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.

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.

Modeling multilevel sleep transitional data via Poisson log-linear multilevel models

This paper proposes Poisson log-linear multilevel models to investigate population variability in sleep state transition rates. We specifically propose a Bayesian Poisson regression model that is more flexible, scalable to larger studies, and easily fit than other attempts in the literature. We further use hierarchical random effects to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of epidemiologic importance. We estimate essentially non-parametric piecewise constant hazards and smooth them, and allow for time varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming piecewise constant hazards. This relationship allows us to synthesize two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed.

Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling

Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch, and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part aggress with the more general information bound calculations of Robins, Hsieh, and Newey (1995). By verifying the conditions of Murphy and Van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood.

Evaluating Prediction Rules for t-Year Survivors With Censored Regression Models

Suppose that we are interested in establishing simple, but reliable rules for predicting future t-year survivors via censored regression models. In this article, we present inference procedures for evaluating such binary classification rules based on various prediction precision measures quantified by the overall misclassification rate, sensitivity and specificity, and positive and negative predictive values. Specifically, under various working models we derive consistent estimators for the above measures via substitution and cross validation estimation procedures. Furthermore, we provide large sample approximations to the distributions of these nonsmooth estimators without assuming that the working model is correctly specified. Confidence intervals, for example, for the difference of the precision measures between two competing rules can then be constructed. All the proposals are illustrated with two real examples and their finite sample properties are evaluated via a simulation study.

Semiparametric Latent Variable Regression Models for Spatio-temporal Modeling of Mobile Source Particles in the Greater Boston Area

Traffic particle concentrations show considerable spatial variability within a metropolitan area. We consider latent variable semiparametric regression models for modeling the spatial and temporal variability of black carbon and elemental carbon concentrations in the greater Boston area. Measurements of these pollutants, which are markers of traffic particles, were obtained from several individual exposure studies conducted at specific household locations as well as 15 ambient monitoring sites in the city. The models allow for both flexible, nonlinear effects of covariates and for unexplained spatial and temporal variability in exposure. In addition, the different individual exposure studies recorded different surrogates of traffic particles, with some recording only outdoor concentrations of black or elemental carbon, some recording indoor concentrations of black carbon, and others recording both indoor and outdoor concentrations of black carbon. A joint model for outdoor and indoor exposure that specifies a spatially varying latent variable provides greater spatial coverage in the area of interest. We propose a penalised spline formation of the model that relates to generalised kringing of the latent traffic pollution variable and leads to a natural Bayesian Markov Chain Monte Carlo algorithm for model fitting. We propose methods that allow us to control the degress of freedom of the smoother in a Bayesian framework. Finally, we present results from an analysis that applies the model to data from summer and winter separately

On the Behaviour of Marginal and Conditional Akaike Information Criteria in Linear Mixed Models

In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion (AIC) have been used, based either on the marginal or on the conditional distribution. We show that the marginal AIC is no longer an asymptotically unbiased estimator of the Akaike information, and in fact favours smaller models without random effects. For the conditional AIC, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that leads to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional AIC, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia.

Checking Assumptions in Latent Class Regression Models via a Markov Chain Monte Carlo Estimation Approach: An Application to Depression and Socio-Economic Status

Latent class regression models are useful tools for assessing associations between covariates and latent variables. However, evaluation of key model assumptions cannot be performed using methods from standard regression models due to the unobserved nature of latent outcome variables. This paper presents graphical diagnostic tools to evaluate whether or not latent class regression models adhere to standard assumptions of the model: conditional independence and non-differential measurement. An integral part of these methods is the use of a Markov Chain Monte Carlo estimation procedure. Unlike standard maximum likelihood implementations for latent class regression model estimation, the MCMC approach allows us to calculate posterior distributions and point estimates of any functions of parameters. It is this convenience that allows us to provide the diagnostic methods that we introduce. As a motivating example we present an analysis focusing on the association between depression and socioeconomic status, using data from the Epidemiologic Catchment Area study. We consider a latent class regression analysis investigating the association between depression and socioeconomic status measures, where the latent variable depression is regressed on education and income indicators, in addition to age, gender, and marital status variables. While the fitted latent class regression model yields interesting results, the model parameters are found to be invalid due to the violation of model assumptions. The violation of these assumptions is clearly identified by the presented diagnostic plots. These methods can be applied to standard latent class and latent class regression models, and the general principle can be extended to evaluate model assumptions in other types of models.

MORTALITY IN THE MEDICARE POPULATION AND CHRONIC EXPOSURE TO FINE PARTICULATE AIR POLLUTION

Prospective cohort studies have provided evidence on longer-term mortality risks of fine particulate matter (PM2.5), but due to their complexity and costs, only a few have been conducted. By linking monitoring data to the U.S. Medicare system by county of residence, we developed a retrospective cohort study, the Medicare Air Pollution Cohort Study (MCAPS), comprising over 20 million enrollees in the 250 largest counties during 2000-2002. We estimated log-linear regression models having as outcome the age-specific mortality rate for each county and as the main predictor, the average level for the study period 2000. Area-level covariates were used to adjust for socio-economic status and smoking. We reported results under several degrees of adjustment for spatial confounding and with stratification into by eastern, central and western counties. We estimated that a 10 µg/m3 increase in PM25 is associated with a 7.6% increase in mortality (95% CI: 4.4 to 10.8%). We found a stronger association in the eastern counties than nationally, with no evidence of an association in western counties. When adjusted for spatial confounding, the estimated log-relative risks drop by 50%. We demonstrated the feasibility of using Medicare data to establish cohorts for follow-up for effects of air pollution. Particulate matter (PM) air pollution is a global public health problem (1). In developing countries, levels of airborne particles still reach concentrations at which serious health consequences are well-documented; in developed countries, recent epidemiologic evidence shows continued adverse effects, even though particle levels have declined in the last two decades (2-6). Increased mortality associated with higher levels of PM air pollution has been of particular concern, giving an imperative for stronger protective regulations (7). Evidence on PM and health comes from studies of acute and chronic adverse effects (6). The London Fog of 1952 provides dramatic evidence of the unacceptable short-term risk of extremely high levels of PM air pollution (8-10); multi-site time-series studies of daily mortality show that far lower levels of particles are still associated with short-term risk (5)(11-13). Cohort studies provide complementary evidence on the longer-term risks of PM air pollution, indicating the extent to which exposure reduces life expectancy. The design of these studies involves follow-up of cohorts for mortality over periods of years to decades and an assessment of mortality risk in association with estimated long-term exposure to air pollution (2-4;14-17). Because of the complexity and costs of such studies, only a small number have been conducted. The most rigorously executed, including the Harvard Six Cities Study and the American Cancer Society’s (ACS) Cancer Prevention Study II, have provided generally consistent evidence for an association of long- term exposure to particulate matter air pollution with increased all-cause and cardio-respiratory mortality (2,4,14,15). Results from these studies have been used in risk assessments conducted for setting the U.S. National Ambient Air Quality Standard (NAAQS) for PM and for estimating the global burden of disease attributable to air pollution (18,19). Additional prospective cohort studies are necessary, however, to confirm associations between long-term exposure to PM and mortality, to broaden the populations studied, and to refine estimates by regions across which particle composition varies. Toward this end, we have used data from the U.S. Medicare system, which covers nearly all persons 65 years of age and older in the United States. We linked Medicare mortality data to (particulate matter less than 2.5 µm in aerodynamic diameter) air pollution monitoring data to create a new retrospective cohort study, the Medicare Air Pollution Cohort Study (MCAPS), consisting of 20 million persons from 250 counties and representing about 50% of the US population of elderly living in urban settings. In this paper, we report on the relationship between longer-term exposure to PM2.5 and mortality risk over the period 2000 to 2002 in the MCAPS.

USE OF HIDDEN MARKOV MODELS FOR QTL MAPPING

An important aspect of the QTL mapping problem is the treatment of missing genotype data. If complete genotype data were available, QTL mapping would reduce to the problem of model selection in linear regression. However, in the consideration of loci in the intervals between the available genetic markers, genotype data is inherently missing. Even at the typed genetic markers, genotype data is seldom complete, as a result of failures in the genotyping assays or for the sake of economy (for example, in the case of selective genotyping, where only individuals with extreme phenotypes are genotyped). We discuss the use of algorithms developed for hidden Markov models (HMMs) to deal with the missing genotype data problem.

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.

LIKELIHOOD ESTIMATION OF CONJUGACY RELATIONSHIPS IN LINEAR MODELS WITH APPLICATIONS TO HIGH-THROUGHPUT GENOMICS

In the simultaneous estimation of a large number of related quantities, multilevel models provide a formal mechanism for efficiently making use of the ensemble of information for deriving individual estimates. In this article we investigate the ability of the likelihood to identify the relationship between signal and noise in multilevel linear mixed models. Specifically, we consider the ability of the likelihood to diagnose conjugacy or independence between the signals and noises. Our work was motivated by the analysis of data from high-throughput experiments in genomics. The proposed model leads to a more flexible family. However, we further demonstrate that adequately capitalizing on the benefits of a well fitting fully-specified likelihood in the terms of gene ranking is difficult.