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.     

The home-range concept: are traditional estimators still relevant with modern telemetry technology?

Recent advances in animal tracking and telemetry technology have allowed the collection of location data at an ever-increasing rate and accuracy, and these advances have been accompanied by the development of new methods of data analysis for portraying space use, home ranges and utilization distributions. New statistical approaches include data-intensive techniques such as kriging and nonlinear generalized regression models for habitat use. In addition, mechanistic home-range models, derived from models of animal movement behaviour, promise to offer new insights into how home ranges emerge as the result of specific patterns of movements by individuals in response to their environment. Traditional methods such as kernel density estimators are likely to remain popular because of their ease of use. Large datasets make it possible to apply these methods over relatively short periods of time such as weeks or months, and these estimates may be analysed using mixed effects models, offering another approach to studying temporal variation in space-use patterns. Although new technologies open new avenues in ecological research, our knowledge of why animals use space in the ways we observe will only advance by researchers using these new technologies and asking new and innovative questions about the empirical patterns they observe.     

Multiple outputation: inference for complex clustered data by averaging analyses from independent data

This article applies a simple method for settings where one has clustered data, but statistical methods are only available for independent data. We assume the statistical method provides us with a normally distributed estimate, theta, and an estimate of its variance sigma. We randomly select a data point from each cluster and apply our statistical method to this independent data. We repeat this multiple times, and use the average of the associated theta's as our estimate. An estimate of the variance is given by the average of the sigma2's minus the sample variance of the theta's. We call this procedure multiple outputation, as all "excess" data within each cluster is thrown out multiple times. Hoffman, Sen, and Weinberg (2001, Biometrika 88, 1121-1134) introduced this approach for generalized linear models when the cluster size is related to outcome. In this article, we demonstrate the broad applicability of the approach. Applications to angular data, p-values, vector parameters, Bayesian inference, genetics data, and random cluster sizes are discussed. In addition, asymptotic normality of estimates based on all possible outputations, as well as a finite number of outputations, is proven given weak conditions. Multiple outputation provides a simple and broadly applicable method for analyzing clustered data. It is especially suited to settings where methods for clustered data are impractical, but can also be applied generally as a quick and simple tool.     

Behavioral testing of antidepressant compounds: an analysis of crossover design for correlated binary data

The differential reinforcement of low-rate 72 seconds schedule (DRL-72) is a standard behavioral test procedure for screening potential antidepressant compounds. The protocol for the DRL-72 experiment, proposed by Evenden et al. (1993), consists of using a crossover design for the experiment and one-way ANOVA for the statistical analysis. In this paper we discuss the choice of several crossover designs for the DRL-72 experiment and propose to estimate the treatment effects using either generalized linear mixed models (GLMM) or generalized estimating equation (GEE) models for clustered binary data.     

Generalized models vs. classification tree analysis: Predicting spatial distributions of plant species at different scales

Abstract. Statistical models of the realized niche of species are increasingly used, but systematic comparisons of alternative methods are still limited. In particular, only few studies have explored the effect of scale in model outputs. In this paper, we investigate the predictive ability of three statistical methods (generalized linear models, generalized additive models and classification tree analysis) using species distribution data at three scales: fine (Catalonia), intermediate (Portugal) and coarse (Europe). Four Mediterranean tree species were modelled for comparison. Variables selected by models were relatively consistent across scales and the predictive accuracy of models varied only slightly. However, there were slight differences in the performance of methods. Classification tree analysis had a lower accuracy than the generalized methods, especially at finer scales. The performance of generalized linear models also increased with scale. At the fine scale GLM with linear terms showed better accuracy than GLM with quadratic and polynomial terms. This is probably because distributions at finer scales represent a linear sub‐sample of entire realized niches of species. In contrast to GLM, the performance of GAM was constant across scales being more data‐oriented. The predictive accuracy of GAM was always at least equal to other techniques, suggesting that this modelling approach is more robust to variations of scale because it can deal with any response shape.     

Competing regression models for longitudinal data

The choice of an appropriate family of linear models for the analysis of longitudinal data is often a matter of concern for practitioners. To attenuate such difficulties, we discuss some issues that emerge when analyzing this type of data via a practical example involving pretest–posttest longitudinal data. In particular, we consider log‐normal linear mixed models (LNLMM), generalized linear mixed models (GLMM), and models based on generalized estimating equations (GEE). We show how some special features of the data, like a nonconstant coefficient of variation, may be handled in the three approaches and evaluate their performance with respect to the magnitude of standard errors of interpretable and comparable parameters. We also show how different diagnostic tools may be employed to identify outliers and comment on available software. We conclude by noting that the results are similar, but that GEE‐based models may be preferable when the goal is to compare the marginal expected responses.     

Incorporating movement into models of grey seal population dynamics

1. One of the most difficult problems in developing spatially explicit models of population dynamics is the validation and parameterization of the movement process. We show how movement models derived from capture-recapture analysis can be improved by incorporating them into a spatially explicit metapopulation model that is fitted to a time series of abundance data. 2. We applied multisite capture-recapture analysis techniques to photo-identification data collected from female grey seals at the four main breeding colonies in the North Sea between 1999 and 2001. The best-fitting movement models were then incorporated into state-space metapopulation models that explicitly accounted for demographic and observational stochasticity. 3. These metapopulation models were fitted to a 20-year time series of pup production data for each colony using a Bayesian approach. The best-fitting model, based on the Akaike Information Criterion (AIC), had only a single movement parameter, whose confidence interval was 82% less than that obtained from the capture-recapture study, but there was some support for a model that included an effect of distance between colonies. 4. The state-space modelling provided improved estimates of other demographic parameters. 5. The incorporation of movement, and the way in which it was modelled, affected both local and regional dynamics. These differences were most evident as colonies approached their carrying capacities, suggesting that our ability to discriminate between models should improve as the length of the grey seal time series increases.     

Adjusting for Nonignorable Missingness When Estimating Generalized Additive Models

Generalized additive models (GAMs) have been widely used for flexible modeling of various types of outcomes. When the outcome in a GAM is subject to missing, practical analyses often assume that missingness is missing at random (MAR). This assumption can be of suspicion when the missingness is not by design. Evaluating the potential effects of alternative nonignorable missing data mechanism on the MAR inference from a GAM can be important but often challenging due to the complicatedness of alternative nonignorable models. We apply the index approach to local sensitivity (Troxel, Ma, and Heitjan 2004 (2004). Statistica Sinica 14 , 1221–1237) to evaluate the potential changes of the GAM estimates in the neighborhood of the MAR model. The approach avoids fitting any complicated nonignorable GAM. Only MAR estimates are required to calculate the resulting sensitivity index and adjust the GAM estimates to account for nonignorable missingness. Thus the proposed approach is considerably simpler to conduct, as compared with the alternative methods. The simulation study shows that the index provides valid assessment of the local sensitivity of the GAM estimates to nonignorable missingness. We then illustrate the method using a rheumatoid arthritis clinical trial data set.     

Analysis of clustered and longitudinal binary data subject to response misclassification

Misclassified clustered and longitudinal data arise in studies where the response indicates a condition identified through an imperfect diagnostic procedure. Examples include longitudinal studies that use an imperfect diagnostic test to assess whether or not an individual has been infected with a specific virus. This article presents methods to implement both population-averaged and cluster-specific analyses of such data when the misclassification rates are known. The methods exploit the fact that the class of generalized linear models enjoys a closure property in the case of misclassified responses. Data from longitudinal studies of infectious disease will illustrate the findings.     

Compound Regression Models for Ordered Categorical Data

A general class of sequential models for the analysis of ordered categorical variables is developed and discussed. The models apply if the ordinal response may be subdivided into two or more meaningful sets of response categories. The parametrization explicitly makes use of this subdivision. The models furnish a linear alternative to non-linear models which incorporate a scale parameter. They are shown to be special cases of multivariate generalized linear models. Applications are discussed with the use of several examples.     

A simple imputation method for longitudinal studies with non-ignorable non-responses

Missing data are a common problem in longitudinal studies in the health sciences. Motivated by data from the Muscatine Coronary Risk Factor (MCRF) study, a longitudinal study of obesity, we propose a simple imputation method for handling non-ignorable non-responses (i.e., when non-response is related to the specific values that should have been obtained) in longitudinal studies with either discrete or continuous outcomes. In the proposed approach, two regression models are specified; one for the marginal mean of the response, the other for the conditional mean of the response given non-response patterns. Statistical inference for the model parameters is based on the generalized estimating equations (GEE) approach. An appealing feature of the proposed method is that it can be readily implemented using existing, widely-available statistical software. The method is illustrated using longitudinal data on obesity from the MCRF study.     

Modeling baseline conditions of ecological indicators: Marine renewable energy environmental monitoring

Ecological indicators are often collected to detect and monitor environmental change. Statistical models are used to estimate natural variability, pre-existing trends, and environmental predictors of baseline indicator conditions. Establishing standard models for baseline characterization is critical to the effective design and implementation of environmental monitoring programs. An anthropogenic activity that requires monitoring is the development of Marine Renewable Energy sites. Currently, there are no standards for the analysis of environmental monitoring data for these development sites. Marine Renewable Energy monitoring data are used as a case study to develop and apply a model evaluation to establish best practices for characterizing baseline ecological indicator data. We examined a range of models, including six generalized regression models, four time series models, and three nonparametric models. Because monitoring data are not always normally distributed, we evaluated model ability to characterize normal and non-normal data using hydroacoustic metrics that serve as proxies for ecological indicator data. The nonparametric support vector regression and random forest models, and parametric state-space time series models generally were the most accurate in interpolating the normal metric data. Support vector regression and state-space models best interpolated the non-normally distributed data. If parametric results are preferred, then state-space models are the most robust for baseline characterization. Evaluation of a wide range of models provides a comprehensive characterization of the case study data, and highlights advantages of models rarely used in Marine Renewable Energy environmental monitoring. Our model findings are relevant for any ecological indicator data with similar properties, and the evaluation approach is applicable to any monitoring program.     

Autoregressive models for capture-recapture data: a Bayesian approach

In this article, we incorporate an autoregressive time-series framework into models for animal survival using capture-recapture data. Researchers modeling animal survival probabilities as the realization of a random process have typically considered survival to be independent from one time period to the next. This may not be realistic for some populations. Using a Gibbs sampling approach, we can estimate covariate coefficients and autoregressive parameters for survival models. The procedure is illustrated with a waterfowl band recovery dataset for northern pintails (Anas acuta). The analysis shows that the second lag autoregressive coefficient is significantly less than 0, suggesting that there is a triennial relationship between survival probabilities and emphasizing that modeling survival rates as independent random variables may be unrealistic in some cases. Software to implement the methodology is available at no charge on the Internet.     

Marginal analysis of incomplete longitudinal binary data: a cautionary note on LOCF imputation

In recent years there has been considerable research devoted to the development of methods for the analysis of incomplete data in longitudinal studies. Despite these advances, the methods used in practice have changed relatively little, particularly in the reporting of pharmaceutical trials. In this setting, perhaps the most widely adopted strategy for dealing with incomplete longitudinal data is imputation by the "last observation carried forward" (LOCF) approach, in which values for missing responses are imputed using observations from the most recently completed assessment. We examine the asymptotic and empirical bias, the empirical type I error rate, and the empirical coverage probability associated with estimators and tests of treatment effect based on the LOCF imputation strategy. We consider a setting involving longitudinal binary data with longitudinal analyses based on generalized estimating equations, and an analysis based simply on the response at the end of the scheduled follow-up. We find that for both of these approaches, imputation by LOCF can lead to substantial biases in estimators of treatment effects, the type I error rates of associated tests can be greatly inflated, and the coverage probability can be far from the nominal level. Alternative analyses based on all available data lead to estimators with comparatively small bias, and inverse probability weighted analyses yield consistent estimators subject to correct specification of the missing data process. We illustrate the differences between various methods of dealing with drop-outs using data from a study of smoking behavior.     

Information-Theoretic Model Selection and Model Averaging for Closed-Population Capture-Recapture Studies

Specification of an appropriate model is critical to valid statistical inference. Given the “true model” for the data is unknown, the goal of model selection is to select a plausible approximating model that balances model bias and sampling variance. Model selection based on information criteria such as AIC or its variant AIC_c, or criteria like CAIC, has proven useful in a variety of contexts including the analysis of open-population capture-recapture data. These criteria have not been intensively evaluated for closed-population capture-recapture models, which are integer parameter models used to estimate population size (N), and there is concern that they will not perform well. To address this concern, we evaluated AIC, AIC_c, and CAIC model selection for closed-population capture-recapture models by empirically assessing the quality of inference for the population size parameter N. We found that AIC-, AIC_c-, and CAIC-selected models had smaller relative mean squared errors than randomly selected models, but that confidence interval coverage on N was poor unless unconditional variance estimates (which incorporate model uncertainty) were used to compute confidence intervals. Overall, AIC and AIC_c outperformed CAIC, and are preferred to CAIC for selection among the closed-population capture-recapture models we investigated. A model averaging approach to estimation, using AIC, AIC_c, or CAIC to estimate weights, was also investigated and proved superior to estimation using AIC-, AIC_c-, or CAIC-selected models. Our results suggested that, for model averaging, AIC or AIC_c should be favored over CAIC for estimating weights.     

Aberrant crypt foci and semiparametric modeling of correlated binary data

Summary .   Motivated by the spatial modeling of aberrant crypt foci (ACF) in colon carcinogenesis, we consider binary data with probabilities modeled as the sum of a nonparametric mean plus a latent Gaussian spatial process that accounts for short-range dependencies. The mean is modeled in a general way using regression splines. The mean function can be viewed as a fixed effect and is estimated with a penalty for regularization. With the latent process viewed as another random effect, the model becomes a generalized linear mixed model. In our motivating data set and other applications, the sample size is too large to easily accommodate maximum likelihood or restricted maximum likelihood estimation (REML), so pairwise likelihood, a special case of composite likelihood, is used instead. We develop an asymptotic theory for models that are sufficiently general to be used in a wide variety of applications, including, but not limited to, the problem that motivated this work. The splines have penalty parameters that must converge to zero asymptotically: we derive theory for this along with a data-driven method for selecting the penalty parameter, a method that is shown in simulations to improve greatly upon standard devices, such as likelihood crossvalidation. Finally, we apply the methods to the data from our experiment ACF. We discover an unexpected location for peak formation of ACF.     

Correlated versus uncorrelated frailty Cox models: A comparison of different estimation procedures

In many studies in medicine, including clinical trials and epidemiological investigations, data are clustered into groups such as health centers or herds in veterinary medicine. Such data are usually analyzed by hierarchical regression models to account for possible variation between groups. When such variation is large, it is of potential interest to explore whether additionally the effect of a within‐group predictor varies between groups. In survival analysis, this may be investigated by including two frailty terms at group level in a Cox proportional hazards model. Several estimation methods have been proposed to estimate this type of frailty Cox models. We review four of these methods, apply them to real data from veterinary medicine, and compare them using a simulation study.     

Generalized monotonic regression based on B-splines with an application to air pollution data

In many studies, it is known that one or more of the covariates have a monotonic effect on the response variable. In these circumstances, standard fitting methods for generalized additive models (GAMs) generate implausible results. A fitting procedure is proposed that incorporates monotonicity assumptions on one or more smooth components within a GAM framework. The algorithm uses the monotonicity restriction for B-spline coefficients and provides componentwise selection of smooth components. Stopping criteria and approximate pointwise confidence bands are derived. The method is applied to the data from a study conducted in the metropolitan area of S?o Paulo, Brazil, where the influence of several air pollutants like SO(2) on respiratory mortality is investigated.     

Incorporating Inter‐item Correlations in Item Response Data Analysis

This paper concerns with the analysis of item response data, which are usually measured on a rating scale and are therefore ordinal. These study items tended to be highly inter‐correlated. Rasch models, which convert ordinal categorical scales into linear measurements, are widely used in ordinal data analysis. In this paper, we improve the current methodology in order to incorporate inter‐item correlations. We have advocated the latent variable approach for this purpose, in combination with generalized estimating equations to estimate the Rasch model parameters. The data on a study of families of lung cancer patients demonstrate the utility of our methods.     

The reliability of estimates of migration in the peppered moth Biston betularia and some implications for selection-migration models

Migration of adult males is one of the important variables involved in the mathematical models of industrial melanism in Biston betularia. Values for this variable are based on data from a capture-recapture performed by Bishop (1972) using both local and bred moths which were at least one night old at release. We carried out an experiment to compare the rate of recapture close to the point of release for moths allowed to fly away immediately after their emergence around dusk and those which were at least one night old at release. Unheld moths were less likely to be recaptured suggesting that males have an initial dispersal phase on their first night which results in a higher rate of emigration than on subsequent nights. Such a phase would have been largely missed in Bishop's experiment. The implications of this type of behaviour pattern for the models of spatial variation based on a selection-migration balance are discussed.