[R-sig-ME] Longitudinal logistic regression with continuous-time first-order autocorrelation structure

[Dennis Ruenger]

 Thank you, Thierry, for the INLA model.

Can you tell me why you chose a random walk rather than, say, an
Ornstein-Uhlenbeck process, to model temporal autocorrelation? The INLA
documentation that I could find online is rather sparse, and I struggle
with how you model the hierarchical structure, that is f(HourID, model =
"rw1", replicate = ID). Lastly, can you tell me how you would incorporate
an effect of Day in the model? I’m expecting that the likelihood of craving
decreases across days, and that this trend varies between participants.

Dennis

On Mar 2, 2018 at 2:36 AM, Thierry Onkelinx <thierry.onkelinx at inbo.be>
wrote:


Dear Dennis,

Here is an example on how to run such a model with INLA. It took about 3.5
min on my laptop.

library(INLA)
library(ggplot2)
set.seed(20180302)
n_id <- 35
n_day <- 7 * 6
n_prompt <- 5
dataset <- expand.grid(
  ID = seq_len(n_id),
  Day = seq_len(n_day),
  Prompt = seq_len(n_prompt)
)
dataset$Hour <- sample(8:22, size = nrow(dataset), replace = TRUE)
p0 <- rnorm(n_id, mean = -21, sd = 0.5)
p1 <- rnorm(n_id, mean = 2.67, sd = 0.05)
p2 <- rnorm(n_id, mean = -0.08, sd = 0.002)
dataset$eta <-  p2[dataset$ID] * dataset$Hour ^ 2 + p1[dataset$ID] *
dataset$Hour + p0[dataset$ID]
dataset$mu <- plogis(dataset$eta)
ggplot(dataset, aes(x = Hour, y = mu, group = ID)) + geom_line()
dataset$noise <- rnorm(nrow(dataset), sd = 0.1)
dataset$prob <- plogis(dataset$eta + dataset$noise)
dataset$Craving <- rbinom(nrow(dataset), size = 1, prob = dataset$prob)

dataset$HourID <- dataset$Hour
model <- inla(
  Craving ~
    f(Hour, model = "rw1") +
    f(HourID, model = "rw1", replicate = ID),
  family = "binomial",
  data = dataset
)
plot(model)

Best regards,

Thierry


ir. Thierry Onkelinx
Statisticus / Statistician

Vlaamse Overheid / Government of Flanders
INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND
FOREST
Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance
thierry.onkelinx at inbo.be
Havenlaan 88 bus 73, 1000 Brussel
www.inbo.be

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2018-03-01 2:44 GMT+01:00 Dennis Ruenger <dennis.ruenger at gmail.com>:

> Thanks, Alain and Ben, for your replies.
>
> My understanding is that for the kind of intensive longitudinal data I'm
> dealing with, a mixed model with both random intercepts and slopes for the
> time effect *and *autoregressive errors are recommended.
>
> I'd like to follow Alain's suggestion and give glmmTMB a try. Based on a
> description of the covariance structures available with glmmTMB (link
> below), it looks like the Ornstein–Uhlenbeck covariance structure might be
> what I'm looking for (i.e., something akin to corrCAR1() that works in a
> GLMM).
>
> So I tried:
>
> df$time_hours <- numFactor(df$time_hours)
> fit  <- glmmTMB(y ~ time_hours + (time_hours|id) + ou(time_hours-1|id),
> family = binomial, data = df)
>
> However, after about 10 minutes, I receive an error message about failed
> memory allocation (on a laptop with a 7th gen Intel Core i5 processor and
> 8GB RAM). The data set includes 34 participants with up to 300 data points
> per participants. Running the model for a subset of 5 participants also
> resulted in memory allocation failure. The same was true for the spatial
> Gaussian and spatial exponential covariance structures.
>
> Does anyone see a way to make this work with glmmTMB?
>
> Thanks a lot.
>
> https://cran.r-project.org/web/packages/glmmTMB/vignettes/covstruct.html
>
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