Posterior Simulation in the Generalized Linear Model with Semiparmetric Random Effects

Generalized linear mixed models with semiparametric random effects are useful in a wide variety of Bayesian applications. When the random effects arise from a mixture of Dirichlet process (MDP) model, normal base measures and Gibbs sampling procedures based on the Pólya urn scheme are often used to simulate posterior draws. These algorithms are applicable in the conjugate case when (for a normal base measure) the likelihood is normal. In the non-conjugate case, the algorithms proposed by MacEachern and Müller (1998) and Neal (2000) are often applied to generate posterior samples. Some common problems associated with simulation algorithms for non-conjugate MDP models include convergence and mixing difficulties. This paper proposes an algorithm based on the Pólya urn scheme that extends the Gibbs sampling algorithms to non-conjugate models with normal base measures and exponential family likelihoods. The algorithm proceeds by making Laplace approximations to the likelihood function, thereby reducing the procedure to that of conjugate normal MDP models. To ensure the validity of the stationary distribution in the non-conjugate case, the proposals are accepted or rejected by a Metropolis-Hastings step. In the special case where the data are normally distributed, the algorithm is identical to the Gibbs sampler.

Asymptotics for Marginal Generalized Linear Models With Sparse Correlations

Marginal generalized linear models can be used for clustered and longitudinal data by fitting a model as if the data were independent and using an empirical estimator of parameter standard errors. We extend this approach to data where the number of observations correlated with a given one grows with sample size and show that parameter estimates are consistent and asymptotically Normal with a slower convergence rate than for independent data, and that an information sandwich variance estimator is consistent. We present two problems that motivated this work, the modelling of patterns of HIV genetic variation and the behavior of clustered data estimators when clusters are large.

Gauss-Seidel Estimation of Generalized Linear Mixed Models with Application to Poisson Modeling of Spatially Varying Disease Rates

Generalized linear mixed models (GLMMs) provide an elegant framework for the analysis of correlated data. Due to the non-closed form of the likelihood, GLMMs are often fit by computational procedures like penalized quasi-likelihood (PQL). Special cases of these models are generalized linear models (GLMs), which are often fit using algorithms like iterative weighted least squares (IWLS). High computational costs and memory space constraints often make it difficult to apply these iterative procedures to data sets with very large number of cases. This paper proposes a computationally efficient strategy based on the Gauss-Seidel algorithm that iteratively fits sub-models of the GLMM to subsetted versions of the data. Additional gains in efficiency are achieved for Poisson models, commonly used in disease mapping problems, because of their special collapsibility property which allows data reduction through summaries. Convergence of the proposed iterative procedure is guaranteed for canonical link functions. The strategy is applied to investigate the relationship between ischemic heart disease, socioeconomic status and age/gender category in New South Wales, Australia, based on outcome data consisting of approximately 33 million records. A simulation study demonstrates the algorithm's reliability in analyzing a data set with 12 million records for a (non-collapsible) logistic regression model.

A Functional-Based Distribution Diagnostic for a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed modesl and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. Linear functions or the resulting "rotated" residuals are used to construct an empirical cumulative distribution function (ECDF), whose stochastic limit is characterized. We describe a resampling technique that serves as a computationally efficient parametric bootstrap for generating representatives of the stochastic limit of the ECDF. Through functionals, such representatives are used to construct global tests for the hypothesis of normal margional errors. In addition, we demonstrate that the ECDF of the predicted random effects, as described by Lange and Ryan (1989), can be formulated as a special case of our approach. Thus, our method supports both omnibus and directed tests. Our method works well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series).

Classification Using Generalized Partial Least Squares

The advances in computational biology have made simultaneous monitoring of thousands of features possible. The high throughput technologies not only bring about a much richer information context in which to study various aspects of gene functions but they also present challenge of analyzing data with large number of covariates and few samples. As an integral part of machine learning, classification of samples into two or more categories is almost always of interest to scientists. In this paper, we address the question of classification in this setting by extending partial least squares (PLS), a popular dimension reduction tool in chemometrics, in the context of generalized linear regression based on a previous approach, Iteratively ReWeighted Partial Least Squares, i.e. IRWPLS (Marx, 1996). We compare our results with two-stage PLS (Nguyen and Rocke, 2002A; Nguyen and Rocke, 2002B) and other classifiers. We show that by phrasing the problem in a generalized linear model setting and by applying bias correction to the likelihood to avoid (quasi)separation, we often get lower classification error rates.

Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed models and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated margional residual vector by the Cholesky decomposition of the inverse of the estimated margional variance matrix. The resulting "rotated" residuals are used to construct an empirical cumulative distribution function and pointwise standard errors. The theoretical framework, including conditions and asymptotic properties, involves technical details that are motivated by Lange and Ryan (1989), Pierce (1982), and Randles (1982). Our method appears to work well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series). Our methods can produce satisfactory results even for models that do not satisfy all of the technical conditions stated in our theory.

Model Checking for ROC Regression Analysis

The Receiver Operating Characteristic (ROC) curve is a prominent tool for characterizing the accuracy of continuous diagnostic test. To account for factors that might invluence the test accuracy, various ROC regression methods have been proposed. However, as in any regression analysis, when the assumed models do not fit the data well, these methods may render invalid and misleading results. To date practical model checking techniques suitable for validating existing ROC regression models are not yet available. In this paper, we develop cumulative residual based procedures to graphically and numerically assess the goodness-of-fit for some commonly used ROC regression models, and show how specific components of these models can be examined within this framework. We derive asymptotic null distributions for the residual process and discuss resampling procedures to approximate these distributions in practice. We illustrate our methods with a dataset from the Cystic Fibrosis registry.

Robust Inferences For Covariate Effects On Survival Time With Censored Linear Regression Models

Various inference procedures for linear regression models with censored failure times have been studied extensively. Recent developments on efficient algorithms to implement these procedures enhance the practical usage of such models in survival analysis. In this article, we present robust inferences for certain covariate effects on the failure time in the presence of "nuisance" confounders under a semiparametric, partial linear regression setting. Specifically, the estimation procedures for the regression coefficients of interest are derived from a working linear model and are valid even when the function of the confounders in the model is not correctly specified. The new proposals are illustrated with two examples and their validity for cases with practical sample sizes is demonstrated via a simulation study.

Computational Techniques for Spatial Logistic Regression with Large Datasets

In epidemiological work, outcomes are frequently non-normal, sample sizes may be large, and effects are often small. To relate health outcomes to geographic risk factors, fast and powerful methods for fitting spatial models, particularly for non-normal data, are required. We focus on binary outcomes, with the risk surface a smooth function of space. We compare penalized likelihood models, including the penalized quasi-likelihood (PQL) approach, and Bayesian models based on fit, speed, and ease of implementation. A Bayesian model using a spectral basis representation of the spatial surface provides the best tradeoff of sensitivity and specificity in simulations, detecting real spatial features while limiting overfitting and being more efficient computationally than other Bayesian approaches. One of the contributions of this work is further development of this underused representation. The spectral basis model outperforms the penalized likelihood methods, which are prone to overfitting, but is slower to fit and not as easily implemented. Conclusions based on a real dataset of cancer cases in Taiwan are similar albeit less conclusive with respect to comparing the approaches. The success of the spectral basis with binary data and similar results with count data suggest that it may be generally useful in spatial models and more complicated hierarchical models.

ON MARGINALIZED MULTILEVEL MODELS AND THEIR COMPUTATION

Clustered data analysis is characterized by the need to describe both systematic variation in a mean model and cluster-dependent random variation in an association model. Marginalized multilevel models embrace the robustness and interpretations of a marginal mean model, while retaining the likelihood inference capabilities and flexible dependence structures of a conditional association model. Although there has been increasing recognition of the attractiveness of marginalized multilevel models, there has been a gap in their practical application arising from a lack of readily available estimation procedures. We extend the marginalized multilevel model to allow for nonlinear functions in both the mean and association aspects. We then formulate marginal models through conditional specifications to facilitate estimation with mixed model computational solutions already in place. We illustrate this approach on a cerebrovascular deficiency crossover trial.

RANDOM EFFECTS MODELS IN A META-ANALYSIS OF THE ACCURACY OF DIAGNOSTIC TESTS WITHIN A GOLD STANDARD IN THE PRESENCE OF MISSING DATA

In evaluating the accuracy of diagnosis tests, it is common to apply two imperfect tests jointly or sequentially to a study population. In a recent meta-analysis of the accuracy of microsatellite instability testing (MSI) and traditional mutation analysis (MUT) in predicting germline mutations of the mismatch repair (MMR) genes, a Bayesian approach (Chen, Watson, and Parmigiani 2005) was proposed to handle missing data resulting from partial testing and the lack of a gold standard. In this paper, we demonstrate an improved estimation of the sensitivities and specificities of MSI and MUT by using a nonlinear mixed model and a Bayesian hierarchical model, both of which account for the heterogeneity across studies through study-specific random effects. The methods can be used to estimate the accuracy of two imperfect diagnostic tests in other meta-analyses when the prevalence of disease, the sensitivities and/or the specificities of diagnostic tests are heterogeneous among studies. Furthermore, simulation studies have demonstrated the importance of carefully selecting appropriate random effects on the estimation of diagnostic accuracy measurements in this scenario.

Whither PQL?

Generalized linear mixed models (GLMM) are generalized linear models with normally distributed random effects in the linear predictor. Penalized quasi-likelihood (PQL), an approximate method of inference in GLMMs, involves repeated fitting of linear mixed models with “working” dependent variables and iterative weights that depend on parameter estimates from the previous cycle of iteration. The generality of PQL, and its implementation in commercially available software, has encouraged the application of GLMMs in many scientific fields. Caution is needed, however, since PQL may sometimes yield badly biased estimates of variance components, especially with binary outcomes. Recent developments in numerical integration, including adaptive Gaussian quadrature, higher order Laplace expansions, stochastic integration and Markov chain Monte Carlo (MCMC) algorithms, provide attractive alternatives to PQL for approximate likelihood inference in GLMMs. Analyses of some well known datasets, and simulations based on these analyses, suggest that PQL still performs remarkably well in comparison with more elaborate procedures in many practical situations. Adaptive Gaussian quadrature is a viable alternative for nested designs where the numerical integration is limited to a small number of dimensions. Higher order Laplace approximations hold the promise of accurate inference more generally. MCMC is likely the method of choice for the most complex problems that involve high dimensional integrals.