Working covariance model selection for generalized estimating equations

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.

Discussion of “Generalized estimating equations: Notes on the choice of the working correlation matrix”

Objective To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens "Generalized Estimating Equations. Notes on the Choice of the Working Correlation Matrix". Methods Inviting an international group of experts to comment on this paper. Results Several perspectives have been taken by the discussants. Econometricians have established parallels to the generalized method of moments (GMM). Statisticians discussed model assumptions and the aspect of missing data Applied statisticians; commented on practical aspects in data analysis. Conclusions In general, careful modeling correlation is encouraged when considering estimation efficiency and other implications, and a comparison of choosing instruments in GMM and generalized estimating equations, (GEE) would be worthwhile. Some theoretical drawbacks of GEE need to be further addressed and require careful analysis of data This particularly applies to the situation when data are missing at random.

Working-correlation-structure identification in generalized estimating equations

Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation Structure. and have found that performance of the QIC is deteriorated by a term that is theoretically independent of the correlation structures but has to be estimated with an error. This leads LIS to propose a correlation information criterion (CIC) that substantially improves the QIC performance. Extensive simulation studies indicate that the CIC has remarkable improvement in selecting the correct correlation structures. We also illustrate our findings using a data set from the Madras Longitudinal Schizophrenia Study.

Iterative estimating equations: Linear convergence and asymptotic properties

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.

Unbiased estimating equations from working correlation models for irregularly timed repeated measures

The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

Analysing commercial catch and effort data from a penaeid trawl fishery: A comparison of linear models, mixed models, and generalised estimating equations approaches

Statistical methods are often used to analyse commercial catch and effort data to provide standardised fishing effort and/or a relative index of fish abundance for input into stock assessment models. Achieving reliable results has proved difficult in Australia's Northern Prawn Fishery (NPF), due to a combination of such factors as the biological characteristics of the animals, some aspects of the fleet dynamics, and the changes in fishing technology. For this set of data, we compared four modelling approaches (linear models, mixed models, generalised estimating equations, and generalised linear models) with respect to the outcomes of the standardised fishing effort or the relative index of abundance. We also varied the number and form of vessel covariates in the models. Within a subset of data from this fishery, modelling correlation structures did not alter the conclusions from simpler statistical models. The random-effects models also yielded similar results. This is because the estimators are all consistent even if the correlation structure is mis-specified, and the data set is very large. However, the standard errors from different models differed, suggesting that different methods have different statistical efficiency. We suggest that there is value in modelling the variance function and the correlation structure, to make valid and efficient statistical inferences and gain insight into the data. We found that fishing power was separable from the indices of prawn abundance only when we offset the impact of vessel characteristics at assumed values from external sources. This may be due to the large degree of confounding within the data, and the extreme temporal changes in certain aspects of individual vessels, the fleet and the fleet dynamics.

Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance

The method of generalised estimating equations for regression modelling of clustered outcomes allows for specification of a working matrix that is intended to approximate the true correlation matrix of the observations. We investigate the asymptotic relative efficiency of the generalised estimating equation for the mean parameters when the correlation parameters are estimated by various methods. The asymptotic relative efficiency depends on three-features of the analysis, namely (i) the discrepancy between the working correlation structure and the unobservable true correlation structure, (ii) the method by which the correlation parameters are estimated and (iii) the 'design', by which we refer to both the structures of the predictor matrices within clusters and distribution of cluster sizes. Analytical and numerical studies of realistic data-analysis scenarios show that choice of working covariance model has a substantial impact on regression estimator efficiency. Protection against avoidable loss of efficiency associated with covariance misspecification is obtained when a 'Gaussian estimation' pseudolikelihood procedure is used with an AR(1) structure.

A generalized estimating equations approach for analysis of the impact of new technology on a trawl fishery

The article describes a generalized estimating equations approach that was used to investigate the impact of technology on vessel performance in a trawl fishery during 1988-96, while accounting for spatial and temporal correlations in the catch-effort data. Robust estimation of parameters in the presence of several levels of clustering depended more on the choice of cluster definition than on the choice of correlation structure within the cluster. Models with smaller cluster sizes produced stable results, while models with larger cluster sizes, that may have had complex within-cluster correlation structures and that had within-cluster covariates, produced estimates sensitive to the correlation structure. The preferred model arising from this dataset assumed that catches from a vessel were correlated in the same years and the same areas, but independent in different years and areas. The model that assumed catches from a vessel were correlated in all years and areas, equivalent to a random effects term for vessel, produced spurious results. This was an unexpected finding that highlighted the need to adopt a systematic strategy for modelling. The article proposes a modelling strategy of selecting the best cluster definition first, and the working correlation structure (within clusters) second. The article discusses the selection and interpretation of the model in the light of background knowledge of the data and utility of the model, and the potential for this modelling approach to apply in similar statistical situations.

Estimating equations with nonignorably missing response data

Troxel, Lipsitz, and Brennan (1997, Biometrics 53, 857-869) considered parameter estimation from survey data with nonignorable nonresponse and proposed weighted estimating equations to remove the biases in the complete-case analysis that ignores missing observations. This paper suggests two alternative modifications for unbiased estimation of regression parameters when a binary outcome is potentially observed at successive time points. The weighting approach of Robins, Rotnitzky, and Zhao (1995, Journal of the American Statistical Association 90, 106-121) is also modified to obtain unbiased estimating functions. The suggested estimating functions are unbiased only when the missingness probability is correctly specified, and misspecification of the missingness model will result in biases in the estimates. Simulation studies are carried out to assess the performance of different methods when the covariate is binary or normal. For the simulation models used, the relative efficiency of the two new methods to the weighting methods is about 3.0 for the slope parameter and about 2.0 for the intercept parameter when the covariate is continuous and the missingness probability is correctly specified. All methods produce substantial biases in the estimates when the missingness model is misspecified or underspecified. Analysis of data from a medical survey illustrates the use and possible differences of these estimating functions.

Estimating equations for parameters in stochastic growth models from tag-recapture data

James (1991, Biometrics 47, 1519-1530) constructed unbiased estimating functions for estimating the two parameters in the von Bertalanffy growth curve from tag-recapture data. This paper provides unbiased estimating functions for a class of growth models that incorporate stochastic components and explanatory variables. a simulation study using seasonal growth models indicates that the proposed method works well while the least-squares methods that are commonly used in the literature may produce substantially biased estimates. The proposed model and method are also applied to real data from tagged rack lobsters to assess the possible seasonal effect on growth.

Estimating equations for removal data analysis

We consider the problem of estimating a population size from successive catches taken during a removal experiment and propose two estimating functions approaches, the traditional quasi-likelihood (TQL) approach for dependent observations and the conditional quasi-likelihood (CQL) approach using the conditional mean and conditional variance of the catch given previous catches. Asymptotic covariance of the estimates and the relationship between the two methods are derived. Simulation results and application to the catch data from smallmouth bass show that the proposed estimating functions perform better than other existing methods, especially in the presence of overdispersion.

Exact solutions of coupled multispecies linear reaction–diffusion equations on a uniformly growing domain

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction–diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction–diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction–diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially–confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially–confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit.

Simultaneous adsorption of Cd(II) and phosphate on Al13 pillared montmorillonite

Al13 pillared montmorillonites (AlPMts) prepared with different Al/clay ratios were used to remove Cd(II) and phosphate from aqueous solution. The structure of AlPMts was characterized by X-ray diffraction (XRD), Thermogravimetric analysis (TG), and N2 adsorption–desorption. The basal spacing, intercalated amount of Al13 cations, and specific surface area of AlPMts increased with the increase of the Al/clay ratio. In the single adsorption system, with the increase of the Al/clay ratio, the adsorption of phosphate on AlPMts increased but that of Cd(II) decreased. Significantly enhanced adsorptions of Cd(II) and phosphate on AlPMts were observed in a simultaneous system. For both contaminants, the adsorption of one contaminant would increase with the increase of the initial concentration of the other one and increase in the Al/clay ratio. The enhancement of the adsorption of Cd(II) was much higher than that of phosphate on AlPMt. This suggests that the intercalated Al13 cations are the primary co-adsorption sites for phosphate and Cd(II). X-ray photoelectron spectroscopy (XPS) indicated comparable binding energy of P2p but a different binding energy of Cd3d in single and simultaneous systems. The adsorption and XPS results suggested that the formation of P-bridge ternary surface complexes was the possible adsorption mechanism for promoted uptake of Cd(II) and phosphate on AlPMt.

Instrument for simultaneous assessment of tear film surface quality and subjective vision

To develop and test a custom-built instrument to simultaneously assess tear film surface quality (TFSQ) and subjective vision score (SVS).

The use of metabolomics to monitor simultaneous changes in metabolic variables following supramaximal low volume high intensity exercise

High Intensity Exercise (HIE) stimulates greater physiological remodeling when compared to workload matched low-moderate intensity exercise. This study utilized an untargeted metabolomics approach to examine the metabolic perturbations that occur following two workload matched supramaximal low volume HIE trials. In a randomized order, 7 untrained males completed two exercise protocols separated by one week; 1) HIE150%: 30 x 20s cycling at 150% VO2peak, 40s passive rest; 2) HIE300%: 30 x 10s cycling at 300% VO2peak, 50 s passive rest. Total exercise duration was 30 minutes for both trials. Blood samples were taken at rest, during and immediately following exercise and at 60 minutes post exercise. Gas chromatography-mass spectrometry (GC-MS) analysis of plasma identified 43 known metabolites of which 3 demonstrated significant fold changes (HIE300% compared to the HIE150% value) during exercise, 14 post exercise and 23 at the end of the recovery period. Significant changes in plasma metabolites relating to lipid metabolism [fatty acids: dodecanoate (p=0.042), hexadecanoate (p=0.001), octadecanoate (p=0.001)], total cholesterol (p=0.001), and glycolysis [lactate (p=0.018)] were observed following exercise and during the recovery period. The HIE300% protocol elicited greater metabolic changes relating to lipid metabolism and glycolysis when compared to HIE150% protocol. These changes were more pronounced throughout the recovery period rather than during the exercise bout itself. Data from the current study demonstrate the use of metabolomics to monitor intensity-dependent changes in multiple metabolic pathways following exercise. The small sample size indicates a need for further studies in a larger sample cohort to validate these findings.