A bivariate autoregressive linear mixed effects model for the analysis of longitudinal data

In clinical studies, dependent bivariate continuous responses may approach equilibrium over time. We propose an autoregressive linear mixed effects model for bivariate longitudinal data in which the current responses are regressed on the previous responses of both variables, fixed effects, and random effects. The equilibria are modeled using fixed and random effects. This model is a bivariate extension of the model for univariate longitudinal data given by Funatogawa et al. (Statist. Med. 2007; 26:2113-2130). As an illustration of the approach we analyze parathyroid hormone and serum calcium measurements in the treatment of secondary hyperparathyroidism in chronic hemodialysis patients.     

A latent factor linear mixed model for high‐dimensional longitudinal data analysis

High‐dimensional longitudinal data involving latent variables such as depression and anxiety that cannot be quantified directly are often encountered in biomedical and social sciences. Multiple responses are used to characterize these latent quantities, and repeated measures are collected to capture their trends over time. Furthermore, substantive research questions may concern issues such as interrelated trends among latent variables that can only be addressed by modeling them jointly. Although statistical analysis of univariate longitudinal data has been well developed, methods for modeling multivariate high‐dimensional longitudinal data are still under development. In this paper, we propose a latent factor linear mixed model (LFLMM) for analyzing this type of data. This model is a combination of the factor analysis and multivariate linear mixed models. Under this modeling framework, we reduced the high‐dimensional responses to low‐dimensional latent factors by the factor analysis model, and then we used the multivariate linear mixed model to study the longitudinal trends of these latent factors. We developed an expectation–maximization algorithm to estimate the model. We used simulation studies to investigate the computational properties of the expectation–maximization algorithm and compare the LFLMM model with other approaches for high‐dimensional longitudinal data analysis. We used a real data example to illustrate the practical usefulness of the model. Copyright © 2013 John Wiley & Sons, Ltd.     

An autoregressive linear mixed effects model for the analysis of unequally spaced longitudinal data with dose-modification

The assessment of the dose-response relationship is important but not straightforward when the therapeutic agent is administered repeatedly with dose-modification in each patient and a continuous response is measured repeatedly. We recently proposed an autoregressive linear mixed effects model for such data in which the current response is regressed on the previous response, fixed effects, and random effects. The model represents profiles approaching each patient's asymptote, takes into account the past dose history, and provides a dose-response relationship of the asymptote as a summary measure. In an autoregressive model, intermittent missing data mean the missing values in previous responses as covariates. We previously provided the marginal (unconditional on the previous response) form of the proposed model to deal with intermittent missing data. Irregular timings of dose-modification or measurement can also be treated as equally spaced data with intermittent missing values by selecting an adequately small unit of time. The likelihood is, however, expressed by matrices whose sizes depend on the number of observations for a patient, and the computational burden is large. In this study, we propose a state space form of the autoregressive linear mixed effects model to calculate the marginal likelihood without using large matrices. The regression coefficients of the fixed effects can be concentrated out of the likelihood in this model by the same way of a linear mixed effects model. As an illustration of the approach, we analyzed immunologic data from a clinical trial for multiple sclerosis patients and estimated the dose-response curves for each patient and the population mean.     

An autoregressive linear mixed effects model for the analysis of longitudinal data which show profiles approaching asymptotes

In longitudinal data, a continuous response sometimes shows a profile approaching an asymptote. For such data, we propose a new class of models, autoregressive linear mixed effects models in which the current response is regressed on the previous response, fixed effects, and random effects. Asymptotes can shift depending on treatment groups, individuals, and so on, and can be modelled by fixed and random effects. We also propose error structures that are useful in practice. The estimation methods of linear mixed effects models can be used as long as there is no intermittent missing.     

A linear mixed model for predicting a binary event from longitudinal data under random effects misspecification

The use of longitudinal data for predicting a subsequent binary event is often the focus of diagnostic studies. This is particularly important in obstetrics, where ultrasound measurements taken during fetal development may be useful for predicting various poor pregnancy outcomes. We propose a modeling framework for predicting a binary event from longitudinal measurements where a shared random effect links the two processes together. Under a Gaussian random effects assumption, the approach is simple to implement with standard statistical software. Using asymptotic and simulation results, we show that estimates of predictive accuracy under a Gaussian random effects distribution are robust to severe misspecification of this distribution. However, under some circumstances, estimates of individual risk may be sensitive to severe random effects misspecification. We illustrate the methodology with data from a longitudinal fetal growth study.     

Flexible longitudinal linear mixed models for multiple censored responses data

In biomedical studies and clinical trials, repeated measures are often subject to some upper and/or lower limits of detection. Hence, the responses are either left or right censored. A complication arises when more than one series of responses is repeatedly collected on each subject at irregular intervals over a period of time and the data exhibit tails heavier than the normal distribution. The multivariate censored linear mixed effect (MLMEC) model is a frequently used tool for a joint analysis of more than one series of longitudinal data. In this context, we develop a robust generalization of the MLMEC based on the scale mixtures of normal distributions. To take into account the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is considered. For this complex longitudinal structure, we propose an exact estimation procedure to obtain the maximum-likelihood estimates of the fixed effects and variance components using a stochastic approximation of the EM algorithm. This approach allows us to estimate the parameters of interest easily and quickly as well as to obtain the standard errors of the fixed effects, the predictions of unobservable values of the responses, and the log-likelihood function as a byproduct. The proposed method is applied to analyze a set of AIDS data and is examined via a simulation study.     

Fast linear mixed model computations for genome‐wide association studies with longitudinal data

Genome‐wide association studies are characterized by a huge number of statistical tests performed to discover new disease‐related genetic variants [in the form of single‐nucleotide polymorphisms (SNPs)] in human DNA. Many SNPs have been identified for cross‐sectionally measured phenotypes. However, there is a growing interest in genetic determinants of the evolution of traits over time. Dealing with correlated observations from the same individual, we need to apply advanced statistical techniques. The linear mixed model is popular but also much more computationally demanding than fitting a linear regression model to independent observations. We propose a conditional two‐step approach as an approximate method to explore the longitudinal relationship between the trait and the SNP. In a simulation study, we compare several fast methods with respect to their accuracy and speed. The conditional two‐step approach is applied to relate SNPs to longitudinal bone mineral density responses collected in the Rotterdam Study. Copyright © 2012 John Wiley & Sons, Ltd.     

An autoregressive linear mixed effects model for the analysis of longitudinal data which include dropouts and show profiles approaching asymptotes

We are interested in longitudinal data of a continuous response that show profiles with an initial sharp change and approaching asymptotes for each patient, and many patients drop out with a reason related to the response. In this paper, we focus on a model that assumes a dropout process is missing at random (MAR). In this dropout process, we can obtain consistent maximum likelihood estimators as long as both the mean and covariance structures are correctly specified. However, parsimonious covariance structures for the profiles approaching asymptotes are unclear. An autoregressive linear mixed effects model can express the profile with random individual asymptotes. We show that this model provides a new parsimonious covariance structure. The covariance structure at steady state is compound symmetry and the other elements of the covariance depend on the measurement points. In simulation studies, the estimate of the asymptote is unbiased in MAR dropouts, but biased in non-ignorable dropouts. We also applied this model to actual schizophrenia trial data.     

A mixed effects model for the analysis of ordinal longitudinal pain data subject to informative drop-out

We extend the model of Pulkstenis et al. that models binary longitudinal data, subject to informative drop-out through remedication, to the ordinal response case. We present a selection model shared-parameter approach that specifies mixed models for both ordinal response and discrete survival time to remedication. In this fashion, the random parameter present in both models completely characterizes the relationship between response and time to remedication inducing their conditional independence. With a log-log link function for both response and study 'survival', as well as specification of a log-gamma distribution for the random effect, we obtain a closed-form expression for the marginal log-likelihood of response and time to remedication that does not require approximation or numerical integration techniques. A data analysis is performed and simulation results presented which support the consistency of parameter and standard error estimates.     

Using the general linear mixed model to analyse unbalanced repeated measures and longitudinal data

The general linear mixed model provides a useful approach for analysing a wide variety of data structures which practising statisticians often encounter. Two such data structures which can be problematic to analyse are unbalanced repeated measures data and longitudinal data. Owing to recent advances in methods and software, the mixed model analysis is now readily available to data analysts. The model is similar in many respects to ordinary multiple regression, but because it allows correlation between the observations, it requires additional work to specify models and to assess goodness-of-fit. The extra complexity involved is compensated for by the additional flexibility it provides in model fitting. The purpose of this tutorial is to provide readers with a sufficient introduction to the theory to understand the method and a more extensive discussion of model fitting and checking in order to provide guidelines for its use. We provide two detailed case studies, one a clinical trial with repeated measures and dropouts, and one an epidemiological survey with longitudinal follow-up. © 1997 John Wiley & Sons, Ltd.     

A robust approach to t linear mixed models applied to multiple sclerosis data

We discuss a robust extension of linear mixed models based on the multivariate t distribution. Since longitudinal data are successively collected over time and typically tend to be auto-correlated, we employ a parsimonious first-order autoregressive dependence structure for the within-subject errors. A score test statistic for testing the existence of autocorrelation among the within-subject errors is derived. Moreover, we develop an explicit scoring procedure for the maximum likelihood estimation with standard errors as a by-product. The technique for predicting future responses of a subject given past measurements is also investigated. Results are illustrated with real data from a multiple sclerosis clinical trial.     

Real longitudinal data analysis for real people: Building a good enough mixed model

Mixed effects models have become very popular, especially for the analysis of longitudinal data. One challenge is how to build a good enough mixed effects model. In this paper, we suggest a systematic strategy for addressing this challenge and introduce easily implemented practical advice to build mixed effects models. A general discussion of the scientific strategies motivates the recommended five‐step procedure for model fitting. The need to model both the mean structure (the fixed effects) and the covariance structure (the random effects and residual error) creates the fundamental flexibility and complexity. Some very practical recommendations help to conquer the complexity. Centering, scaling, and full‐rank coding of all the predictor variables radically improve the chances of convergence, computing speed, and numerical accuracy. Applying computational and assumption diagnostics from univariate linear models to mixed model data greatly helps to detect and solve the related computational problems. Applying computational and assumption diagnostics from the univariate linear models to the mixed model data can radically improve the chances of convergence, computing speed, and numerical accuracy. The approach helps to fit more general covariance models, a crucial step in selecting a credible covariance model needed for defensible inference. A detailed demonstration of the recommended strategy is based on data from a published study of a randomized trial of a multicomponent intervention to prevent young adolescents' alcohol use. The discussion highlights a need for additional covariance and inference tools for mixed models. The discussion also highlights the need for improving how scientists and statisticians teach and review the process of finding a good enough mixed model. Copyright © 2009 John Wiley & Sons, Ltd.     

Residuals analysis of the generalized linear models for longitudinal data

The generalized estimation equation (GEE) method, one of the generalized linear models for longitudinal data, has been used widely in medical research. However, the related sensitivity analysis problem has not been explored intensively. One of the possible reasons for this was due to the correlated structure within the same subject. We showed that the conventional residuals plots for model diagnosis in longitudinal data could mislead a researcher into trusting the fitted model. A non-parametric method, named the Wald-Wolfowitz run test, was proposed to check the residuals plots both quantitatively and graphically. The rationale proposedin this paper is well illustrated with two real clinical studies in Taiwan.     

Estimation and prediction in linear mixed models with skew-normal random effects for longitudinal data

This paper extends the classical linear mixed model by considering a multivariate skew-normal assumption for the distribution of random effects. We present an efficient hybrid ECME-NR algorithm for the computation of maximum-likelihood estimates of parameters. A score test statistic for testing the existence of skewness preference among random effects is developed. The technique for the prediction of future responses under this model is also investigated. The methodology is illustrated through an application to Framingham cholesterol data and a simulation study.     

Doubly robust generalized estimating equations for longitudinal data

A popular method for analysing repeated‐measures data is generalized estimating equations (GEE). When response data are missing at random (MAR), two modifications of GEE use inverse‐probability weighting and imputation. The weighted GEE (WGEE) method involves weighting observations by their inverse probability of being observed, according to some assumed missingness model. Imputation methods involve filling in missing observations with values predicted by an assumed imputation model. WGEE are consistent when the data are MAR and the dropout model is correctly specified. Imputation methods are consistent when the data are MAR and the imputation model is correctly specified. Recently, doubly robust (DR) methods have been developed. These involve both a model for probability of missingness and an imputation model for the expectation of each missing observation, and are consistent when either is correct. We describe DR GEE, and illustrate their use on simulated data. We also analyse the INITIO randomized clinical trial of HIV therapy allowing for MAR dropout. Copyright © 2009 John Wiley & Sons, Ltd.     

Mixed linear regression model for longitudinal data: application to an unbalanced anthropometric data set

A longitudinal data set is characterized by a time sequence of two or more observations from each individual. In cohort studies, these data are usually not balanced. A data set related to longitudinal height measurements in children of HIV-infected mothers was recorded at the university hospital of the Federal University in Minas Gerais, Brazil. The objective was to assess the application of the mixed effect model to this unbalanced data set. At six months of age, on average boys were 1.8 cm taller than girls, and seroreverter infants were 2.9 cm taller than their HIV+ peers. At 12 months of age, on average boys were 2.4 cm taller than girls and seroreverter children were 3.5 cm taller than HIV+ ones. In addition to describing longitudinal height behavior, this model also includes the growth rate estimation for this infant population by gender and group.     

A model for incomplete longitudinal multivariate ordinal data

In studies where multiple outcome items are repeatedly measured over time, missing data often occur. A longitudinal item response theory model is proposed for analysis of multivariate ordinal outcomes that are repeatedly measured. Under the MAR assumption, this model accommodates missing data at any level (missing item at any time point and/or missing time point). It allows for multiple random subject effects and the estimation of item discrimination parameters for the multiple outcome items. The covariates in the model can be at any level. Assuming either a probit or logistic response function, maximum marginal likelihood estimation is described utilizing multidimensional Gauss-Hermite quadrature for integration of the random effects. An iterative Fisher-scoring solution, which provides standard errors for all model parameters, is used. A data set from a longitudinal prevention study is used to motivate the application of the proposed model. In this study, multiple ordinal items of health behavior are repeatedly measured over time. Because of a planned missing design, subjects answered only two-third of all items at a given point.     

Latent time‐varying factors in longitudinal analysis: a linear mixed hidden Markov model for heart rates

Longitudinal data are often segmented by unobserved time‐varying factors, which introduce latent heterogeneity at the observation level, in addition to heterogeneity across subjects. We account for this latent structure by a linear mixed hidden Markov model. It integrates subject‐specific random effects and Markovian sequences of time‐varying effects in the linear predictor. We propose an expectation?‐maximization algorithm for maximum likelihood estimation, based on data augmentation. It reduces to the iterative maximization of the expected value of a complete likelihood function, derived from an augmented dataset with case weights, alternated with weights updating. In a case study of the Survey on Stress Aging and Health in Russia, the model is exploited to estimate the influence of the observed covariates under unobserved time‐varying factors, which affect the cardiovascular activity of each subject during the observation period. Copyright © 2014 John Wiley & Sons, Ltd.     

A Bayesian semiparametric model for bivariate sparse longitudinal data

Mixed‐effects models have recently become popular for analyzing sparse longitudinal data that arise naturally in biological, agricultural and biomedical studies. Traditional approaches assume independent residuals over time and explain the longitudinal dependence by random effects. However, when bivariate or multivariate traits are measured longitudinally, this fundamental assumption is likely to be violated because of intertrait dependence over time. We provide a more general framework where the dependence of the observations from the same subject over time is not assumed to be explained completely by the random effects of the model. We propose a novel, mixed model‐based approach and estimate the error–covariance structure nonparametrically under a generalized linear model framework. We use penalized splines to model the general effect of time, and we consider a Dirichlet process mixture of normal prior for the random‐effects distribution. We analyze blood pressure data from the Framingham Heart Study where body mass index, gender and time are treated as covariates. We compare our method with traditional methods including parametric modeling of the random effects and independent residual errors over time. We conduct extensive simulation studies to investigate the practical usefulness of the proposed method. The current approach is very helpful in analyzing bivariate irregular longitudinal traits. Copyright © 2013 John Wiley & Sons, Ltd.     

A new mixed-effects mixture model for constrained longitudinal data

Biomedical research often features continuous responses bounded by the interval [0, 1]. The well-known beta regression model addresses the constrained nature of these data, while its augmented and mixed-effects variants can address the presence of zeros and/or ones and longitudinal or clustered response values, respectively. However, these models are not robust to the presence of outliers and/or excessive number of observations near the tails. We propose a new augmented mixed-effects regression model based on a special beta mixture distribution that is capable of handling these issues. Extensive simulation studies show the superiority of the proposed model to the models most often used in the literature. The proposed model is applied to two real datasets: one taken from a long-term study of Parkinson's disease and the other taken from a study on reading accuracy.