Extending the simple linear regression model to account for correlated responses: an introduction to generalized estimating equations and multi-level mixed modelling.

Much of the research in epidemiology and clinical science is based upon longitudinal designs which involve repeated measurements of a variable of interest in each of a series of individuals. Such designs can be very powerful, both statistically and scientifically, because they enable one to study changes within individual subjects over time or under varied conditions. However, this power arises because the repeated measurements tend to be correlated with one another, and this must be taken into proper account at the time of analysis or misleading conclusions may result. Recent advances in statistical theory and in software development mean that studies based upon such designs can now be analysed more easily, in a valid yet flexible manner, using a variety of approaches which include the use of generalized estimating equations, and mixed models which incorporate random effects. This paper provides a particularly simple illustration of the use of these two approaches, taking as a practical example the analysis of a study which examined the response of portable peak expiratory flow meters to changes in true peak expiratory flow in 12 children with asthma. The paper takes the reader through the relevant practicalities of model fitting, interpretation and criticism and demonstrates that, in a simple case such as this, analyses based upon these model-based approaches produce reassuringly similar inferences to standard analyses based upon more conventional methods.

[1]  P. Albert,et al.  Models for longitudinal data: a generalized estimating equation approach. , 1988, Biometrics.

[2]  R. Mellins,et al.  Patient use of peak flow monitoring. , 1992, The American review of respiratory disease.

[3]  D. Harm,et al.  Portable peak-flow meters: intrasubject comparisons. , 1984, The Journal of asthma : official journal of the Association for the Care of Asthma.

[4]  S. Zeger,et al.  Longitudinal data analysis using generalized linear models , 1986 .

[5]  P. Sly,et al.  Accuracy of mini peak flow meters in indicating changes in lung function in children with asthma , 1994, BMJ.

[6]  S. Zeger,et al.  Multivariate Regression Analyses for Categorical Data , 1992 .

[7]  R M Gardner,et al.  Evaluation of accuracy and reproducibility of peak flowmeters at 1,400 m. , 1992, Chest.

[8]  H. Goldstein Multilevel mixed linear model analysis using iterative generalized least squares , 1986 .

[9]  N. Breslow,et al.  Approximate inference in generalized linear mixed models , 1993 .

[10]  J M Bland,et al.  Statistical methods for assessing agreement between two methods of clinical measurement , 1986 .

[11]  Bob Prosser,et al.  ML3: Software for Three-Level Analysis , 1991 .

[12]  Trevor Hastie,et al.  Statistical Models in S , 1991 .

[13]  Scott L. Zeger,et al.  Generalized linear models with random e ects: a Gibbs sampling approach , 1991 .

[14]  D. Altman,et al.  STATISTICAL METHODS FOR ASSESSING AGREEMENT BETWEEN TWO METHODS OF CLINICAL MEASUREMENT , 1986, The Lancet.

[15]  Christl A. Donnelly,et al.  Review papers : Longitudinal studies with continuous responses , 1992 .

[16]  K Y Liang,et al.  Longitudinal data analysis for discrete and continuous outcomes. , 1986, Biometrics.

[17]  H. Goldstein Nonlinear multilevel models, with an application to discrete response data , 1991 .

[18]  Douglas G. Altman,et al.  Measurement in Medicine: The Analysis of Method Comparison Studies , 1983 .

[19]  H. Feldman,et al.  Families of lines: random effects in linear regression analysis. , 1988, Journal of applied physiology.

[20]  D J Hitchings,et al.  The accuracy of portable peak flow meters. , 1992, Thorax.

[21]  B. Lloyd,et al.  How useful do parents find home peak flow monitoring for children with asthma? , 1992, BMJ.

[22]  M. Miller,et al.  The Peak Flow Working Group: the characteristics and calibration of devices for recording peak expiratory flow. , 1997, The European respiratory journal. Supplement.

[23]  K Y Liang,et al.  An overview of methods for the analysis of longitudinal data. , 1992, Statistics in medicine.

[24]  P. J. Huber The behavior of maximum likelihood estimates under nonstandard conditions , 1967 .

[25]  N M Laird,et al.  Longitudinal studies with continuous responses. , 1992, Statistical methods in medical research.

[26]  J M Neuhaus,et al.  Statistical methods for longitudinal and clustered designs with binary responses , 1992, Statistical methods in medical research.

[27]  H. Goldstein,et al.  Multilevel Models in Educational and Social Research. , 1989 .

[28]  P. McCullagh,et al.  An outline of generalized linear models , 1983 .

[29]  P. McCullagh,et al.  Generalized Linear Models, 2nd Edn. , 1990 .