FAST ADAPTIVE PENALIZED SPLINES

This paper proposes a numerically simple routine for locally adaptive smoothing. The locally heterogeneous regression function is modelled as a penalized spline with a smoothly varying smoothing parameter modelled as another penalized spline. This is being formulated as hierarchical mixed model, with spline coe±cients following a normal distribution, which by itself has a smooth structure over the variances. The modelling exercise is in line with Baladandayuthapani, Mallick & Carroll (2005) or Crainiceanu, Ruppert & Carroll (2006). But in contrast to these papers Laplace's method is used for estimation based on the marginal likelihood. This is numerically simple and fast and provides satisfactory results quickly. We also extend the idea to spatial smoothing and smoothing in the presence of non normal response.

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.

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.

Semiparametric Estimation in General Repeated Measures Problems

This paper considers a wide class of semiparametric problems with a parametric part for some covariate effects and repeated evaluations of a nonparametric function. Special cases in our approach include marginal models for longitudinal/clustered data, conditional logistic regression for matched case-control studies, multivariate measurement error models, generalized linear mixed models with a semiparametric component, and many others. We propose profile-kernel and backfitting estimation methods for these problems, derive their asymptotic distributions, and show that in likelihood problems the methods are semiparametric efficient. While generally not true, with our methods profiling and backfitting are asymptotically equivalent. We also consider pseudolikelihood methods where some nuisance parameters are estimated from a different algorithm. The proposed methods are evaluated using simulation studies and applied to the Kenya hemoglobin data.

Marginal Structural Models for Partial Exposure Regimes

Intensive care unit (ICU) patients are ell known to be highly susceptible for nosocomial (i.e. hospital-acquired) infections due to their poor health and many invasive therapeutic treatments. The effects of acquiring such infections in ICU on mortality are however ill understood. Our goal is to quantify these effects using data from the National Surveillance Study of Nosocomial Infections in Intensive Care Units (Belgium). This is a challenging problem because of the presence of time-dependent confounders (such as exposure to mechanical ventilation)which lie on the causal path from infection to mortality. Standard statistical analyses may be severely misleading in such settings and have shown contradicting results. While inverse probability weighting for marginal structural models can be used to accommodate time-dependent confounders, inference for the effect of ?ICU acquired infections on mortality under such models is further complicated (a) by the fact that marginal structural models infer the effect of acquiring infection on a given, fixed day ?in ICU?, which is not well defined when ICU discharge comes prior to that day; (b) by informative censoring of the survival time due to hospital discharge; and (c) by the instability of the inverse weighting estimation procedure. We accommodate these problems by developing inference under a new class of marginal structural models which describe the hazard of death for patients if, possibly contrary to fact, they stayed in the ICU for at least a given number of days s and acquired infection or not on that day. Using these models we estimate that, if patients stayed in the ICU for at least s days, the effect of acquiring infection on day s would be to multiply the subsequent hazard of death by 2.74 (95 per cent conservative CI 1.48; 5.09).

Semiparametric Estimation of Models for Natural Direct and Indirect Effects

In recent years, researchers in the health and social sciences have become increasingly interested in mediation analysis. Specifically, upon establishing a non-null total effect of an exposure, investigators routinely wish to make inferences about the direct (indirect) pathway of the effect of the exposure not through (through) a mediator variable that occurs subsequently to the exposure and prior to the outcome. Natural direct and indirect effects are of particular interest as they generally combine to produce the total effect of the exposure and therefore provide insight on the mechanism by which it operates to produce the outcome. A semiparametric theory has recently been proposed to make inferences about marginal mean natural direct and indirect effects in observational studies (Tchetgen Tchetgen and Shpitser, 2011), which delivers multiply robust locally efficient estimators of the marginal direct and indirect effects, and thus generalizes previous results for total effects to the mediation setting. In this paper we extend the new theory to handle a setting in which a parametric model for the natural direct (indirect) effect within levels of pre-exposure variables is specified and the model for the observed data likelihood is otherwise unrestricted. We show that estimation is generally not feasible in this model because of the curse of dimensionality associated with the required estimation of auxiliary conditional densities or expectations, given high-dimensional covariates. We thus consider multiply robust estimation and propose a more general model which assumes a subset but not all of several working models holds.

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.

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.

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.

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.

A SURVEY OF THE LIKELIHOOD APPROACH TO BIOEQUIVALENCE TRIALS

Bioequivalence trials are abbreviated clinical trials whereby a generic drug or new formulation is evaluated to determine if it is "equivalent" to a corresponding previously approved brand-name drug or formulation. In this manuscript, we survey the process of testing bioequivalence and advocate the likelihood paradigm for representing the resulting data as evidence. We emphasize the unique conflicts between hypothesis testing and confidence intervals in this area - which we believe are indicative of the existence of the systemic defects in the frequentist approach - that the likelihood paradigm avoids. We suggest the direct use of profile likelihoods for evaluating bioequivalence and examine the main properties of profile likelihoods and estimated likelihoods under simulation. This simulation study shows that profile likelihoods are a reasonable alternative to the (unknown) true likelihood for a range of parameters commensurate with bioequivalence research. Our study also shows that the standard methods in the current practice of bioequivalence trials offers only weak evidence from the evidential point of view.