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

Semiparametric Normal Transformation Models for Spatially Correlated Survival Data

There is an emerging interest in modeling spatially correlated survival data in biomedical and epidemiological studies. In this paper, we propose a new class of semiparametric normal transformation models for right censored spatially correlated survival data. This class of models assumes that survival outcomes marginally follow a Cox proportional hazard model with unspecified baseline hazard, and their joint distribution is obtained by transforming survival outcomes to normal random variables, whose joint distribution is assumed to be multivariate normal with a spatial correlation structure. A key feature of the class of semiparametric normal transformation models is that it provides a rich class of spatial survival models where regression coefficients have population average interpretation and the spatial dependence of survival times is conveniently modeled using the transformed variables by flexible normal random fields. We study the relationship of the spatial correlation structure of the transformed normal variables and the dependence measures of the original survival times. Direct nonparametric maximum likelihood estimation in such models is practically prohibited due to the high dimensional intractable integration of the likelihood function and the infinite dimensional nuisance baseline hazard parameter. We hence develop a class of spatial semiparametric estimating equations, which conveniently estimate the population-level regression coefficients and the dependence parameters simultaneously. We study the asymptotic properties of the proposed estimators, and show that they are consistent and asymptotically normal. The proposed method is illustrated with an analysis of data from the East Boston Ashma Study and its performance is evaluated using simulations.

A Method for Visualizing Multivariate Time Series Data

Visualization and exploratory analysis is an important part of any data analysis and is made more challenging when the data are voluminous and high-dimensional. One such example is environmental monitoring data, which are often collected over time and at multiple locations, resulting in a geographically indexed multivariate time series. Financial data, although not necessarily containing a geographic component, present another source of high-volume multivariate time series data. We present the mvtsplot function which provides a method for visualizing multivariate time series data. We outline the basic design concepts and provide some examples of its usage by applying it to a database of ambient air pollution measurements in the United States and to a hypothetical portfolio of stocks.

Studying Effects of Primary Care Physicians and Patients on the Trade-Off Between Charges for Primary Care and Specialty Care Using a Hierarchical Multivariate Two-Part Model

Objective. To examine effects of primary care physicians (PCPs) and patients on the association between charges for primary care and specialty care in a point-of-service (POS) health plan. Data Source. Claims from 1996 for 3,308 adult male POS plan members, each of whom was assigned to one of the 50 family practitioner-PCPs with the largest POS plan member-loads. Study Design. A hierarchical multivariate two-part model was fitted using a Gibbs sampler to estimate PCPs' effects on patients' annual charges for two types of services, primary care and specialty care, the associations among PCPs' effects, and within-patient associations between charges for the two services. Adjusted Clinical Groups (ACGs) were used to adjust for case-mix. Principal Findings. PCPs with higher case-mix adjusted rates of specialist use were less likely to see their patients at least once during the year (estimated correlation: –.40; 95% CI: –.71, –.008) and provided fewer services to patients that they saw (estimated correlation: –.53; 95% CI: –.77, –.21). Ten of 11 PCPs whose case-mix adjusted effects on primary care charges were significantly less than or greater than zero (p < .05) had estimated, case-mix adjusted effects on specialty care charges that were of opposite sign (but not significantly different than zero). After adjustment for ACG and PCP effects, the within-patient, estimated odds ratio for any use of primary care given any use of specialty care was .57 (95% CI: .45, .73). Conclusions. PCPs and patients contributed independently to a trade-off between utilization of primary care and specialty care. The trade-off appeared to partially offset significant differences in the amount of care provided by PCPs. These findings were possible because we employed a hierarchical multivariate model rather than separate univariate models.

A unified approach to modeling multivariate binary data using copulas over partitions

Many seemingly disparate approaches for marginal modeling have been developed in recent years. We demonstrate that many current approaches for marginal modeling of correlated binary outcomes produce likelihoods that are equivalent to the proposed copula-based models herein. These general copula models of underlying latent threshold random variables yield likelihood based models for marginal fixed effects estimation and interpretation in the analysis of correlated binary data. Moreover, we propose a nomenclature and set of model relationships that substantially elucidates the complex area of marginalized models for binary data. A diverse collection of didactic mathematical and numerical examples are given to illustrate concepts.

Multilevel Latent Class Models with Dirichlet Mixing Distribution

Latent class analysis (LCA) and latent class regression (LCR) are widely used for modeling multivariate categorical outcomes in social sciences and biomedical studies. Standard analyses assume data of different respondents to be mutually independent, excluding application of the methods to familial and other designs in which participants are clustered. In this paper, we develop multilevel latent class model, in which subpopulation mixing probabilities are treated as random effects that vary among clusters according to a common Dirichlet distribution. We apply the Expectation-Maximization (EM) algorithm for model fitting by maximum likelihood (ML). This approach works well, but is computationally intensive when either the number of classes or the cluster size is large. We propose a maximum pairwise likelihood (MPL) approach via a modified EM algorithm for this case. We also show that a simple latent class analysis, combined with robust standard errors, provides another consistent, robust, but less efficient inferential procedure. Simulation studies suggest that the three methods work well in finite samples, and that the MPL estimates often enjoy comparable precision as the ML estimates. We apply our methods to the analysis of comorbid symptoms in the Obsessive Compulsive Disorder study. Our models' random effects structure has more straightforward interpretation than those of competing methods, thus should usefully augment tools available for latent class analysis of multilevel data.