Cluster detection based on spatial associations and iterated residuals in generalized linear mixed models

Summary .  Spatial clustering is commonly modeled by a Bayesian method under the framework of generalized linear mixed effect models (GLMMs). Spatial clusters are commonly detected by a frequentist method through hypothesis testing. In this article, we provide a frequentist method for assessing spatial properties of GLMMs. We propose a strategy that detects spatial clusters through parameter estimates of spatial associations, and assesses spatial aspects of model improvement through iterated residuals. Simulations and a case study show that the proposed method is able to consistently and efficiently detect the locations and magnitudes of spatial clusters.     

Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies

The problem of variable selection in the generalized linear‐mixed models (GLMMs) is pervasive in statistical practice. For the purpose of variable selection, many methodologies for determining the best subset of explanatory variables currently exist according to the model complexity and differences between applications. In this paper, we develop a “higher posterior probability model with bootstrap” (HPMB) approach to select explanatory variables without fitting all possible GLMMs involving a small or moderate number of explanatory variables. Furthermore, to save computational load, we propose an efficient approximation approach with Laplace's method and Taylor's expansion to approximate intractable integrals in GLMMs. Simulation studies and an application of HapMap data provide evidence that this selection approach is computationally feasible and reliable for exploring true candidate genes and gene–gene associations, after adjusting for complex structures among clusters.     

Improving deep learning method for biomedical named entity recognition by using entity definition information

Background

For differential abundance analysis, zero-inflated generalized linear models, typically zero-inflated NB models, have been increasingly used to model microbiome and other sequencing count data. A common assumption in estimating the false discovery rate is that the p values are uniformly distributed under the null hypothesis, which demands that the postulated model fit the count data adequately. Mis-specification of the distribution of the count data may lead to excess false discoveries. Therefore, model checking is critical to control the FDR at a nominal level in differential abundance analysis. Increasing studies show that the method of randomized quantile residual (RQR) performs well in diagnosing count regression models. However, the performance of RQR in diagnosing zero-inflated GLMMs for sequencing count data has not been extensively investigated in the literature.

Results

We conduct large-scale simulation studies to investigate the performance of the RQRs for zero-inflated GLMMs. The simulation studies show that the type I error rates of the GOF tests with RQRs are very close to the nominal level; in addition, the scatter-plots and Q–Q plots of RQRs are useful in discerning the good and bad models. We also apply the RQRs to diagnose six GLMMs to a real microbiome dataset. The results show that the OTU counts at the genus level of this dataset (after a truncation treatment) can be modelled well by zero-inflated and zero-modified NB models.

Conclusion

RQR is an excellent tool for diagnosing GLMMs for zero-inflated count data, particularly the sequencing count data arising in microbiome studies. In the supplementary materials, we provided two generic R functions, called rqr.glmmtmb and rqr.hurdle.glmmtmb, for calculating the RQRs given fitting outputs of the R package glmmTMB.

     

Sieve Estimation for the Cox Model with Clustered Interval-Censored Failure Time Data

Clustered interval-censored failure time data occur when the failure times of interest are clustered into small groups and known only to lie in certain intervals. A number of methods have been proposed for regression analysis of clustered failure time data, but most of them apply only to clustered right-censored data. In this paper, a sieve estimation procedure is proposed for fitting a Cox frailty model to clustered interval-censored failure time data. In particular, a two-step algorithm for parameter estimation is developed and the asymptotic properties of the resulting sieve maximum likelihood estimators are established. The finite sample properties of the proposed estimators are investigated through a simulation study and the method is illustrated by the data arising from a lymphatic filariasis study.     

Testing environmental and genetic effects in the presence of spatial autocorrelation

Spatial autocorrelation is a well‐recognized concern for observational data in general, and more specifically for spatial data in ecology. Generalized linear mixed models (GLMMs) with spatially autocorrelated random effects are a potential general framework for handling these spatial correlations. However, as the result of statistical and practical issues, such GLMMs have been fitted through the undocumented use of procedures based on penalized quasi‐likelihood approximations (PQL), and under restrictive models of spatial correlation. Alternatively, they are often neglected in favor of simpler but more questionable approaches. In this work we aim to provide practical and validated means of inference under spatial GLMMs, that overcome these limitations. For this purpose, a new software is developed to fit spatial GLMMs. We use it to assess the performance of likelihood ratio tests for fixed effects under spatial autocorrelation, based on Laplace or PQL approximations of the likelihood. Expectedly, the Laplace approximation performs generally slightly better, although a variant of PQL was better in the binary case. We show that a previous implementation of PQL methods in the R language, glmmPQL, is not appropriate for such applications. Finally, we illustrate the efficiency of a bootstrap procedure for correcting the small sample bias of the tests, which applies also to non‐spatial models.     

Additive mixed effect model for clustered failure time data

We propose an additive mixed effect model to analyze clustered failure time data. The proposed model assumes an additive structure and includes a random effect as an additional component. Our model imitates the commonly used mixed effect models in repeated measurement analysis but under the context of hazards regression; our model can also be considered as a parallel development of the gamma-frailty model in additive model structures. We develop estimating equations for parameter estimation and propose a way of assessing the distribution of the latent random effect in the presence of large clusters. We establish the asymptotic properties of the proposed estimator. The small sample performance of our method is demonstrated via a large number of simulation studies. Finally, we apply the proposed model to analyze data from a diabetic study and a treatment trial for congestive heart failure.     

Fitting conditional survival models to meta-analytic data by using a transformation toward mixed-effects models

Summary .   Frailty models are widely used to model clustered survival data. Classical ways to fit frailty models are likelihood-based. We propose an alternative approach in which the original problem of "fitting a frailty model" is reformulated into the problem of "fitting a linear mixed model" using model transformation. We show that the transformation idea also works for multivariate proportional odds models and for multivariate additive risks models. It therefore bridges segregated methodologies as it provides a general way to fit conditional models for multivariate survival data by using mixed models methodology. To study the specific features of the proposed method we focus on frailty models. Based on a simulation study, we show that the proposed method provides a good and simple alternative for fitting frailty models for data sets with a sufficiently large number of clusters and moderate to large sample sizes within covariate-level subgroups in the clusters. The proposed method is applied to data from 27 randomized trials in advanced colorectal cancer, which are available through the Meta-Analysis Group in Cancer.     

On estimation and prediction for spatial generalized linear mixed models

We use spatial generalized linear mixed models (GLMM) to model non-Gaussian spatial variables that are observed at sampling locations in a continuous area. In many applications, prediction of random effects in a spatial GLMM is of great practical interest. We show that the minimum mean-squared error (MMSE) prediction can be done in a linear fashion in spatial GLMMs analogous to linear kriging. We develop a Monte Carlo version of the EM gradient algorithm for maximum likelihood estimation of model parameters. A by-product of this approach is that it also produces the MMSE estimates for the realized random effects at the sampled sites. This method is illustrated through a simulation study and is also applied to a real data set on plant root diseases to obtain a map of disease severity that can facilitate the practice of precision agriculture.     

glmm.hp: an R package for computing individual effect of predictors in generalized linear mixed models

glmm.hp:一个计算广义线性混合模型中单个预测变量效应的R包 广义线性混合效应模型(GLMMs)是当代生态学研究中广泛应用的数据分析模型。然而,确定GLMMs中共线性的预测变量(固定效应)对响应变量的相对重要性是个挑战。基于适用于多元分析的‘平均共享方差’的算法,我们开发一个新的R包glmm.hp来分解GLMMs中由固定效应解释的边际(marginal)R²。我们论述了该软件包的工作原理并通过模拟数据集演示了该软件包的使用。glmm.hp 包的输出结果为每个预测变量将获得一个独自的(individual)边际R²,且它们的总和刚好等于模型总的边际R²。总之,我们相信glmm.hp包将有助于解释GLMMs 的输出结果。     

Semiparametric frailty models for clustered failure time data

We consider frailty models with additive semiparametric covariate effects for clustered failure time data. We propose a doubly penalized partial likelihood (DPPL) procedure to estimate the nonparametric functions using smoothing splines. We show that the DPPL estimators could be obtained from fitting an augmented working frailty model with parametric covariate effects, whereas the nonparametric functions being estimated as linear combinations of fixed and random effects, and the smoothing parameters being estimated as extra variance components. This approach allows us to conveniently estimate all model components within a unified frailty model framework. We evaluate the finite sample performance of the proposed method via a simulation study, and apply the method to analyze data from a study of sexually transmitted infections (STI).     

Bayesian multimodel inference for geostatistical regression models

The problem of simultaneous covariate selection and parameter inference for spatial regression models is considered. Previous research has shown that failure to take spatial correlation into account can influence the outcome of standard model selection methods. A Markov chain Monte Carlo (MCMC) method is investigated for the calculation of parameter estimates and posterior model probabilities for spatial regression models. The method can accommodate normal and non-normal response data and a large number of covariates. Thus the method is very flexible and can be used to fit spatial linear models, spatial linear mixed models, and spatial generalized linear mixed models (GLMMs). The Bayesian MCMC method also allows a priori unequal weighting of covariates, which is not possible with many model selection methods such as Akaike's information criterion (AIC). The proposed method is demonstrated on two data sets. The first is the whiptail lizard data set which has been previously analyzed by other researchers investigating model selection methods. Our results confirmed the previous analysis suggesting that sandy soil and ant abundance were strongly associated with lizard abundance. The second data set concerned pollution tolerant fish abundance in relation to several environmental factors. Results indicate that abundance is positively related to Strahler stream order and a habitat quality index. Abundance is negatively related to percent watershed disturbance.     

Proportional Hazards Regression for the Analysis of Clustered Survival Data from Case–Cohort Studies

Summary Case–cohort sampling is a commonly used and efficient method for studying large cohorts. Most existing methods of analysis for case–cohort data have concerned the analysis of univariate failure time data. However, clustered failure time data are commonly encountered in public health studies. For example, patients treated at the same center are unlikely to be independent. In this article, we consider methods based on estimating equations for case–cohort designs for clustered failure time data. We assume a marginal hazards model, with a common baseline hazard and common regression coefficient across clusters. The proposed estimators of the regression parameter and cumulative baseline hazard are shown to be consistent and asymptotically normal, and consistent estimators of the asymptotic covariance matrices are derived. The regression parameter estimator is easily computed using any standard Cox regression software that allows for offset terms. The proposed estimators are investigated in simulation studies, and demonstrated empirically to have increased efficiency relative to some existing methods. The proposed methods are applied to a study of mortality among Canadian dialysis patients.     

Goodness-of-fit methods for generalized linear mixed models

We develop graphical and numerical methods for checking the adequacy of generalized linear mixed models (GLMMs). These methods are based on the cumulative sums of residuals over covariates or predicted values of the response variable. Under the assumed model, the asymptotic distributions of these stochastic processes can be approximated by certain zero-mean Gaussian processes, whose realizations can be generated through Monte Carlo simulation. Each observed process can then be compared, both visually and analytically, to a number of realizations simulated from the null distribution. These comparisons enable one to assess objectively whether the observed residual patterns reflect model misspecification or random variation. The proposed methods are particularly useful for checking the functional form of a covariate or the link function. Extensive simulation studies show that the proposed goodness-of-fit tests have proper sizes and are sensitive to model misspecification. Applications to two medical studies lead to improved models.     

A Positive Stable Frailty Model for Clustered Failure Time Data with Covariate‐Dependent Frailty

Summary In this article, we propose a positive stable shared frailty Cox model for clustered failure time data where the frailty distribution varies with cluster‐level covariates. The proposed model accounts for covariate‐dependent intracluster correlation and permits both conditional and marginal inferences. We obtain marginal inference directly from a marginal model, then use a stratified Cox‐type pseudo‐partial likelihood approach to estimate the regression coefficient for the frailty parameter. The proposed estimators are consistent and asymptotically normal and a consistent estimator of the covariance matrix is provided. Simulation studies show that the proposed estimation procedure is appropriate for practical use with a realistic number of clusters. Finally, we present an application of the proposed method to kidney transplantation data from the Scientific Registry of Transplant Recipients.     

Type I and Type II error under random-effects misspecification in generalized linear mixed models

Generalized linear mixed models (GLMMs) have become a frequently used tool for the analysis of non-Gaussian longitudinal data. Estimation is based on maximum likelihood theory, which assumes that the underlying probability model is correctly specified. Recent research is showing that the results obtained from these models are not always robust against departures from the assumptions on which these models are based. In the present work we have used simulations with a logistic random-intercept model to study the impact of misspecifying the random-effects distribution on the type I and II errors of the tests for the mean structure in GLMMs. We found that the misspecification can either increase or decrease the power of the tests, depending on the shape of the underlying random-effects distribution, and it can considerably inflate the type I error rate. Additionally, we have found a theoretical result which states that whenever a subset of fixed-effects parameters, not included in the random-effects structure equals zero, the corresponding maximum likelihood estimator will consistently estimate zero. This implies that under certain conditions a significant effect could be considered as a reliable result, even if the random-effects distribution is misspecified.     

Testing the correlation for clustered categorical and censored discrete time-to-event data when covariates are measured without/with errors

In the analysis of clustered categorical data, it is of common interest to test for the correlation within clusters, and the heterogeneity across different clusters. We address this problem by proposing a class of score tests for the null hypothesis that the variance components are zero in random effects models, for clustered nominal and ordinal categorical responses. We extend the results to accommodate clustered censored discrete time-to-event data. We next consider such tests in the situation where covariates are measured with errors. We propose using the SIMEX method to construct the score tests for the null hypothesis that the variance components are zero. Key advantages of the proposed score tests are that they can be easily implemented by fitting standard polytomous regression models and discrete failure time models, and that they are robust in the sense that no assumptions need to be made regarding the distributions of the random effects and the unobserved covariates. The asymptotic properties of the proposed tests are studied. We illustrate these tests by analyzing two data sets and evaluate their performance with simulations.     

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.     

Methodological Quality and Reporting of Generalized Linear Mixed Models in Clinical Medicine (2000–2012): A Systematic Review

Background

Modeling count and binary data collected in hierarchical designs have increased the use of Generalized Linear Mixed Models (GLMMs) in medicine. This article presents a systematic review of the application and quality of results and information reported from GLMMs in the field of clinical medicine.

Methods

A search using the Web of Science database was performed for published original articles in medical journals from 2000 to 2012. The search strategy included the topic “generalized linear mixed models”,“hierarchical generalized linear models”, “multilevel generalized linear model” and as a research domain we refined by science technology. Papers reporting methodological considerations without application, and those that were not involved in clinical medicine or written in English were excluded.

Results

A total of 443 articles were detected, with an increase over time in the number of articles. In total, 108 articles fit the inclusion criteria. Of these, 54.6% were declared to be longitudinal studies, whereas 58.3% and 26.9% were defined as repeated measurements and multilevel design, respectively. Twenty-two articles belonged to environmental and occupational public health, 10 articles to clinical neurology, 8 to oncology, and 7 to infectious diseases and pediatrics. The distribution of the response variable was reported in 88% of the articles, predominantly Binomial (n = 64) or Poisson (n = 22). Most of the useful information about GLMMs was not reported in most cases. Variance estimates of random effects were described in only 8 articles (9.2%). The model validation, the method of covariate selection and the method of goodness of fit were only reported in 8.0%, 36.8% and 14.9% of the articles, respectively.

Conclusions

During recent years, the use of GLMMs in medical literature has increased to take into account the correlation of data when modeling qualitative data or counts. According to the current recommendations, the quality of reporting has room for improvement regarding the characteristics of the analysis, estimation method, validation, and selection of the model.     

Goodness-of-fit tests in proportional hazards models with random effects

This paper deals with testing the functional form of the covariate effects in a Cox proportional hazards model with random effects. We assume that the responses are clustered and incomplete due to right censoring. The estimation of the model under the null (parametric covariate effect) and the alternative (nonparametric effect) is performed using the full marginal likelihood. Under the alternative, the nonparametric covariate effects are estimated using orthogonal expansions. The test statistic is the likelihood ratio statistic, and its distribution is approximated using a bootstrap method. The performance of the proposed testing procedure is studied through simulations. The method is also applied on two real data sets one from biomedical research and one from veterinary medicine.     

Non‐proportional odds multivariate logistic regression of ordinal family data

Methods to examine whether genetic and/or environmental sources can account for the residual variation in ordinal family data usually assume proportional odds. However, standard software to fit the non‐proportional odds model to ordinal family data is limited because the correlation structure of family data is more complex than for other types of clustered data. To perform these analyses we propose the non‐proportional odds multivariate logistic regression model and take a simulation‐based approach to model fitting using Markov chain Monte Carlo methods, such as partially collapsed Gibbs sampling and the Metropolis algorithm. We applied the proposed methodology to male pattern baldness data from the Victorian Family Heart Study.