Longitudinal Data Analysis and Time Series Commons^™

Set-Based Tests For Genetic Association In Longitudinal Studies, Zihuai He, Min Zhang, Seunggeun Lee, Jennifer A. Smith, Xiuqing Guo, Walter Palmas, Sharon L.R. Kardia, Ana V. Diez Roux, Bhramar Mukherjee

Jennifer McMahon

Genetic association studies with longitudinal markers of chronic diseases (e.g., blood pressure, body mass index) provide a valuable opportunity to explore how genetic variants affect traits over time by utilizing the full trajectory of longitudinal outcomes. Since these traits are likely influenced by the joint eff#11;ect of multiple variants in a gene, a joint analysis of these variants considering linkage disequilibrium (LD) may help to explain additional phenotypic variation. In this article, we propose a longitudinal genetic random field model (LGRF), to test the association between a phenotype measured repeatedly during the course of an observational study and a set …

Surrogate Markers For Time-Varying Treatments And Outcomes, Jesse Hsu, Edward Kennedy, Jason Roy, Alisa Stephens-Shields, Dylan Small, Marshall Joffe

Edward H. Kennedy

A surrogate marker is a variable commonly used in clinical trials to guide treatment decisions when the outcome of ultimate interest is not available. A good surrogate marker is one where the treatment effect on the surrogate is a strong predictor of the effect of treatment on the outcome. We review the situation when there is one treatment delivered at baseline, one surrogate measured at one later time point, and one ultimate outcome of interest and discuss new issues arising when variables are time-varying. Most of the literature on surrogate markers has only considered simple settings with one treatment, one …

Optimal Restricted Estimation For More Efficient Longitudinal Causal Inference, Edward Kennedy, Marshall Joffe, Dylan Small

Edward H. Kennedy

Efficient semiparametric estimation of longitudinal causal effects is often analytically or computationally intractable. We propose a novel restricted estimation approach for increasing efficiency, which can be used with other techniques, is straightforward to implement, and requires no additional modeling assumptions.

Case Studies In Evaluating Time Series Prediction Models Using The Relative Mean Absolute Error, Nicholas G. Reich, Justin Lessler, Krzysztof Sakrejda, Stephen A. Lauer, Sopon Iamsirithaworn, Derek A T Cummings

Nicholas G Reich

Statistical prediction models inform decision-making processes in many real-world settings. Prior to using predictions in practice, one must rigorously test and validate candidate models to ensure that the proposed predictions have sufficient accuracy to be used in practice. In this paper, we present a framework for evaluating time series predictions that emphasizes computational simplicity and an intuitive interpretation using the relative mean absolute error metric. For a single time series, this metric enables comparisons of candidate model predictions against naive reference models, a method that can provide useful and standardized performance benchmarks. Additionally, in applications with multiple time series, this …

Spectral Density Shrinkage For High-Dimensional Time Series, Mark Fiecas, Rainer Von Sachs

Mark Fiecas

Hierarchical Vector Auto-Regressive Models And Their Applications To Multi-Subject Effective Connectivity, Cristina Gorrostieta, Mark Fiecas, Hernando Ombao, Erin Burke, Steven Cramer

Mark Fiecas

An Annotated Bibliography Of Methods For Analyzing Correlated Categorical Data, Mark Ashby, John Neuhaus, Walter Hauck, Peter Bacchetti, David Heilbron, Nicholas Jewell, Mark Segal, Robert Fusaro

Mark R Segal

This paper provides an annotated bibliography of over 100 articles concerning methods for analyzing correlated categorical response data. Most of the papers listed here concern categorical regression models and estimation, with particular emphasis on binary responses. The papers are classified by several characteristics which group them according to common themes. The bibliography serves as a reference of methods for analysts of correlated categorical data, as well as for persons interested in methodologic work in this active area of statistical research.

Clustering With Exclusion Zones: Genomic Applications, Mark Segal, Yuanyuan Xiao, Fred Huffer

Mark R Segal

Methods for formally evaluating the clustering of events in space or time, notably the scan statistic, have been richly developed and widely applied. In order to utilize the scan statistic and related approaches, it is necessary to know the extent of the spatial or temporal domains wherein the events arise. Implicit in their usage is that these domains have no “holes”—hereafter “exclusion zones”—regions in which events a priori cannot occur. However, in many contexts, this requirement is not met. When the exclusion zones are known, it is straightforward to correct the scan statistic for their occurrence by simply adjusting the …

Identification Of Yeast Transcriptional Regulation Networks Using Multivariate Random Forests, Yuanyuan Xiao, Mark Segal

Mark R Segal

The recent availability of whole-genome scale data sets that investigate complementary and diverse aspects of transcriptional regulation has spawned an increased need for new and effective computational approaches to analyze and integrate these large scale assays. Here, we propose a novel algorithm, based on random forest methodology, to relate gene expression (as derived from expression microarrays) to sequence features residing in gene promoters (as derived from DNA motif data) and transcription factor binding to gene promoters (as derived from tiling microarrays). We extend the random forest approach to model a multivariate response as represented, for example, by time-course gene expression …

Chess, Chance And Conspiracy, Mark Segal

Mark R Segal

Chess and chance are seemingly strange bedfellows. Luck and/or randomness have no apparent role in move selection when the game is played at the highest levels. However, when competition is at the ultimate level, that of the World Chess Championship (WCC), chess and conspiracy are not strange bedfellows, there being a long and colorful history of accusations levied between participants. One such accusation, frequently repeated, was that all the games in the 1985 WCC (Karpov vs Kasparov) were fixed and prearranged move by move. That this claim was advanced by a former World Champion, Bobby Fischer, argues that it ought …