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This book provides a comprehensive treatment on modeling approaches for non-Gaussian repeated measures, possibly subject to incompleteness. The authors begin with models for the full marginal distribution of the outcome vector. This allows model fitting to be based on maximum likelihood principles, immediately implying inferential tools for all parameters in the models. At the same time, they formulate computationally less complex alternatives, including generalized estimating equations and pseudo-likelihood methods. They then briefly introduce conditional models and move on to the random-effects family, encompassing the beta-binomial model, the probit model and, in particular the generalized linear mixed model. Several frequently used procedures for model fitting are discussed and differences between marginal models and random-effects models are given attention.
The authors consider a variety of extensions, such as models for multivariate longitudinal measurements, random-effects models with serial correlation, and mixed models with non-Gaussian random effects. They sketch the general principles for how to deal with the commonly encountered issue of incomplete longitudinal data. The authors critique frequently used methods and propose flexible and broadly valid methods instead, and conclude with key concepts of sensitivity analysis.
Without putting too much emphasis on software, the book shows how the different approaches can be implemented within the SAS software package. The text is organized so that the reader can skip the software-oriented chapters and sections without breaking the logical flow.
From the reviews:
"Strengths of this book include its breadth of topics, excellent organization and clarity of writing...I highly recommend this book to my colleagues and students." -Justine Shults for the Journal of Biopharmaceutical Statistics, Issue 3, 2006
"Models for Discrete Longitudinal Data is an excellent choice for any statistician with an interest in analyzing discrete longitudinal data. It covers all of the theoretical and applied aspects in this area and is organized in such a way to serve as a handy reference guide for applied statisticians, especially those in biomedical fields. I learned a great deal from this book, and I recommend it highly to others." -John Williamson for the Journal of the American Statistical Association, September 2006
Industry Reviews
From the reviews:
"Strengths of this book include its breadth of topics, excellent organization and clarity of writing...I highly recommend this book to my colleagues and students." -Justine Shults for the Journal of Biopharmaceutical Statistics, Issue 3, 2006
"Models for Discrete Longitudinal Data is an excellent choice for any statistician with an interest in analyzing discrete longitudinal data. It covers all of the theoretical and applied aspects in this area and is organized in such a way to serve as a handy reference guide for applied statisticians, especially those in biomedical fields. I learned a great deal from this book, and I recommend it highly to others." -John Williamson for the Journal of the American Statistical Association, September 2006
"This book complements Verbeke and Molenberghs (2000), which focused on models based on the multivariate normal distribution. ... This book covers the alternative models and approaches in a methodical and accessible manner. The emphasis in the book is on presenting methods for solving practical problems, and the authors succeed admirably in this. ... The material is clearly presented ... . This book is very welcome, and will undoubtedly prove to be useful and influential." (B. J. T. Morgan, Short Book Reviews, Vol. 26 (2), 2006)
"This book provides a comprehensive treatment of modeling approaches for non-Gaussian repeated measures ... . the book shows how the different approaches can be implemented within the SAS software package. The text is so organized that the reader can skip the software-oriented chapters and sections without breaking the logical flow. ... It is a very important, modern and useful book for statisticians." (T. Postelnicu, Zentralblatt MATH, Vol. 1093 (19), 2006)
"This book ... concentrates on models for non-normally distributed longitudinal data, like binary or categorical data. ... The book under review is a comprehensivecollection of latest models for non-normally distributed longitudinal data. ... Models for Discrete Longitudinal Data addresses interested (and experienced) students and lectures as well as practitioners looking for solutions of everyday problems." (K. Webel, Advances in Statistical Analysis, Vol. 91 (2), 2007)
| Preface | p. vii |
| Acknowledgments | p. ix |
| Introductory Material | p. 1 |
| Introduction | p. 3 |
| Motivating Studies | p. 7 |
| Introduction | p. 7 |
| The Analgesic Trial | p. 8 |
| The Toenail Data | p. 8 |
| The Fluvoxamine Trial | p. 12 |
| The Epilepsy Data | p. 14 |
| The Project on Preterm and Small for Gestational Age Infants (POPS) Study | p. 14 |
| National Toxicology Program Data | p. 17 |
| The Sports Injuries Trial | p. 23 |
| Age Related Macular Degeneration Trial | p. 24 |
| Generalized Linear Models | p. 27 |
| Introduction | p. 27 |
| The Exponential Family | p. 27 |
| The Generalized Linear Model (GLM) | p. 28 |
| Examples | p. 29 |
| Maximum Likelihood Estimation and Inference | p. 30 |
| Logistic Regression for the Toenail Data | p. 31 |
| Poisson Regression for the Epilepsy Data | p. 32 |
| Linear Mixed Models for Gaussian Longitudinal Data | p. 35 |
| Introduction | p. 35 |
| Marginal Multivariate Model | p. 36 |
| The Linear Mixed Model | p. 36 |
| Estimation and Inference for the Marginal Model | p. 39 |
| Inference for the Random Effects | p. 41 |
| Model Families | p. 45 |
| Introduction | p. 45 |
| The Gaussian Case | p. 46 |
| Model Families in General | p. 47 |
| Inferential Paradigms | p. 52 |
| Marginal Models | p. 53 |
| The Strength of Marginal Models | p. 55 |
| Introduction | p. 55 |
| Marginal Models in Contingency Tables | p. 56 |
| British Occupational Status Study | p. 62 |
| The Caithness Data | p. 62 |
| Analysis of the Fluvoxamine Trial | p. 64 |
| Extensions | p. 68 |
| Relation to Latent Continuous Densities | p. 79 |
| Conclusions and Perspective | p. 80 |
| Likelihood-based Marginal Models | p. 83 |
| Notation | p. 84 |
| The Bahadur Model | p. 86 |
| A General Framework for Fully Specified Marginal Models | p. 93 |
| Maximum Likelihood Estimation | p. 99 |
| An Influenza Study | p. 99 |
| The Multivariate Probit Model | p. 102 |
| The Dale Model | p. 113 |
| Hybrid Marginal-conditional Specification | p. 122 |
| A Cross-over Trial: An Example in Primary Dysmenorrhoea | p. 127 |
| Multivariate Analysis of the POPS Data | p. 131 |
| Longitudinal Analysis of the Fluvoxamine Study | p. 134 |
| Appendix: Maximum Likelihood Estimation | p. 136 |
| Appendix: The Multivariate Plackett Distribution | p. 142 |
| Appendix: Maximum Likelihood Estimation for the Dale Model | p. 147 |
| Generalized Estimating Equations | p. 151 |
| Introduction | p. 151 |
| Standard GEE Theory | p. 153 |
| Alternative GEE Methods | p. 161 |
| Prentice's GEE Method | p. 162 |
| Second-order Generalized Estimating Equations (GEE2) | p. 164 |
| GEE with Odds Ratios and Alternating Logistic Regression | p. 165 |
| GEE2 Based on a Hybrid Marginal-conditional Model | p. 168 |
| A Method Based on Linearization | p. 169 |
| Analysis of the NTP Data | p. 170 |
| The Heatshock Study | p. 174 |
| The Sports Injuries Trial | p. 181 |
| Pseudo-Likelihood | p. 189 |
| Introduction | p. 189 |
| Pseudo-Likelihood: Definition and Asymptotic Properties | p. 190 |
| Pseudo-Likelihood Inference | p. 192 |
| Marginal Pseudo-Likelihood | p. 195 |
| Comparison with Generalized Estimating Equations | p. 199 |
| Analysis of NTP Data | p. 200 |
| Fitting Marginal Models with SAS | p. 203 |
| Introduction | p. 203 |
| The Toenail Data | p. 203 |
| GEE1 with Correlations | p. 204 |
| Alternating Logistic Regressions | p. 212 |
| A Method Based on Linearization | p. 215 |
| Programs for the NTP Data | p. 219 |
| Alternative Software Tools | p. 221 |
| Conditional Models | p. 223 |
| Conditional Models | p. 225 |
| Introduction | p. 225 |
| Conditional Models | p. 226 |
| Marginal versus Conditional Models | p. 233 |
| Analysis of the NTP Data | p. 234 |
| Transition Models | p. 236 |
| Pseudo-Likehood | p. 243 |
| Introduction | p. 243 |
| Pseudo-Likelihood for a Single Repeated Binary Outcome | p. 244 |
| Pseudo-Likelihood for a Multivariate Repeated Binary Outcome | p. 245 |
| Analysis of the NTP Data | p. 246 |
| Subject-specific Models | p. 255 |
| From Subject-specific to Random-effects Models | p. 257 |
| Introduction | p. 257 |
| General Model Formulation | p. 257 |
| Three Ways to Handle Subject-specific Parameters | p. 258 |
| Random-effects Models: Special Cases | p. 260 |
| The Generalized Linear Mixed Model (GLMM) | p. 265 |
| Introduction | p. 265 |
| Model Formulation and Approaches to Estimation | p. 265 |
| Estimation: Approximation of the Integrand | p. 268 |
| Estimation: Approximation of the Data | p. 269 |
| Estimation: Approximation of the Integral | p. 273 |
| Inference in Generalized Linear Mixed Models | p. 276 |
| Analyzing the NTP Data | p. 277 |
| Analyzing the Toenail Data | p. 278 |
| Fitting Generalized Linear Mixed Models with SAS | p. 281 |
| Introduction | p. 281 |
| The GLIMMIX Procedure for Quasi-Likelihood | p. 282 |
| The GLIMMIX Macro for Quasi-Likelihood | p. 287 |
| The NLMIXED Procedure for Numerical Quadrature | p. 290 |
| Alternative Software Tools | p. 296 |
| Marginal versus Random-effects Models | p. 297 |
| Introduction | p. 297 |
| Example: The Toenail Data | p. 297 |
| Parameter Interpretation | p. 298 |
| Toenail Data: Marginal versus Mixed Models | p. 301 |
| Analysis of the NTP Data | p. 304 |
| Case Studies and Extensions | p. 307 |
| The Analgesic Trial | p. 309 |
| Introduction | p. 309 |
| Marginal Analyses of the Analgesic Trial | p. 310 |
| Random-effects Analyses of the Analgesic Trial | p. 314 |
| Comparing Marginal and Random-effects Analyses | p. 317 |
| Programs for the Analgesic Trial | p. 318 |
| Ordinal Data | p. 325 |
| Regression Models for Ordinal Data | p. 326 |
| Marginal Models for Repeated Ordinal Data | p. 329 |
| Random-effects Models for Repeated Ordinal Data | p. 331 |
| Ordinal Analysis of the Analgesic Trial | p. 332 |
| Programs for the Analgesic Trial | p. 334 |
| The Epilepsy Data | p. 337 |
| Introduction | p. 337 |
| A Marginal GEE Analysis | p. 337 |
| A Generalized Linear Mixed Model | p. 340 |
| Marginalizing the Mixed Model | p. 342 |
| Non-linear Models | p. 347 |
| Introduction | p. 347 |
| Univariate Non-linear Models | p. 349 |
| The Indomethacin Study: Non-hierarchical Analysis | p. 351 |
| Non-linear Models for Longitudinal Data | p. 355 |
| Non-linear Mixed Models | p. 357 |
| The Orange Tree Data | p. 358 |
| Pharmacokinetic and Pharmacodynamic Models | p. 360 |
| The Songbird Data | p. 368 |
| Discrete Outcomes | p. 376 |
| Hypothesis Testing and Non-linear Models | p. 379 |
| Flexible Functions | p. 379 |
| Using SAS for Non-linear Mixed-effects Models | p. 384 |
| Pseudo-Likelihood for a Hierarchical Model | p. 393 |
| Introduction | p. 393 |
| Pseudo-Likelihood Estimation | p. 394 |
| Two Binary Endpoints | p. 397 |
| A Meta-analysis of Trials in Schizophrenic Subjects | p. 401 |
| Concluding Remarks | p. 403 |
| Random-effects Models with Serial Correlation | p. 405 |
| Introduction | p. 405 |
| A Multilevel Probit Model with Autocorrelation | p. 406 |
| Parameter Estimation for the Multilevel Probit Model | p. 408 |
| A Generalized Linear Mixed Model with Autocorrelation | p. 410 |
| A Meta-analysis of Trials in Schizophrenic Subjects | p. 412 |
| SAS Code for Random-effects Models with Autocorrelation | p. 415 |
| Concluding Remarks | p. 417 |
| Non-Gaussian Random Effects | p. 419 |
| Introduction | p. 419 |
| The Heterogeneity Model | p. 421 |
| Estimation and Inference | p. 423 |
| Empirical Bayes Estimation and Classification | p. 427 |
| The Verbal Aggression Data | p. 428 |
| Concluding Remarks | p. 435 |
| Joint Continuous and Discrete Responses | p. 437 |
| Introduction | p. 437 |
| A Continuous and a Binary Endpoint | p. 439 |
| Hierarchical Joint Models | p. 445 |
| Age Related Macular Degeneration Trial | p. 448 |
| Joint Models in SAS | p. 455 |
| Concluding Remarks | p. 464 |
| High-dimensional Joint Models | p. 467 |
| Introduction | p. 467 |
| Joint Mixed Model | p. 469 |
| Model Fitting and Inference | p. 471 |
| A Study in Psycho-Cognitive Functioning | p. 473 |
| Missing Data | p. 479 |
| Missing Data Concepts | p. 481 |
| Introduction | p. 481 |
| A Formal Taxonomy | p. 482 |
| Simple Methods, Direct Likelihood, and WGEE | p. 489 |
| Introduction | p. 489 |
| Longitudinal Analysis or Not? | p. 490 |
| Simple Methods | p. 491 |
| Bias in LOCF, CC, and Ignorable Likelihood | p. 495 |
| Weighted Generalized Estimating Equations | p. 498 |
| The Depression Trial | p. 499 |
| Age Related Macular Degeneration Trial | p. 503 |
| The Analgesic Trial | p. 507 |
| Multiple Imputation and the EM Algorithm | p. 511 |
| Introduction | p. 511 |
| Multiple Imputation | p. 511 |
| The Expectation-Maximization Algorithm | p. 516 |
| Which Method to Use? | p. 526 |
| Age Related Macular Degeneration Study | p. 527 |
| Concluding Remarks | p. 529 |
| Selection Models | p. 531 |
| Introduction | p. 531 |
| An MNAR Dale Model | p. 532 |
| A Model for Non-monotone Missingness | p. 543 |
| Concluding Remarks | p. 552 |
| Pattern-mixture Models | p. 555 |
| Introduction | p. 555 |
| Pattern-mixture Modeling Approach | p. 556 |
| Identifying Restriction Strategies | p. 557 |
| A Unifying Framework for Selection and Pattern-mixture Models | p. 561 |
| Selection Models versus Pattern-mixture Models | p. 563 |
| Analysis of the Fluvoxamine Data | p. 567 |
| Concluding Remarks | p. 572 |
| Sensitivity Analysis | p. 575 |
| Introduction | p. 575 |
| Sensitivity Analysis for Selection Models | p. 576 |
| A Local Influence Approach for Ordinal Data with Dropout | p. 578 |
| A Local Influence Approach for Incomplete Binary Data | p. 585 |
| Interval of Ignorance | p. 590 |
| Sensitivity Analysis and Pattern-mixture Models | p. 604 |
| Concluding Remarks | p. 605 |
| Incomplete Data and SAS | p. 607 |
| Introduction | p. 607 |
| Complete Case Analysis | p. 607 |
| Last Observation Carried Forward | p. 609 |
| Direct Likelihood | p. 611 |
| Weighted Estimating Equations (WGEE) | p. 613 |
| Multiple Imputation | p. 618 |
| The EM Algorithm | p. 633 |
| MNAR Models and Sensitivity Analysis Tools | p. 635 |
| References | p. 637 |
| Index | p. 671 |
| Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9780387251448
ISBN-10: 0387251448
Series: Springer Series in Statistics
Published: 30th August 2006
Format: Hardcover
Language: English
Number of Pages: 712
Audience: General Adult
Publisher: Springer Nature B.V.
Country of Publication: GB
Dimensions (cm): 24.1 x 16.4 x 4.1
Weight (kg): 1.03
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