Distribution Of Random Effects Research Articles

Estimating the Distribution of True Rates of Visual Field Progression in Glaucoma.

The purpose of this study was to estimate the distribution of the true rates of progression (RoP) of visual field (VF) loss. We analyzed the progression of mean deviation over time in series of ≥ 10 tests from 3352 eyes (one per patient) from 5 glaucoma clinics, using a novel Bayesian hierarchical Linear Mixed Model (LMM); this modeled the random-effect distribution of RoPs as the sum of 2 independent processes following, respectively, a negative exponential distribution (the "true" distribution of RoPs) and a Gaussian distribution (the "noise"), resulting in a skewed exGaussian distribution. The exGaussian-LMM was compared to a standard Gaussian-LMM using the Watanabe-Akaike Information Criterion (WAIC). The random-effect distributions were compared to the empirical cumulative distribution function (eCDF) of linear regression RoPs using a Kolmogorov-Smirnov test. The WAIC indicated a better fit with the exGaussian-LMM (estimate [standard error]: 192174.4 [721.2]) than with the Gaussian-LMM (192595 [697.4], with a difference of 157.2 [22.6]). There was a significant difference between the eCDF and the Gaussian-LMM distribution (P < 0.0001), but not with the exGaussian-LMM distribution (P = 0.108). The estimated mean (95% credible intervals, CIs) "true" RoP (-0.377, 95% CI = -0.396 to -0.359 dB/year) was more negative than the observed mean RoP (-0.283, 95% CI = -0.299 to -0.268 dB/year), indicating a bias likely due to learning in standard LMMs. The distribution of "true" RoPs can be estimated with an exGaussian-LMM, improving model accuracy. We used these results to develop a fast and accurate analytical approximation for sample-size calculations in clinical trials using standard LMMs, which was integrated in a freely available web application.

Semiparametric accelerated failure time models under unspecified random effect distributions

Accelerated failure time (AFT) models with random effects, a useful alternative to frailty models, have been widely used for analyzing clustered (or correlated) time-to-event data. In the AFT model, the distribution of the unobserved random effect is conventionally assumed to be parametric, often modeled as a normal distribution. Although it has been known that a misspecfied random-effect distribution has little effect on regression parameter estimates, in some cases, the impact caused by such misspecification is not negligible. Particularly when our focus extends to quantities associated with random effects, the problem could become worse. In this paper, we propose a semi-parametric maximum likelihood approach in which the random-effect distribution under the AFT models is left unspecified. We provide a feasible algorithm to estimate the random-effect distribution as well as model parameters. Through comprehensive simulation studies, our results demonstrate the effectiveness of this proposed method across a range of random-effect distribution types (discrete or continuous) and under conditions of heavy censoring. The efficacy of the approach is further illustrated through simulation studies and real-world data examples.

Flexible Bayesian semiparametric mixed-effects model for skewed longitudinal data

BackgroundIn clinical trials and epidemiological research, mixed-effects models are commonly used to examine population-level and subject-specific trajectories of biomarkers over time. Despite their increasing popularity and application, the specification of these models necessitates a great deal of care when analysing longitudinal data with non-linear patterns and asymmetry. Parametric (linear) mixed-effect models may not capture these complexities flexibly and adequately. Additionally, assuming a Gaussian distribution for random effects and/or model errors may be overly restrictive, as it lacks robustness against deviations from symmetry.MethodsThis paper presents a semiparametric mixed-effects model with flexible distributions for complex longitudinal data in the Bayesian paradigm. The non-linear time effect on the longitudinal response was modelled using a spline approach. The multivariate skew-t distribution, which is a more flexible distribution, is utilized to relax the normality assumptions associated with both random-effects and model errors.ResultsTo assess the effectiveness of the proposed methods in various model settings, simulation studies were conducted. We then applied these models on chronic kidney disease (CKD) data and assessed the relationship between covariates and estimated glomerular filtration rate (eGFR). First, we compared the proposed semiparametric partially linear mixed-effect (SPPLM) model with the fully parametric one (FPLM), and the results indicated that the SPPLM model outperformed the FPLM model. We then further compared four different SPPLM models, each assuming different distributions for the random effects and model errors. The model with a skew-t distribution exhibited a superior fit to the CKD data compared to the Gaussian model. The findings from the application revealed that hypertension, diabetes, and follow-up time had a substantial association with kidney function, specifically leading to a decrease in GFR estimates.ConclusionsThe application and simulation studies have demonstrated that our work has made a significant contribution towards a more robust and adaptable methodology for modeling intricate longitudinal data. We achieved this by proposing a semiparametric Bayesian modeling approach with a spline smoothing function and a skew-t distribution.

Joint modeling of association networks and longitudinal biomarkers: An application to childhood obesity.

The prevalence of chronic non-communicable diseases such as obesity has noticeably increased in the last decade. The study of these diseases in early life is of paramount importance in determining their course in adult life and in supporting clinical interventions. Recently, attention has been drawn to approaches that study the alteration of metabolic pathways in obese children. In this work, we propose a novel joint modeling approach for the analysis of growth biomarkers and metabolite associations, to unveil metabolic pathways related to childhood obesity. Within a Bayesian framework, we flexibly model the temporal evolution of growth trajectories and metabolic associations through the specification of a joint nonparametric random effect distribution, with the main goal of clustering subjects, thus identifying risk sub-groups. Growth profiles as well as patterns of metabolic associations determine the clustering structure. Inclusion of risk factors is straightforward through the specification of a regression term. We demonstrate the proposed approach on data from the Growing Up in Singapore Towards healthy Outcomes cohort study, based in Singapore. Posterior inference is obtained via a tailored MCMC algorithm, involving a nonparametric prior with mixed support. Our analysis has identified potential key pathways in obese children that allow for the exploration of possible molecular mechanisms associated with childhood obesity.

Frailty model with change points for survival analysis.

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. In the specially focused eight Empowered Action Group (EAG) states in India, there are problems with different survival curves for children up to the age of five in different states. Therefore, when analyzing the survival times for the eight EAG states, we need to adjust for the effects among states (clusters). Because the frailty model includes random effects, the parameters are estimated using the expectation-maximization (EM) algorithm. Additionally, our model needs to estimate change points; we thus propose a new algorithm extending the conventional estimation algorithm to the frailty model with change points to solve the problem. We show a practical example to demonstrate how to estimate the change point and the parameters of the distribution of random effect. Our proposed model can be easily analyzed using the existing R package. We conducted simulation studies with three scenarios to confirm the performance of our proposed model. We re-analyzed the survival time data of the eight EAG states in India to show the difference in analysis results with and without random effect. In conclusion, we confirmed that the frailty model with change points has a higher accuracy than the model without a random effect. Our proposed model is useful when heterogeneity needs to be taken into account. Additionally, the absence of heterogeneity did not affect the estimation of the regression parameters.

Nonparametric estimation of the random effects distribution for the risk or rate ratio in rare events meta-analysis with the arm-based and contrast-based approaches.

Rare events are events which occur with low frequencies. These often arise in clinical trials or cohort studies where the data are arranged in binary contingency tables. In this article, we investigate the estimation of effect heterogeneity for the risk-ratio parameter in meta-analysis of rare events studies through two likelihood-based nonparametric mixture approaches: an arm-based and a contrast-based model. Maximum likelihood estimation is achieved using the EM algorithm. Special attention is given to the choice of initial values. Inspired by the classification likelihood, a strategy is implemented which repeatably uses random allocation of the studies to the mixture components as choice of initial values. The likelihoods under the contrast-based and arm-based approaches are compared and differences are highlighted. We use simulations to assess the performance of these two methods. Under the design of sampling studies with nested treatment groups, the results show that the nonparametric mixture model based on the contrast-based approach is more appropriate in terms of model selection criteria such as AIC and BIC. Under the arm-based design the results from the arm-based model performs well although in some cases it is also outperformed by the contrast-based model. Comparisons of the estimators are provided in terms of bias and mean squared error. Also included in the comparison is the mixed Poisson regression model as well as the classical DerSimonian-Laird model (using the Mantel-Haenszel estimator for the common effect). Using simulation, estimating effect heterogeneity in the case of the contrast-based method appears to behave better than the compared methods although differences become negligible for large within-study sample sizes. We illustrate the methodologies using several meta-analytic data sets in medicine.

Are your random effects normal? A simulation study of methods for estimating whether subjects or items come from more than one population by examining the distribution of random effects in mixed-effects logistic regression.

With mixed-effects regression models becoming a mainstream tool for every psycholinguist, there has become an increasing need to understand them more fully. In the last decade, most work on mixed-effects models in psycholinguistics has focused on properly specifying the random-effects structure to minimize error in evaluating the statistical significance of fixed-effects predictors. The present study examines a potential misspecification of random effects that has not been discussed in psycholinguistics: violation of the single-subject-population assumption, in the context of logistic regression. Estimated random-effects distributions in real studies often appear to be bi- or multimodal. However, there is no established way to estimate whether a random-effects distribution corresponds to more than one underlying population, especially in the more common case of a multivariate distribution of random effects. We show that violations of the single-subject-population assumption can usually be detected by assessing the (multivariate) normality of the inferred random-effects structure, unless the data show quasi-separability, i.e., many subjects or items show near-categorical behavior. In the absence of quasi-separability, several clustering methods are successful in determining which group each participant belongs to. The BIC difference between a two-cluster and a one-cluster solution can be used to determine that subjects (or items) do not come from a single population. This then allows the researcher to define and justify a new post hoc variable specifying the groups to which participants or items belong, which can be incorporated into regression analysis.

Fast and flexible inference for joint models of multivariate longitudinal and survival data using integrated nested Laplace approximations.

Modeling longitudinal and survival data jointly offers many advantages such as addressing measurement error and missing data in the longitudinal processes, understanding and quantifying the association between the longitudinal markers and the survival events, and predicting the risk of events based on the longitudinal markers. A joint model involves multiple submodels (one for each longitudinal/survival outcome) usually linked together through correlated or shared random effects. Their estimation is computationally expensive (particularly due to a multidimensional integration of the likelihood over the random effects distribution) so that inference methods become rapidly intractable, and restricts applications of joint models to a small number of longitudinal markers and/or random effects. We introduce a Bayesian approximation based on the integrated nested Laplace approximation algorithm implemented in the R package R-INLA to alleviate the computational burden and allow the estimation of multivariate joint models with fewer restrictions. Our simulation studies show that R-INLA substantially reduces the computation time and the variability of the parameter estimates compared with alternative estimation strategies. We further apply the methodology to analyze five longitudinal markers (3 continuous, 1 count, 1 binary, and 16 random effects) and competing risks of death and transplantation in a clinical trial on primary biliary cholangitis. R-INLA provides a fast and reliable inference technique for applying joint models to the complex multivariate data encountered in health research.

Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis

AbstractVarious random effects models have been developed for clustered binary data; however, traditional approaches to these models generally rely heavily on the specification of a continuous random effect distribution such as Gaussian or beta distribution. In this article, we introduce a new model that incorporates nonparametric unobserved random effects on unit interval (0,1) into logistic regression multiplicatively with fixed effects. This new multiplicative model setup facilitates prediction of our nonparametric random effects and corresponding model interpretations. A distinctive feature of our approach is that a closed‐form expression has been derived for the predictor of nonparametric random effects on unit interval (0,1) in terms of known covariates and responses. A quasi‐likelihood approach has been developed in the estimation of our model. Our results are robust against random effects distributions from very discrete binary to continuous beta distributions. We illustrate our method by analyzing recent large stock crash data in China. The performance of our method is also evaluated through simulation studies.

Ordinal categorical response with baseline response and skew-normal random effect: an application to schizophrenia data

The normal is a popular random effect distribution perceived to identify the correlation between the baseline or initial response and subsequent responses in the analysis of longitudinal data. In this article, we apply more flexible skew-normal random effects in modeling initial responses for the ordinal longitudinal data which include normal as a member. Furthermore, the correlation structure between the baseline response and the consequent responses is studied. Our results indicate that the skew-normal random effects produce the best results in modeling initial conditions for longitudinal ordinal data. Various types of simulation studies are applied to investigate the properties of the proposed model in different scenarios. We found that the baseline observation includes the pre-sample information of the process affecting the structure of random effects and explanatory variables of the proposed model. The developed model is illustrated as an application to the Schizophrenia Collaborative Study data.

Classified Mixed Model Projections

In many practical problems, there is interest in the estimation of mixed effect projections for new data that are outside the range of the training data. Examples include predicting extreme small area means for rare populations or making treatment decisions for patients who do not fit typical risk profiles. Standard methods have long been known to struggle with such problems since the training data may not provide enough information about potential model changes for these new data values (extrapolation bias). We propose a new framework called Prediction Using Random-effect Extrapolation (PURE) which involves constructing a generalized independent variable hull (gIVH) to isolate a minority training set which is “close” to the prediction space, followed by a regrouping of the minority data according to the response variable which results in a new (but misspecified) random effect distribution. This misspecification reflects “extrapolated random effects” which prove vital to capture information that is needed for accurate model projections. Projections are then made using classified mixed model prediction (CMMP) (?) with the regrouped minority data. Comprehensive simulation studies and analysis of data from the National Longitudinal Mortality Study (NLMS) demonstrate superior predictive performance in these very challenging paradigms. An asymptotic analysis reveals why PURE results in more accurate projections. Supplementary materials for this article are available online.

Improving risk classification and ratemaking using mixture‐of‐experts models with random effects

AbstractIn the underwriting and pricing of nonlife insurance products, it is essential for the insurer to utilize both policyholder information and claim history to ensure profitability and proper risk management. In this paper, we apply a flexible regression model with random effects, called theMixed Logit‐weighted Reduced Mixture‐of‐Experts, which leverages both policyholder information and their claim history, to categorize policyholders into groups with similar risk profiles, and to determine a premium that accurately captures the unobserved risks. Estimates of model parameters and the posterior distribution of random effects can be obtained by a stochastic variational algorithm, which is numerically efficient and scalable to large insurance portfolios. Our proposed framework is shown to outperform the classical benchmark models (Logistic and Lognormal GL(M)M) in terms of goodness‐of‐fit to data, while offering intuitive and interpretable characterization of policyholders' risk profiles to adequately reflect their claim history.

Smoothed simulated pseudo-maximum likelihood estimation for nonlinear mixed effects models with censored responses.

Nonlinear mixed effects models have been widely applied to analyses of data that arise from biological, agricultural, and environmental sciences. Estimation of and inference on parameters in nonlinear mixed effects models are often based on the specification of a likelihood function. Maximizing this likelihood function can be complicated by the specification of the random effects distribution, especially in the presence of multiple random effects. The implementation of nonlinear mixed effects models can be further complicated by left-censored responses, representing measurements from bioassays where the exact quantification below a certain threshold is not possible. Motivated by the need to characterize the nonlinear human immunodeficiency virus RNA viral load trajectories after the interruption of antiretroviral therapy, we propose a smoothed simulated pseudo-maximum likelihood estimation approach to fit nonlinear mixed effects models in the presence of left-censored observations. We establish the consistency and asymptotic normality of the resulting estimators. We develop testing procedures for the correlation among random effects and for testing the distributional assumptions on random effects against a specific alternative. In contrast to the existing variants of expectation-maximization approaches, the proposed methods offer flexibility in the specification of the random effects distribution and convenience in making inference about higher-order correlation parameters. We evaluate the finite-sample performance of the proposed methods through extensive simulation studies and illustrate them on a combined dataset from six AIDS Clinical Trials Group treatment interruption studies.

Data analysis for accelerated life tests via Weibull‐gamma frailty regression models

AbstractIn this article, we study data analysis methods for accelerated life test (ALT) with blocking. Unlike the previous assumption of normal distribution for random block effects, we advocate the use of Weibull regression model with gamma random effects for making statistical inference of ALT data. To estimate the unknown parameters in the proposed model, maximum likelihood estimation and Bayesian estimation methods are provided. We illustrate the proposed methods using real data examples and simulation examples. Numerical results suggest that distribution of random effects has minimal impact on the estimation of fixed effects in the Weibull regression models. Furthermore, to demonstrate the advantage of our proposed model, we also provide methods to compare ALT plans and thus identify the optimal ALT plans.

A Bayesian adaptive design for dual-agent phase I-II oncology trials integrating efficacy data across stages.

Combination of several anticancer treatments has typically been presumed to have enhanced drug activity. Motivated by a real clinical trial, this paper considers phase I-II dose finding designs for dual-agent combinations, where one main objective is to characterize both the toxicity and efficacy profiles. We propose a two-stage Bayesian adaptive design that accommodates a change of patient population in-between. In stage I, we estimate a maximum tolerated dose combination using the escalation with overdose control (EWOC) principle. This is followed by a stage II, conducted in a new yet relevant patient population, to find the most efficacious dose combination. We implement a robust Bayesian hierarchical random-effects model to allow sharing of information on the efficacy across stages, assuming that the related parameters are either exchangeable or nonexchangeable. Under the assumption of exchangeability, a random-effects distribution is specified for the main effects parameters to capture uncertainty about the between-stage differences. The inclusion of nonexchangeability assumption further enables that the stage-specific efficacy parameters have their own priors. The proposed methodology is assessed with an extensive simulation study. Our results suggest a general improvement of the operating characteristics for the efficacy assessment, under a conservative assumption about the exchangeability of the parameters apriori.

Heterogeneity estimation in meta-analysis of standardized mean differences when the distribution of random effects departs from normal: A Monte Carlo simulation study

BackgroundAdvantages of meta-analysis depend on the assumptions underlying the statistical procedures used being met. One of the main assumptions that is usually taken for granted is the normality underlying the population of true effects in a random-effects model, even though the available evidence suggests that this assumption is often not met. This paper examines how 21 frequentist and 24 Bayesian methods, including several novel procedures, for computing a point estimate of the heterogeneity parameter ({tau }^{2}) perform when the distribution of random effects departs from normality compared to normal scenarios in meta-analysis of standardized mean differences.MethodsA Monte Carlo simulation was carried out using the R software, generating data for meta-analyses using the standardized mean difference. The simulation factors were the number and average sample size of primary studies, the amount of heterogeneity, as well as the shape of the random-effects distribution. The point estimators were compared in terms of absolute bias and variance, although results regarding mean squared error were also discussed.ResultsAlthough not all the estimators were affected to the same extent, there was a general tendency to obtain lower and more variable {tau }^{2} estimates as the random-effects distribution departed from normality. However, the estimators ranking in terms of their absolute bias and variance did not change: Those estimators that obtained lower bias also showed greater variance. Finally, a large number and sample size of primary studies acted as a bias-protective factor against a lack of normality for several procedures, whereas only a high number of studies was a variance-protective factor for most of the estimators analyzed.ConclusionsAlthough the estimation and inference of the combined effect have proven to be sufficiently robust, our work highlights the role that the deviation from normality may be playing in the meta-analytic conclusions from the simulation results and the numerical examples included in this work. With the aim to exercise caution in the interpretation of the results obtained from random-effects models, the tau2() R function is made available for obtaining the range of {tau }^{2} values computed from the 45 estimators analyzed in this work, as well as to assess how the pooled effect, its confidence and prediction intervals vary according to the estimator chosen.

Misspecification in Generalized Linear Mixed Models and Its Impact on the Statistical Wald Test

Generalized linear mixed models are commonly used in repeated measurement studies and account for the dependence between observations obtained from the same experimental unit. The designs of repeated measurements in which each experimental unit (e.g., subject) is proven in more than one experimental condition are widespread in psychology, neuroscience, medicine, social sciences and agricultural research. Estimation in generalized linear mixed models is often based on the maximum likelihood theory, which assumes that the assumptions about the underlying probability model are correct. These assumptions include the specification of the distribution of random effects. This research study aimed to identify the impact of the incorrect specification of this distribution on the probability of a type I error and the statistical power of the Wald test. This was achieved through a simulation study where different distributions were considered for random effects in generalized linear mixed models with Poisson and negative binomial responses. Evidence of the impact of the incorrect specification was presented in distributions for random effects different from the normal ones. Lognormal was used for random intercepts and bivariate exponential and Tukey for random intercepts and slopes. Lognormal has positive asymmetry and high kurtosis. Exponential has moderate asymmetry and kurtosis, and Tukey has moderate asymmetry and high kurtosis.

Bayesian variable selection and estimation in multivariate skew-normal generalized partial linear mixed models for longitudinal data

This paper proposes a novel generalized partial linear mixed models (GPLMMs) with the random effects distribution distributed as a multivariate skew-normal distribution for discrete longitudinal data over time. Under the Bayesian framework, we extended the Bayesian version of adaptive lasso (least absolute shrinkage and selection operator) for linear regression to the Bayesian adaptive lasso with the least squares approximation (LSA) method for generalized partial linear mixed models. A hybrid algorithm combining the Gibbs sampler and the Metropolis-Hastings algorithm in conjunction with the Bayesian adaptive lasso with LSA is used to simultaneously obtain the Bayesian estimates of unknown parameters, smoothing function and random effects, as well as select important covariates in GPLMMs. Several simulation studies and a real example are presented to illustrate the proposed methodologies.

Shared Frailty Model for Joint Survival Data - A Simulation Study

Performing a survival analysis, allows investigating factors that contribute to outcome over time. Though a considerable amount of literature has addressed this area, analysis of multiple survival responses has not received sufficient attention in past literature. The joint modeling fits well when there are multiple survival responses for the same study unit and it can provide improved results than fitting univariate models separately since the correlation between the responses can be captured through a joint model. Therefore, the aim of this study was to propose a joint modeling approach, in which the linkage between two survival responses(for simplicity, in this research bivariate lifetime data have been considered) was derived by sharing a common random effect under different random effect distributions through parametric forms of the baseline hazard function. In this study, Gamma and Normal random effect distributions and Exponential and Weibull parametric survival distributions were considered. The performance of the Shared Frailty model was compared with two Ordinary Proportional Hazard models through a simulation study, by fitting models for simulated data in three different sample sizes with 20% and 40% censoring proportions in different correlation structures. Bias, Coverage Probability (CP) and Mean Squared Error (MSE) were the performance measures used. Parameter estimates showing relatively low bias, high CP, and minimal MSE under the joint random effect model confirmed the suitability of the proposed model to capture joint survival data, surpassing the fit of two univariate models. Also, the results interpreted, Gamma distributed random effects to be more suitable with Exponential survival times while Normal random effects with Weibull survival times.

Using Random Effect Models to Produce Robust Estimates of Death Rates in COVID-19 Data.

Tracking the progress of an infectious disease is critical during a pandemic. However, the incubation period, diagnosis, and treatment most often cause uncertainties in the reporting of both cases and deaths, leading in turn to unreliable death rates. Moreover, even if the reported counts were accurate, the "crude" estimates of death rates which simply divide country-wise reported deaths by case numbers may still be poor or even non-computable in the presence of small (or zero) counts. We present a novel methodological contribution which describes the problem of analyzing COVID-19 data by two nested Poisson models: (i) an "upper model" for the cases infected by COVID-19 with an offset of population size, and (ii) a "lower" model for deaths of COVID-19 with the cases infected by COVID-19 as an offset, each equipped with their own random effect. This approach generates robustness in both the numerator as well as the denominator of the estimated death rates to the presence of small or zero counts, by "borrowing" information from other countries in the overall dataset, and guarantees positivity of both the numerator and denominator. The estimation will be carried out through non-parametric maximum likelihood which approximates the random effect distribution through a discrete mixture. An added advantage of this approach is that it allows for the detection of latent subpopulations or subgroups of countries sharing similar behavior in terms of their death rates.