Boosting distributional copula regression

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model the joint distribution of multiple outcome variables by disentangling the marginal response distributions and their dependence structure. In a regression setup, each parameter of the copula model, that is, the marginal distribution parameters and the copula dependence parameters, can be related to covariates via structured additive predictors. We propose a framework to fit distributional copula regression via model-based boosting, which is a modern estimation technique that incorporates useful features like an intrinsic variable selection mechanism, parameter shrinkage and the capability to fit regression models in high-dimensional data setting, that is, situations with more covariates than observations. Thus, model-based boosting does not only complement existing Bayesian and maximum-likelihood based estimation frameworks for this model class but rather enables unique intrinsic mechanisms that can be helpful in many applied problems. The performance of our boosting algorithm for copula regression models with continuous margins is evaluated in simulation studies that cover low- and high-dimensional data settings and situations with and without dependence between the responses. Moreover, distributional copula boosting is used to jointly analyze and predict the length and the weight of newborns conditional on sonographic measurements of the fetus before delivery together with other clinical variables.     

Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry

Large-scale hypothesis testing has become a ubiquitous problem in high-dimensional statistical inference, with broad applications in various scientific disciplines. One relevant application is constituted by imaging mass spectrometry (IMS) association studies, where a large number of tests are performed simultaneously in order to identify molecular masses that are associated with a particular phenotype, for example, a cancer subtype. Mass spectra obtained from matrix-assisted laser desorption/ionization (MALDI) experiments are dependent, when considered as statistical quantities. False discovery proportion (FDP) estimation and  control under arbitrary dependency structure among test statistics is an active topic in modern multiple testing research. In this context, we are concerned with the evaluation of associations between the binary outcome variable (describing the phenotype) and multiple predictors derived from MALDI measurements. We propose an inference procedure in which the correlation matrix of the test statistics is utilized. The approach is based on multiple marginal models. Specifically, we fit a marginal logistic regression model for each predictor individually. Asymptotic joint normality of the stacked vector of the marginal regression coefficients is established under standard regularity assumptions, and their (limiting) correlation matrix is estimated. The proposed method extracts common factors from the resulting empirical correlation matrix. Finally, we estimate the realized FDP of a thresholding procedure for the marginal p-values. We demonstrate a practical application of the proposed workflow to MALDI IMS data in an oncological context.     

Estimation in regression models for longitudinal binary data with outcome-dependent follow-up

In many observational studies, individuals are measured repeatedly over time, although not necessarily at a set of pre-specified occasions. Instead, individuals may be measured at irregular intervals, with those having a history of poorer health outcomes being measured with somewhat greater frequency and regularity. In this paper, we consider likelihood-based estimation of the regression parameters in marginal models for longitudinal binary data when the follow-up times are not fixed by design, but can depend on previous outcomes. In particular, we consider assumptions regarding the follow-up time process that result in the likelihood function separating into two components: one for the follow-up time process, the other for the outcome measurement process. The practical implication of this separation is that the follow-up time process can be ignored when making likelihood-based inferences about the marginal regression model parameters. That is, maximum likelihood (ML) estimation of the regression parameters relating the probability of success at a given time to covariates does not require that a model for the distribution of follow-up times be specified. However, to obtain consistent parameter estimates, the multinomial distribution for the vector of repeated binary outcomes must be correctly specified. In general, ML estimation requires specification of all higher-order moments and the likelihood for a marginal model can be intractable except in cases where the number of repeated measurements is relatively small. To circumvent these difficulties, we propose a pseudolikelihood for estimation of the marginal model parameters. The pseudolikelihood uses a linear approximation for the conditional distribution of the response at any occasion, given the history of previous responses. The appeal of this approximation is that the conditional distributions are functions of the first two moments of the binary responses only. When the follow-up times depend only on the previous outcome, the pseudolikelihood requires correct specification of the conditional distribution of the current outcome given the outcome at the previous occasion only. Results from a simulation study and a study of asymptotic bias are presented. Finally, we illustrate the main results using data from a longitudinal observational study that explored the cardiotoxic effects of doxorubicin chemotherapy for the treatment of acute lymphoblastic leukemia in children.     

Latent class regression on latent factors

In the research of public health, psychology, and social sciences, many research questions investigate the relationship between a categorical outcome variable and continuous predictor variables. The focus of this paper is to develop a model to build this relationship when both the categorical outcome and the predictor variables are latent (i.e. not observable directly). This model extends the latent class regression model so that it can include regression on latent predictors. Maximum likelihood estimation is used and two numerical methods for performing it are described: the Monte Carlo expectation and maximization algorithm and Gaussian quadrature followed by quasi-Newton algorithm. A simulation study is carried out to examine the behavior of the model under different scenarios. A data example involving adolescent health is used for demonstration where the latent classes of eating disorders risk are predicted by the latent factor body satisfaction.     

Comparison of genetic parameters from marker-based relationship, sibship, and combined models in Scots pine multi-site open-pollinated tests

Nine microsatellite DNA markers (simple sequence repeats, SSRs) were used to estimate pairwise relationships among 597 Scots pine (Pinus sylvestris) trees as well as to generate a sibship structure for quantitative genetic parameters’ estimation comparison. The studied trees were part of an open-pollinated progeny test of 102 first-generation parents. Three methods were used to estimate variance components and heritabilities, namely, structured pedigree (half- and full-sib), marker-based pairwise relationships (four pairwise estimators), and a combined pedigree and marker-based relationship. In each of the three methods, the same animal model was used to compute variances except when marker-based relationship was used wherein we substituted the average numerator relationship matrix (i.e., pedigree-based matrix) with that computed based on markers’ pairwise relationships. Our results showed a high correlation in estimated breeding values between the pedigree (full-sib) and the combined marker-pedigree estimates. The marker-based relationship method produced high correlations when individual site data were analyzed. In contrast, the marker-based relationship method resulted in a significant decrease in both variance estimation and their standard errors which were in concordance with earlier published results; however, no estimates were produced when across-site analyses were attempted. We concluded that the combined pedigree method is the best approach as it represents the historical (pairwise) and contemporary (pedigree) relationships among the tested individuals, a situation that cannot be attained by any of the used methods individually. This method is dependent on the number and informativeness of the markers used.     

On the Properties of GEE Estimators in the Presence of Invariant Covariates

Since Liang and Zeger (1986) proposed the ‘generalized estimating equations’ approach for the estimation of regression parameters in models with correlated discrete responses, a lot of work has been devoted to the investigation of the properties of the corresponding GEE estimators. However, the effects of different kinds of covariates have often been overlooked. In this paper it is shown that the use of non-singular block invariant matrices of covariates, as e.g. a design matrix in an analysis of variance model, leads to GEE estimators which are identical regardless of the ‘working’ correlation matrix used. Moreover, they are efficient (McCullagh, 1983). If on the other hand only covariates are used which are invariant within blocks, the efficiency gain in choosing the ‘correct’ vs. an ‘incorrect’ correlation structure is shown to be negligible. The results of a simple simulation study suggest that although different GEE estimators are not identical and are not as efficient as a ML estimator, the differences are still negligible if both types of invariant covariates are present.     

Extreme regression

We develop a new method for describing patient characteristics associated with extreme good or poor outcome. We address the problem with a regression model composed of extrema (maximum and minimum) functions of the predictor variables. This class of models allows for simple regression function inversion and results in level sets of the regression function which can be expressed as interpretable Boolean combinations of decisions based on individual predictors. We develop an estimation algorithm and present clinical applications to symptoms data for patients with Hodgkin's disease and survival data for patients with multiple myeloma.     

Marginal analysis of multiple outcomes with informative cluster size

In surveillance studies of periodontal disease, the relationship between disease and other health and socioeconomic conditions is of key interest. To determine whether a patient has periodontal disease, multiple clinical measurements (eg, clinical attachment loss, alveolar bone loss, and tooth mobility) are taken at the tooth‐level. Researchers often create a composite outcome from these measurements or analyze each outcome separately. Moreover, patients have varying number of teeth, with those who are more prone to the disease having fewer teeth compared to those with good oral health. Such dependence between the outcome of interest and cluster size (number of teeth) is called informative cluster size and results obtained from fitting conventional marginal models can be biased. We propose a novel method to jointly analyze multiple correlated binary outcomes for clustered data with informative cluster size using the class of generalized estimating equations (GEE) with cluster‐specific weights. We compare our proposed multivariate outcome cluster‐weighted GEE results to those from the convectional GEE using the baseline data from Veterans Affairs Dental Longitudinal Study. In an extensive simulation study, we show that our proposed method yields estimates with minimal relative biases and excellent coverage probabilities.     

Model Selection for Generalized Estimating Equations Accommodating Dropout Missingness

Summary The generalized estimating equation (GEE) has been a popular tool for marginal regression analysis with longitudinal data, and its extension, the weighted GEE approach, can further accommodate data that are missing at random (MAR). Model selection methodologies for GEE, however, have not been systematically developed to allow for missing data. We propose the missing longitudinal information criterion (MLIC) for selection of the mean model, and the MLIC for correlation (MLICC) for selection of the correlation structure in GEE when the outcome data are subject to dropout/monotone missingness and are MAR. Our simulation results reveal that the MLIC and MLICC are effective for variable selection in the mean model and selecting the correlation structure, respectively. We also demonstrate the remarkable drawbacks of naively treating incomplete data as if they were complete and applying the existing GEE model selection method. The utility of proposed method is further illustrated by two real applications involving missing longitudinal outcome data.     

Multivariate continuation ratio models: connections and caveats

We develop semiparametric estimation methods for a pair of regressions that characterize the first and second moments of clustered discrete survival times. In the first regression, we represent discrete survival times through univariate continuation indicators whose expectations are modeled using a generalized linear model. In the second regression, we model the marginal pairwise association of survival times using the Clayton-Oakes cross-product ratio (Clayton, 1978, Biometrika 65, 141-151; Oakes, 1989, Journal of the American Statistical Association 84, 487-493). These models have recently been proposed by Shih (1998, Biometrics 54, 1115-1128). We relate the discrete survival models to multivariate multinomial models presented in Heagerty and Zeger (1996, Journal of the American Statistical Society 91, 1024-1036) and derive a paired estimating equations procedure that is computationally feasible for moderate and large clusters. We extend the work of Guo and Lin (1994, Biometrics 50, 632-639) and Shih (1998) to allow covariance weighted estimating equations and investigate the impact of weighting in terms of asymptotic relative efficiency. We demonstrate that the multinomial structure must be acknowledged when adopting weighted estimating equations and show that a naive use of GEE methods can lead to inconsistent parameter estimates. Finally, we illustrate the proposed methodology by analyzing psychological testing data previously summarized by TenHave and Uttal (1994, Applied Statistics 43, 371-384) and Guo and Lin (1994).     

Application of conditional moment tests to model checking for generalized linear models

Generalized linear models (GLMs) are increasingly being used in daily data analysis. However, model checking for GLMs with correlated discrete response data remains difficult. In this paper, through a case study on marginal logistic regression using a real data set, we illustrate the flexibility and effectiveness of using conditional moment tests (CMTs), along with other graphical methods, to do model checking for generalized estimation equation (GEE) analyses. Although CMTs provide an array of powerful diagnostic tests for model checking, they were originally proposed in the econometrics literature and, to our knowledge, have never been applied to GEE analyses. CMTs cover many existing tests, including the (generalized) score test for an omitted covariate, as special cases. In summary, we believe that CMTs provide a class of useful model checking tools.     

Nomograms Aid Interpretation of Complex Regression Models

ABSTRACT Ecologists often develop complex regression models that include multiple categorical and continuous variables, interactions among predictors, and nonlinear relationships between the response and predictor variables. Nomograms, which are graphical devices for presenting mathematical functions and calculating output values, can aid biologists in interpreting and presenting these complex models. To illustrate benefits of nomograms, we developed a logistic regression model of elk (Cervus elaphus) resource selection. With this model, we demonstrated how a nomogram helps scientists and managers interpret interactions among variables, compare the relative biological importance of variables, and examine predicted shapes of relationships (e.g., linear vs. nonlinear) between response and predictor variables. Although our example focused on logistic regression, nomograms are equally useful for other linear and nonlinear models. Regardless of the approach used for model development, nomograms and other graphical summaries can help scientists and managers develop, interpret, and apply statistical models.     

DISOselect: Disorder predictor selection at the protein level

The intense interest in the intrinsically disordered proteins in the life science community, together with the remarkable advancements in predictive technologies, have given rise to the development of a large number of computational predictors of intrinsic disorder from protein sequence. While the growing number of predictors is a positive trend, we have observed a considerable difference in predictive quality among predictors for individual proteins. Furthermore, variable predictor performance is often inconsistent between predictors for different proteins, and the predictor that shows the best predictive performance depends on the unique properties of each protein sequence. We propose a computational approach, DISOselect, to estimate the predictive performance of 12 selected predictors for individual proteins based on their unique sequence‐derived properties. This estimation informs the users about the expected predictive quality for a selected disorder predictor and can be used to recommend methods that are likely to provide the best quality predictions. Our solution does not depend on the results of any disorder predictor; the estimations are made based solely on the protein sequence. Our solution significantly improves predictive performance, as judged with a test set of 1,000 proteins, when compared to other alternatives. We have empirically shown that by using the recommended methods the overall predictive performance for a given set of proteins can be improved by a statistically significant margin. DISOselect is freely available for non‐commercial users through the webserver at http://biomine.cs.vcu.edu/servers/DISOselect/ .     

A Bayesian approach to joint modeling of matrix-valued imaging data and treatment outcome with applications to depression studies

In this paper, we propose a unified Bayesian joint modeling framework for studying association between a binary treatment outcome and a baseline matrix-valued predictor. Specifically, a joint modeling approach relating an outcome to a matrix-valued predictor through a probabilistic formulation of multilinear principal component analysis is developed. This framework establishes a theoretical relationship between the outcome and the matrix-valued predictor, although the predictor is not explicitly expressed in the model. Simulation studies are provided showing that the proposed method is superior or competitive to other methods, such as a two-stage approach and a classical principal component regression in terms of both prediction accuracy and estimation of association; its advantage is most notable when the sample size is small and the dimensionality in the imaging covariate is large. Finally, our proposed joint modeling approach is shown to be a very promising tool in an application exploring the association between baseline electroencephalography data and a favorable response to treatment in a depression treatment study by achieving a substantial improvement in prediction accuracy in comparison to competing methods.     

GEE with Gaussian estimation of the correlations when data are incomplete

This paper considers a modification of generalized estimating equations (GEE) for handling missing binary response data. The proposed method uses Gaussian estimation of the correlation parameters, i.e., the estimating function that yields an estimate of the correlation parameters is obtained from the multivariate normal likelihood. The proposed method yields consistent estimates of the regression parameters when data are missing completely at random (MCAR). However, when data are missing at random (MAR), consistency may not hold. In a simulation study with repeated binary outcomes that are missing at random, the magnitude of the potential bias that can arise is examined. The results of the simulation study indicate that, when the working correlation matrix is correctly specified, the bias is almost negligible for the modified GEE. In the simulation study, the proposed modification of GEE is also compared to the standard GEE, multiple imputation, and weighted estimating equations approaches. Finally, the proposed method is illustrated using data from a longitudinal clinical trial comparing two therapeutic treatments, zidovudine (AZT) and didanosine (ddI), in patients with HIV.     

Longitudinal data analysis for discrete and continuous outcomes

Longitudinal data sets are comprised of repeated observations of an outcome and a set of covariates for each of many subjects. One objective of statistical analysis is to describe the marginal expectation of the outcome variable as a function of the covariates while accounting for the correlation among the repeated observations for a given subject. This paper proposes a unifying approach to such analysis for a variety of discrete and continuous outcomes. A class of generalized estimating equations (GEEs) for the regression parameters is proposed. The equations are extensions of those used in quasi-likelihood (Wedderburn, 1974, Biometrika 61, 439-447) methods. The GEEs have solutions which are consistent and asymptotically Gaussian even when the time dependence is misspecified as we often expect. A consistent variance estimate is presented. We illustrate the use of the GEE approach with longitudinal data from a study of the effect of mothers' stress on children's morbidity.     

The Generalised Estimating Equations: A Comparison of Procedures Available in Commercial Statistical Software Packages

The Generalised Estimating Equations (GEE) proposed by Liang and Zeger (1986) and Zeger and Liang (1986) have found considerable attention in the last decade (for an overview see e.g. Ziegler, and Blettner , 1998). Several self-made programs for solving the GEE are available. This paper presents a comparison of three GEE procedures that are already available in SAS PROC GENMOD, STATA procedure XTGEE and SUDAAN PROC MULTILOG. We show that the estimation results may be quite distinct due to different implementations. Summing up, it is pleasant that GEE is becoming established in commercial software packages. However, some aspects of the implementations should be improved.     

Estimating the correlation of pairwise relatedness along chromosomes

The 'spatial' pattern of the correlation of pairwise relatedness among loci within a chromosome is an important aspect for an insight into genomic evolution in natural populations. In this article, a statistical genetic method is presented for estimating the correlation of pairwise relatedness among linked loci. The probabilities of identity-in-state (IIS) are related to the probabilities of identity-by-descent (IBS) for the two- and three-loci cases. By decomposing the joint probabilities of two- or three-loci IBD, the probability of pairwise relatedness at a single locus and its correlation among linked loci can be simultaneously estimated. To provide effective statistical methods for estimation, weighted least square (LS) and maximum likelihood (ML) methods are evaluated through extensive Monte Carlo simulations. Results show that the ML method gives a better performance than the weighted LS method with haploid genotypic data. However, there are no significant differences between the two methods when two- or three-loci diploid genotypic data are employed. Compared with the optimal size for haploid genotypic data, a smaller optimal sample size is predicted with diploid genotypic data.