Zero‐inflated spatio‐temporal models for disease mapping

In this paper, our aim is to analyze geographical and temporal variability of disease incidence when spatio‐temporal count data have excess zeros. To that end, we consider random effects in zero‐inflated Poisson models to investigate geographical and temporal patterns of disease incidence. Spatio‐temporal models that employ conditionally autoregressive smoothing across the spatial dimension and B‐spline smoothing over the temporal dimension are proposed. The analysis of these complex models is computationally difficult from the frequentist perspective. On the other hand, the advent of the Markov chain Monte Carlo algorithm has made the Bayesian analysis of complex models computationally convenient. Recently developed data cloning method provides a frequentist approach to mixed models that is also computationally convenient. We propose to use data cloning, which yields to maximum likelihood estimation, to conduct frequentist analysis of zero‐inflated spatio‐temporal modeling of disease incidence. One of the advantages of the data cloning approach is that the prediction and corresponding standard errors (or prediction intervals) of smoothing disease incidence over space and time is easily obtained. We illustrate our approach using a real dataset of monthly children asthma visits to hospital in the province of Manitoba, Canada, during the period April 2006 to March 2010. Performance of our approach is also evaluated through a simulation study.     

Diagnosis of random-effect model misspecification in generalized linear mixed models for binary response

Summary .  Generalized linear mixed models (GLMMs) are widely used in the analysis of clustered data. However, the validity of likelihood-based inference in such analyses can be greatly affected by the assumed model for the random effects. We propose a diagnostic method for random-effect model misspecification in GLMMs for clustered binary response. We provide a theoretical justification of the proposed method and investigate its finite sample performance via simulation. The proposed method is applied to data from a longitudinal respiratory infection study.     

Fixed or random? On the reliability of mixed‐effects models for a small number of levels in grouping variables

Biological data are often intrinsically hierarchical (e.g., species from different genera, plants within different mountain regions), which made mixed‐effects models a common analysis tool in ecology and evolution because they can account for the non‐independence. Many questions around their practical applications are solved but one is still debated: Should we treat a grouping variable with a low number of levels as a random or fixed effect? In such situations, the variance estimate of the random effect can be imprecise, but it is unknown if this affects statistical power and type I error rates of the fixed effects of interest. Here, we analyzed the consequences of treating a grouping variable with 2–8 levels as fixed or random effect in correctly specified and alternative models (under‐ or overparametrized models). We calculated type I error rates and statistical power for all‐model specifications and quantified the influences of study design on these quantities. We found no influence of model choice on type I error rate and power on the population‐level effect (slope) for random intercept‐only models. However, with varying intercepts and slopes in the data‐generating process, using a random slope and intercept model, and switching to a fixed‐effects model, in case of a singular fit, avoids overconfidence in the results. Additionally, the number and difference between levels strongly influences power and type I error. We conclude that inferring the correct random‐effect structure is of great importance to obtain correct type I error rates. We encourage to start with a mixed‐effects model independent of the number of levels in the grouping variable and switch to a fixed‐effects model only in case of a singular fit. With these recommendations, we allow for more informative choices about study design and data analysis and make ecological inference with mixed‐effects models more robust for small number of levels.     

Comparison of Linear,Nonlinear and Semiparametric Mixed‐effects Models for Estimating HIV Dynamic Parameters

The potency of antiretroviral agents in AIDS clinical trials can be assessed on the basis of an early viral response such as viral decay rate or change in viral load (number of copies of HIV RNA) of the plasma. Linear, parametric nonlinear, and semiparametric nonlinear mixed‐effects models have been proposed to estimate viral decay rates in viral dynamic models. However, before applying these models to clinical data, a critical question that remains to be addressed is whether these models produce coherent estimates of viral decay rates, and if not, which model is appropriate and should be used in practice. In this paper, we applied these models to data from an AIDS clinical trial of potent antiviral treatments and found significant incongruity in the estimated rates of reduction in viral load. Simulation studies indicated that reliable estimates of viral decay rate were obtained by using the parametric and semiparametric nonlinear mixed‐effects models. Our analysis also indicated that the decay rates estimated by using linear mixed‐effects models should be interpreted differently from those estimated by using nonlinear mixed‐effects models. The semiparametric nonlinear mixed‐effects model is preferred to other models because arbitrary data truncation is not needed. Based on real data analysis and simulation studies, we provide guidelines for estimating viral decay rates from clinical data. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.     

Marginal Models Via GLS: A Convenient Yet Neglected Tool for the Analysis of Correlated Data in the Behavioural Sciences

Behavioural research often produces data that have a complicated structure. For instance, data can represent repeated observations of the same individual and suffer from heteroscedasticity as well as other technical snags. The regression analysis of such data is often complicated by the fact that the observations (response variables) are mutually correlated. The correlation structure can be quite complex and might or might not be of direct interest to the user. In any case, one needs to take correlations into account (e.g. by means of random‐effect specification) in order to arrive at correct statistical inference (e.g. for construction of the appropriate test or confidence intervals). Over the last decade, such data have been more and more frequently analysed using repeated‐measures ANOVA and mixed‐effects models. Some researchers invoke the heavy machinery of mixed‐effects modelling to obtain the desired population‐level (marginal) inference, which can be achieved by using simpler tools – namely marginal models. This paper highlights marginal modelling (using generalized least squares [GLS] regression) as an alternative method. In various concrete situations, such marginal models can be based on fewer assumptions and directly generate estimates (population‐level parameters) which are of immediate interest to the behavioural researcher (such as population mean). Sometimes, they might be not only easier to interpret but also easier to specify than their competitors (e.g. mixed‐effects models). Using five examples from behavioural research, we demonstrate the use, advantages, limits and pitfalls of marginal and mixed‐effects models implemented within the functions of the ‘nlme’ package in R.     

A mixed two-stage method for detecting interactions in genomewide association studies

Genomewide association studies (GWAS) are being conducted to unravel the genetic etiology of complex diseases, in which complex epistasis may play an important role. One-stage method in which interactions are tested using all samples at one time may be computationally problematic, may have low power as the number of markers tested increases and may not be cost-efficient. A common two-stage method may be a reasonable and powerful approach for detecting interacting genes using all samples in both two stages. In this study, we introduce an alternative two-stage method, in which some promising markers are selected using a proportion of samples in the first stage and interactions are then tested using the remaining samples in the second stage. This two-stage method is called mixed two-stage method. We then investigate the power of both one-stage method and mixed two-stage method to detect interacting disease loci for a range of two-locus epistatic models in a case-control study design. Our results suggest that mixed two-stage method may be more powerful than one-stage method if we choose about 30% of samples for single-locus tests in the first stage, and identify less than and equal to 1% of markers for follow-up interaction tests. In addition, we compare both two-stage methods and find that our two-stage method will lose power because we only use part of samples in both two stages.     

Multivariate meta‐analysis with an increasing number of parameters

Meta‐analysis can average estimates of multiple parameters, such as a treatment's effect on multiple outcomes, across studies. Univariate meta‐analysis (UVMA) considers each parameter individually, while multivariate meta‐analysis (MVMA) considers the parameters jointly and accounts for the correlation between their estimates. The performance of MVMA and UVMA has been extensively compared in scenarios with two parameters. Our objective is to compare the performance of MVMA and UVMA as the number of parameters, p, increases. Specifically, we show that (i) for fixed‐effect (FE) meta‐analysis, the benefit from using MVMA can substantially increase as p increases; (ii) for random effects (RE) meta‐analysis, the benefit from MVMA can increase as p increases, but the potential improvement is modest in the presence of high between‐study variability and the actual improvement is further reduced by the need to estimate an increasingly large between study covariance matrix; and (iii) when there is little to no between‐study variability, the loss of efficiency due to choosing RE MVMA over FE MVMA increases as p increases. We demonstrate these three features through theory, simulation, and a meta‐analysis of risk factors for non‐Hodgkin lymphoma.     

Estimation of individual genetic effects from binary observations on relatives applied to a family history of respiratory illnesses and chronic lung disease of newborns

This paper considers methods for estimating the relationship between a binary response Y and the genetic effects responsible for a second binary trait Z. The responses Y are observed only for target individuals, and the responses Z are observed only for the relatives of these targets. The analysis consists of two parts. The first part concerns the analysis of the family data Z and the second part estimates the relation between the genetic effects and Y. For the family data, a generalized linear mixed model with a logit link and Gaussian genetic (random) effects is used. Estimates of the variances of the genetic effects are obtained by using a pseudo-profile log-likelihood method. Estimation of the log likelihood involves averaging over n-dimensional normal distributions, which is done by importance sampling. The methods used in the second part are straightforward. The methods are applied to a data set containing chronic lung disease (CLDN) responses of newborns and asthma (AS), allergy (AL), chronic bronchitis (CB) and eczema (EC) responses observed for the relatives of these newborns. The clinical question is whether genetic effects of AS, AL, CB, and EC have an effect on the risk for CLDN. It can be concluded that for AS, AL, CB, and EC, the influence of genetic effects is significant. However, these genetic predispositions have no significant effect on CLDN.     

Matched Case Control Studies with Random Exposure Effects

A method for analysing matched case control data in presence of overdispersion or correlation between observations within matched sets is presented. A generalised linear mixed model approach is adapted to account for overdispersion by allowing random exposure effects. Expressions for the elements of the estimation equation are derived and a strategy for achieving efficiency in computing is discussed. Results from simulation studies and two applications are presented.     

Nonindependence and sensitivity analyses in ecological and evolutionary meta‐analyses

Meta‐analysis is an important tool for synthesizing research on a variety of topics in ecology and evolution, including molecular ecology, but can be susceptible to nonindependence. Nonindependence can affect two major interrelated components of a meta‐analysis: (i) the calculation of effect size statistics and (ii) the estimation of overall meta‐analytic estimates and their uncertainty. While some solutions to nonindependence exist at the statistical analysis stages, there is little advice on what to do when complex analyses are not possible, or when studies with nonindependent experimental designs exist in the data. Here we argue that exploring the effects of procedural decisions in a meta‐analysis (e.g. inclusion of different quality data, choice of effect size) and statistical assumptions (e.g. assuming no phylogenetic covariance) using sensitivity analyses are extremely important in assessing the impact of nonindependence. Sensitivity analyses can provide greater confidence in results and highlight important limitations of empirical work (e.g. impact of study design on overall effects). Despite their importance, sensitivity analyses are seldom applied to problems of nonindependence. To encourage better practice for dealing with nonindependence in meta‐analytic studies, we present accessible examples demonstrating the impact that ignoring nonindependence can have on meta‐analytic estimates. We also provide pragmatic solutions for dealing with nonindependent study designs, and for analysing dependent effect sizes. Additionally, we offer reporting guidelines that will facilitate disclosure of the sources of nonindependence in meta‐analyses, leading to greater transparency and more robust conclusions.     

Pattern‐Mixture Zero‐Inflated Mixed Models for Longitudinal Unbalanced Count Data with Excessive Zeros

Analysis of longitudinal data with excessive zeros has gained increasing attention in recent years; however, current approaches to the analysis of longitudinal data with excessive zeros have primarily focused on balanced data. Dropouts are common in longitudinal studies; therefore, the analysis of the resulting unbalanced data is complicated by the missing mechanism. Our study is motivated by the analysis of longitudinal skin cancer count data presented by Greenberg, Baron, Stukel, Stevens, Mandel, Spencer, Elias, Lowe, Nierenberg, Bayrd, Vance, Freeman, Clendenning, Kwan, and the Skin Cancer Prevention Study Group[New England Journal of Medicine 323 , 789–795]. The data consist of a large number of zero responses (83% of the observations) as well as a substantial amount of dropout (about 52% of the observations). To account for both excessive zeros and dropout patterns, we propose a pattern‐mixture zero‐inflated model with compound Poisson random effects for the unbalanced longitudinal skin cancer data. We also incorporate an autoregressive of order 1 correlation structure in the model to capture longitudinal correlation of the count responses. A quasi‐likelihood approach has been developed in the estimation of our model. We illustrated the method with analysis of the longitudinal skin cancer data.     

An Approximate EM Algorithm for Nonlinear Mixed Effects Models

In this article, we construct an approximate EM algorithm to estimate the parameters of a nonlinear mixed effects model. The iterative procedure can be viewed as an iterative method of moments procedure for estimating the variance components and an iterative reweighted least squares estimates for estimating the fixed effects. Therefore, it is valid without the normality assumptions on the random components. A computationally simple method of moments estimates of the model parameters are used as the starting values for our iterative procedure. A simulation study was conducted to compare the performances of the proposed procedure with the procedure proposed by Lindstrom and Bates (1990) for some normal models and nonnormal models.     

Statistical inference in mixed models and analysis of twin and family data

Analysis of data from twin and family studies provides the foundation for studies of disease inheritance. The development of advanced theory and computational software for general linear models has generated considerable interest for using mixed-effect models to analyze twin and family data, as a computationally more convenient and theoretically more sound alternative to the classical structure equation modeling. Despite the long history of twin and family data analysis, some fundamental questions remain unanswered. We addressed two important issues. One is to determine the necessary and sufficient conditions for the identifiability in the mixed-effects models for twin and family data. The other is to derive the asymptotic distribution of the likelihood ratio test, which is novel due to the fact that the standard regularity conditions are not satisfied. We considered a series of specific yet important examples in which we demonstrated how to formulate mixed-effect models to appropriately reflect the data, and our key idea is the use of the Cholesky decomposition. Finally, we applied our method and theory to provide a more precise estimate of the heritability of two data sets than the previously reported estimate.     

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.     

Binary Responses and the Three-period Cross-over

Problems with carry-over effects in the simple two-period cross-over have lead to interest in more complex cross-over designs. A method for analysing the optimum two-treatment three-period design with binary response variables is given by making a simple extension to Gart's logistic model. The method gives independent tests for, and estimates of the difference in treatment and first-order carry-over effects. An example of the analysis is given, using the loglinear models facility in GLIM.