Class Of Semiparametric Regression Models Research Articles

Using the Box-Cox family of distributions to model censored data

The study of the expected time until an event of interest is a recurring topic in different fields, such as medical, economics and engineering. The Kaplan-Meier method and the Cox proportional hazards model are the most used methodologies to deal with such kind of data. Nevertheless, in recent years, the generalised additive models for location, scale and shape (GAMLSS) models – which can be seen as distributional regression and/or beyond the mean regression models – have been standing out as a result of its highly flexibility and ability to fit complex data. GAMLSS are a class of semi-parametric regression models, in the sense that they assume a distribution for the response variable, and any and all of its parameters can be modelled as linear and/or non-linear functions of a set of explanatory variables. In this paper, we present the Box-Cox family of distributions under the distributional regression framework as a solid alternative to model censored data.

Regularized Weighted Nonparametric Likelihood Approach for High-Dimension Sparse Subdistribution Hazards Model for Competing Risk Data.

Variable selection and penalized regression models in high-dimension settings have become an increasingly important topic in many disciplines. For instance, omics data are generated in biomedical researches that may be associated with survival of patients and suggest insights into disease dynamics to identify patients with worse prognosis and to improve the therapy. Analysis of high-dimensional time-to-event data in the presence of competing risks requires special modeling techniques. So far, some attempts have been made to variable selection in low- and high-dimension competing risk setting using partial likelihood-based procedures. In this paper, a weighted likelihood-based penalized approach is extended for direct variable selection under the subdistribution hazards model for high-dimensional competing risk data. The proposed method which considers a larger class of semiparametric regression models for the subdistribution allows for taking into account time-varying effects and is of particular importance, because the proportional hazards assumption may not be valid in general, especially in the high-dimension setting. Also, this model relaxes from the constraint of the ability to simultaneously model multiple cumulative incidence functions using the Fine and Gray approach. The performance/effectiveness of several penalties including minimax concave penalty (MCP); adaptive LASSO and smoothly clipped absolute deviation (SCAD) as well as their L2 counterparts were investigated through simulation studies in terms of sensitivity/specificity. The results revealed that sensitivity of all penalties were comparable, but the MCP and MCP-L2 penalties outperformed the other methods in term of selecting less noninformative variables. The practical use of the model was investigated through the analysis of genomic competing risk data obtained from patients with bladder cancer and six genes of CDC20, NCF2, SMARCAD1, RTN4, ETFDH, and SON were identified using all the methods and were significantly correlated with the subdistribution.

Weighted NPMLE for the Subdistribution of a Competing Risk

ABSTRACTDirect regression modeling of the subdistribution has become popular for analyzing data with multiple, competing event types. All general approaches so far are based on nonlikelihood-based procedures and target covariate effects on the subdistribution. We introduce a novel weighted likelihood function that allows for a direct extension of the Fine–Gray model to a broad class of semiparametric regression models. The model accommodates time-dependent covariate effects on the subdistribution hazard. To motivate the proposed likelihood method, we derive standard nonparametric estimators and discuss a new interpretation based on pseudo risk sets. We establish consistency and asymptotic normality of the estimators and propose a sandwich estimator of the variance. In comprehensive simulation studies, we demonstrate the solid performance of the weighted nonparametric maximum likelihood estimation in the presence of independent right censoring. We provide an application to a very large bone marrow transplant dataset, thereby illustrating its practical utility. Supplementary materials for this article are available online.

Semiparametric regression analysis of interval-censored competing risks data.

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed directly but rather is known to lie in an interval between two examinations. We formulate the effects of possibly time-varying (external) covariates on the cumulative incidence or sub-distribution function of competing risks (i.e., the marginal probability of failure from a specific cause) through a broad class of semiparametric regression models that captures both proportional and non-proportional hazards structures for the sub-distribution. We allow each subject to have an arbitrary number of examinations and accommodate missing information on the cause of failure. We consider nonparametric maximum likelihood estimation and devise a fast and stable EM-type algorithm for its computation. We then establish the consistency, asymptotic normality, and semiparametric efficiency of the resulting estimators for the regression parameters by appealing to modern empirical process theory. In addition, we show through extensive simulation studies that the proposed methods perform well in realistic situations. Finally, we provide an application to a study on HIV-1 infection with different viral subtypes.

An Expectation Maximization algorithm for fitting the generalized odds-rate model to interval censored data.

The generalized odds-rate model is a class of semiparametric regression models, which includes the proportional hazards and proportional odds models as special cases. There are few works on estimation of the generalized odds-rate model with interval censored data because of the challenges in maximizing the complex likelihood function. In this paper, we propose a gamma-Poisson data augmentation approach to develop an Expectation Maximization algorithm, which can be used to fit the generalized odds-rate model to interval censored data. The proposed Expectation Maximization algorithm is easy to implement and is computationally efficient. The performance of the proposed method is evaluated by comprehensive simulation studies and illustrated through applications to datasets from breast cancer and hemophilia studies. In order to make the proposed method easy to use in practice, an R package 'ICGOR' was developed. Copyright © 2016 John Wiley & Sons, Ltd.

Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models

ABSTRACTPartially varying coefficient single-index models (PVCSIM) are a class of semiparametric regression models. One important assumption is that the model error is independently and identically distributed, which may contradict with the reality in many applications. For example, in the economical and financial applications, the observations may be serially correlated over time. Based on the empirical likelihood technique, we propose a procedure for testing the serial correlation of random error in PVCSIM. Under some regular conditions, we show that the proposed empirical likelihood ratio statistic asymptotically follows a standard χ2 distribution. We also present some numerical studies to illustrate the performance of our proposed testing procedure.

A class of semiparametric transformation models for survival data with a cured proportion

We propose a new class of semiparametric regression models based on a multiplicative frailty assumption with a discrete frailty, which may account for cured subgroup in population. The cure model framework is then recast as a problem with a transformation model. The proposed models can explain a broad range of nonproportional hazards structures along with a cured proportion. An efficient and simple algorithm based on the martingale process is developed to locate the nonparametric maximum likelihood estimator. Unlike existing expectation-maximization based methods, our approach directly maximizes a nonparametric likelihood function, and the calculation of consistent variance estimates is immediate. The proposed method is useful for resolving identifiability features embedded in semiparametric cure models. Simulation studies are presented to demonstrate the finite sample properties of the proposed method. A case study of stage III soft-tissue sarcoma is given as an illustration.

Goodness-of-Fit Methods for Probabilistic Index Models

A class of semiparametric regression models, called probabilistic index models, has been recently proposed. Because these models are semiparametric, inference is only valid when the proposed model is consistent with the underlying data-generating model. However, no formal goodness-of-fit methods for these probabilistic index models exist yet. We propose a test and a graphical tool for assessing the model adequacy. Simulation results indicate that both methods succeed in detecting lack-of-fit. The methods are also illustrated on a case study.

Conditional Transformation Models

SummaryThe ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models estimate only the conditional mean as a function of the explanatory variables and assume that higher moments are not affected by the regressors. The underlying reason for such a restriction is the assumption of additivity of signal and noise. We propose to relax this common assumption in the framework of transformation models. The novel class of semiparametric regression models proposed herein allows transformation functions to depend on explanatory variables. These transformation functions are estimated by regularized optimization of scoring rules for probabilistic forecasts, e.g. the continuous ranked probability score. The corresponding estimated conditional distribution functions are consistent. Conditional transformation models are potentially useful for describing possible heteroscedasticity, comparing spatially varying distributions, identifying extreme events, deriving prediction intervals and selecting variables beyond mean regression effects. An empirical investigation based on a heteroscedastic varying-coefficient simulation model demonstrates that semiparametric estimation of conditional distribution functions can be more beneficial than kernel-based non-parametric approaches or parametric generalized additive models for location, scale and shape.

A Neural Network Model to Translate Brain Developmental Events across Mammalian Species

Translating the timing of brain developmental events across mammalian species using suitable models has provided unprecedented insights into neural development and evolution. More importantly, these models can prove to be useful abstractions and predict unknown events across species from known empirical event timing data retrieved from published literature. Such predictions can be especially useful since the distribution of the event timing data is skewed with a majority of events documented only across a few selected species. The present study investigates the choice of single hidden layer feed-forward neural networks (FFNN) for predicting the unknown events from the empirical data. A leave-one-out cross-validation approach is used to determine the optimal number of units in the hidden layer and the decay parameter for the FFNN. It is shown that unlike the present Finlay-Darlington (FD) model, FFNN does not impose any constraints on the functional form of the model and falls under the class of semiparametric regression models that can approximate any continuous function. The results from FFNN as well as FD model also indicate that a majority of events with large absolute prediction errors correspond to those of primates and late events comprising the tail of event timing data distribution with minimal representation in the empirical data. These results also indicate that accurate prediction of primate events may be challenging.

Efficient Estimation of Population-Level Summaries in General Semiparametric Regression Models

This article considers a wide class of semiparametric regression models in which interest focuses on population-level quantities that combine both the parametric and the nonparametric parts of the model. Special cases in this approach include generalized partially linear models, generalized partially linear single-index models, structural measurement error models, and many others. For estimating the parametric part of the model efficiently, profile likelihood kernel estimation methods are well established in the literature. Here our focus is on estimating general population-level quantities that combine the parametric and nonparametric parts of the model (e.g., population mean, probabilities, etc.). We place this problem in a general context, provide a general kernel-based methodology, and derive the asymptotic distributions of estimates of these population-level quantities, showing that in many cases the estimates are semiparametric efficient. For estimating the population mean with no missing data, we show that the sample mean is semiparametric efficient for canonical exponential families, but not in general. We apply the methods to a problem in nutritional epidemiology, where estimating the distribution of usual intake is of primary interest and semiparametric methods are not available. Extensions to the case of missing response data are also discussed.

A partially linear tree‐based regression model for assessing complex joint gene–gene and gene–environment effects

The success of genetic dissection of complex diseases may greatly benefit from judicious exploration of joint gene effects, which, in turn, critically depends on the power of statistical tools. Standard regression models are convenient for assessing main effects and low-order gene-gene interactions but not for exploring complex higher-order interactions. Tree-based methodology is an attractive alternative for disentangling possible interactions, but it has difficulty in modeling additive main effects. This work proposes a new class of semiparametric regression models, termed partially linear tree-based regression (PLTR) models, which exhibit the advantages of both generalized linear regression and tree models. A PLTR model quantifies joint effects of genes and other risk factors by a combination of linear main effects and a non-parametric tree -structure. We propose an iterative algorithm to fit the PLTR model, and a unified resampling approach for identifying and testing the significance of the optimal "pruned" tree nested within the tree resultant from the fitting algorithm. Simulation studies showed that the resampling procedure maintained the correct type I error rate. We applied the PLTR model to assess the association between biliary stone risk and 53 single nucleotide polymorphisms (SNPs) in the inflammation pathway in a population-based case-control study. The analysis yielded an interesting parsimonious summary of the joint effect of all SNPs. The proposed model is also useful for exploring gene-environment interactions and has broad implications for applying the tree methodology to genetic epidemiology research.

Efficient semiparametric estimation of haplotype-disease associations in case-cohort and nested case-control studies

Estimating the effects of haplotypes on the age of onset of a disease is an important step toward the discovery of genes that influence complex human diseases. A haplotype is a specific sequence of nucleotides on the same chromosome of an individual and can only be measured indirectly through the genotype. We consider cohort studies which collect genotype data on a subset of cohort members through case-cohort or nested case-control sampling. We formulate the effects of haplotypes and possibly time-varying environmental variables on the age of onset through a broad class of semiparametric regression models. We construct appropriate nonparametric likelihoods, which involve both finite- and infinite-dimensional parameters. The corresponding nonparametric maximum likelihood estimators are shown to be consistent, asymptotically normal, and asymptotically efficient. Consistent variance-covariance estimators are provided, and efficient and reliable numerical algorithms are developed. Simulation studies demonstrate that the asymptotic approximations are accurate in practical settings and that case-cohort and nested case-control designs are highly cost-effective. An application to a major cardiovascular study is provided.

Robust inference for univariate proportional hazards frailty regression models

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard given the covariates and a random frailty unique to each individual has the proportional hazards form multiplied by the frailty. The frailty is assumed to have mean 1 within a known one-parameter family of distributions. Inference is based on a nonparametric likelihood. The behavior of the likelihood maximizer is studied under general conditions where the fitted model may be misspecified. The joint estimator of the regression and frailty parameters as well as the baseline hazard is shown to be uniformly consistent for the pseudo-value maximizing the asymptotic limit of the likelihood. Appropriately standardized, the estimator converges weakly to a Gaussian process. When the model is correctly specified, the procedure is semiparametric efficient, achieving the semiparametric information bound for all parameter components. It is also proved that the bootstrap gives valid inferences for all parameters, even under misspecification. We demonstrate analytically the importance of the robust inference in several examples. In a randomized clinical trial, a valid test of the treatment effect is possible when other prognostic factors and the frailty distribution are both misspecified. Under certain conditions on the covariates, the ratios of the regression parameters are still identifiable. The practical utility of the procedure is illustrated on a non-Hodgkin's lymphoma dataset.