Variable selection with incomplete covariate data

SUMMARY: Application of classical model selection methods such as Akaike's information criterion (AIC) becomes problematic when observations are missing. In this article we propose some variations on the AIC, which are applicable to missing covariate problems. The method is directly based on the expectation maximization (EM) algorithm and is readily available for EM-based estimation methods, without much additional computational efforts. The missing data AIC criteria are formally derived and shown to work in a simulation study and by application to data on diabetic retinopathy.     

A Bayesian approach to a logistic regression model with incomplete information

Summary .   We consider a set of independent Bernoulli trials with possibly different success probabilities that depend on covariate values. However, the available data consist only of aggregate numbers of successes among subsets of the trials along with all of the covariate values. We still wish to estimate the parameters of a modeled relationship between the covariates and the success probabilities, e.g., a logistic regression model. In this article, estimation of the parameters is made from a Bayesian perspective by using a Markov chain Monte Carlo algorithm based only on the available data. The proposed methodology is applied to both simulation studies and real data from a dose–response study of a toxic chemical, perchlorate.     

Maximum likelihood estimation in random effects cure rate models with nonignorable missing covariates

We introduce a method of parameter estimation for a random effects cure rate model. We also propose a methodology that allows us to account for nonignorable missing covariates in this class of models. The proposed method corrects for possible bias introduced by complete case analysis when missing data are not missing completely at random and is motivated by data from a pair of melanoma studies conducted by the Eastern Cooperative Oncology Group in which clustering by cohort or time of study entry was suspected. In addition, these models allow estimation of cure rates, which is desirable when we do not wish to assume that all subjects remain at risk of death or relapse from disease after sufficient follow-up. We develop an EM algorithm for the model and provide an efficient Gibbs sampling scheme for carrying out the E-step of the algorithm.     

Maximum likelihood methods for cure rate models with missing covariates

We propose maximum likelihood methods for parameter estimation for a novel class of semiparametric survival models with a cure fraction, in which the covariates are allowed to be missing. We allow the covariates to be either categorical or continuous and specify a parametric distribution for the covariates that is written as a sequence of one-dimensional conditional distributions. We propose a novel EM algorithm for maximum likelihood estimation and derive standard errors by using Louis's formula (Louis, 1982, Journal of the Royal Statistical Society, Series B 44, 226-233). Computational techniques using the Monte Carlo EM algorithm are discussed and implemented. A real data set involving a melanoma cancer clinical trial is examined in detail to demonstrate the methodology.     

Median regression models for longitudinal data with dropouts

Summary .  Recently, median regression models have received increasing attention. When continuous responses follow a distribution that is quite different from a normal distribution, usual mean regression models may fail to produce efficient estimators whereas median regression models may perform satisfactorily. In this article, we discuss using median regression models to deal with longitudinal data with dropouts. Weighted estimating equations are proposed to estimate the median regression parameters for incomplete longitudinal data, where the weights are determined by modeling the dropout process. Consistency and the asymptotic distribution of the resultant estimators are established. The proposed method is used to analyze a longitudinal data set arising from a controlled trial of HIV disease ( Volberding et al., 1990 , The New England Journal of Medicine 322, 941–949). Simulation studies are conducted to assess the performance of the proposed method under various situations. An extension to estimation of the association parameters is outlined.     

Maximum likelihood estimation of two-level latent variable models with mixed continuous and polytomous data

Two-level data with hierarchical structure and mixed continuous and polytomous data are very common in biomedical research. In this article, we propose a maximum likelihood approach for analyzing a latent variable model with these data. The maximum likelihood estimates are obtained by a Monte Carlo EM algorithm that involves the Gibbs sampler for approximating the E-step and the M-step and the bridge sampling for monitoring the convergence. The approach is illustrated by a two-level data set concerning the development and preliminary findings from an AIDS preventative intervention for Filipina commercial sex workers where the relationship between some latent quantities is investigated.     

Missing covariates in longitudinal data with informative dropouts: bias analysis and inference

We consider estimation in generalized linear mixed models (GLMM) for longitudinal data with informative dropouts. At the time a unit drops out, time-varying covariates are often unobserved in addition to the missing outcome. However, existing informative dropout models typically require covariates to be completely observed. This assumption is not realistic in the presence of time-varying covariates. In this article, we first study the asymptotic bias that would result from applying existing methods, where missing time-varying covariates are handled using naive approaches, which include: (1) using only baseline values; (2) carrying forward the last observation; and (3) assuming the missing data are ignorable. Our asymptotic bias analysis shows that these naive approaches yield inconsistent estimators of model parameters. We next propose a selection/transition model that allows covariates to be missing in addition to the outcome variable at the time of dropout. The EM algorithm is used for inference in the proposed model. Data from a longitudinal study of human immunodeficiency virus (HIV)-infected women are used to illustrate the methodology.     

A note on MAR, identifying restrictions, model comparison, and sensitivity analysis in pattern mixture models with and without covariates for incomplete data

Summary Pattern mixture modeling is a popular approach for handling incomplete longitudinal data. Such models are not identifiable by construction. Identifying restrictions is one approach to mixture model identification ( Little, 1995 , Journal of the American Statistical Association 90 , 1112–1121; Little and Wang, 1996 , Biometrics 52 , 98–111; Thijs et al., 2002 , Biostatistics 3 , 245–265; Kenward, Molenberghs, and Thijs, 2003 , Biometrika 90 , 53–71; Daniels and Hogan, 2008 , in Missing Data in Longitudinal Studies: Strategies for Bayesian Modeling and Sensitivity Analysis) and is a natural starting point for missing not at random sensitivity analysis ( Thijs et al., 2002 , Biostatistics 3 , 245–265; Daniels and Hogan, 2008 , in Missing Data in Longitudinal Studies: Strategies for Bayesian Modeling and Sensitivity Analysis). However, when the pattern specific models are multivariate normal, identifying restrictions corresponding to missing at random (MAR) may not exist. Furthermore, identification strategies can be problematic in models with covariates (e.g., baseline covariates with time‐invariant coefficients). In this article, we explore conditions necessary for identifying restrictions that result in MAR to exist under a multivariate normality assumption and strategies for identifying sensitivity parameters for sensitivity analysis or for a fully Bayesian analysis with informative priors. In addition, we propose alternative modeling and sensitivity analysis strategies under a less restrictive assumption for the distribution of the observed response data. We adopt the deviance information criterion for model comparison and perform a simulation study to evaluate the performances of the different modeling approaches. We also apply the methods to a longitudinal clinical trial. Problems caused by baseline covariates with time‐invariant coefficients are investigated and an alternative identifying restriction based on residuals is proposed as a solution.     

Analysis of factors of pulmonary fungal infection in mice in respiratory medicine department based on logistic regression analysis model and Progranulin

The objective of this research is to solve the current medical problems of a high incidence of fungal infections in the lungs, high misdiagnosis rate, and high mortality. In this study, firstly, the logistic regression model was used to conduct. Risk factors of pulmonary fungal infection in respiratory department were analyzed. Then a model of pulmonary fungal infection in mice was constructed, and the expression difference of Progranulin (PGRN) in serum was detected by enzyme-linked immuno sorbent assay (ELISA). The expression of PGRN in lung tissues of mice infected by pulmonary fungi was detected by Western bolt method and quantitative polymerase chain reaction (PCR). The PGRN protein and mRNA expression in the lung epithelial cells of mice were detected after the infection. Results logistic regression model was used to analyze the main risk factors affecting pulmonary infection in mice. The risk factors of pulmonary fungal infection were indent catheter, hypoproteinemia, long-term use of glucocorticoid and long-term use of antibiotics. The PGRN content in serum was obviously higher than that before pulmonary fungal infection (P < 0.01). The expression of PGRN mRNA and protein in lung tissue was obviously higher than that before infection (P < 0.01). The expression of PGRN mRNA and protein in lung tissues of the infected group was obviously higher than that of the non-infected group (P < 0.01). The expression of PGRN protein in the lung epithelial cells of mice was obviously higher at 24 h after infection than before infection (P < 0.01), and the expression of PGRN mRNA was obviously higher at 12 h after infection than before infection (P < 0.01), indicating that PGRN is highly expressed in fungal pulmonary infection and is involved in disease progression. Therefore, this study provides a new idea for the diagnosis and treatment of fungal pulmonary infection in the later stage and has a good guiding significance for the diagnosis and treatment of fungal pulmonary infection.     

Maximum likelihood analysis of a general latent variable model with hierarchically mixed data

A general two-level latent variable model is developed to provide a comprehensive framework for model comparison of various submodels. Nonlinear relationships among the latent variables in the structural equations at both levels, as well as the effects of fixed covariates in the measurement and structural equations at both levels, can be analyzed within the framework. Moreover, the methodology can be applied to hierarchically mixed continuous, dichotomous, and polytomous data. A Monte Carlo EM algorithm is implemented to produce the maximum likelihood estimate. The E-step is completed by approximating the conditional expectations through observations that are simulated by Markov chain Monte Carlo methods, while the M-step is completed by conditional maximization. A procedure is proposed for computing the complicated observed-data log likelihood and the BIC for model comparison. The methods are illustrated by using a real data set.     

Discrete-time nonparametric estimation for semi-Markov models of chain-of-events data subject to interval censoring and truncation

Chain-of-events data are longitudinal observations on a succession of events that can only occur in a prescribed order. One goal in an analysis of this type of data is to determine the distribution of times between the successive events. This is difficult when individuals are observed periodically rather than continuously because the event times are then interval censored. Chain-of-events data may also be subject to truncation when individuals can only be observed if a certain event in the chain (e.g., the final event) has occurred. We provide a nonparametric approach to estimate the distributions of times between successive events in discrete time for data such as these under the semi-Markov assumption that the times between events are independent. This method uses a self-consistency algorithm that extends Turnbull's algorithm (1976, Journal of the Royal Statistical Society, Series B 38, 290-295). The quantities required to carry out the algorithm can be calculated recursively for improved computational efficiency. Two examples using data from studies involving HIV disease are used to illustrate our methods.     

A class of latent Markov models for capture-recapture data allowing for time, heterogeneity, and behavior effects

We propose an extension of the latent class model for the analysis of capture-recapture data which allows us to take into account the effect of a capture on the behavior of a subject with respect to future captures. The approach is based on the assumption that the variable indexing the latent class of a subject follows a Markov chain with transition probabilities depending on the previous capture history. Several constraints are allowed on these transition probabilities and on the parameters of the conditional distribution of the capture configuration given the latent process. We also allow for the presence of discrete explanatory variables, which may affect the parameters of the latent process. To estimate the resulting models, we rely on the conditional maximum likelihood approach and for this aim we outline an EM algorithm. We also give some simple rules for point and interval estimation of the population size. The approach is illustrated by applying it to two data sets concerning small mammal populations.