Cover image for Applied longitudinal analysis
Title:
Applied longitudinal analysis
Series:
Wiley series in probability and statistics
Publication Information:
Hoboken, N.J. : Wiley-Interscience, 2004
ISBN:
9780471214878

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30000010063510 QA278 F57 2004 Open Access Book Book
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30000010070395 QA278 F57 2004 Open Access Book Book
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Summary

Summary

A rigorous, systematic presentation of modern longitudinal analysis
Longitudinal studies, employing repeated measurement of subjects over time, play a prominent role in the health and medical sciences as well as in pharmaceutical studies. An important strategy in modern clinical research, they provide valuable insights into both the development and persistence of disease and those factors that can alter the course of disease development.
Written at a technical level suitable for researchers and graduate students, Applied Longitudinal Analysis provides a rigorous and comprehensive description of modern methods for analyzing longitudinal data. Focusing on General Linear and Mixed Effects Models for continuous responses, and extensions of Generalized Linear Models for discrete responses, the authors discuss in detail the relationships among these different models, including their underlying assumptions and relative merits. The book features:
* A focus on practical applications, utilizing a wide range of examples drawn from real-world studies
* Coverage of modern methods of regression analysis for correlated data
* Analyses utilizing SAS(r)
* Multiple exercises and "homework" problems for review
An accompanying Web site features twenty-five real data sets used throughout the text, in addition to programming statements and selected computer output for the examples.


Author Notes

GARRETT M. FITZMAURICE, ScD , is Associate Professor of Biostatistics at the Harvard School of Public Health.

NAN M. LAIRD, PhD, is Professor of Biostatistics at the Harvard School of Public Health.

JAMES H. WARE, PhD , is Frederick Mosteller Professor of Biostatistics and Dean for Academic Affairs at the Harvard School of Public Health.
All three authors are Fellows of the American Statistical Association and members of the International Statistical Institute.


Reviews 1

Choice Review

Written to address the paucity of graduate-level works on longitudinal and clustered data in the health and medical sciences, Fitzmaurice and colleagues (all, Harvard Univ.) provide solid coverage of both technique and the conceptual underpinnings of the material at hand. The 17 chapters rely on real data from the field to illustrate the applications and include well-founded, practical descriptions. (These data sets can be downloaded from the book's Web site.) Issues regarding missing data are addressed along with linear, covariance pattern, linear mixed effects, and marginal models. Naturally, residual analysis and related diagnostic concerns are also explored. Most chapters include problem sets, generally requiring statistical software for their completion (with SAS recommended by the authors). Of special value are case studies throughout the book, effectively illustrating the presented techniques and concepts. Appendixes include a brief review of essential matrix techniques, properties of expectations and variances, and critical points for a 50:50 mixture of chi-squared distributions. The authors' decision to include introductory comments at the start of each chapter and descriptive comments of sources for additional readings for each chapter lends additional solidity to the presentation. ^BSumming Up: Recommended. Graduate students through professionals. N. W. Schillow Lehigh Carbon Community College


Table of Contents

Prefacep. xv
Acknowledgmentsp. xix
Part I Introduction to Longitudinal and Clustered Data
1 Longitudinal and Clustered Datap. 1
1.1 Introductionp. 1
1.2 Longitudinal and Clustered Datap. 2
1.3 Examplesp. 5
1.4 Regression Models for Correlated Responsesp. 13
1.5 Organization of This Bookp. 16
1.6 Further Readingp. 18
2 Longitudinal Data: Basic Conceptsp. 19
2.1 Introductionp. 19
2.2 Objectives of Longitudinal Analysisp. 19
2.3 Defining Features of Longitudinal Datap. 22
2.4 Example: Treatment of Lead-Exposed Children Trialp. 31
2.5 Sources of Correlation in Longitudinal Datap. 36
2.6 Further Readingp. 44
Problemsp. 44
Part II Linear Models for Longitudinal Continuous Data
3 Overview of Linear Models for Longitudinal Datap. 49
3.1 Introductionp. 49
3.2 Notation and Distributional Assumptionsp. 50
3.3 Simple Descriptive Methods of Analysisp. 62
3.4 Modelling the Meanp. 71
3.5 Modelling the Covariancep. 73
3.6 Historical Approachesp. 76
3.7 Further Readingp. 86
4 Estimation and Statistical Inferencep. 87
4.1 Introductionp. 87
4.2 Estimation: Maximum Likelihoodp. 88
4.3 Missing Data Issuesp. 92
4.4 Statistical Inferencep. 94
4.5 Restricted Maximum Likelihood (REML) Estimationp. 99
4.6 Further Readingp. 102
5 Modelling the Mean: Analyzing Response Profilesp. 103
5.1 Introductionp. 103
5.2 Hypotheses Concerning Response Profilesp. 105
5.3 General Linear Model Formulationp. 110
5.4 Case Studyp. 115
5.5 One-Degree-of-Freedom Tests for Group by Time Interactionp. 118
5.6 Adjustment for Baseline Responsep. 122
5.7 Alternative Methods of Adjusting for Baseline Responsep. 126
5.8 Strengths and Weaknesses of Analyzing Response Profilesp. 132
5.9 Computing: Analyzing Response Profiles Using PROC MIXED in SASp. 134
5.10 Further Readingp. 138
Problemsp. 138
6 Modelling the Mean: Parametric Curvesp. 141
6.1 Introductionp. 141
6.2 Polynomial Trends in Timep. 142
6.3 Linear Splinesp. 147
6.4 General Linear Model Formulationp. 150
6.5 Case Studiesp. 152
6.6 Computing: Fitting Parametric Curves Using PROC MIXED in SASp. 159
6.7 Further Readingp. 160
Problemsp. 161
7 Modelling the Covariancep. 163
7.1 Introductionp. 163
7.2 Implications of Correlation among Longitudinal Datap. 164
7.3 Unstructured Covariancep. 166
7.4 Covariance Pattern Modelsp. 167
7.5 Choice among Covariance Pattern Modelsp. 173
7.6 Case Studyp. 178
7.7 Discussion: Strengths and Weaknesses of Covariance Pattern Modelsp. 181
7.8 Computing: Fitting Covariance Pattern Models Using PROC MIXED in SASp. 182
7.9 Further Readingp. 184
Problemsp. 184
8 Linear Mixed Effects Modelsp. 187
8.1 Introductionp. 187
8.2 Linear Mixed Effects Modelsp. 192
8.3 Random Effects Covariance Structurep. 198
8.4 Two-Stage Random Effects Formulationp. 200
8.5 Choice among Random Effects Covariance Modelsp. 205
8.6 Prediction of Random Effectsp. 206
8.7 Prediction and Shrinkagep. 208
8.8 Case Studiesp. 210
8.9 Computing: Fitting Linear Mixed Effects Models Using PROC MIXED in SASp. 231
8.10 Further Readingp. 233
Problemsp. 234
9 Residual Analyses and Diagnosticsp. 237
9.1 Introductionp. 237
9.2 Residualsp. 237
9.3 Transformed Residualsp. 238
9.4 Semi-Variogramp. 241
9.5 Case Studyp. 242
9.6 Summaryp. 251
9.7 Further Readingp. 252
Problemsp. 253
Part III Generalized Linear Models for Longitudinal Data
10 Review of Generalized Linear Modelsp. 257
10.1 Introductionp. 257
10.2 Salient Features of Generalized Linear Modelsp. 258
10.3 Illustrative Examplesp. 263
10.4 Computing: Fitting Generalized Linear Models Using PROC GENMOD in SASp. 276
10.5 Overview of Generalized Linear Modelsp. 279
10.6 Further Readingp. 287
Problemsp. 287
11 Marginal Models: Generalized Estimating Equations (GEE)p. 291
11.1 Introductionp. 291
11.2 Marginal Models for Longitudinal Datap. 292
11.3 Estimation for Marginal Models: Generalized Estimating Equationsp. 299
11.4 Case Studiesp. 305
11.5 Computing: Generalized Estimating Equations Using PROC GENMOD in SASp. 316
11.6 Distributional Assumptions for Marginal Modelsp. 319
11.7 Further Readingp. 321
Problemsp. 321
12 Generalized Linear Mixed Effects Modelsp. 325
12.1 Introductionp. 325
12.2 Incorporating Random Effects in Generalized Linear Modelsp. 326
12.3 Interpretation of Regression Parametersp. 331
12.4 Estimation and Inferencep. 338
12.5 Case Studiesp. 340
12.6 Computing: Fitting Generalized Linear Mixed Models Using PROC NLNIXED in SASp. 351
12.7 Further Readingp. 354
Problemsp. 355
13 Contrasting Marginal and Mixed Effects Modelsp. 359
13.1 Introductionp. 359
13.2 Linear Models: A Special Casep. 359
13.3 Generalized Linear Modelsp. 360
13.4 Simple Numerical Illustrationp. 364
13.5 Case Studyp. 365
13.6 Conclusionp. 369
13.7 Further Readingp. 371
Part IV Advanced Topics for Longitudinal and Clustered Data
14 Missing Data and Dropoutp. 375
14.1 Introductionp. 375
14.2 Hierarchy of Missing Data Mechanismsp. 377
14.3 Implications for Longitudinal Analysisp. 384
14.4 Dropoutp. 386
14.5 Common Approaches for Handling Dropoutp. 391
14.6 Case Studyp. 397
14.7 Further Readingp. 400
15 Some Aspects of the Design of Longitudinal Studiesp. 401
15.1 Introductionp. 401
15.2 Sample Size and Powerp. 401
15.3 Interpretation of Stochastic Time-Varying Covariatesp. 414
15.4 Longitudinal and Cross-Sectional Informationp. 418
15.5 Further Readingp. 422
16 Repeated Measures and Related Designsp. 425
16.1 Introductionp. 425
16.2 Repeated Measures Designsp. 426
16.3 Multiple Source Datap. 430
16.4 Case Study 1: Repeated Measures Experimentp. 431
16.5 Case Study 2: Multiple Source Datap. 434
16.6 Summaryp. 439
16.7 Further Readingp. 440
17 Multilevel Modelsp. 441
17.1 Introductionp. 441
17.2 Multilevel Datap. 442
17.3 Multilevel Linear Modelsp. 444
17.4 Multilevel Generalized Linear Modelsp. 455
17.5 Summaryp. 465
17.6 Further Readingp. 466
Appendix A Gentle Introduction to Vectors and Matricesp. 469
Appendix B Properties of Expectations and Variancesp. 479
Appendix C Critical Points for a 50:50 Mixture of Chi-Squared Distributionsp. 483
Referencesp. 485
Indexp. 501