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.     

On the probability model for asthma attacks

In environmental epidemiology, the impact of environmental agents on symptoms or health status is of interest. This influence is described quantitatively in the theory of Whittemore & Keller (1979). They formulated a logistic model for individuals that is useful in evaluation of panel studies in which each participant protocols whether he does or does not have a certain symptom each day. In the present paper an equation for the prevalence of symptoms in the study population that is defined as the fraction of symptomatic subjects is deduced from the model for individuals. The model for the aggregated quantity depends on the individuals' parameters in a nonlinear manner. The relationship between the individual-based model and the corresponding population-based model is illustrated by means of a simulated panel. Bayesian estimates of the parameters are calculated and compared for both approaches. Bayesian inference enables to apply the prevalence model to a population of non-identical individuals. For such a heterogeneous population, we observe an attenuation of environmental effects on the aggregated symptom prevalence in comparison to the individual-based approach. The presented theory is applicable not only to panel studies but also in time-series analysis of prevalences and incidences.     

Association Models for Clustered Data with Binary and Continuous Responses

Summary .  We consider analysis of clustered data with mixed bivariate responses, i.e., where each member of the cluster has a binary and a continuous outcome. We propose a new bivariate random effects model that induces associations among the binary outcomes within a cluster, among the continuous outcomes within a cluster, between a binary outcome and a continuous outcome from different subjects within a cluster, as well as the direct association between the binary and continuous outcomes within the same subject. For the ease of interpretations of the regression effects, the marginal model of the binary response probability integrated over the random effects preserves the logistic form and the marginal expectation of the continuous response preserves the linear form. We implement maximum likelihood estimation of our model parameters using standard software such as PROC NLMIXED of SAS . Our simulation study demonstrates the robustness of our method with respect to the misspecification of the regression model as well as the random effects model. We illustrate our methodology by analyzing a developmental toxicity study of ethylene glycol in mice.     

Modeling multivariate survival data by a semiparametric random effects proportional odds model

In this article, the focus is on the analysis of multivariate survival time data with various types of dependence structures. Examples of multivariate survival data include clustered data and repeated measurements from the same subject, such as the interrecurrence times of cancer tumors. A random effect semiparametric proportional odds model is proposed as an alternative to the proportional hazards model. The distribution of the random effects is assumed to be multivariate normal and the random effect is assumed to act additively to the baseline log-odds function. This class of models, which includes the usual shared random effects model, the additive variance components model, and the dynamic random effects model as special cases, is highly flexible and is capable of modeling a wide range of multivariate survival data. A unified estimation procedure is proposed to estimate the regression and dependence parameters simultaneously by means of a marginal-likelihood approach. Unlike the fully parametric case, the regression parameter estimate is not sensitive to the choice of correlation structure of the random effects. The marginal likelihood is approximated by the Monte Carlo method. Simulation studies are carried out to investigate the performance of the proposed method. The proposed method is applied to two well-known data sets, including clustered data and recurrent event times data.     

Semiparametric transformation models for interval‐censored data in the presence of a cure fraction

Mixed case interval‐censored data arise when the event of interest is known only to occur within an interval induced by a sequence of random examination times. Such data are commonly encountered in disease research with longitudinal follow‐up. Furthermore, the medical treatment has progressed over the last decade with an increasing proportion of patients being cured for many types of diseases. Thus, interest has grown in cure models for survival data which hypothesize a certain proportion of subjects in the population are not expected to experience the events of interest. In this article, we consider a two‐component mixture cure model for regression analysis of mixed case interval‐censored data. The first component is a logistic regression model that describes the cure rate, and the second component is a semiparametric transformation model that describes the distribution of event time for the uncured subjects. We propose semiparametric maximum likelihood estimation for the considered model. We develop an EM type algorithm for obtaining the semiparametric maximum likelihood estimators (SPMLE) of regression parameters and establish their consistency, efficiency, and asymptotic normality. Extensive simulation studies indicate that the SPMLE performs satisfactorily in a wide variety of settings. The proposed method is illustrated by the analysis of the hypobaric decompression sickness data from National Aeronautics and Space Administration.     

The Treatment of Missing Values in Logistic Regression

The efficiencies of the estimators in the linear logistic regression model are examined using simulations under six missing value treatments. These treatments use either the maximum likelihood or the discriminant function approach in the estimation of the regression coefficients. Missing values are assumed to occur at random. The cases of multivariate normal and dichotomous independent variables are both considered. We found that in general, there is no uniformly best method. However, mean substitution and discriminant function estimation using existing pairs of values for correlations turn out to be favourable for the cases considered.     

Semiparametric modeling of longitudinal measurements and time-to-event data--a two-stage regression calibration approach

SUMMARY: In this article we investigate regression calibration methods to jointly model longitudinal and survival data using a semiparametric longitudinal model and a proportional hazards model. In the longitudinal model, a biomarker is assumed to follow a semiparametric mixed model where covariate effects are modeled parametrically and subject-specific time profiles are modeled nonparametrially using a population smoothing spline and subject-specific random stochastic processes. The Cox model is assumed for survival data by including both the current measure and the rate of change of the underlying longitudinal trajectories as covariates, as motivated by a prostate cancer study application. We develop a two-stage semiparametric regression calibration (RC) method. Two variations of the RC method are considered, risk set regression calibration and a computationally simpler ordinary regression calibration. Simulation results show that the two-stage RC approach performs well in practice and effectively corrects the bias from the naive method. We apply the proposed methods to the analysis of a dataset for evaluating the effects of the longitudinal biomarker PSA on the recurrence of prostate cancer.     

Incorporating extra information in experimental design for bioassay

In a bioassay, under certain experimental circumstances, information on concentration (dose rate) and time to response for some subjects can be combined in a single analysis. An underlying logistic random variable is assumed and the resulting mixed- (continuous-quantal) response model is analyzed by likelihood methods. The estimation procedure for the mean and the variance is described, and expressions for asymptotic variances are obtained. A comparison of results from the mixed model and from the standard quantal-response model shows that there is a substantial reduction in the variance of the estimators for the mixed model. On the basis of the table of asymptotic variances, some design implications are discussed. An example from insect pheromone research is used to illustrate the main ideas.     

Semiparametric maximum likelihood methods for analyzing genetic and environmental effects with case-control mother-child pair data

Summary Case-control mother-child pair design represents a unique advantage for dissecting genetic susceptibility of complex traits because it allows the assessment of both maternal and offspring genetic compositions. This design has been widely adopted in studies of obstetric complications and neonatal outcomes. In this work, we developed an efficient statistical method for evaluating joint genetic and environmental effects on a binary phenotype. Using a logistic regression model to describe the relationship between the phenotype and maternal and offspring genetic and environmental risk factors, we developed a semiparametric maximum likelihood method for the estimation of odds ratio association parameters. Our method is novel because it exploits two unique features of the study data for the parameter estimation. First, the correlation between maternal and offspring SNP genotypes can be specified under the assumptions of random mating, Hardy-Weinberg equilibrium, and Mendelian inheritance. Second, environmental exposures are often not affected by offspring genes conditional on maternal genes. Our method yields more efficient estimates compared with the standard prospective method for fitting logistic regression models to case-control data. We demonstrated the performance of our method through extensive simulation studies and the analysis of data from the Jerusalem Perinatal Study.     

The equilibrium assumption in estimating the parameters of metapopulation models

1.  The construction of a predictive metapopulation model includes three steps: the choice of factors affecting metapopulation dynamics, the choice of model structure, and finally parameter estimation and model testing.
2.  Unless the assumption is made that the metapopulation is at stochastic quasi-equilibrium and unless the method of parameter estimation of model parameters uses that assumption, estimates from a limited amount of data will usually predict a trend in metapopulation size.
3.  This implicit estimation of a trend occurs because extinction-colonization stochasticity, possibly amplified by regional stochasticity, leads to unequal numbers of observed extinction and colonization events during a short study period.
4.  Metapopulation models, such as those based on the logistic regression model, that rely on observed population turnover events in parameter estimation are sensitive to the implicit estimation of a trend.
5.  A new parameter estimation method, based on Monte Carlo inference for statistically implicit models, allows an explicit decision about whether metapopulation quasi-stability is assumed or not.
6. Our confidence in metapopulation model parameter estimates that have been produced from only a few years of data is decreased by the need to know before parameter estimation whether the metapopulation is in quasi-stable state or not.
7. The choice of whether metapopulation stability is assumed or not in parameter estimation should be done consciously. Typical data sets cover only a few years and rarely allow a statistical test of a possible trend. While making the decision about stability one should consider any information about the landscape history and species and metapopulation characteristics.     

An estimation method for the semiparametric mixed effects model

A semiparametric mixed effects regression model is proposed for the analysis of clustered or longitudinal data with continuous, ordinal, or binary outcome. The common assumption of Gaussian random effects is relaxed by using a predictive recursion method (Newton and Zhang, 1999) to provide a nonparametric smooth density estimate. A new strategy is introduced to accelerate the algorithm. Parameter estimates are obtained by maximizing the marginal profile likelihood by Powell's conjugate direction search method. Monte Carlo results are presented to show that the method can improve the mean squared error of the fixed effects estimators when the random effects distribution is not Gaussian. The usefulness of visualizing the random effects density itself is illustrated in the analysis of data from the Wisconsin Sleep Survey. The proposed estimation procedure is computationally feasible for quite large data sets.     

Retrospective versus prospective score tests for genetic association with case‐control data

Since the seminal work of Prentice and Pyke, the prospective logistic likelihood has become the standard method of analysis for retrospectively collected case‐control data, in particular for testing the association between a single genetic marker and a disease outcome in genetic case‐control studies. In the study of multiple genetic markers with relatively small effects, especially those with rare variants, various aggregated approaches based on the same prospective likelihood have been developed to integrate subtle association evidence among all the markers considered. Many of the commonly used tests are derived from the prospective likelihood under a common‐random‐effect assumption, which assumes a common random effect for all subjects. We develop the locally most powerful aggregation test based on the retrospective likelihood under an independent‐random‐effect assumption, which allows the genetic effect to vary among subjects. In contrast to the fact that disease prevalence information cannot be used to improve efficiency for the estimation of odds ratio parameters in logistic regression models, we show that it can be utilized to enhance the testing power in genetic association studies. Extensive simulations demonstrate the advantages of the proposed method over the existing ones. A real genome‐wide association study is analyzed for illustration.     

Estimation in Longitudinal or Panel Data Models with Random‐Effect‐Based Missing Responses

Summary In studies with longitudinal or panel data, missing responses often depend on values of responses through a subject‐level unobserved random effect. Besides the likelihood approach based on parametric models, there exists a semiparametric method, the approximate conditional model (ACM) approach, which relies on the availability of a summary statistic and a linear or polynomial approximation to some random effects. However, two important issues must be addressed in applying ACM. The first is how to find a summary statistic and the second is how to estimate the parameters in the original model using estimates of parameters in ACM. Our study is to address these two issues. For the first issue, we derive summary statistics under various situations. For the second issue, we propose to use a grouping method, instead of linear or polynomial approximation to random effects. Because the grouping method is a moment‐based approach, the conditions we assumed in deriving summary statistics are weaker than the existing ones in the literature. When the derived summary statistic is continuous, we propose to use a classification tree method to obtain an approximate summary statistic for grouping. Some simulation results are presented to study the finite sample performance of the proposed method. An application is illustrated using data from the study of Modification of Diet in Renal Disease.     

A new approach of fitting biomass dynamics models to data

A non-traditional approach of fitting dynamic resource biomass models to data is developed in this paper. A variational adjoint technique is used for dynamic parameter estimation. In the variational formulation, a cost function measuring the distance between the model solution and the observations is minimized. The data assimilation method provides a novel and computationally efficient procedure for combining all available information, i.e., the data and the model in the analysis of a resource system. This technique will be used to analyze data for the North-east Arctic cod stock. Two alternative population growth models: the logistic and the Gompertz model are used for estimating parameters of simple bioeconomic models by the method of constrained least squares. Estimates of the parameters of the models dynamics are reasonable and can be accepted. The main inference from the work is that the average fishing mortality is found to be significantly above the maximum sustainable yield value.     

Bayesian multivariate logistic regression

Bayesian analyses of multivariate binary or categorical outcomes typically rely on probit or mixed effects logistic regression models that do not have a marginal logistic structure for the individual outcomes. In addition, difficulties arise when simple noninformative priors are chosen for the covariance parameters. Motivated by these problems, we propose a new type of multivariate logistic distribution that can be used to construct a likelihood for multivariate logistic regression analysis of binary and categorical data. The model for individual outcomes has a marginal logistic structure, simplifying interpretation. We follow a Bayesian approach to estimation and inference, developing an efficient data augmentation algorithm for posterior computation. The method is illustrated with application to a neurotoxicology study.     

Improved procedures for estimation of disease prevalence using ranked set sampling

Ranked set sampling (RSS) is a sampling procedure that can be considerably more efficient than simple random sampling (SRS). When the variable of interest is binary, ranking of the sample observations can be implemented using the estimated probabilities of success obtained from a logistic regression model developed for the binary variable. The main objective of this study is to use substantial data sets to investigate the application of RSS to estimation of a proportion for a population that is different from the one that provides the logistic regression. Our results indicate that precision in estimation of a population proportion is improved through the use of logistic regression to carry out the RSS ranking and, hence, the sample size required to achieve a desired precision is reduced. Further, the choice and the distribution of covariates in the logistic regression model are not overly crucial for the performance of a balanced RSS procedure.     

A Bayesian model for time-to-event data with informative censoring

Randomized trials with dropouts or censored data and discrete time-to-event type outcomes are frequently analyzed using the Kaplan-Meier or product limit (PL) estimation method. However, the PL method assumes that the censoring mechanism is noninformative and when this assumption is violated, the inferences may not be valid. We propose an expanded PL method using a Bayesian framework to incorporate informative censoring mechanism and perform sensitivity analysis on estimates of the cumulative incidence curves. The expanded method uses a model, which can be viewed as a pattern mixture model, where odds for having an event during the follow-up interval $$({t}_{k-1},{t}_{k}]$$, conditional on being at risk at $${t}_{k-1}$$, differ across the patterns of missing data. The sensitivity parameters relate the odds of an event, between subjects from a missing-data pattern with the observed subjects for each interval. The large number of the sensitivity parameters is reduced by considering them as random and assumed to follow a log-normal distribution with prespecified mean and variance. Then we vary the mean and variance to explore sensitivity of inferences. The missing at random (MAR) mechanism is a special case of the expanded model, thus allowing exploration of the sensitivity to inferences as departures from the inferences under the MAR assumption. The proposed approach is applied to data from the TRial Of Preventing HYpertension.     

Parameterization of Multivariate Random Effects Models for Categorical Data

Alternative parameterizations and problems of identification and estimation of multivariate random effects models for categorical responses are investigated. The issues are illustrated in the context of the multivariate binomial logit-normal (BLN) model introduced by Coull and Agresti (2000, Biometrics 56, 73-80). We demonstrate that the BLN model is poorly identified unless proper restrictions are imposed on the parameters. Moreover, estimation of BLN models is unduly computationally complex. In the first application considered by Coull and Agresti, an identification problem results in highly unstable, highly correlated parameter estimates and large standard errors. A probit-normal version of the specified BLN model is demonstrated to be underidentified, whereas the BLN model is empirically underidentified. Identification can be achieved by constraining one of the parameters. We show that a one-factor probit model is equivalent to the probit version of the specified BLN model and that a one-factor logit model is empirically equivalent to the BLN model. Estimation is greatly simplified by using a factor model.     

Prediction of the merits of single crosses

Summary Best linear unbiased prediction of single crosses is described for a model that is somewhat more complete than those previously published. The method applies to unequal subclass numbers with unequal means of the observations. The lines are assumed to be a random sample from some population. Also, methods for unbiased estimation of the variances and covariances from such data are presented.     

Conditional-cumulant-of-exposure method in logistic missing covariate regression

We consider estimation in logistic regression where some covariate variables may be missing at random. Satten and Kupper (1993, Journal of the American Statistical Association 88, 200-208) proposed estimating odds ratio parameters using methods based on the probability of exposure. By approximating a partial likelihood, we extend their idea and propose a method that estimates the cumulant-generating function of the missing covariate given observed covariates and surrogates in the controls. Our proposed method first estimates some lower order cumulants of the conditional distribution of the unobserved data and then solves a resulting estimating equation for the logistic regression parameter. A simple version of the proposed method is to replace a missing covariate by the summation of its conditional mean and conditional variance given observed data in the controls. We note that one important property of the proposed method is that, when the validation is only on controls, a class of inverse selection probability weighted semiparametric estimators cannot be applied because selection probabilities on cases are zeroes. The proposed estimator performs well unless the relative risk parameters are large, even though it is technically inconsistent. Small-sample simulations are conducted. We illustrate the method by an example of real data analysis.