed in the literature are special cases of this approach. A new log‐linear model for agreement data that can also be understood in terms of the two components is presented and illustrated using data from a case‐control study of coronary heart disease.     

Analysis of Longitudinal Data of Epileptic Seizure Counts – A Two‐State Hidden Markov Regression Approach

This paper discusses a two‐state hidden Markov Poisson regression (MPR) model for analyzing longitudinal data of epileptic seizure counts, which allows for the rate of the Poisson process to depend on covariates through an exponential link function and to change according to the states of a two‐state Markov chain with its transition probabilities associated with covariates through a logit link function. This paper also considers a two‐state hidden Markov negative binomial regression (MNBR) model, as an alternative, by using the negative binomial instead of Poisson distribution in the proposed MPR model when there exists extra‐Poisson variation conditional on the states of the Markov chain. The two proposed models in this paper relax the stationary requirement of the Markov chain, allow for overdispersion relative to the usual Poisson regression model and for correlation between repeated observations. The proposed methodology provides a plausible analysis for the longitudinal data of epileptic seizure counts, and the MNBR model fits the data much better than the MPR model. Maximum likelihood estimation using the EM and quasi‐Newton algorithms is discussed. A Monte Carlo study for the proposed MPR model investigates the reliability of the estimation method, the choice of probabilities for the initial states of the Markov chain, and some finite sample behaviors of the maximum likelihood estimates, suggesting that (1) the estimation method is accurate and reliable as long as the total number of observations is reasonably large, and (2) the choice of probabilities for the initial states of the Markov process has little impact on the parameter estimates.