Model misspecification and robust analysis for outcome-dependent sampling designs under generalized linear models.

Outcome-dependent sampling (ODS) is a commonly used class of sampling designs to increase estimation efficiency in settings where response information (and possibly adjuster covariates) is available, but the exposure is expensive and/or cumbersome to collect. We focus on ODS within the context of a two-phase study, where in Phase One the response and adjuster covariate information is collected on a large cohort that is representative of the target population, but the expensive exposure variable is not yet measured. In Phase Two, using response information from Phase One, we selectively oversample a subset of informative subjects in whom we collect expensive exposure information. Importantly, the Phase Two sample is no longer representative, and we must use ascertainment-correcting analysis procedures for valid inferences. In this paper, we focus on likelihood-based analysis procedures, particularly a conditional-likelihood approach and a full-likelihood approach. Whereas the full-likelihood retains incomplete Phase One data for subjects not selected into Phase Two, the conditional-likelihood explicitly conditions on Phase Two sample selection (ie, it is a "complete case" analysis procedure). These designs and analysis procedures are typically implemented assuming a known, parametric model for the response distribution. However, in this paper, we approach analyses implementing a novel semi-parametric extension to generalized linear models (SPGLM) to develop likelihood-based procedures with improved robustness to misspecification of distributional assumptions. We specifically focus on the common setting where standard GLM distributional assumptions are not satisfied (eg, misspecified mean/variance relationship). We aim to provide practical design guidance and flexible tools for practitioners in these settings.

Analysis and asymptotic theory for nested case-control designs under highly stratified proportional hazards models.

Nested case-control sampled event time data under a highly stratified proportional hazards model, in which the number of strata increases proportional to sample size, is described and analyzed. The data can be characterized as stratified sampling from the event time risk sets and the analysis approach of Borgan et al. (Ann Stat 23:1749-1778, 1995) is adapted to accommodate both the stratification and case-control sampling from the stratified risk sets. Conditions for the consistency and asymptotic normality of the maximum partial likelihood estimator are provided and the results are used to compare the efficiency of the stratified analysis to an unstratified analysis when the baseline hazards can be semi-parametrically modeled in two special cases. Using the stratified sampling representation of the stratified analysis, methods for absolute risk estimation described by Borgan et al. (1995) for nested case-control data are used to develop methods for absolute risk estimation under the stratified model. The methods are illustrated by a year of birth stratified analysis of radon exposure and lung cancer mortality in a cohort of uranium miners from the Colorado Plateau.

Obtaining optimal cutoff values for tree classifiers using multiple biomarkers.

In biomedical practices, multiple biomarkers are often combined using a prespecified classification rule with tree structure for diagnostic decisions. The classification structure and cutoff point at each node of a tree are usually chosen on an ad hoc basis, depending on decision makers' experience. There is a lack of analytical approaches that lead to optimal prediction performance, and that guide the choice of optimal cutoff points in a pre-specified classification tree. In this paper, we propose to search for and estimate the optimal decision rule through an approach of rank correlation maximization. The proposed method is flexible, theoretically sound, and computationally feasible when many biomarkers are available for classification or prediction. Using the proposed approach, for a prespecified tree-structured classification rule, we can guide the choice of optimal cutoff points at tree nodes and estimate optimal prediction performance from multiple biomarkers combined.

A Bayesian adaptive dose selection procedure with an overdispersed count endpoint.

Adaptive trial designs can considerably improve upon traditional designs, by modifying design aspects of the ongoing trial, like early stopping, adding, or dropping doses, or changing the sample size. In the present work, we propose a two-stage Bayesian adaptive design for a Phase IIb study aimed at selecting the lowest effective dose for Phase III. In this setting, efficacy has been proved for a high dose in a Phase IIa proof-of-concept study, but the existence of a lower but still effective dose is investigated before the scheduled Phase III starts. In the first stage, we randomize patients to placebo, maximal tolerated dose, and one or more additional doses within the dose range. Based on an interim analysis, we either stop the study for futility or success or continue the study to the second stage, where newly recruited patients are allocated to placebo, some fairly high dose, and one additional dose chosen based on interim data. At the interim analysis, we use the criteria based on the predictive probability of success to decide on whether to stop or to continue the trial and, in the latter case, which dose to select for the second stage. Finally, we will select a dose as lowest effective dose for Phase III either at the end of the first stage or at the end of the second stage. We evaluate the operating characteristics of the procedure via simulations and present the results for several scenarios, comparing the performance of the proposed procedure to those of the non-adaptive design.

Interpretable, predictive spatio-temporal models via enhanced pairwise directions estimation.

This article concerns predictive modeling for spatio-temporal data as well as model interpretation using data information in space and time. We develop a novel approach based on supervised dimension reduction for such data in order to capture nonlinear mean structures without requiring a prespecified parametric model. In addition to prediction as a common interest, this approach emphasizes the exploration of geometric information from the data. The method of Pairwise Directions Estimation (PDE) is implemented in our approach as a data-driven function searching for spatial patterns and temporal trends. The benefit of using geometric information from the method of PDE is highlighted, which aids effectively in exploring data structures. We further enhance PDE, referring to it as PDE+, by incorporating kriging to estimate the random effects not explained in the mean functions. Our proposal can not only increase prediction accuracy but also improve the interpretation for modeling. Two simulation examples are conducted and comparisons are made with several existing methods. The results demonstrate that the proposed PDE+ method is very useful for exploring and interpreting the patterns and trends for spatio-temporal data. Illustrative applications to two real datasets are also presented.

Clustered longitudinal data subject to irregular observation.

Data collected longitudinally as part of usual health care is becoming increasingly available for research, and is often available across several centres. Because the frequency of follow-up is typically determined by the patient's health, the timing of measurements may be related to the outcome of interest. Failure to account for the informative nature of the observation process can result in biased inferences. While methods for accounting for the association between observation frequency and outcome are available, they do not currently account for clustering within centres. We formulate a semi-parametric joint model to include random effects for centres as well as subjects. We also show how inverse-intensity weighted GEEs can be adapted to account for clustering, comparing stratification, frailty models, and covariate adjustment to account for clustering in the observation process. The finite-sample performance of the proposed methods is evaluated through simulation and the methods illustrated using a study of the relationship between outdoor play and air quality in children aged 2-9 living in the Greater Toronto Area.

Bayesian analysis and prediction of hybrid performance.

BACKGROUND: The selection of hybrids is an essential step in maize breeding. However, evaluating a large number of hybrids in field trials can be extremely costly. However, genomic models can be used to predict the expected performance of un-tested genotypes. Bayesian models offer a very flexible framework for hybrid prediction. The Bayesian methodology can be used with parametric and semi-parametric assumptions for additive and non-additive effects. Furthermore, samples from the posterior distribution of Bayesian models can be used to estimate the variance due to general and specific combining abilities even in cases where additive and non-additive effects are not mutually orthogonal. Also, the use of Bayesian models for analysis and prediction of hybrid performance has remained fairly limited. RESULTS: We provided an overview of Bayesian parametric and semi-parametric genomic models for prediction of agronomic traits in maize hybrids and discussed how these models can be used to decompose the genotypic variance into components due to general and specific combining ability. We applied the methodology to data from 906 single cross tropical maize hybrids derived from a convergent population. Our results show that: (1) non-additive effects make a sizable contribution to the genetic variance of grain yield; however, the relative importance of non-additive effects was much smaller for ear and plant height; (2) genomic prediction can achieve relatively high accuracy in predicting phenotypes of un-tested hybrids and in pre-screening. CONCLUSIONS: Genomic prediction can be a useful tool in pre-screening of hybrids and could contribute to the improvement of the efficiency and efficacy of maize hybrids breeding programs. The Bayesian framework offers a great deal of flexibility in modeling hybrid performance. The methodology can be used to estimate important genetic parameters and render predictions of the expected hybrid performance as well measures of uncertainty about such predictions.

Semiparametric modeling and estimation of the terminal behavior of recurrent marker processes before failure events.

Recurrent event processes with marker measurements are mostly and largely studied with forward time models starting from an initial event. Interestingly, the processes could exhibit important terminal behavior during a time period before occurrence of the failure event. A natural and direct way to study recurrent events prior to a failure event is to align the processes using the failure event as the time origin and to examine the terminal behavior by a backward time model. This paper studies regression models for backward recurrent marker processes by counting time backward from the failure event. A three-level semiparametric regression model is proposed for jointly modeling the time to a failure event, the backward recurrent event process, and the marker observed at the time of each backward recurrent event. The first level is a proportional hazards model for the failure time, the second level is a proportional rate model for the recurrent events occurring before the failure event, and the third level is a proportional mean model for the marker given the occurrence of a recurrent event backward in time. By jointly modeling the three components, estimating equations can be constructed for marked counting processes to estimate the target parameters in the three-level regression models. Large sample properties of the proposed estimators are studied and established. The proposed models and methods are illustrated by a community-based AIDS clinical trial to examine the terminal behavior of frequencies and severities of opportunistic infections among HIV infected individuals in the last six months of life.

A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data.

In the analysis of semi-competing risks data interest lies in estimation and inference with respect to a so-called non-terminal event, the observation of which is subject to a terminal event. Multi-state models are commonly used to analyse such data, with covariate effects on the transition/intensity functions typically specified via the Cox model and dependence between the non-terminal and terminal events specified, in part, by a unit-specific shared frailty term. To ensure identifiability, the frailties are typically assumed to arise from a parametric distribution, specifically a Gamma distribution with mean 1.0 and variance, say, σ2. When the frailty distribution is misspecified, however, the resulting estimator is not guaranteed to be consistent, with the extent of asymptotic bias depending on the discrepancy between the assumed and true frailty distributions. In this paper, we propose a novel class of transformation models for semi-competing risks analysis that permit the non-parametric specification of the frailty distribution. To ensure identifiability, the class restricts to parametric specifications of the transformation and the error distribution; the latter are flexible, however, and cover a broad range of possible specifications. We also derive the semi-parametric efficient score under the complete data setting and propose a non-parametric score imputation method to handle right censoring; consistency and asymptotic normality of the resulting estimators is derived and small-sample operating characteristics evaluated via simulation. Although the proposed semi-parametric transformation model and non-parametric score imputation method are motivated by the analysis of semi-competing risks data, they are broadly applicable to any analysis of multivariate time-to-event outcomes in which a unit-specific shared frailty is used to account for correlation. Finally, the proposed model and estimation procedures are applied to a study of hospital readmission among patients diagnosed with pancreatic cancer.

Maximum Marginal Likelihood Estimation of a Monotonic Polynomial Generalized Partial Credit Model with Applications to Multiple Group Analysis.

We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.