Robust best linear estimation for regression analysis using surrogate and instrumental variables

We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.     

A new method for dealing with measurement error in explanatory variables of regression models

We introduce a new method, moment reconstruction, of correcting for measurement error in covariates in regression models. The central idea is similar to regression calibration in that the values of the covariates that are measured with error are replaced by "adjusted" values. In regression calibration the adjusted value is the expectation of the true value conditional on the measured value. In moment reconstruction the adjusted value is the variance-preserving empirical Bayes estimate of the true value conditional on the outcome variable. The adjusted values thereby have the same first two moments and the same covariance with the outcome variable as the unobserved "true" covariate values. We show that moment reconstruction is equivalent to regression calibration in the case of linear regression, but leads to different results for logistic regression. For case-control studies with logistic regression and covariates that are normally distributed within cases and controls, we show that the resulting estimates of the regression coefficients are consistent. In simulations we demonstrate that for logistic regression, moment reconstruction carries less bias than regression calibration, and for case-control studies is superior in mean-square error to the standard regression calibration approach. Finally, we give an example of the use of moment reconstruction in linear discriminant analysis and a nonstandard problem where we wish to adjust a classification tree for measurement error in the explanatory variables.     

Evaluation of a two‐part regression calibration to adjust for dietary exposure measurement error in the Cox proportional hazards model: A simulation study

Dietary questionnaires are prone to measurement error, which bias the perceived association between dietary intake and risk of disease. Short‐term measurements are required to adjust for the bias in the association. For foods that are not consumed daily, the short‐term measurements are often characterized by excess zeroes. Via a simulation study, the performance of a two‐part calibration model that was developed for a single‐replicate study design was assessed by mimicking leafy vegetable intake reports from the multicenter European Prospective Investigation into Cancer and Nutrition (EPIC) study. In part I of the fitted two‐part calibration model, a logistic distribution was assumed; in part II, a gamma distribution was assumed. The model was assessed with respect to the magnitude of the correlation between the consumption probability and the consumed amount (hereafter, cross‐part correlation), the number and form of covariates in the calibration model, the percentage of zero response values, and the magnitude of the measurement error in the dietary intake. From the simulation study results, transforming the dietary variable in the regression calibration to an appropriate scale was found to be the most important factor for the model performance. Reducing the number of covariates in the model could be beneficial, but was not critical in large‐sample studies. The performance was remarkably robust when fitting a one‐part rather than a two‐part model. The model performance was minimally affected by the cross‐part correlation.     

Multistage evaluation of measurement error in a reliability study

We introduce sequential testing procedures for the planning and analysis of reliability studies to assess an exposure's measurement error. The designs allow repeated evaluation of reliability of the measurements and stop testing if early evidence shows the measurement error is within the level of tolerance. Methods are developed and critical values tabulated for a number of two-stage designs. The methods are exemplified using an example evaluating the reliability of biomarkers associated with oxidative stress.     

Estimation in the Cox survival regression model with covariate measurement error and a changepoint

The Cox regression model is a popular model for analyzing the relationship between a covariate vector and a survival endpoint. The standard Cox model assumes a constant covariate effect across the entire covariate domain. However, in many epidemiological and other applications, the covariate of main interest is subject to a threshold effect: a change in the slope at a certain point within the covariate domain. Often, the covariate of interest is subject to some degree of measurement error. In this paper, we study measurement error correction in the case where the threshold is known. Several bias correction methods are examined: two versions of regression calibration (RC1 and RC2, the latter of which is new), two methods based on the induced relative risk under a rare event assumption (RR1 and RR2, the latter of which is new), a maximum pseudo-partial likelihood estimator (MPPLE), and simulation-extrapolation (SIMEX). We develop the theory, present simulations comparing the methods, and illustrate their use on data concerning the relationship between chronic air pollution exposure to particulate matter PM₁₀ and fatal myocardial infarction (Nurses Health Study (NHS)), and on data concerning the effect of a subject's long-term underlying systolic blood pressure level on the risk of cardiovascular disease death (Framingham Heart Study (FHS)). The simulations indicate that the best methods are RR2 and MPPLE.     

Predictive accuracy and explained variation in Cox regression

We suggest a new measure of the proportion of the variation of possibly censored survival times explained by a given proportional hazards model. The proposed measure, termed V, shares several favorable properties with an earlier V1 but also improves the handling of censoring. The statistic contrasts distance measures between individual 1/0 survival processes and fitted survival curves with and without covariate information. These distance measures, Dx and D, respectively, are themselves informative as summaries of absolute rather than relative predictive accuracy. We recommend graphical comparisons of survival curves for prognostic index groups to improve the understanding of obtained values for V, Dx, and D. Their use and interpretation is exemplified for a Yorkshire lung cancer study on survival. From this and an overview for several well-known clinical data sets, we show that the likely amount of relative or absolute predictive accuracy is often low even if there are highly significant and relatively strong prognostic factors.     

On corrected score approach for proportional hazards model with covariate measurement error

In the presence of covariate measurement error with the proportional hazards model, several functional modeling methods have been proposed. These include the conditional score estimator (Tsiatis and Davidian, 2001, Biometrika 88, 447-458), the parametric correction estimator (Nakamura, 1992, Biometrics 48, 829-838), and the nonparametric correction estimator (Huang and Wang, 2000, Journal of the American Statistical Association 95, 1209-1219) in the order of weaker assumptions on the error. Although they are all consistent, each suffers from potential difficulties with small samples and substantial measurement error. In this article, upon noting that the conditional score and parametric correction estimators are asymptotically equivalent in the case of normal error, we investigate their relative finite sample performance and discover that the former is superior. This finding motivates a general refinement approach to parametric and nonparametric correction methods. The refined correction estimators are asymptotically equivalent to their standard counterparts, but have improved numerical properties and perform better when the standard estimates do not exist or are outliers. Simulation results and application to an HIV clinical trial are presented.     

A zero‐augmented generalized gamma regression calibration to adjust for covariate measurement error: A case of an episodically consumed dietary intake

Measurement error in exposure variables is a serious impediment in epidemiological studies that relate exposures to health outcomes. In nutritional studies, interest could be in the association between long‐term dietary intake and disease occurrence. Long‐term intake is usually assessed with food frequency questionnaire (FFQ), which is prone to recall bias. Measurement error in FFQ‐reported intakes leads to bias in parameter estimate that quantifies the association. To adjust for bias in the association, a calibration study is required to obtain unbiased intake measurements using a short‐term instrument such as 24‐hour recall (24HR). The 24HR intakes are used as response in regression calibration to adjust for bias in the association. For foods not consumed daily, 24HR‐reported intakes are usually characterized by excess zeroes, right skewness, and heteroscedasticity posing serious challenge in regression calibration modeling. We proposed a zero‐augmented calibration model to adjust for measurement error in reported intake, while handling excess zeroes, skewness, and heteroscedasticity simultaneously without transforming 24HR intake values. We compared the proposed calibration method with the standard method and with methods that ignore measurement error by estimating long‐term intake with 24HR and FFQ‐reported intakes. The comparison was done in real and simulated datasets. With the 24HR, the mean increase in mercury level per ounce fish intake was about 0.4; with the FFQ intake, the increase was about 1.2. With both calibration methods, the mean increase was about 2.0. Similar trend was observed in the simulation study. In conclusion, the proposed calibration method performs at least as good as the standard method.     

A measurement error model for time-series studies of air pollution and mortality

One barrier to interpreting the observational evidence concerning the adverse health effects of air pollution for public policy purposes is the measurement error inherent in estimates of exposure based on ambient pollutant monitors. Exposure assessment studies have shown that data from monitors at central sites may not adequately represent personal exposure. Thus, the exposure error resulting from using centrally measured data as a surrogate for personal exposure can potentially lead to a bias in estimates of the health effects of air pollution. This paper develops a multi-stage Poisson regression model for evaluating the effects of exposure measurement error on estimates of effects of particulate air pollution on mortality in time-series studies. To implement the model, we have used five validation data sets on personal exposure to PM10. Our goal is to combine data on the associations between ambient concentrations of particulate matter and mortality for a specific location, with the validation data on the association between ambient and personal concentrations of particulate matter at the locations where data have been collected. We use these data in a model to estimate the relative risk of mortality associated with estimated personal-exposure concentrations and make a comparison with the risk of mortality estimated with measurements of ambient concentration alone. We apply this method to data comprising daily mortality counts, ambient concentrations of PM10measured at a central site, and temperature for Baltimore, Maryland from 1987 to 1994. We have selected our home city of Baltimore to illustrate the method; the measurement error correction model is general and can be applied to other appropriate locations.Our approach uses a combination of: (1) a generalized additive model with log link and Poisson error for the mortality-personal-exposure association; (2) a multi-stage linear model to estimate the variability across the five validation data sets in the personal-ambient-exposure association; (3) data augmentation methods to address the uncertainty resulting from the missing personal exposure time series in Baltimore. In the Poisson regression model, we account for smooth seasonal and annual trends in mortality using smoothing splines. Taking into account the heterogeneity across locations in the personal-ambient-exposure relationship, we quantify the degree to which the exposure measurement error biases the results toward the null hypothesis of no effect, and estimate the loss of precision in the estimated health effects due to indirectly estimating personal exposures from ambient measurements.     

On latent-variable model misspecification in structural measurement error models for binary response

Summary .  We consider structural measurement error models for a binary response. We show that likelihood-based estimators obtained from fitting structural measurement error models with pooled binary responses can be far more robust to covariate measurement error in the presence of latent-variable model misspecification than the corresponding estimators from individual responses. Furthermore, despite the loss in information, pooling can provide improved parameter estimators in terms of mean-squared error. Based on these and other findings, we create a new diagnostic method to detect latent-variable model misspecification in structural measurement error models with individual binary response. We use simulation and data from the Framingham Heart Study to illustrate our methods.     

Correcting for measurement error in fractional polynomial models using Bayesian modelling and regression calibration,with an application to alcohol and mortality

Exposure measurement error can result in a biased estimate of the association between an exposure and outcome. When the exposure–outcome relationship is linear on the appropriate scale (e.g. linear, logistic) and the measurement error is classical, that is the result of random noise, the result is attenuation of the effect. When the relationship is non‐linear, measurement error distorts the true shape of the association. Regression calibration is a commonly used method for correcting for measurement error, in which each individual's unknown true exposure in the outcome regression model is replaced by its expectation conditional on the error‐prone measure and any fully measured covariates. Regression calibration is simple to execute when the exposure is untransformed in the linear predictor of the outcome regression model, but less straightforward when non‐linear transformations of the exposure are used. We describe a method for applying regression calibration in models in which a non‐linear association is modelled by transforming the exposure using a fractional polynomial model. It is shown that taking a Bayesian estimation approach is advantageous. By use of Markov chain Monte Carlo algorithms, one can sample from the distribution of the true exposure for each individual. Transformations of the sampled values can then be performed directly and used to find the expectation of the transformed exposure required for regression calibration. A simulation study shows that the proposed approach performs well. We apply the method to investigate the relationship between usual alcohol intake and subsequent all‐cause mortality using an error model that adjusts for the episodic nature of alcohol consumption.     

Semiparametric maximum likelihood for nonlinear regression with measurement errors

This article demonstrates semiparametric maximum likelihood estimation of a nonlinear growth model for fish lengths using imprecisely measured ages. Data on the species corvina reina, found in the Gulf of Nicoya, Costa Rica, consist of lengths and imprecise ages for 168 fish and precise ages for a subset of 16 fish. The statistical problem may therefore be classified as nonlinear errors-in-variables regression with internal validation data. Inferential techniques are based on ideas extracted from several previous works on semiparametric maximum likelihood for errors-in-variables problems. The illustration of the example clarifies practical aspects of the associated computational, inferential, and data analytic techniques.