Approaches to Modeling Menstrual Cycle Function

Transcription

1 Approaches to Modeling Menstrual Cycle Function Paul S. Albert Biostatistics & Bioinformatics Branch Division of Epidemiology, Statistics, and Prevention Research NICHD SPER Student Workshop June 22,

2 Menstrual Cycle Function 2

3 Scientific Interest To characterize the typical menstrual cycle pattern in a population of women. What is the effect of a subject-specific covariate on typical menstrual cycle? To characterize the variation in menstrual cycle function across women and across consecutive cycles on the same woman. What is the inter-relationship between multiple hormones across the menstrual cycle? To characterize the relationship between menstrual cycle function and menstrual cycle length. 3

4 Longitudinal Menstrual Cycle Pattern Menstrual Early Follicular Ovulation Early Luteal Mid Luteal Late Luteal Urine measurements taken daily -or- Serum measurements taken at regularly scheduled time points. 4

5 Time Scale for Menstrual Cycle Function 1. Assign visit days to phases in the cycle 2. Actual visit days 3. Actual visit days standardized by cycle length 4. Registered cycles: Standardize by day of ovulation for time period before ovulation. Standardize by time between ovulation and menstruation for time period between ovulation and menstruation. 5

6 Linear Mixed Model Pinheiro and Bates-Springer, 2000 For follow-up data at fixed scheduled time points: i b Z X Y ε β + + = Fixed Effects Random Effects = = = 8 2 ) ( 1 0 d i d d j i b I X Y ε β β β = = = = = ) ( ) ( 1 0 d i d i d j d d j d i b X I I X Y ε η β β β 6

7 Y = β + β X 0 1 Linear Mixed Model Pinheiro and Bates-Springer, 2000 i β d I( j= d ) + ηd I( j= d ) X i + bi + d = 2 d = 2 Test of whether a covariate influences the menstrual cycle pattern of a particular hormone can be formulated as a likelihood ratio test of η = η = = η 3 8 ε 7

8 Advantages: Linear Mixed Model Pinheiro and Bates-Springer, 2000 Simple to implement in standard software Easily allows for flexible correlation structure (example: AR-1, ARIMA, exponential model, spherical model) Model diagnostics built in in standard software such as lme. 8

9 Advantages (Continued): Y Can be easily extended to multiple cycles per women = β + β X 0 + Disadvantages: 1 Linear Mixed Model Pinheiro and Bates-Springer, 2000 i 8 8 β d I( j= d ) + ηd I( j= d ) X i + bi + bik + d = 2 d = 2 Requires uniform measurement times on each subject. Global tests are not very powerful. Difficult to study effect of covariates on hormonal pattern. ε 9

10 Semi-parametric Stochastic Mixed Model Zhang, Lin, Raz, and Sowers - JASA 1998 Y = X ' β + f ( t ) + Z' b + U ( t ) + ε i i Fixed Effects Smoothed function of time Random Effects Random process Random process follows a nonhomogenous Ornstein-Uhlenbeck (NOU) process 10

11 Semi-parametric Stochastic Mixed Model Zhang, Lin, Raz, and Sowers - JASA 1998 NOU process: Var( Ui ( t)) = ζ ( t) with log{ ζ ( t)} = ζ + ζ t 1 0 Corr( U i ( t), U i ( s)) = ρ t s 11

12 Semi-parametric Stochastic Mixed Model Zhang, Lin, Raz, and Sowers - JASA 1998 Advantages: Allows for irregularly spaced measurements. Accounts for serial correlation and variances of measurements that change over the menstrual cycle. Allows for very flexible hormonal patterns. Disadvantages: Covariates affect cycle only by a constant shift in mean. Needs specialized software to implement. Does not easily extend to multiple cycles per women. 12

13 Semi-parametric Stochastic Mixed Model Zhang, Lin, and Sowers - Biometrics 2000 Comparing the non-parametric curves across two groups Y k = X ' k β + f ( t ) + Z' b + U ( t ) + ε k ki ki k k Groups K=1 or 2 Are the two curves different across groups? { T f = 1 (.), f2(.)} [ f1( t) f2( t)] 0 Chi-Squared test to compare the two curves 2 dt 13

14 Semi-parametric Stochastic Mixed Model Zhang, Lin, and Sowers - Biometrics 2000 Advantages: Very flexible and general test Disadvantages: Only compares two discrete groups Difficult to implement with standard software 14

15 Characterizing Hormonal Profiles Using Functional Data Analysis Meyer, Zeger, Harlow, et al. - AJE 2007 Fit separate curves to each subject s menstrual cycle data. Cubic B-splines with 20 basis functions were used with associated weights estimated from the data. Mean curves for each group were estimated by averaging estimated weights and multiplying average weights by each basis function. 15

16 Characterizing Hormonal Profiles Using Functional Data Analysis Meyer, Zeger, Harlow, et al. - AJE 2007 Interest is on comparing menstrual cycle function by cycle length 16

17 Characterizing Hormonal Profiles Using Functional Data Analysis Meyer, Zeger, Harlow, et al. - AJE 2007 Evaluating synchrony between FSH and LH: 17

18 Characterizing Hormonal Profiles Using Functional Data Analysis Meyer, Zeger, Harlow, et al. AJE 2007 Advantages: Summarizes menstrual cycle function in a sensible way. Easily allows for examining how different hormones relate to each other. Disadvantages: Needs many measurements on each cycle. Good for urine. May not work for serum measurements. Does not easily adapt to a regression framework. Focus is not on statistical testing, but is more descriptive. 18

19 y Nonlinear Mixed Models: Shape Invariant Model Wang, Ye, and Brown - Biometrics 2003 Albert and Hunsberger - Biometrics 2005 = φ + φ f t a it φ )} + ε 1i φ 1i = X 1i β + Z 1i b 1i φ 2i = X 2i β + Z 2i b 2i φ 3i = X 3i β + Z 3i b 3i exp( 2i ) { log ( 3i Mean level Amplitude: nadir to peak distance Phase shift a logit( x) = exp( x) /{1 + exp( x)} f(t) is a periodic function with t ranging from 0 to 1 19

20 Nonlinear Mixed Models: Shape Invariant Model Wang, Ye, and Brown- Biometrics 2003 Albert and Hunsberger - Biometrics 2005 y = φ + exp( φ ) f { t a logit( φ3 )} + ε 1i 2i i Mean level Mean Shift hormone value scaled time 20

21 Nonlinear Mixed Models: Shape Invariant Model Wang, Ye, and Brown- Biometrics 2003 Albert and Hunsberger - Biometrics 2005 y = φ + exp( φ ) f { t a logit( φ3 )} + ε 1i 2i i Amplitude: nadir to peak distance Amplitude Shift hormone value scaled time 21

22 Nonlinear Mixed Models: Shape Invariant Model Wang, Ye, and Brown- Biometrics 2003 Albert and Hunsberger - Biometrics 2005 y = φ + exp( φ ) f { t a logit( φ3 )} + ε 1i 2i i Phase Shift Phase shift hormone value scaled time 22

23 Nonlinear Mixed Models: Shape Invariant Model Wang, Ye, and Brown- Biometrics 2003 Albert and Hunsberger - Biometrics 2005 y = φ + φ f t a it φ )} + ε 1i exp( 2i ) { log ( 3i f is a periodic function which can be represented in a number of ways: Periodic splines (Wang, Ke, and Brown 2003) Harmonic models (Albert and Hunsberger 2005) 23

24 Nonlinear Mixed Models: Shape Invariant Model Characterizing f Using periodic splines: f and f are absolutely continuous f(0)=f(1), f (0)=f (1) 1 0 f ( t) dt = Using harmonic models: 0 f K ( t) = β cos(2πkt + θ ) k = 1 k k 24

25 Nonlinear Mixed Models: Shape Invariant Model Characterizing f with harmonic models K=1 (one harmonic) hormone fraction of standardized menstrual cycle 25

26 Nonlinear Mixed Models: Shape Invariant Model Characterizing f with harmonic models More than one harmonic 26

27 Nonlinear Mixed Models: Shape Invariant Model Wang, Ye, and Brown- Biometrics 2003 Albert and Hunsberger - Biometrics 2005 y = φ + φ f t a it φ )} + ε 1i exp( 2i ) { log ( 3i Mean level Amplitude: nadir to peak distance Phase shift The model allows for complex between subject variation in mean, amplitude, and phase shift 27

28 Complex Between-Subject Variation Variation in Amplitude & Phase Not Mean Variation in Mean & Phase Not Amplitude Variation in Mean & Amplitude Not Phase 28

29 How to Choose the Number of Harmonics (K)? Akaike s Information Criterion (AIC) and the Bayesian Information Criterion (BIC) for choosing K. AIC( p) = 2log L + 2 p BIC( p) = 2log L p log( n i= 1 Since f is very flexible with 4 harmonics, we recommend choosing 1,2, 3, or 4 harmonics. Inference on covariates not very sensitive to choice of number of harmonics. + n i ) 29

30 Testing the Shape Invariant Assumption Simple model for two groups (G=0 or 1): yg =τ G + b1 i + exp( b2i + d1g) f {( t a logit( b3i + d2g))} + ε Likelihood ratio test for shape invariance: f K ( t) = β1 k cos(2kπ ( t + θ1 k a logit( φ3i )) k = 1 + β G cos( 2k( t + θ2kg a logit( φ3 ))) 2k i k Test β 2 k = θ2 k = 0 for k = 2,3,..., K 30

31 Nonlinear Mixed Models: Shape Invariant Model Non-parametric versus harmonic modeling of f Non-parametric models must choose the smoothing parameter while harmonic models must choose the number of harmonics. Non-parametric models require specialized software. Wang et al. developed a package called ASSIST for SPLUS. Harmonic models are easy to fit in R or SAS with standard code. 31

32 Estimation in R using nlme Uses an estimation algorithm described by Lindstrom and Bates (1990) Sample R code: 32

33 Estimation in R using nlme: Choosing starting values Choose starting values for fixed effects by fitting a non-linear model without random effects. Sensitivity to starting values is more pronounced when the number of harmonics is large 33

34 Statistical Properties of the Procedure Even in small samples, estimation is unbiased and tests of coefficients have the correct type- I error (with and without estimating the number of harmonics). 34

35 Using the Shape Invariant Model for Menstrual Cycle Longitudinal Data y k = φ + )} + ε 1ik exp( φ2ik ) f { tk / Tik a logit( φ3ik k th cycle j th Standardized cycle length time point k i th subject a logit( x) = exp( x) /{1 + exp( x)} 35

36 Using the Shape Invariant Model for Menstrual Cycle Longitudinal Data Random Effects: φ φ φ 1 ik X1 i + b1 i + b1 ik = β 2 ik = X 2iβ + b2i + b2ik 3 ik = X 3iβ + b3i + b3ik ( 1i, b2i, b3i ) is b N 0, Σ ) ( b Between-subject variation ( b1 ik, b2ik, b3ik ) is N ( c 0, Σ ) Within-subject variation 36

37 A Comparison of Methods Method Advantages Disadvantages Linear Mixed Model Semi-parametric Stochastic Mixed Model Non-linear Mixed Model: Shape Invariant Model - Simple to implement - Built-in diagnostics - Easy to incorporate multiple cycles - Irregularly timed measurements - Flexible hormonal pattern - Irregularly timed measurements - Flexible way to examine covariates on hormonal process - Uniform measurements - Studying effect of covariates on hormonal process is limited - Studying effect of covariates on hormonal process is limited - Needs specialized software - Shape invariance assumption 37

38 Advanced Topics and New Methods 38

39 Menstrual Cycle Pattern May Vary By Cycle Length 39

40 Joint modeling of longitudinal menstrual cycle and menstrual cycle length data Measure hormones at multiple fixed time points over a 28 day period. Actual cycle length has a much wider range: days in BioCycle. Actual pattern may vary by menstrual cycle length y = φ + exp( φ ) f { t / T a logit( φ3 )} + ε 1i 2i i i T i is N ( + µ φ + µ φ + µ φ 2 µ 0 1 1i 2 2i 3 3i σ, ) 40

41 Joint modeling of longitudinal menstrual cycle and menstrual cycle length data In BioCycle, women enrolled with regular menstrual cycle length Modeling menstrual cycle length using a mixture distribution (Guo et al. Biostatistics 2002) 41

42 Relationship Between Menstrual Cycle Length and Number of Measurements Informative missing data problem 42

43 Estimation of Joint Model y T i = φ + exp( φ ) f { t / T a logit( φ3 )} + ε is 1i 2i N ( + µ φ + µ φ + µ φ 2 µ 0 1 1i 2 2i 3 3i σ i, i ) L = I J b i= 1 j= 1 i f ( y T i, b) f b) g( b) db Use trapezoidal rule for numerical integration Obtain maximum-likelihood estimates ( T i 43

44 Results of Analyses for Progesterone 3 harmonics model: Joint model and naïve model not considering menstrual cycle length Joint model Naïve model Parameters Estimate SE Estimate SE μ μ μ μ β β β σ b σ b σ b

45 Results for Progesterone 45

46 Simulation Studies Under the correct joint model - 3 harmonics, 50 individuals, 500 simulated datasets, and 5 time points: 2, 7, 13, 18, and 27. Parameters Truth Estimate MC SE Aympt SE μ μ μ μ β β β

47 Simulation Studies Naïve model - 3 harmonics, 50 individuals, 500 simulated datasets, and 5 time points: 2, 7, 13, 18, and 27. Parameters Truth Estimate MC SE Aympt SE β β β

48 Simulation Studies Naïve model -3 harmonics, 50 individuals, 1000 simulated datasets, and 5 time points: 2, 7, 13, 18, and 27 : µ 1 = µ 2 = 10 Parameters Truth Estimate MC SE Aympt SE β β β

49 Extensions to Modeling Multivariate Hormonal Profiles m th hormone y mk = φ + )} + ε 1imk exp( φ2imk ) f { tk / Tik a logit( φ3imk mk a logit( x) = exp( x) /{1 + exp( x)} φ φ φ 1 imk X1 i m + b1 im + b1 ikm 2 imk = X 2imβm + b2im + b2ikm = β 3 imk = X 3imβm + b3im + b3ikm 49

50 Extensions to Modeling Multivariate Hormonal Profiles Let b = im ( b im, b2im, b3 1 im )' and b = ikm ( b ikm, b2ikm, b3 1 ikm )' Assume that Cov(( b, b 2,..., b i1 i im )') = Σ b Between-Subject Variation Cov(( b, b 2,..., b ik1 ik ikm )') = Σ W Within-Subject Variation 50

51 Acknowledgements This work was supported by the Intramural Research Program of the Eunice Kennedy Shriver National Institute of Child Health & Human Development, National Institutes of Health. BioCycle working group: Sunni Mumford, Anna Pollack, Enrique Schisterman, Aun Ye, Jean Wactawski-Wende, Edwina Yeung, Cuilin Zhang

52 References 1. Albert, P.S. and Hunsberger, S. (2005). On analyzing circadian rhythms data using nonlinear mixed models with harmonic terms. Biometrics 61, Guo, Y., Manatunga, A.K., Chen, S., and Marcus, M. (2006). Modeling menstrual cycle length using a mixture model. Biostatistics 7, Meyer, P.M., Zeger, S.L., et al. (2007). Characterizing daily urinary hormone profiles for women at midlife using functional data analysis. American Journal of Epidemiology 165, Pinheiro, J.C. and Bates, D.M. Mixed-Effects Models in S and S-PLUS. Springer, New-York ISBN Wang Y., Ke C., and Brown, M.B. (2003). Shape-invariant modeling of circadian rhythms with random effects and smoothing spline ANOVA decompositions. Biometrics 59, Zhang, D., Raz, J., and Sowers, M. (1998). Semiparametric stochastic mixed models for longitudinal data. Journal of the American Statistical Association 93, Zhang, D. Lin, X., and Sowers, M. (2000). Semiparametric regression for periodic longitudinal hormone data with multiple menstrual cycles. Biometrics 56,