Research Center for Mathematics and Interdisciplinary Sciences, Shandong University, Qingdao, China.
Department of Ophthalmology, Washington University in St. Louis, St. Louis, Missouri, USA.
Stat Med. 2021 Apr 15;40(8):1901-1916. doi: 10.1002/sim.8878. Epub 2021 Jan 31.
In this article, we are interested in capturing heterogeneity in clustered or longitudinal data. Traditionally such heterogeneity is modeled by either fixed effects (FE) or random effects (RE). In FE models, the degree of freedom for the heterogeneity equals the number of clusters/subjects minus 1, which could result in less efficiency. In RE models, the heterogeneity across different clusters/subjects is described by, for example, a random intercept with 1 parameter (for the variance of the random intercept), which could lead to oversimplification and biases (for the estimates of subject-specific effects). Our "fused effects" model stands in between these two approaches: we assume that there are unknown number of distinct levels of heterogeneity, and use the fusion penalty approach for estimation and inference. We evaluate and compare the performance of our method to the FE and RE models by simulation studies. We apply our method to the Ocular Hypertension Treatment Study to capture the heterogeneity in the progression rate of primary open-angle glaucoma of left and right eyes of different subjects.
在本文中,我们对捕获聚类或纵向数据中的异质性感兴趣。传统上,这种异质性是通过固定效应(FE)或随机效应(RE)来建模的。在 FE 模型中,异质性的自由度等于聚类/受试者的数量减 1,这可能导致效率降低。在 RE 模型中,不同聚类/受试者之间的异质性由例如一个具有 1 个参数的随机截距来描述(用于随机截距的方差),这可能导致过度简化和偏差(对于受试者特定效应的估计)。我们的“融合效应”模型介于这两种方法之间:我们假设存在未知数量的不同水平的异质性,并使用融合惩罚方法进行估计和推断。我们通过模拟研究来评估和比较我们的方法与 FE 和 RE 模型的性能。我们将我们的方法应用于眼压升高治疗研究,以捕获不同受试者左眼和右眼原发性开角型青光眼进展率的异质性。