Stratified additive Poisson models: Computational methods and applications in clinical epidemiology

Ian C. Marschner, Alexandra C. Gillett and O’Connell, Rachel L.

Computational Statistics & Data Analysis, 2012, vol. 56, issue 5, 1115-1130

Abstract: Risk factor models in clinical epidemiology are important for identifying individuals at high risk of poor health outcomes and for guiding intervention strategies to reduce risk. Such models are often based on generalised linear models (GLM) with a multiplicative risk, rate or odds assumption. However, in practice some risk factors may act additively, in which case the use of a multiplicative model will lead to spurious interactions among risk factors. Computational methodology is developed for fitting non-GLM Poisson regression models that have an additive component with multiplicative stratification. These stratified additive Poisson models, which can also be applied to binomial data, provide an additive–multiplicative framework that allows greater flexibility than multiplicative models. Non-negativity constraints and high dimensionality are dealt with using an Expectation-Conditional-Maximisation (ECM) algorithm that oscillates between the multiplicative and additive components of the model. As well as providing highly stable convergence properties in a potentially unstable setting, the method allows flexible modelling features such as unspecified isotonic regression functions. The methodology is illustrated with an analysis of heart attack mortality in a large clinical trial, and it is found that the combination of additive and multiplicative components allows a more parsimonious risk factor model by removing the need for interaction terms. R code to implement the method is provided as supplementary material.

Keywords: Additive model; Clinical trial; ECM algorithm; Poisson regression; Risk factor model (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947311002878
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:5:p:1115-1130

DOI: 10.1016/j.csda.2011.08.002

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().