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).

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.

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

Mixture Cure Survival Models with Dependent Censoring

A number of authors have studies the mixture survival model to analyze survival data with nonnegligible cure fractions. A key assumption made by these authors is the independence between the survival time and the censoring time. To our knowledge, no one has studies the mixture cure model in the presence of dependent censoring. To account for such dependence, we propose a more general cure model which allows for dependent censoring. In particular, we derive the cure models from the perspective of competing risks and model the dependence between the censoring time and the survival time using a class of Archimedean copula models. Within this framework, we consider the parameter estimation, the cure detection, and the two-sample comparison of latency distribution in the presence of dependent censoring when a proportion of patients is deemed cured. Large sample results using the martingale theory are obtained. We applied the proposed methodologies to the SEER prostate cancer data.

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.

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.