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.     

An assessment of estimation methods for generalized linear mixed models with binary outcomes

Two main classes of methodology have been developed for addressing the analytical intractability of generalized linear mixed models: likelihood‐based methods and Bayesian methods. Likelihood‐based methods such as the penalized quasi‐likelihood approach have been shown to produce biased estimates especially for binary clustered data with small clusters sizes. More recent methods using adaptive Gaussian quadrature perform well but can be overwhelmed by problems with large numbers of random effects, and efficient algorithms to better handle these situations have not yet been integrated in standard statistical packages. Bayesian methods, although they have good frequentist properties when the model is correct, are known to be computationally intensive and also require specialized code, limiting their use in practice. In this article, we introduce a modification of the hybrid approach of Capanu and Begg, 2011, Biometrics 67 , 371–380, as a bridge between the likelihood‐based and Bayesian approaches by employing Bayesian estimation for the variance components followed by Laplacian estimation for the regression coefficients. We investigate its performance as well as that of several likelihood‐based methods in the setting of generalized linear mixed models with binary outcomes. We apply the methods to three datasets and conduct simulations to illustrate their properties. Simulation results indicate that for moderate to large numbers of observations per random effect, adaptive Gaussian quadrature and the Laplacian approximation are very accurate, with adaptive Gaussian quadrature preferable as the number of observations per random effect increases. The hybrid approach is overall similar to the Laplace method, and it can be superior for data with very sparse random effects. Copyright © 2013 John Wiley & Sons, Ltd.     

Robust estimation for linear panel data models

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences, and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making meaningful statistical inferences. However, when the ordinary least squares (OLS) method is used to estimate the model parameters, presence of outliers may significantly alter the adequacy of such models by producing biased and inefficient estimates. In this work, we propose a new, weighted likelihood based robust estimation procedure for linear panel data models with fixed and random effects. The finite sample performances of the proposed estimators have been illustrated through an extensive simulation study as well as with an application to blood pressure dataset. Our thorough study demonstrates that the proposed estimators show significantly better performances over the traditional methods in the presence of outliers and produce competitive results to the OLS based estimates when no outliers are present in the dataset.     

The impact of a misspecified random-effects distribution on the estimation and the performance of inferential procedures in generalized linear mixed models

Estimation in generalized linear mixed models (GLMMs) is often based on maximum likelihood theory, assuming that the underlying probability model is correctly specified. However, the validity of this assumption is sometimes difficult to verify. In this paper we study, through simulations, the impact of misspecifying the random-effects distribution on the estimation and hypothesis testing in GLMMs. It is shown that the maximum likelihood estimators are inconsistent in the presence of misspecification. The bias induced in the mean-structure parameters is generally small, as far as the variability of the underlying random-effects distribution is small as well. However, the estimates of this variability are always severely biased. Given that the variance components are the only tool to study the variability of the true distribution, it is difficult to assess whether problems in the estimation of the mean structure occur. The type I error rate and the power of the commonly used inferential procedures are also severely affected. The situation is aggravated if more than one random effect is included in the model. Further, we propose to deal with possible misspecification by way of sensitivity analysis, considering several random-effects distributions. All the results are illustrated using data from a clinical trial in schizophrenia.     

Maximum likelihood estimation in generalized linear models with multiple covariates subject to detection limits

The analysis of data subject to detection limits is becoming increasingly necessary in many environmental and laboratory studies. Covariates subject to detection limits are often left censored because of a measurement device having a minimal lower limit of detection. In this paper, we propose a Monte Carlo version of the expectation–maximization algorithm to handle large number of covariates subject to detection limits in generalized linear models. We model the covariate distribution via a sequence of one‐dimensional conditional distributions, and sample the covariate values using an adaptive rejection metropolis algorithm. Parameter estimation is obtained by maximization via the Monte Carlo M‐step. This procedure is applied to a real dataset from the National Health and Nutrition Examination Survey, in which values of urinary heavy metals are subject to a limit of detection. Through simulation studies, we show that the proposed approach can lead to a significant reduction in variance for parameter estimates in these models, improving the power of such studies. Copyright © 2011 John Wiley & Sons, Ltd.     

Correcting for nonrandom ascertainment in generalized linear mixed models (GLMMs), fitted using Gibbs sampling

Gibbs sampling-based generalized linear mixed models (GLMMs) provide a convenient and flexible way to extend variance components models for multivariate normally distributed continuous traits to other classes of phenotype. This includes binary traits and right-censored failure times such as age-at-onset data. The approach has applications in many areas of genetic epidemiology. However, the required GLMMs are sensitive to nonrandom ascertainment. In the absence of an appropriate correction for ascertainment, they can exhibit marked positive bias in the estimated grand mean and serious shrinkage in the estimated magnitude of variance components. To compound practical difficulties, it is currently difficult to implement a conventional adjustment for ascertainment because of the need to undertake repeated integration across the distribution of random effects. This is prohibitively slow when it must be repeated at every iteration of the Markov chain Monte Carlo (MCMC) procedure. This paper motivates a correction for ascertainment that is based on sampling random effects rather than integrating across them and can therefore be implemented in a general-purpose Gibbs sampling environment such as WinBUGS. The approach has the characteristic that it returns ascertainment-adjusted parameter estimates that pertain to the true distribution of determinants in the ascertained sample rather than in the general population. The implications of this characteristic are investigated and discussed. This paper extends the utility of Gibbs sampling-based GLMMs to a variety of settings in which family data are ascertained nonrandomly.     

Analysis of ulcer data using hierarchical generalized linear models

In multi-centre clinical trials, heterogeneities in individual hospital treatment effects can be modelled as random effects. Estimates of the individual hospital treatment effects and estimate of the mean treatment effect, allowing for the presence of overall hospital differences, are required, together with some measure of their uncertainty. Systematic inferences from the hierarchical-likelihood are now possible, using hierarchical generalized linear models. We show how to construct profile likelihoods for the treatment effects of individual hospitals.     

Avoiding zero between‐study variance estimates in random‐effects meta‐analysis

Fixed‐effects meta‐analysis has been criticized because the assumption of homogeneity is often unrealistic and can result in underestimation of parameter uncertainty. Random‐effects meta‐analysis and meta‐regression are therefore typically used to accommodate explained and unexplained between‐study variability. However, it is not unusual to obtain a boundary estimate of zero for the (residual) between‐study standard deviation, resulting in fixed‐effects estimates of the other parameters and their standard errors. To avoid such boundary estimates, we suggest using Bayes modal (BM) estimation with a gamma prior on the between‐study standard deviation. When no prior information is available regarding the magnitude of the between‐study standard deviation, a weakly informative default prior can be used (with shape parameter 2 and rate parameter close to 0) that produces positive estimates but does not overrule the data, leading to only a small decrease in the log likelihood from its maximum. We review the most commonly used estimation methods for meta‐analysis and meta‐regression including classical and Bayesian methods and apply these methods, as well as our BM estimator, to real datasets. We then perform simulations to compare BM estimation with the other methods and find that BM estimation performs well by (i) avoiding boundary estimates; (ii) having smaller root mean squared error for the between‐study standard deviation; and (iii) better coverage for the overall effects than the other methods when the true model has at least a small or moderate amount of unexplained heterogeneity. Copyright © 2013 John Wiley & Sons, Ltd.     

Robust estimation in mixed linear models with non-monotone missingness

We introduce a model to account for abrupt changes among repeated measures with non-monotone missingness. Development of likelihood inferences for such models is hard because it involves intractable integration to obtain the marginal likelihood. We use hierarchical likelihood to overcome such difficulty. Abrupt changes among repeated measures can be well described by introducing random effects in the dispersion. A simulation study shows that the resulting estimator is efficient, robust against misspecification of fatness of tails. For illustration we use a schizophrenic behaviour data presented by Rubin and Wu.     

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.     

Genetic variance components analysis for binary phenotypes using generalized linear mixed models (GLMMs) and Gibbs sampling

The common complex diseases such as asthma are an important focus of genetic research, and studies based on large numbers of simple pedigrees ascertained from population‐based sampling frames are becoming commonplace. Many of the genetic and environmental factors causing these diseases are unknown and there is often a strong residual covariance between relatives even after all known determinants are taken into account. This must be modelled correctly whether scientific interest is focused on fixed effects, as in an association analysis, or on the covariances themselves. Analysis is straightforward for multivariate Normal phenotypes, but difficulties arise with other types of trait. Generalized linear mixed models (GLMMs) offer a potentially unifying approach to analysis for many classes of phenotype including multivariate Normal traits, binary traits, and censored survival times. Markov Chain Monte Carlo methods, including Gibbs sampling, provide a convenient framework within which such models may be fitted. In this paper, Bayesian inference Using Gibbs Sampling (a generic Gibbs sampler; BUGS) is used to fit GLMMs for multivariate Normal and binary phenotypes in nuclear families. BUGS is easy to use and readily available. We motivate a suitable model structure for Normal phenotypes and show how the model extends to binary traits. We discuss parameter interpretation and statistical inference and show how to circumvent a number of important theoretical and practical problems that we encountered. Using simulated data we show that model parameters seem consistent and appear unbiased in smaller data sets. We illustrate our methods using data from an ongoing cohort study. Genet. Epidemiol. 17:118–140, 1999. © 1999 Wiley‐Liss, Inc.     

Extensions to Bayesian generalized linear mixed effects models for household tuberculosis transmission

Household contact studies, a mainstay of tuberculosis transmission research, often assume that tuberculosis‐infected household contacts of an index case were infected within the household. However, strain genotyping has provided evidence against this assumption. Understanding the household versus community infection dynamic is essential for designing interventions. The misattribution of infection sources can also bias household transmission predictor estimates. We present a household‐community transmission model that estimates the probability of community infection, that is, the probability that a household contact of an index case was actually infected from a source outside the home and simultaneously estimates transmission predictors. We show through simulation that our method accurately predicts the probability of community infection in several scenarios and that not accounting for community‐acquired infection in household contact studies can bias risk factor estimates. Applying the model to data from Vitória, Brazil, produced household risk factor estimates similar to two other standard methods for age and sex. However, our model gave different estimates for sleeping proximity to index case and disease severity score. These results show that estimating both the probability of community infection and household transmission predictors is feasible and that standard tuberculosis transmission models likely underestimate the risk for two important transmission predictors. Copyright © 2017 John Wiley & Sons, Ltd.     

Measuring explained variation in linear mixed effects models

We generalize the well-known R(2) measure for linear regression to linear mixed effects models. Our work was motivated by a cluster-randomized study conducted by the Eastern Cooperative Oncology Group, to compare two different versions of informed consent document. We quantify the variation in the response that is explained by the covariates under the linear mixed model, and study three types of measures to estimate such quantities. The first type of measures make direct use of the estimated variances; the second type of measures use residual sums of squares in analogy to the linear regression; the third type of measures are based on the Kullback-Leibler information gain. All the measures can be easily obtained from software programs that fit linear mixed models. We study the performance of the measures through Monte Carlo simulations, and illustrate the usefulness of the measures on data sets.     

Measuring the individual benefit of a medical or behavioral treatment using generalized linear mixed‐effects models

We propose statistical definitions of the individual benefit of a medical or behavioral treatment and of the severity of a chronic illness. These definitions are used to develop a graphical method that can be used by statisticians and clinicians in the data analysis of clinical trials from the perspective of personalized medicine. The method focuses on assessing and comparing individual effects of treatments rather than average effects and can be used with continuous and discrete responses, including dichotomous and count responses. The method is based on new developments in generalized linear mixed‐effects models, which are introduced in this article. To illustrate, analyses of data from the Sequenced Treatment Alternatives to Relieve Depression clinical trial of sequences of treatments for depression and data from a clinical trial of respiratory treatments are presented. The estimation of individual benefits is also explained. Copyright © 2016 John Wiley & Sons, Ltd.     

An R2 statistic for fixed effects in the linear mixed model

Statisticians most often use the linear mixed model to analyze Gaussian longitudinal data. The value and familiarity of the R(2) statistic in the linear univariate model naturally creates great interest in extending it to the linear mixed model. We define and describe how to compute a model R(2) statistic for the linear mixed model by using only a single model. The proposed R(2) statistic measures multivariate association between the repeated outcomes and the fixed effects in the linear mixed model. The R(2) statistic arises as a 1-1 function of an appropriate F statistic for testing all fixed effects (except typically the intercept) in a full model. The statistic compares the full model with a null model with all fixed effects deleted (except typically the intercept) while retaining exactly the same covariance structure. Furthermore, the R(2) statistic leads immediately to a natural definition of a partial R(2) statistic. A mixed model in which ethnicity gives a very small p-value as a longitudinal predictor of blood pressure (BP) compellingly illustrates the value of the statistic. In sharp contrast to the extreme p-value, a very small R(2) , a measure of statistical and scientific importance, indicates that ethnicity has an almost negligible association with the repeated BP outcomes for the study.     

Multi‐disease analysis of maternal antibody decay using non‐linear mixed models accounting for censoring

Biomedical studies often generate repeated measures of multiple outcomes on a set of subjects. It may be of interest to develop a biologically intuitive model for the joint evolution of these outcomes while assessing inter‐subject heterogeneity. Even though it is common for biological processes to entail non‐linear relationships, examples of multivariate non‐linear mixed models (MNMMs) are still fairly rare. We contribute to this area by jointly analyzing the maternal antibody decay for measles, mumps, rubella, and varicella, allowing for a different non‐linear decay model for each infectious disease. We present a general modeling framework to analyze multivariate non‐linear longitudinal profiles subject to censoring, by combining multivariate random effects, non‐linear growth and Tobit regression. We explore the hypothesis of a common infant‐specific mechanism underlying maternal immunity using a pairwise correlated random‐effects approach and evaluating different correlation matrix structures. The implied marginal correlation between maternal antibody levels is estimated using simulations. The mean duration of passive immunity was less than 4months for all diseases with substantial heterogeneity between infants. The maternal antibody levels against rubella and varicella were found to be positively correlated, while little to no correlation could be inferred for the other disease pairs. For some pairs, computational issues occurred with increasing correlation matrix complexity, which underlines the importance of further developing estimation methods for MNMMs. Copyright © 2015 John Wiley & Sons, Ltd.     

Random effects meta‐analysis of event outcome in the framework of the generalized linear mixed model with applications in sparse data

We consider random effects meta‐analysis where the outcome variable is the occurrence of some event of interest. The data structures handled are where one has one or more groups in each study, and in each group either the number of subjects with and without the event, or the number of events and the total duration of follow‐up is available. Traditionally, the meta‐analysis follows the summary measures approach based on the estimates of the outcome measure(s) and the corresponding standard error(s). This approach assumes an approximate normal within‐study likelihood and treats the standard errors as known. This approach has several potential disadvantages, such as not accounting for the standard errors being estimated, not accounting for correlation between the estimate and the standard error, the use of an (arbitrary) continuity correction in case of zero events, and the normal approximation being bad in studies with few events. We show that these problems can be overcome in most cases occurring in practice by replacing the approximate normal within‐study likelihood by the appropriate exact likelihood. This leads to a generalized linear mixed model that can be fitted in standard statistical software. For instance, in the case of odds ratio meta‐analysis, one can use the non‐central hypergeometric distribution likelihood leading to mixed‐effects conditional logistic regression. For incidence rate ratio meta‐analysis, it leads to random effects logistic regression with an offset variable. We also present bivariate and multivariate extensions. We present a number of examples, especially with rare events, among which an example of network meta‐analysis. Copyright © 2010 John Wiley & Sons, Ltd.     

Extended information criterion (EIC) approach for linear mixed effects models under restricted maximum likelihood (REML) estimation

In clinical data analysis, the restricted maximum likelihood (REML) method has been commonly used for estimating variance components in the linear mixed effects model. Under the REML estimation, however, it is not straightforward to compare several linear mixed effects models with different mean and covariance structures. In particular, few approaches have been proposed for the comparison of linear mixed effects models with different mean structures under the REML estimation. We propose an approach using extended information criterion (EIC), which is a bootstrap-based extension of AIC, for comparing linear mixed effects models with different mean and covariance structures under the REML estimation. We present simulation studies and applications to two actual clinical data sets.     

Constrained S-estimators for linear mixed effects models with covariance components

Linear mixed effects (LME) models are increasingly used for analyses of biological and biomedical data. When the multivariate normal assumption is not adequate for an LME model, then a robust estimation approach is preferable to the maximum likelihood one. M-estimators were considered before for robust estimation of the LME models, and recently a constrained S-estimator was proposed. This S-estimator cannot be applied directly to LME models with correlated error terms and vector random effects with correlated dimensions. Therefore, a modification is proposed, which extends application of the constrained S-estimator to the LME models for multivariate responses with correlated dimensions and to longitudinal data. Also, a new computational algorithm is developed for computing constrained S-estimators. Performance of the S-estimators based on the original Tukey's biweight and translated biweight is evaluated in a small simulation study with repeated multivariate responses with correlated dimensions. The proposed methodology is applied to jointly analyze repeated measures on three cholesterol components, HDL, LDL, and triglycerides.