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.

On Time Series Analysis of Public Health and Biomedical Data

A time series is a sequence of observations made over time. Examples in public health include daily ozone concentrations, weekly admissions to an emergency department or annual expenditures on health care in the United States. Time series models are used to describe the dependence of the response at each time on predictor variables including covariates and possibly previous values in the series. Time series methods are necessary to account for the correlation among repeated responses over time. This paper gives an overview of time series ideas and methods used in public health research.

A Cox Model for Biostatistics of the Future

Professor Sir David R. Cox (DRC) is widely acknowledged as among the most important scientists of the second half of the twentieth century. He inherited the mantle of statistical science from Pearson and Fisher, advanced their ideas, and translated statistical theory into practice so as to forever change the application of statistics in many fields, but especially biology and medicine. The logistic and proportional hazards models he substantially developed, are arguably among the most influential biostatistical methods in current practice. This paper looks forward over the period from DRC's 80th to 90th birthdays, to speculate about the future of biostatistics, drawing lessons from DRC's contributions along the way. We consider "Cox's model" of biostatistics, an approach to statistical science that: formulates scientific questions or quantities in terms of parameters gamma in probability models f(y; gamma) that represent in a parsimonious fashion, the underlying scientific mechanisms (Cox, 1997); partition the parameters gamma = theta, eta into a subset of interest theta and other "nuisance parameters" eta necessary to complete the probability distribution (Cox and Hinkley, 1974); develops methods of inference about the scientific quantities that depend as little as possible upon the nuisance parameters (Barndorff-Nielsen and Cox, 1989); and thinks critically about the appropriate conditional distribution on which to base infrences. We briefly review exciting biomedical and public health challenges that are capable of driving statistical developments in the next decade. We discuss the statistical models and model-based inferences central to the CM approach, contrasting them with computationally-intensive strategies for prediction and inference advocated by Breiman and others (e.g. Breiman, 2001) and to more traditional design-based methods of inference (Fisher, 1935). We discuss the hierarchical (multi-level) model as an example of the future challanges and opportunities for model-based inference. We then consider the role of conditional inference, a second key element of the CM. Recent examples from genetics are used to illustrate these ideas. Finally, the paper examines causal inference and statistical computing, two other topics we believe will be central to biostatistics research and practice in the coming decade. Throughout the paper, we attempt to indicate how DRC's work and the "Cox Model" have set a standard of excellence to which all can aspire in the future.

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.

Limitations of Remotely-sensed Aerosol as a Spatial Proxy for Fine Particulate Matter

Recent research highlights the promise of remotely-sensed aerosol optical depth (AOD) as a proxy for ground-level PM2.5. Particular interest lies in the information on spatial heterogeneity potentially provided by AOD, with important application to estimating and monitoring pollution exposure for public health purposes. Given the temporal and spatio-temporal correlations reported between AOD and PM2.5 , it is tempting to interpret the spatial patterns in AOD as reflecting patterns in PM2.5 . Here we find only limited spatial associations of AOD from three satellite retrievals with PM2.5 over the eastern U.S. at the daily and yearly levels in 2004. We then use statistical modeling to show that the patterns in monthly average AOD poorly reflect patterns in PM2.5 because of systematic, spatially-correlated error in AOD as a proxy for PM2.5 . Furthermore, when we include AOD as a predictor of monthly PM2.5 in a statistical prediction model, AOD provides little additional information to improve predictions of PM2.5 when included in a model that already accounts for land use, emission sources, meteorology and regional variability. These results suggest caution in using spatial variation in AOD to stand in for spatial variation in ground-level PM2.5 in epidemiological analyses and indicate that when PM2.5 monitoring is available, careful statistical modeling outperforms the use of AOD.

A Diagnostic Test for the Mixing Distribution in a Generalised Linear Mixed Model

We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimates of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-square distribution under the null hypothesis that the mixing distribution is correctly specified. For the important special case of the logistic regression model with random intercepts, we evaluate via simulation the power of the test in finite samples under several alternative distributional forms for the mixing distribution. We illustrate the method by applying it to data from a clinical trial investigating the effects of hormonal contraceptives in women.

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.

A BAYESIAN HIERARCHICAL FRAMEWORK FOR SPATIAL MODELING OF fMRI DATA

Functional neuroimaging techniques enable investigations into the neural basis of human cognition, emotions, and behaviors. In practice, applications of functional magnetic resonance imaging (fMRI) have provided novel insights into the neuropathophysiology of major psychiatric,neurological, and substance abuse disorders, as well as into the neural responses to their treatments. Modern activation studies often compare localized task-induced changes in brain activity between experimental groups. One may also extend voxel-level analyses by simultaneously considering the ensemble of voxels constituting an anatomically defined region of interest (ROI) or by considering means or quantiles of the ROI. In this work we present a Bayesian extension of voxel-level analyses that offers several notable benefits. First, it combines whole-brain voxel-by-voxel modeling and ROI analyses within a unified framework. Secondly, an unstructured variance/covariance for regional mean parameters allows for the study of inter-regional functional connectivity, provided enough subjects are available to allow for accurate estimation. Finally, an exchangeable correlation structure within regions allows for the consideration of intra-regional functional connectivity. We perform estimation for our model using Markov Chain Monte Carlo (MCMC) techniques implemented via Gibbs sampling which, despite the high throughput nature of the data, can be executed quickly (less than 30 minutes). We apply our Bayesian hierarchical model to two novel fMRI data sets: one considering inhibitory control in cocaine-dependent men and the second considering verbal memory in subjects at high risk for Alzheimer’s disease. The unifying hierarchical model presented in this manuscript is shown to enhance the interpretation content of these data sets.

BIVARIATE BINOMIAL SPATIAL MODELLING LOA loa PREVALENCE IN TROPICAL AFRICA

We present a state-of-the-art application of smoothing for dependent bivariate binomial spatial data to Loa loa prevalence mapping in West Africa. This application is special because it starts with the non-spatial calibration of survey instruments, continues with the spatial model building and assessment and ends with robust, tested software that will be used by the field scientists of the World Health Organization for online prevalence map updating. From a statistical perspective several important methodological issues were addressed: (a) building spatial models that are complex enough to capture the structure of the data but remain computationally usable; (b)reducing the computational burden in the handling of very large covariate data sets; (c) devising methods for comparing spatial prediction methods for a given exceedance policy threshold.