Report

Statistical Analysis of Longitudinal Data Ziad Taib Biostatistics, AZ April 2011 Name, department 1 Date Outline of lecture 1 1. An introduction 2. Two examples 3. Principles of Inference 4. Modelling continuous longitudinal data Name, department 2 Date Part 1: An introduction Name, department 3 Date Why longitudinal data? Very useful for their own sake. With longitudinal data, we have the possibility of understanding what mixed models are about in a relatively simple but yet rich enough context. ___________________________________ A good reference is the book ”Designing experiments and analyzing data” by Maxwel l& Delaney (2004) Name, department 4 Date Longitudinal Data Repeated measures are obtained when a response is measured repeatedly on a set of units • Units: • Subjects, patients, participants, . . . • indivduals, plants, . . . • Clusters: nests, families, towns, . . •... • Special case: Longitudinal data Obs! Possible to handle several levels Name, department 5 Date A A motivating example B Baseline 3 months 6 months Consider a randomized clinical trial with two treatment groups and repeated measurements at baseline, 3 and 6 months later. As it turned out some of the data was missing. Moreover patients did not always comply with time requirements. Our first reaction is to try to compensate for the missing values by some kind of imputation, or to use list-wise deletion. Both ”methods” having their shortcomings, wouldn't it be nice to be able to use something else? There is in fact an alternative method: using the idea of mixed models. With mixed models, 1. we can use all our data having the attitude that ”what is missing is missing”. 2. we can even account for the dependencies resulting from measurements made on the same individuals at different times. 3. we don’t need to be consistent about time. Name, department 6 Date Mixed effects models Ordinary fixed effects linear model usually assume: 1) independence with the same variance. 2) normally distributed errors. 3) constant parameters Y1 1 x1 1 0 ... ... ... ... 1 Y n 1 x n n Y X , is N ( 0 , I ), constant. 2 If we modify assumptions 1) and 3), then the problem becomes more complicated and in general we need a large number of parameters only to describe the covariance structure of the observations. Mixed effects models deal with this type of problems. In general, this type of models allows us to tackle such problems as: clustered data, repeated measures, hierarchical data. Name, department 7 Date Various forms of models and relation between them Classical statistics (Observations are random, parameters are unknown constants) LM: Assumptions: 1. independence, 2. normality, 3. constant parameters LMM: Assumptions 1) and 3) are modified GLM: assumption 2) Exponential family Repeated measures: Assumptions 1) and 3) are modified GLMM: Assumption 2) Exponential family and assumptions 1) and 3) are modified Longitudinal data Maximum likelihood LM - Linear model Non-linear models GLM - Generalised linear model LMM - Linear mixed model GLMM - Generalised linear mixed model Name, department 8 Date Bayesian statistics Part 2: Two examples Rat data Prostate data Name, department 9 Date Example 1: Rat Data (Verbecke et al) Research question How does craniofacial growth in the wistar rat depend on testosteron production? Name, department 10 Date Name, department 11 Date •Randomized experiment in which 50 male Wistar rats are randomized to: Prevents the production of testesterone Control (15 rats) Low dose of Decapeptyl (18 rats) High dose of Decapeptyl (17 rats) Treatment starts at the age of 45 days. Measurements taken every 10 days, from day 50 on. The responses are distances (pixels) between two well defined points on x-ray pictures of the skull of each rat. Here, we consider only one response, reflecting the height of the skull. Days 45 Name, department 12 Date 50 60 70 80 Individual profiles: Name, department 13 Date 1. 2. 3. Connected profiles better that scatter plots Growth is expected but is it linear Of interest change over time (i.e. Relationship between response and age) Complication: Many dropouts due to anaesthesia imply less power but no bias. Without dropouts easier problem because of balance. Name, department 14 Date Remarks: Much variability between rats Much less variability within rats Fixed number of measurements scheduled per subject, but not all measurements available due to dropout, for known reason. Measurements taken at fixed time points Research question: How does craniofacial growth in the wistar rat depend on testosteron production ? Name, department 15 Date Example 2: The BLSA Prostate Data Name, department 16 Date Example 2: The BLSA Prostate Data (Pearson et al., Statistics in Medicine,1994). Prostate disease is one of the most common and most costly medical problems in the world. Important to look for biomarkers which can detect the disease at an early stage. Prostate-Specific Antigen is an enzyme produced by both normal and cancerous prostate cells. It is believed that PSA level is related to the volume of prostate tissue. Problem: Patients with Benign Prostatic Hyperplasia also have an increased PSA level Overlap in PSA distribution for cancer and BPH cases seriously complicates the detection of prostate cancer. Name, department 17 Date Research question: Can longitudinal PSA profiles be used to detect prostate cancer in an early stage ? A retrospective case-control study based on frozen serum samples: 16 control patients 20 BPH cases 14 local cancer cases 4 metastatic cancer cases Name, department 18 Date Individual profiles: Name, department 19 Date Remarks: Much variability between subjects Little variability within subjects Highly unbalanced data Research question: Can longitudinal PSA profiles be used to detect prostate cancer in an early stage ? Name, department 20 Date Part 3: Principles of Inference Name, department 21 Date Fisher´s likelihood Inference for observable y and fixed parameter q Data Generation : Given a stochastic model Generate data, y, from fq ( y ) , fq ( y ) Parameter Estimation : Given the data y, make inference about q by using the likelihood L ( y / q ) q Connection between two processes : Lq ( y / q ) f q ( y ) Name, department 22 Date (Classical) Likelihood Principle Birnbaum (1962) All the evidence or information about the parameters in the data is in the likelihood. Conditionality principle & Sufficiency principle Name, department 23 Date Likelihood principle Bayesian Inference for observable y and unobservable n Data Generation : Generate data according to 1. n, from f (n ) prior 2. For n fixed generate y from f ( y /n ) Combine into f (n ) f ( y / n ) Parameter Estimation : Given the data y, make inference about n by using f (n / y ) posterior The connection between two processes: f (n ) f ( y / n ) f ( y ) f (n / y ) f (n / y ) f ( y ,n ) f ( y) Name, department 24 Date Compare with Lq ( y / q ) f ( y ) f (n / y ) f ( y ,n ) f (n ) f ( y / n ) Extended likelihood inference: (Lee and Nelder) for observable y, fixed parameter q and unobservable n Name, department 25 Date Parameter estimation Name, department 26 Date L ( y / q ) fq ( y ) Extended Likelihood Principle Björnstad (1996) All information in the data about the unobservables and the parameters is in the “likelihood”. Conditionality principle & Sufficiency principle Name, department 27 Date Likelihood principle Prediction: predict the number of seizures during the next week Name, department 28 Date Name, department 29 Date Bayesian Predictive Inference Given n, the observations y are assumed to be independent. How do we predict the next value, Y, of the observable? In a Bayesian setting we may determine the posterior f (n / y ) and define the predictive density of Y given y as: f Y ( x / y ) Jefreys’ Priors Obs! Name, department 30 Date Bayesian inference (Pearson, 1920) Name, department 31 Date Name, department 32 Date Nelder and Lee (1996) ? Name, department 33 Date Name, department 34 Date Part 4: A Model for Longitudinal Data Name, department 35 Date Introduction In practice: often unbalanced data due to (i) unequal number of measurements per subject (ii) measurements not taken at fixed time points. Therefore, ordinary multivariate regression techniques are often not applicable. Often, subject-specific longitudinal profiles can be well approximated by linear regression functions. This leads to a 2-stage model formulation: Stage 1: A linear (e.g. regression) model for each subject separately Stage 2: Explain variability in the subject-specific (regression) coefficients using known covariates Name, department 36 Date A 2-stage Model Formulation: Stage 1 Response Yij for ith subject, measured at time tij, i = 1, . . . , N, j = 1, . . . , ni Response vector Yi for ith subject: Y i (Y i1 , Y i 2 ,..., Y in i )' Possibly after some convenient transformation Y i Z i i i , i ~ N ( 0 , i ), often i In i 2 Zi is a (ni x q) matrix of known covariates and i is a (ni x q) matrix of parameters Note that the above model describes the observed variability within subjects Name, department 37 Date Stage 2 Between-subject variability can now be studied from relating the parameters i to known covariates i K i bi Ki is a (q x p) matrix of known covariates and is a (p-dimensional vector of unknown regression parameters Finally Name, department 38 Date bi ~ N ( 0 , i ) The General Linear Mixed-effects Model The 2-stages of the 2-stage approach can now be combined into one model: Average evolution Name, department 39 Date Subject specific The general mixed effects models can be summarized by: Convenient using multivariate normal. Very difficult with other distributions Terminology: • Fixed effects: • Random effects: bi • Variance components: elements in D and i Name, department 40 Date Remarks 1. It is occasionally unclear if we should treat an effect as a fixed or a mixed effect. For example in clinical trials with ? treatment and clinic as “factors” should we consider clinics as random? 2. Considering the general form of a mixed effects model Yi X i Z i bi i notice that the fixed effects are involved only in mean values (just like in ordinary linear models) while random effects modify the covariance matrix of the observations. Name, department 41 Date Example: The Rat Data Name, department 42 Date Transformation of the time scale to linearize the profiles: Age ij t ij ln[ 1 ( Age ij 45 ) ] 10 Note that t = 0 corresponds to the start of the treatment (moment of randomization) • Stage 1 model: Y ij 1i 2 i t ij ij , j 1,... , n i Name, department 43 Date Stage 1 1i i 2i Name, department 44 Date Stage 2 model: In the second stage, the subject-specific intercepts and time effects are related to the treatment of the rats Name, department 45 Date The hierarchical versus the marginal Model The general mixed model is given by It can be written as It is therefore also called a hierarchical model Name, department 46 Date Marginally we have that is distributed as Hence Name, department 47 Date f(yi I bi) f(bi) f(yi) Example: The Rat Data Can be negative or positive reflecting individual deviation from average Name, department 48 Date Linear model where each rat has its own intercept and its own slope Comments: • Linear average evolution in each group • Equal average intercepts • Different average slopes Moreover, taking Notice that the model assumes that the variance function is quadratic over time. Name, department 49 Date Cov i ( Y ( t1 ), Y ( t 2 )) 1i 1i Cov ( 1, t1 i1 , 1, t 2 i2 ) 2i 2i 1i 1 1, t1 cov( ) cov( i1 , i1 ) 2 i t 2 d 11 1, t1 d 12 d 12 1 cov( i1 , i1 ) d 22 t 2 d 11 t1 d 12 , d 12 1 t1 d 22 cov( i1 , i1 ) t 2 d 11 t1 d 12 t 2 d 12 t1t 2 d 22 cov( i1 , i1 ) d 11 ( t1 t 2 ) d 12 t1t 2 d 22 cov( i1 , i1 ) Name, department 50 Date Name, department 51 Date Name, department 52 Date The prostate data A model for the prostate cancer Stage 1 Y ij ln( PSA ij 1) 1 i 2 i t ij t ij , j 1,... , n i 2 3 i ij Name, department 53 Date The prostate data A model for the prostate cancer Stage 2 Age could not be matched 1i 1 Age i 2 C i 3 B i 4 L i 5 M i b1 j 2 i 6 Age i 7 C i 8 B i 9 L i 10 M i b 2 j Age C B L M b i 12 i 13 i 14 i 15 i 3j 3 i 11 Ci, Bi, Li, Mi are indicators of the classes: control, BPH, local or metastatic cancer. Agei is the subject’s age at diagnosis. The parameters in the first row are the average intercepts for the different classes. Name, department 54 Date The prostate data This gives the following model ij Name, department 55 Date Stochastic components in general linear mixed model Response Subject 1 Average evolution Subject 2 Time Name, department 56 Date References Aerts, M., Geys, H., Molenberghs, G., and Ryan, L.M.(2002). Topics in Modelling of Clustered Data. London: Chapman and Hall. • Brown, H. and Prescott, R. (1999). Applied Mixed Models in Medicine. New-York: John Wiley & Sons. • Crowder, M.J. and Hand, D.J. (1990). Analysis of Repeated Measures. London: Chapman and Hall. • Davidian, M. and Giltinan, D.M. (1995). Nonlinear Models For Repeated Measurement Data. London: Chapman and Hall. Davis, C.S. (2002). Statistical Methods for the Analysis of Repeated Measurements. New York: Springer-Verlag. Diggle, P.J., Heagerty, P.J., Liang, K.Y. and Zeger, S.L. (2002). Analysis of Longitudinal Data. (2nd edition). Oxford: Oxford University Press. Name, department 57 Date References Fahrmeir, L. and Tutz, G. (2002). Multivariate Statistical Modelling Based on Generalized Linear Models, (2nd edition). Springer Series in Statistics. New-York: Springer-Verlag. Goldstein, H. (1979). The Design and Analysis of Longitudinal Studies. London: Academic Press. Goldstein, H. (1995). Multilevel Statistical Models. London: Edward Arnold. Hand, D.J. and Crowder, M.J. (1995). Practical Longitudinal Data Analysis. London: Chapman and Hall. Jones, B. and Kenward, M.G. (1989). Design and Analysis of Crossover Trials. London: Chapman and Hall. Kshirsagar, A.M. and Smith, W.B. (1995). Growth Curves. New-York: Marcel Dekker. Lindsey, J.K. (1993). Models for Repeated Measurements. Oxford: Oxford University Press. Name, department 58 Date Longford, N.T. (1993). Random Coefficient Models. Oxford: Oxford University Press. References Pinheiro, J.C. and Bates D.M. (2000). Mixed effects models in S and S-Plus, Springer Series in Statistics and Computing. New-York: Springer-Verlag. Searle, S.R., Casella, G., and McCulloch, C.E. (1992). Variance Components. New-York: Wiley. Senn, S.J. (1993). Cross-over Trials in Clinical Research. Chichester: Wiley. Verbeke, G. and Molenberghs, G. (1997). Linear Mixed Models In Practice: A SAS Oriented Approach, Lecture Notes in Statistics 126. New-York: Springer-Verlag. Verbeke, G. and Molenberghs, G. (2000). Linear Mixed Models for Longitudinal Data. Springer Series in Statistics. New-York: SpringerVerlag. Vonesh, E.F. and Chinchilli, V.M. (1997). Linear and Non-linear Models Name, department 59 Date for the Analysis of Repeated Measurements. Marcel Dekker: Basel. Any Questions Name, department 60 Date ?