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Fisher information matrix for non-linear mixed-effects models: evaluation and application for optimal design of enoxaparin population pharmacokinetics.

We address the problem of the choice and the evaluation of designs in population pharmacokinetic studies that use non-linear mixed-effects models. Criteria, based on the Fisher information matrix, have been developed to optimize designs and adapted to such models. We optimize designs under different constraints and evaluate them for a population pharmacokinetics study, within a new phase III trial of enoxaparin, a low molecular weight heparin. To do this, we approximate the expression of the Fisher information matrix for non-linear mixed-effects models including the residual error variance as a parameter to be estimated. We use the Fedorov-Wynn algorithm to minimize the inverse of the determinant of this matrix as required by the D-optimality criterion. Two optimal designs, as well as a design defined by pharmacologists, are evaluated by the simulation of 30 replicated data sets with NONMEM; all designs involve 220 patients with four measurements per patient. We also evaluate the relevance of the standard errors of estimation given from the Fisher information matrix by comparison with those given by NONMEM. The three designs provide more precise population parameter estimates; the optimal design gives the best precision and offers a simple clinical implementation. The expected standard errors given by the information matrix are close to those obtained by NONMEM on the simulation. Moreover, the proposed criterion of D-optimality appears to be a good measure to compare designs for population studies.

Anticoagulants↗

Residual spatial correlation between geographically referenced observations: a Bayesian hierarchical modeling approach.

BACKGROUND: Analytic methods commonly used in epidemiology do not account for spatial correlation between observations. In regression analyses, this omission can bias parameter estimates and yield incorrect standard error estimates. We present a Bayesian hierarchical model (BHM) approach that accounts for spatial correlation, and illustrate its strengths and weaknesses by applying this modeling approach to data on Wuchereria bancrofti infection in Haiti. METHODS: A program to eliminate lymphatic filariasis in Haiti assessed prevalence of W. bancrofti infection in 57 schools across Leogane Commune. We analyzed the spatial pattern in the prevalence data using semi-variograms and correlograms. We then modeled the data using (1) standard logistic regression (GLM); (2) non-Bayesian logistic generalized linear mixed models (GLMMs) with school-specific nonspatial random effects; (3) BHMs with school-specific nonspatial random effects; and (4) BHMs with spatial random effects. RESULTS: An exponential semi-variogram with an effective range of 2.15 km best fit the data. GLMM and nonspatial BHM point estimates were comparable and also were generally similar with the marginal GLM point estimates. In contrast, compared with the nonspatial mixed model results, spatial BHM point estimates were markedly attenuated. DISCUSSION: The clear spatial pattern evident in the Haitian W. bancrofti prevalence data and the observation that point estimates and standard errors differed depending on the modeling approach indicate that it is important to account for residual spatial correlation in analyses of W. bancrofti infection data. Bayesian hierarchical models provide a flexible, readily implementable approach to modeling spatially correlated data. However, our results also illustrate that spatial smoothing must be applied with care.

Animals↗

Marginally specified logistic-normal models for longitudinal binary data.

Likelihood-based inference for longitudinal binary data can be obtained using a generalized linear mixed model (Breslow, N. and Clayton, D. G., 1993, Journal of the American Statistical Association 88, 9-25; Wolfinger, R. and O'Connell, M., 1993, Journal of Statistical Computation and Simulation 48, 233-243), given the recent improvements in computational approaches. Alternatively, Fitzmaurice and Laird (1993, Biometrika 80, 141-151), Molenberghs and Lesaffre (1994, Journal of the American Statistical Association 89, 633-644), and Heagerty and Zeger (1996, Journal of the American Statistical Association 91, 1024-1036) have developed a likelihood-based inference that adopts a marginal mean regression parameter and completes full specification of the joint multivariate distribution through either canonical and/or marginal higher moment assumptions. Each of these marginal approaches is computationally intense and currently limited to small cluster sizes. In this manuscript, an alternative parameterization of the logistic-normal random effects model is adopted, and both likelihood and estimating equation approaches to parameter estimation are studied. A key feature of the proposed approach is that marginal regression parameters are adopted that still permit individual-level predictions or contrasts. An example is presented where scientific interest is in both the mean response and the covariance among repeated measurements.

Biometry↗

An example of using mixed models and PROC MIXED for longitudinal data.

Longitudinal data, or data that are repeated measurements on various subjects across time, are commonplace in biostatistical studies. The general linear mixed model is a useful statistical tool for analyzing such data and drawing meaningful inferences about them. This paper discusses some of the most common mixed models and fits them to a prototypical example involving repeated measures on blood pressure. Computer implementation is via the MIXED procedure in the SAS System, and code descriptions and output interpretations accompany the example.

Clinical Trials as Topic↗

Methods of segregation analysis for animal breeding data: a comparison of power.

Maximum likelihood segregation analysis provides potentially the most powerful method for the detection of segregating major genes. Segregation analysis requires the comparison of the likelihood of the data under the combined model (allowing both polygenic and major gene genetic variation) with the likelihood of the data under the polygenic model (allowing only polygenic genetic variation). In this study three approximations to the combined model likelihood were compared using simulated data, both with and without a segregating major gene, containing observations on paternal half-sibs. The use of Hermite integration to replace the integration in the combined model likelihood provided the most powerful test for a major gene. Two approximations, based on extensions of linear-mixed-model theory and estimating transmitting abilities for sires, were also considered. These approximations were less powerful than the use of Hermite integration, although the approximation estimating a transmitting ability for each major genotype for the sires was an improvement over the approximation estimating a single transmitting ability. For each approximation the frequency of detection of a major gene depended on the proportion of the genetic variance explained by the simulated major gene and whether the major gene caused the distribution to be skewed.

Alleles↗

Analysis of aggregation, a worked example: numbers of ticks on red grouse chicks.

The statistical aggregation of parasites among hosts is often described empirically by the negative binomial (Poisson-gamma) distribution. Alternatively, the Poisson-lognormal model can be used. This has the advantage that it can be fitted as a generalized linear mixed model, thereby quantifying the sources of aggregation in terms of both fixed and random effects. We give a worked example, assigning aggregation in the distribution of sheep ticks Ixodes ricinus on red grouse Lagopus lagopus scoticus chicks to temporal (year), spatial (altitude and location), brood and individual effects. Apparent aggregation among random individuals in random broods fell 8-fold when spatial and temporal effects had been accounted for.

Animals↗

Subarachnoid hemorrhage in the subacute stage: elevated apparent diffusion coefficient in normal-appearing brain tissue after treatment.

PURPOSE: To prospectively evaluate whether subarachnoid hemorrhage (SAH) is associated with a change in the apparent diffusion coefficient (ADC) in normal-appearing brain parenchyma. MATERIALS AND METHODS: Institutional review board approval and informed consent were obtained for all patient and volunteer studies. One hundred patients (48 men, 52 women; mean age, 52 years +/- 12 [standard deviation]) with aneurysmal SAH underwent conventional and diffusion-weighted magnetic resonance (MR) imaging at a mean of 9 days +/- 3 after SAH to evaluate possible lesions caused by SAH, treatment of SAH, and vasospasm. Aneurysms were treated surgically (n = 70) or endovascularly (n = 30) before MR imaging. Diffusion-weighted MR imaging was performed at 1-year follow-up in 30 patients (10 men, 20 women; mean age, 51 years +/- 11). Thirty healthy age-matched volunteers (11 men, 19 women; mean age, 54 years +/- 16) underwent MR imaging with an identical protocol. ADC values were measured bilaterally in the gray and white matter (parietal, frontal, temporal, occipital lobes; cerebellum; caudate nucleus; lentiform nucleus; thalamus; and pons) that appeared normal on T2-weighted and diffusion-weighted MR images. Linear mixed model was used for comparison of ADC values of supratentorial gray matter and white matter; general linear regression analysis was used for comparison of ADC values of cerebellum and pons. RESULTS: In patients with SAH, the ADC values in normal-appearing white matter, with a single exception in the frontal lobe (P = .091), were significantly higher than they were in healthy volunteers (P </= .011). The differences disappeared by 1 year, except in parietal white matter (P = .045). The ADC values of cortical gray matter did not significantly differ between patients and volunteers (P >/= .121). CONCLUSION: SAH and its treatment may cause global mild vasogenic edema in white matter and deep gray matter that is undetectable on T2-weighted and diffusion-weighted MR images but is detectable by measuring the ADC value in the subacute stage of SAH.

Adult↗

C. R. Henderson: the unfinished legacy.

Ideas and methods developed by Henderson have been applied widely to BLUP of additive genetic merit of animals and estimation of components of variance. However, a number of other contributions of Henderson to theory and application of animal breeding and statistics have not been as fully examined and exploited. Some of these contributions are complete in their own right and others lay the groundwork to help resolve remaining problems. Henderson had insight and made contributions to the areas of analysis of line and breed cross data, hypothesis testing under mixed linear models, prediction of breeding values with unknown variances, and selection models. The general flexibility of Henderson's mixed model methods to quantify a large variety of biological effects is also illustrated and discussed in light of new technologies in genetics and biology.

Animals↗

[The problem of repeated measurements. Longitudinal analysis in epidemiology].

In longitudinal analyses subjects are repeatedly measured along time. They are mixed designs, characterised for their simultaneous consideration of two or more dimensions of analysis, in which time is one of the dimensions.Longitudinal analyses have important advantages with respect other designs. The most important is that they are more efficient, since they allow to distinguish between-individual and within-individual variation.Longitudinal analyses can be approached marginal and conditionally. Whereas the former allows to draw poblational, or average, inferences, the latter permits to draw individual inferences.The statistical models to use depend on the type of response variable. If the dependent variable is normally distributed one will use linear mixed models. When the response is a count one will use mixed Poisson regressions. Mixed binomial or multinomial logistic regressions should be used when the response would be categorical.

Epidemiologic Studies↗

Cytotoxic assays for screening anticancer agents.

In the process of identifying potential anticancer agents, the ability of a new agent is tested for cytotoxic activity against a panel of standard cancer cell lines. The National Cancer Institute (NCI) present the cytotoxic profile for each agent as a set of estimates of the dose required to inhibit the growth of each cell line. The NCI estimates are obtained from a linear interpolation method applied to the dose-response curves. In this paper non-linear fits are proposed as an alternative to interpolation. This is illustrated with data from two agents recently submitted to NCI for potential anticancer activity. Fitting of individual non-linear curves proved difficult, but a non-linear mixed model applied to the full set of cell lines overcame most of the problems. Two non-linear functional forms were fitted using random effect models by both maximum likelihood and a full Bayesian approach. Model-based toxicity estimates have some advantages over those obtained from interpolation. They provide standard errors for toxicity estimates and other derived quantities, allow model comparisons. Examples of each are illustrated.

Antineoplastic Agents↗

A zero-inflated Poisson mixed model to analyze diagnosis related groups with majority of same-day hospital stays.

With increasing trend of same-day procedures and operations performed for hospital admissions, it is important to analyze those Diagnosis Related Groups (DRGs) consisting of mainly same-day separations. A zero-inflated Poisson (ZIP) mixed model is presented to identify health- and patient-related characteristics associated with length of stay (LOS) and to model variations in LOS within such DRGs. Random effects are introduced to account for inter-hospital variations and the dependence of clustered LOS observations via the generalized linear mixed models (GLMM) approach. Parameter estimation is achieved by maximizing an appropriate log-likelihood function using the EM algorithm to obtain approximate residual maximum likelihood (REML) estimates. An S-Plus macro is developed to provide a unified ZIP modeling approach. The determination of pertinent factors would benefit hospital administrators and clinicians to manage LOS and expenditures efficiently.

Algorithms↗

Marginalized binary mixed-effects models with covariate-dependent random effects and likelihood inference.

Marginal models and conditional mixed-effects models are commonly used for clustered binary data. However, regression parameters and predictions in nonlinear mixed-effects models usually do not have a direct marginal interpretation, because the conditional functional form does not carry over to the margin. Because both marginal and conditional inferences are of interest, a unified approach is attractive. To this end, we investigate a parameterization of generalized linear mixed models with a structured random-intercept distribution that matches the conditional and marginal shapes. We model the marginal mean of response distribution and select the distribution of the random intercept to produce the match and also to model covariate-dependent random effects. We discuss the relation between this approach and some existing models and compare the approaches on two datasets.

Air Pollution↗

Truncated negative binomial mixed regression modelling of ischaemic stroke hospitalizations.

A zero-truncated negative binomial mixed regression model is presented to analyse overdispersed positive count data. The study is motivated by the determination of pertinent risk factors associated with ischaemic stroke hospitalizations. Random effects are incorporated in the linear predictor to adjust for inter-hospital variations and the dependency of clustered observations using the generalized linear mixed model approach. The method assists hospital administrators and clinicians to estimate the number of subsequent readmissions based on characteristics of the patient at the index stroke. The findings have important implications on resource usage, rehabilitation planning and management of acute stroke care.

Binomial Distribution↗

A rank-based mixed model approach to multisite clinical trials.

New rank-based methods for analyzing data from multisite clinical trials are presented in the context of "mixed" linear models. In contrast to current rank methods, the new procedures test for a drug main effect in the presence of a random drug by site interaction (or drug by investigator interaction when there is only one investigator per site). Analogous procedures are also provided for the "fixed-effects" situation, and comparisons are made with current methods. The rationale for an analysis that assumes random investigator effects is described.

Analysis of Variance↗

The study of long-term HIV dynamics using semi-parametric non-linear mixed-effects models.

Modelling HIV dynamics has played an important role in understanding the pathogenesis of HIV infection in the past several years. Non-linear parametric models, derived from the mechanisms of HIV infection and drug action, have been used to fit short-term clinical data from AIDS clinical trials. However, it is found that the parametric models may not be adequate to fit long-term HIV dynamic data. To preserve the meaningful interpretation of the short-term HIV dynamic models as well as to characterize the long-term dynamics, we introduce a class of semi-parametric non-linear mixed-effects (NLME) models. The models are non-linear in population characteristics (fixed effects) and individual variations (random effects), both of which are modelled semi-parametrically. A basis-based approach is proposed to fit the models, which transforms a general semi-parametric NLME model into a set of standard parametric NLME models, indexed by the bases used. The bases that we employ are natural cubic splines for easy implementation. The resulting standard NLME models are low-dimensional and easy to solve. Statistical inferences that include testing parametric against semi-parametric mixed-effects are investigated. Innovative bootstrap procedures are developed for simulating the empirical distributions of the test statistics. Small-scale simulation and bootstrap studies show that our bootstrap procedures work well. The proposed approach and procedures are applied to long-term HIV dynamic data from an AIDS clinical study.

Acquired Immunodeficiency Syndrome↗

Association of endometriosis with body size and figure.

OBJECTIVE: To determine whether body size and perceived figure, both current and historical, are associated with a diagnosis of endometriosis on laparoscopy. DESIGN: Cohort study of consecutively identified patients undergoing laparoscopy for tubal sterilization or as a diagnostic procedure. SETTING: Two university-affiliated hospitals. PATIENT(S): A cohort of 84 women aged 18-40 years. Endometriosis was visualized in 32 cases; 52 women (controls) had no visualized endometriosis, including 22 undergoing tubal sterilization and 30 with other gynecologic pathology. INTERVENTION(S): None. MAIN OUTCOME MEASURE(S): Body mass index (BMI, kg/m2) from self-report and perception of body figure were compared for their ability to predict case status (diagnosed endometriosis), using logistic regression models. Longitudinal trends in BMI based on perceived figure at 5-year intervals from age 15 years were compared using mixed linear models. RESULT(S): Based on self-report, women diagnosed with endometriosis were taller, thinner, and had a significantly lower BMI. In this series, cases were more likely to be late maturers (menarche at > or = 14 y) and late to initiate sexual activity (> or = 21 y), and they were less likely to be gravid, parous, and a current smoker. Adjusting for age (in years), being tall (height > or = 68 in), and parity (yes vs. no), a higher current BMI was statistically protective for a diagnosis of endometriosis, regardless of whether BMI was determined by self-report (adjusted odds ratio [AOR] = 0.88, 95% confidence interval [CI] 0.79-0.99) or from perceived figure (AOR = 0.86, 95% CI 0.75-0.99). For every unit increase in BMI (kg/m2), there was an approximate 12%-14% decrease in the likelihood of being diagnosed with endometriosis. In an adjusted repeated measures model, BMI was 21.3 +/- 0.6 kg/m2 (estimate +/- SE) for women with endometriosis, compared with 23.2 +/- 0.4 kg/m2 for the controls, a difference over all ages of -1.9 +/- 0.8 kg/m2. This is a consistent difference of about 10 lb at every age, assuming an average height of about 64.5 in. CONCLUSION(S): In a laparoscopy cohort, women diagnosed with endometriosis were found to have a lower BMI (leaner body habitus), both at the time of diagnosis and historically. That women diagnosed with endometriosis may have a consistently lean physique during adolescence and young adulthood lends support to the suggestion of there being an in utero or early childhood origin for endometriosis.

Adolescent↗

Fecal shedding of Mycobacterium avium subsp. paratuberculosis by dairy cows.

Between 1982 and 2000, fecal samples were obtained from 786 cows that were shedding Mycobacterium avium subsp. paratuberculosis (Map). These cows were resident on 93 Pennsylvania dairies (mean herd size, 64 milk cows) that had no or minimal previous testing for Map. Feces were cultured on four tubes of Herrold's egg yolk medium and the distribution of mean Map colony forming units (CFU) was evaluated. Most cows were light (< 10 CFU/tube, 51.4%) or high (> 50 CFU/tube, 30.8%) fecal shedders with fewer cows in the moderate category (10-50 CFU/tube). Of the 786 cows, 192 (24.4%) had colonies in only one of four tubes. In the multivariable negative binomial model, there were significant associations between mean CFU/tube and prevalence, herd size, and season and an interaction between herd size and season. The linear mixed model of continuous tube counts with a random herd effect yielded similar findings with associations with herd size as a continuous variable, season, and an interaction between categorized prevalence and continuous herd size. Variability in CFU/tube was greatest among cows in the same herd, intermediate for replicate tubes from the same cow, and smallest among cows in different herds. Reduction in the number of replicate tubes from four would have reduced the sensitivity of fecal culture for Map by approximately 6% (for three tubes) to 12% (for two tubes).

Animals↗

Analysis of genetic effects of major genes and polygenes on quantitative traits. II. Genetic models for seed traits of crops.

Genetic models for quantitative seed traits with effects of several major genes and polygenes, as well as their GE interaction, were proposed. Mixed linear model approaches were suggested for analyzing the genetic models. Monte Carlo simulations were conducted to evaluate unbiasedness and efficiency for estimating fixed effects and variance components of the embryo and the endosperm models, including effects of a major gene from an unbalanced modified diallel mating design with nine parents, respectively. Simulation results showed that estimates of generalized least squares (GLS) were unbiased and efficient, while those of ordinary least squares (OLS) were almost as good as GLS. Minimum norm quadratic unbiased estimation (MINQUE) could obtain unbiased estimates of the variance components. It was also suggested that precision of MINQUE estimation would be improved with augmentation of experimental size. Data from a modified diallel design in upland cotton ( Gossypium hirsutum L.) were used as a worked example to illustrate the parameter estimation.

Journal Article↗