Modeling change

Kristin Sainani Ph.D.

http://www.stanford.edu/~kcob
b
Stanford University
Department of Health Research
and Policy

Within vs. Between subject

effects
A significant chemical effect (time-dependent predictor) could either
represent a between-subjects effect or a within-subjects effect.
Because these data were made-up, we happened to know that there was
primarily a within-subjects effect

Example 1: last weeks

example.

Solution for Fixed Effects

CHEM: -.01283

Standard
Effect

Estimate

Error

DF

t Value

Pr > |t|

38.1287

4.1727

9.14

0.0003

time

-0.08163

0.3234

16

-0.25

0.8039

chem

-0.01283

0.003125

16

-4.11

0.0008

Intercept

Example 1..from last

time
6 patients with depression are given a drug that increases levels of a
happy chemical in the brain. At baseline, all 6 patients have similar
levels of this happy chemical and scores >=14 on a depression scale.
Researchers measure depression score and brain-chemical levels at
three subsequent time points: at 2 months, 3 months, and 6 months
post-baseline.
Here are the data in broad form:
id

time1

time2

time3

20

18

15

22

24

14

time4

chem1

chem2

chem3

chem4

20

1000

1100

1200

1300

18

22

1000

1000

1005

950

10

24

10

1000

1999

800

1700

38

34

32

34

1000

1100

1150

1100

25

29

25

29

1000

1000

1050

1010

30

28

26

14

1000

1100

1109

1500

Example 2

Same as example 1, but made up

to have more between-subjects
effect than within-subjects effect.
id
1
2
3
4
5
6

time1

time2

50
22
44
38
15
50

48
24
40
34
19
58

time3
45
18
34
32
15
56

time4
40
22
40
34
19
54

chem1

chem2

chem3

chem4

200
900
500
700
1000
100

350
920
459
770
1000
110

400
805
880
950
1050
210

500
950
500
800
1010
220

Example 3

Same as example 1, but made up

to have ONLY between-subjects
effect
id
1
2
3
4
5
6

time1

time2

51
47
42
31
26
19

48
43
42
32
27
20

time3
45
46
41
31
26
21

time4
50
45
38
32
28
18

chem1

chem2

chem3

chem4

510
710
910
1105
1505
1750

520
720
890
1110
1505
1600

510
690
900
1109
1510
1680

525
680
905
1090
1590
1740

Example 2 (more between-subjects

effects): showing two subjects
id=1:
score

id=1:
chem

id=2:
chem

id=2:
score

Example 2:

Example 2:

Example 2:

Example 2:

Example 2:

Example 2:

Example 3:all between-subjects

effects

Example 3:

Example 3:

Example 3:

Example 3:

Example 3:

Results, example 1
proc mixed data=hrp262.long2;
model score=chem time / solution;
random int/subject=id;
run;

Example 1: significant chem

effect.

Solution for Fixed Effects

CHEM: -.01283
Standard
Effect

Estimate

Error

DF

t Value

Pr > |t|

38.1287

4.1727

9.14

0.0003

chem

-0.01283

0.003125

16

-4.11

0.0008

time

-0.08163

0.3234

16

-0.25

0.8039

Intercept

19

Results, example 2
proc mixed data=hrp262.long2;
model score=chem time / solution;
random int/subject=id;
run;

Example 2: significant
chem effect
CHEM: -.02644

Solution for Fixed Effects

Effect

Estimate

Standard
Error

Intercept
chem
time

52.0159
-0.02644
0.1009

4.2057
0.005403
0.2966

DF

t Value

5
16
16

12.37
-4.89
0.34

Pr > |t|
<.0001
0.0002
0.7381
20

Results, example 3
proc mixed data=hrp262.long3;
model score=chem time / solution;
random int/subject=id;
run;

Example 3: significant
chem effect
CHEM: -.02354

The Mixed Procedure

Solution for Fixed Effects

Effect

Estimate

Intercept
chem
time

60.8810
-0.02354
-0.08592

Standard
Error
2.4237
0.002066
0.1707

DF
5
16
16

t Value
25.12
-11.39
-0.50

Pr > |t|
<.0001
<.0001
0.6217
21

All three examples give the

same result

Theres no way to tell if change in chemical

levels is causing change in depression score
(which is what we probably care about).
What to do?...

22

Options

Examine graphs!
Evaluate baseline relationship of chemical1 and score1
using regular linear regression

Use only baseline value of chemical (chem1) as a

predictor in GEE or Mixed and add a time*chem1
interaction to the model to evaluate change.

Here, you will find a strong relationship only in examples 2 and 3, suggesting strong
between-subjects effects.
Drawback: you still cant rule out within-subjects effects (could have both)

Here, you will find that chem1 main effect is significant but chem1*time is not in
examples 2 and 3
Drawback: A significant time*chem1 interaction would indicate that baseline chemical
levels predict change in depression score over time, which is slightly different than
saying that change in chemical level predicts change in depression score.

Correlate change in time-dependent predictor with

change in repeated-measures outcome

Calculate overall change or percent change in outcome and regress this on overall
change or percent change in the predictor: see chapter 8 of Twisk (2 time points only)
OR model all the changes together (vector of changes)

23

The change model

score 2 score1
chem2 chem1
score3 score 2 chem3 chem2 ...
0
1

score 4 score3
chem4 chem3

24

SAS code to change data

data hrp262.change;
set hrp262.broad;
time=0; ctime=2; cscore=time2-time1; cchem=chem2-chem1; output;
time=1; ctime=1; cscore=time3-time2; cchem=chem3-chem2; output;
time=2; ctime=3; cscore=time4-time3; cchem=chem4-chem3; output;
label cchem='change in chemical';
label cscore='change in depression score';
run;

25

id
1
2
3
4
5
6

time1

time2

51
47
42
31
26
19

48
43
42
32
27
20

time3
45
46
41
31
26
21

time4
50
45
38
32
28
18

id

So, look at
change in
depression
score as your
outcome
variable.
All timedependent
predictors also
get a change
score.

chem1

chem2

chem3

chem4

510
710
910
1105
1505
1750

520
720
890
1110
1505
1600

510
690
900
1109
1510
1680

525
680
905
1090
1590
1740

cscore
1
1
1
2
2
2
3
3
3
4
4
4
5
5
5
6
6
6

-3
-3
5
-4
3
-1
0
-1
-3
1
-1
1
1
-1
2
1
1
-3

cchem
10
-10
15
10
-30
-10
-20
10
5
5
-1
-19
0
5
80
-150
80
60

time
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3

Example 1: nave linear

regression
cscore = -0.126817 - 0.011357*cchem

27

Example 2: nave linear

regression
cscore = -0.167511 0.012043*cchem

28

Example 3: nave linear

regression
cscore = -0.268792 - 0.004044*cchem

29

EXAMPLE 1:

Modeling changes (mixed)

Effect
Intercept
time
cchem

EXAMPLE 2:

Solution for Fixed Effects

Standard
Estimate
Error
DF
t Value

0.3407
-0.4669
-0.01136

1.6018
1.2298
0.002336

5
10
10

Effect

Solution for Fixed Effects

Standard
Estimate
Error
DF

Intercept
time
cchem

-0.04810
-0.1151
-0.01218

Effect

EXAMPLE 3:

Intercept
time
cchem

0.21
-0.38
-4.86

Pr > |t|
0.8400
0.7122
0.0007

t Value

Pr > |t|

5
10
10

-0.03
-0.09
-1.93

0.9773
0.9269
0.0830

Solution for Fixed Effects

Standard
Estimate
Error
DF

t Value

Pr > |t|

-0.8621
0.6023
-0.00807

1.6106
1.2225
0.006324

0.9697
0.7825
0.01334

5
10
10

-0.89
0.77
-0.60

0.4147
0.4592
0.5587
30

Modeling changes (GEE)

EXAMPLE 1:

Analysis Of GEE Parameter Estimates

Standard
95% Confidence
Parameter Estimate
Error
Limits
Intercept
time
cchem

EXAMPLE 2:

1.2757
1.2698
0.0011

-2.1596
-2.9557
-0.0136

2.8409
2.0219
-0.0091

Analysis Of GEE Parameter Estimates

Standard
95% Confidence
Parameter Estimate
Error
Limits
Intercept
time
cchem

EXAMPLE 3:

0.3407
-0.4669
-0.0114

-0.0481
-0.1151
-0.0122

1.6245
1.2030
0.0050

-3.2320
-2.4728
-0.0219

3.1358
2.2427
-0.0024

Analysis Of GEE Parameter Estimates

Standard
95% Confidence
Parameter Estimate
Error
Limits
Intercept
cchem
time

-0.7146
0.0060
0.2118

1.5997 -3.8498
0.0112 -0.0160
0.8366 -1.4280

2.4207
0.0280
1.8516

Z Pr > |Z|
0.27
-0.37
-9.93

0.7894
0.7131
<.0001

Z Pr > |Z|
-0.03
-0.10
-2.45

0.9764
0.9238
0.0143

Z Pr > |Z|
-0.45
0.53
0.25

0.6551
0.5955
0.8000

31

The change model

score 2 score1
chem2 chem1
score3 score 2 chem3 chem2 (time) CORR Error
0
1
2

score 4 score3
chem4 chem3

In fact, it often turns out that the changes are not correlated
within subjects (weve essentially already corrected for
between subject variability by using change scores).

scoreit 0 1 (chemit ) 2 (t ) Errorit

e.g., just regular old linear regression, where each person contributes three independent
32
observations

The change model

If time intervals are unequal and unbalanced, you might choose to include
the change in time as a predictor in the model. Otherwise, you could face
confounding by the time between measurements (which might be correlated
with the time-dependent predictor)

scoreit 0 1 (chemit ) 2 (ti ) Errorit

33

References

Jos W. R. Twisk. Applied Longitudinal Data Analysis for Epidemiology: A

Practical Guide. Cambridge University Press, 2003.

34