Use of Generalised Linear Mixed Models for the Analysis of Clustered Survival Data

Data from a litter matched tumorigenesis experiment are analysed using a generalised linear mixed model (GLMM) approach to the analysis of clustered survival data in which there is a dependence of failure time observations within the same litter. Maximum likelihood (ML) and residual maximum likelihood (REML) estimates of risk variable parameters, variance component parameters and the prediction of random effects are given. Estimation of treatment effect parameter (carcinogen effect) has good agreement with previous analyses obtained in the literature though the dependence structure within a litter is modelled in different ways. The variance component estimation provides the estimated dispersion of the random effects. The prediction of random effects, is useful, for instance, in identifying high risk litters and individuals. The present analysis illustrates its wider application to detecting increased risk of occurrence of disease in particular families of a study population.     

Simple estimation and test procedures in capture-mark-recapture mixed models

The need to consider in capture-recapture models random effects besides fixed effects such as those of environmental covariates has been widely recognized over the last years. However, formal approaches require involved likelihood integrations, and conceptual and technical difficulties have slowed down the spread of capture-recapture mixed models among biologists. In this article, we evaluate simple procedures to test for the effect of an environmental covariate on parameters such as time-varying survival probabilities in presence of a random effect corresponding to unexplained environmental variation. We show that the usual likelihood ratio test between fixed models is strongly biased, and tends to detect too often a covariate effect. Permutation and analysis of deviance tests are shown to behave properly and are recommended. Permutation tests are implemented in the latest version of program E-SURGE. Our approach also applies to generalized linear mixed models.     

Multilevel Latent Class Models with Dirichlet Mixing Distribution

Summary Latent class analysis (LCA) and latent class regression (LCR) are widely used for modeling multivariate categorical outcomes in social science and biomedical studies. Standard analyses assume data of different respondents to be mutually independent, excluding application of the methods to familial and other designs in which participants are clustered. In this article, we consider multilevel latent class models, in which subpopulation mixing probabilities are treated as random effects that vary among clusters according to a common Dirichlet distribution. We apply the expectation‐maximization (EM) algorithm for model fitting by maximum likelihood (ML). This approach works well, but is computationally intensive when either the number of classes or the cluster size is large. We propose a maximum pairwise likelihood (MPL) approach via a modified EM algorithm for this case. We also show that a simple latent class analysis, combined with robust standard errors, provides another consistent, robust, but less‐efficient inferential procedure. Simulation studies suggest that the three methods work well in finite samples, and that the MPL estimates often enjoy comparable precision as the ML estimates. We apply our methods to the analysis of comorbid symptoms in the obsessive compulsive disorder study. Our models' random effects structure has more straightforward interpretation than those of competing methods, thus should usefully augment tools available for LCA of multilevel data.     

A general approach for two-stage analysis of multilevel clustered non-Gaussian data

In this article, we propose a two-stage approach to modeling multilevel clustered non-Gaussian data with sufficiently large numbers of continuous measures per cluster. Such data are common in biological and medical studies utilizing monitoring or image-processing equipment. We consider a general class of hierarchical models that generalizes the model in the global two-stage (GTS) method for nonlinear mixed effects models by using any square-root-n-consistent and asymptotically normal estimators from stage 1 as pseudodata in the stage 2 model, and by extending the stage 2 model to accommodate random effects from multiple levels of clustering. The second-stage model is a standard linear mixed effects model with normal random effects, but the cluster-specific distributions, conditional on random effects, can be non-Gaussian. This methodology provides a flexible framework for modeling not only a location parameter but also other characteristics of conditional distributions that may be of specific interest. For estimation of the population parameters, we propose a conditional restricted maximum likelihood (CREML) approach and establish the asymptotic properties of the CREML estimators. The proposed general approach is illustrated using quartiles as cluster-specific parameters estimated in the first stage, and applied to the data example from a collagen fibril development study. We demonstrate using simulations that in samples with small numbers of independent clusters, the CREML estimators may perform better than conditional maximum likelihood estimators, which are a direct extension of the estimators from the GTS method.     

Comparison of One‐Step and Two‐Step Meta‐Analysis Models Using Individual Patient Data

The problem of combining information from separate trials is a key consideration when performing a meta‐analysis or planning a multicentre trial. Although there is a considerable journal literature on meta‐analysis based on individual patient data (IPD), i.e. a one‐step IPD meta‐analysis, versus analysis based on summary data, i.e. a two‐step IPD meta‐analysis, recent articles in the medical literature indicate that there is still confusion and uncertainty as to the validity of an analysis based on aggregate data. In this study, we address one of the central statistical issues by considering the estimation of a linear function of the mean, based on linear models for summary data and for IPD. The summary data from a trial is assumed to comprise the best linear unbiased estimator, or maximum likelihood estimator of the parameter, along with its covariance matrix. The setup, which allows for the presence of random effects and covariates in the model, is quite general and includes many of the commonly employed models, for example, linear models with fixed treatment effects and fixed or random trial effects. For this general model, we derive a condition under which the one‐step and two‐step IPD meta‐analysis estimators coincide, extending earlier work considerably. The implications of this result for the specific models mentioned above are illustrated in detail, both theoretically and in terms of two real data sets, and the roles of balance and heterogeneity are highlighted. Our analysis also shows that when covariates are present, which is typically the case, the two estimators coincide only under extra simplifying assumptions, which are somewhat unrealistic in practice.     

Standard errors for EM estimates in generalized linear models with random effects

A procedure is derived for computing standard errors of EM estimates in generalized linear models with random effects. Quadrature formulas are used to approximate the integrals in the EM algorithm, where two different approaches are pursued, i.e., Gauss-Hermite quadrature in the case of Gaussian random effects and nonparametric maximum likelihood estimation for an unspecified random effect distribution. An approximation of the expected Fisher information matrix is derived from an expansion of the EM estimating equations. This allows for inferential arguments based on EM estimates, as demonstrated by an example and simulations.     

Stochastic modelling of a single ion channel: an alternating renewal approach with application to limited time resolution

Stochastic models of ion channels have been based largely on Markov theory where individual states and transition rates must be specified, and sojourn-time densities for each state are constrained to be exponential. This study presents an approach based on random-sum methods and alternating-renewal theory, allowing individual states to be grouped into classes provided the successive sojourn times in a given class are independent and identically distributed. Under these conditions Markov models form a special case. The utility of the approach is illustrated by considering the effects of limited time resolution (modelled by using a discrete detection limit, xi) on the properties of observable events, with emphasis on the observed open-time (xi-open-time). The cumulants and Laplace transform for a xi-open-time are derived for a range of Markov and non-Markov models; several useful approximations to the xi-open-time density function are presented. Numerical studies show that the effects of limited time resolution can be extreme, and also highlight the relative importance of the various model parameters. The theory could form a basis for future inferential studies in which parameter estimation takes account of limited time resolution in single channel records. Appendixes include relevant results concerning random sums and a discussion of the role of exponential distributions in Markov models.     

Fitting a regression model for genotype-by-environment data on heading dates in grasses by methods for nonlinear mixed models

The analysis of agricultural crop variety trials is usually complicated by the presence of genotype-by-environment interaction. A number of methods and models have been proposed to tackle this problem. One of the most common methods is the regression approach due to Yates and Cochran (1938, Journal of Agricultural Science 28, 556-580), in which performances of genotypes in the environments are regressed onto environmental means. The underlying regression model contains a multiplicative term with two unknown parameters (one for genotypes and one for environments). In the present paper, the model is modified by exchanging the role of genotypes and environments. Various diagnostic plots show that this modified model is adequate for a data set on heading dates in the grass species Dactylis glomerata. If environments are considered as a random factor while genotypes are taken as fixed, the model falls into the class of nonlinear mixed models. Recently, a number of procedures have been suggested for this class of models, which are based on first-order Taylor series expansion. Alternatively, the model can be estimated by maximum likelihood. This paper discusses the application of these methods for estimating parameters of the model.     

An alternative derivation of Harville's restricted log likelihood function for variance component estimation

Estimation of variance components in linear mixed models is important in clinical trial and longitudinal data analysis. It is also important in animal and plant breeding for accurately partitioning total phenotypic variance into genetic and environmental variances. Restricted maximum likelihood (REML) method is often preferred over the maximum likelihood (ML) method for variance component estimation because REML takes into account the lost degree of freedom resulting from estimating the fixed effects. The original restricted likelihood function involves a linear transformation of the original response variable (a collection of error contrasts). Harville's final form of the restricted likelihood function does not involve the transformation and thus is much easier to manipulate than the original restricted likelihood function. There are several different ways to show that the two forms of the restricted likelihood are equivalent. In this study, I present a much simpler way to derive Harville's restricted likelihood function. I first treat the fixed effects as random effects and call such a mixed model a pseudo random model (PDRM). I then construct a likelihood function for the PDRM. Finally, I let the variance of the pseudo random effects be infinity and show that the limit of the likelihood function of the PDRM is the restricted likelihood function.     

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.     

Analysis of longitudinal count data with serial correlation

We propose a state space model for analyzing equally or unequally spaced longitudinal count data with serial correlation. With a log link function, the mean of the Poisson response variable is a nonlinear function of the fixed and random effects. The random effects are assumed to be generated from a Gaussian first order autoregression (AR(1)). In this case, the mean of the observations has a log normal distribution. We use a combination of linear and nonlinear methods to take advantage of the Gaussian process embedded in a nonlinear function. The state space model uses a modified Kalman filter recursion to estimate the mean and variance of the AR(1) random error given the previous observations. The marginal likelihood is approximated by numerically integrating out the AR(1) random error. Simulation studies with different sets of parameters show that the state space model performs well. The model is applied to Epileptic Seizure data and Primary Care Visits Data. Missing and unequally spaced observations are handled naturally with this model.     

A Gibbs sampling approach to linkage analysis.

We present a Monte Carlo approach to estimation of the recombination fraction theta and the profile likelihood for a dichotomous trait and a single marker gene with 2 alleles. The method is an application of a technique known as 'Gibbs sampling', in which random samples of each of the unknowns (here genotypes, theta and nuisance parameters, including the allele frequencies and the penetrances) are drawn from their posterior distributions, given the data and the current values of all the other unknowns. Upon convergence, the resulting samples derive from the marginal distribution of all the unknowns, given only the data, so that the uncertainty in the specification of the nuisance parameters is reflected in the variance of the posterior distribution of theta. Prior knowledge about the distribution of theta and the nuisance parameters can be incorporated using a Bayesian approach, but adoption of a flat prior for theta and point priors for the nuisance parameters would correspond to the standard likelihood approach. The method is easy to program, runs quickly on a microcomputer, and could be generalized to multiple alleles, multipoint linkage, continuous phenotypes and more complex models of disease etiology. The basic approach is illustrated by application to data on cholesterol levels and an a low-density lipoprotein receptor gene in a single large pedigree.     

A comparative analysis of alternative approaches to fitting species-abundance models

Aims Fits of species-abundance distributions to empirical data are increasingly used to evaluate models of diversity maintenance and community structure and to infer properties of communities, such as species richness. Two distributions predicted by several models are the Poisson lognormal (PLN) and the negative binomial (NB) distribution; however, at least three different ways to parameterize the PLN have been proposed, which differ in whether unobserved species contribute to the likelihood and in whether the likelihood is conditional upon the total number of individuals in the sample. Each of these has an analogue for the NB. Here, we propose a new formulation of the PLN and NB that includes the number of unobserved species as one of the estimated parameters. We investigate the performance of parameter estimates obtained from this reformulation, as well as the existing alternatives, for drawing inferences about the shape of species abundance distributions and estimation of species richness.Methods We simulate the random sampling of a fixed number of individuals from lognormal and gamma community relative abundance distributions, using a previously developed 'individual-based' bootstrap algorithm. We use a range of sample sizes, community species richness levels and shape parameters for the species abundance distributions that span much of the realistic range for empirical data, generating 1?000 simulated data sets for each parameter combination. We then fit each of the alternative likelihoods to each of the simulated data sets, and we assess the bias, sampling variance and estimation error for each method.Important findings Parameter estimates behave reasonably well for most parameter values, exhibiting modest levels of median error. However, for the NB, median error becomes extremely large as the NB approaches either of two limiting cases. For both the NB and PLN,>90% of the variation in the error in model parameters across parameter sets is explained by three quantities that corresponded to the proportion of species not observed in the sample, the expected number of species observed in the sample and the discrepancy between the true NB or PLN distribution and a Poisson distribution with the same mean. There are relatively few systematic differences between the four alternative likelihoods. In particular, failing to condition the likelihood on the total sample sizes does not appear to systematically increase the bias in parameter estimates. Indeed, overall, the classical likelihood performs slightly better than the alternatives. However, our reparameterized likelihood, for which species richness is a fitted parameter, has important advantages over existing approaches for estimating species richness from fitted species-abundance models.     

Functional mixed effects models

In this article, a new class of functional models in which smoothing splines are used to model fixed effects as well as random effects is introduced. The linear mixed effects models are extended to nonparametric mixed effects models by introducing functional random effects, which are modeled as realizations of zero-mean stochastic processes. The fixed functional effects and the random functional effects are modeled in the same functional space, which guarantee the population-average and subject-specific curves have the same smoothness property. These models inherit the flexibility of the linear mixed effects models in handling complex designs and correlation structures, can include continuous covariates as well as dummy factors in both the fixed or random design matrices, and include the nested curves models as special cases. Two estimation procedures are proposed. The first estimation procedure exploits the connection between linear mixed effects models and smoothing splines and can be fitted using existing software. The second procedure is a sequential estimation procedure using Kalman filtering. This algorithm avoids inversion of large dimensional matrices and therefore can be applied to large data sets. A generalized maximum likelihood (GML) ratio test is proposed for inference and model selection. An application to comparison of cortisol profiles is used as an illustration.     

Analysis of left-censored longitudinal data with application to viral load in HIV infection

The classical model for the analysis of progression of markers in HIV-infected patients is the mixed effects linear model. However, longitudinal studies of viral load are complicated by left censoring of the measures due to a lower quantification limit. We propose a full likelihood approach to estimate parameters from the linear mixed effects model for left-censored Gaussian data. For each subject, the contribution to the likelihood is the product of the density for the vector of the completely observed outcome and of the conditional distribution function of the vector of the censored outcome, given the observed outcomes. Values of the distribution function were computed by numerical integration. The maximization is performed by a combination of the Simplex algorithm and the Marquardt algorithm. Subject-specific deviations and random effects are estimated by modified empirical Bayes replacing censored measures by their conditional expectations given the data. A simulation study showed that the proposed estimators are less biased than those obtained by imputing the quantification limit to censored data. Moreover, for models with complex covariance structures, they are less biased than Monte Carlo expectation maximization (MCEM) estimators developed by Hughes (1999) Mixed effects models with censored data with application to HIV RNA Levels. Biometrics 55, 625-629. The method was then applied to the data of the ALBI-ANRS 070 clinical trial for which HIV-1 RNA levels were measured with an ultrasensitive assay (quantification limit 50 copies/ml). Using the proposed method, estimates obtained with data artificially censored at 500 copies/ml were close to those obtained with the real data set.     

A joint model for longitudinal measurements and survival data in the presence of multiple failure types

Summary .   In this article we study a joint model for longitudinal measurements and competing risks survival data. Our joint model provides a flexible approach to handle possible nonignorable missing data in the longitudinal measurements due to dropout. It is also an extension of previous joint models with a single failure type, offering a possible way to model informatively censored events as a competing risk. Our model consists of a linear mixed effects submodel for the longitudinal outcome and a proportional cause-specific hazards frailty submodel ( Prentice et al., 1978 , Biometrics 34, 541–554) for the competing risks survival data, linked together by some latent random effects. We propose to obtain the maximum likelihood estimates of the parameters by an expectation maximization (EM) algorithm and estimate their standard errors using a profile likelihood method. The developed method works well in our simulation studies and is applied to a clinical trial for the scleroderma lung disease.     

A scaled linear mixed model for multiple outcomes

We propose a scaled linear mixed model to assess the effects of exposure and other covariates on multiple continuous outcomes. The most general form of the model allows a different exposure effect for each outcome. An important special case is a model that represents the exposure effects using a common global measure that can be characterized in terms of effect sizes. Correlations among different outcomes within the same subject are accommodated using random effects. We develop two approaches to model fitting, including the maximum likelihood method and the working parameter method. A key feature of both methods is that they can be easily implemented by repeatedly calling software for fitting standard linear mixed models, e.g., SAS PROC MIXED. Compared to the maximum likelihood method, the working parameter method is easier to implement and yields fully efficient estimators of the parameters of interest. We illustrate the proposed methods by analyzing data from a study of the effects of occupational pesticide exposure on semen quality in a cohort of Chinese men.     

Analysis of single gene multitrait effects in livestock by the use of Gibbs sampling

The paper presents a method of multivariate data analysis described by a model which involves fixed effects, additive polygenic individual effects and the effects of a major gene. To find the estimates of model parameters, the maximization of likelihood function method is applied. The maximum of likelihood function is computed by the use of the Gibbs sampling approach. In this approach, following the conditional posterior distributions, values of all unknown parameters are generated. On the basis of the obtained samples the marginal posterior densities as well as the estimates of fixed effects, gene frequency, genotypic values, major gene, polygenic and error (co)variances are calculated. A numerical example, supplemented to theoretical considerations, deals with data simulated according to the considered model.     

Fixed and random effects selection in linear and logistic models

We address the problem of selecting which variables should be included in the fixed and random components of logistic mixed effects models for correlated data. A fully Bayesian variable selection is implemented using a stochastic search Gibbs sampler to estimate the exact model-averaged posterior distribution. This approach automatically identifies subsets of predictors having nonzero fixed effect coefficients or nonzero random effects variance, while allowing uncertainty in the model selection process. Default priors are proposed for the variance components and an efficient parameter expansion Gibbs sampler is developed for posterior computation. The approach is illustrated using simulated data and an epidemiologic example.