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A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes

BACKGROUND: Clustered data with binary outcomes are often analysed using random intercepts models or generalised estimating equations (GEE) resulting in cluster-specific or ‘population-average’ inference, respectively. METHODS: When a random effects model is fitted to clustered data, predictions may...

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Autores principales: Pavlou, Menelaos, Ambler, Gareth, Seaman, Shaun, Omar, Rumana Z.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: BioMed Central 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4525751/
https://www.ncbi.nlm.nih.gov/pubmed/26242875
http://dx.doi.org/10.1186/s12874-015-0046-6
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author Pavlou, Menelaos
Ambler, Gareth
Seaman, Shaun
Omar, Rumana Z.
author_facet Pavlou, Menelaos
Ambler, Gareth
Seaman, Shaun
Omar, Rumana Z.
author_sort Pavlou, Menelaos
collection PubMed
description BACKGROUND: Clustered data with binary outcomes are often analysed using random intercepts models or generalised estimating equations (GEE) resulting in cluster-specific or ‘population-average’ inference, respectively. METHODS: When a random effects model is fitted to clustered data, predictions may be produced for a member of an existing cluster by using estimates of the fixed effects (regression coefficients) and the random effect for the cluster (conditional risk calculation), or for a member of a new cluster (marginal risk calculation). We focus on the second. Marginal risk calculation from a random effects model is obtained by integrating over the distribution of random effects. However, in practice marginal risks are often obtained, incorrectly, using only estimates of the fixed effects (i.e. by effectively setting the random effects to zero). We compare these two approaches to marginal risk calculation in terms of model calibration. RESULTS: In simulation studies, it has been seen that use of the incorrect marginal risk calculation from random effects models results in poorly calibrated overall marginal predictions (calibration slope <1 and calibration in the large ≠ 0) with mis-calibration becoming worse with higher degrees of clustering. We clarify that this was due to the incorrect calculation of marginal predictions from a random intercepts model and explain intuitively why this approach is incorrect. We show via simulation that the correct calculation of marginal risks from a random intercepts model results in predictions with excellent calibration. CONCLUSION: The logistic random intercepts model can be used to obtain valid marginal predictions by integrating over the distribution of random effects. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1186/s12874-015-0046-6) contains supplementary material, which is available to authorized users.
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spelling pubmed-45257512015-08-06 A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes Pavlou, Menelaos Ambler, Gareth Seaman, Shaun Omar, Rumana Z. BMC Med Res Methodol Technical Advance BACKGROUND: Clustered data with binary outcomes are often analysed using random intercepts models or generalised estimating equations (GEE) resulting in cluster-specific or ‘population-average’ inference, respectively. METHODS: When a random effects model is fitted to clustered data, predictions may be produced for a member of an existing cluster by using estimates of the fixed effects (regression coefficients) and the random effect for the cluster (conditional risk calculation), or for a member of a new cluster (marginal risk calculation). We focus on the second. Marginal risk calculation from a random effects model is obtained by integrating over the distribution of random effects. However, in practice marginal risks are often obtained, incorrectly, using only estimates of the fixed effects (i.e. by effectively setting the random effects to zero). We compare these two approaches to marginal risk calculation in terms of model calibration. RESULTS: In simulation studies, it has been seen that use of the incorrect marginal risk calculation from random effects models results in poorly calibrated overall marginal predictions (calibration slope <1 and calibration in the large ≠ 0) with mis-calibration becoming worse with higher degrees of clustering. We clarify that this was due to the incorrect calculation of marginal predictions from a random intercepts model and explain intuitively why this approach is incorrect. We show via simulation that the correct calculation of marginal risks from a random intercepts model results in predictions with excellent calibration. CONCLUSION: The logistic random intercepts model can be used to obtain valid marginal predictions by integrating over the distribution of random effects. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1186/s12874-015-0046-6) contains supplementary material, which is available to authorized users. BioMed Central 2015-08-05 /pmc/articles/PMC4525751/ /pubmed/26242875 http://dx.doi.org/10.1186/s12874-015-0046-6 Text en © Pavlou et al. 2015 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. The Creative Commons Public Domain Dedication waiver (http://creativecommons.org/publicdomain/zero/1.0/) applies to the data made available in this article, unless otherwise stated.
spellingShingle Technical Advance
Pavlou, Menelaos
Ambler, Gareth
Seaman, Shaun
Omar, Rumana Z.
A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
title A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
title_full A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
title_fullStr A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
title_full_unstemmed A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
title_short A note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
title_sort note on obtaining correct marginal predictions from a random intercepts model for binary outcomes
topic Technical Advance
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4525751/
https://www.ncbi.nlm.nih.gov/pubmed/26242875
http://dx.doi.org/10.1186/s12874-015-0046-6
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