Transcript
Page 1: Michel Chavance INSERM U1018, CESP,  Biostatistique

Michel Chavance

INSERM U1018, CESP, Biostatistique

Use of Structural Equation Models to estimate longitudinal relationships

Page 2: Michel Chavance INSERM U1018, CESP,  Biostatistique

Restrained Eating and weight gain

• Restrained eating = tendency to consciously restrain food intake to control body weight or promote weight loss

• Positive association between Restrained Eating and fat mass

• Paradoxical hypothesis : induction of weight gain through frequent episodes of loss of control and dishinibited eating

Page 3: Michel Chavance INSERM U1018, CESP,  Biostatistique

CRS1

Adp1

CRS0

Adp0

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Page 4: Michel Chavance INSERM U1018, CESP,  Biostatistique

X

Y

U

X

Y

In both cases, we observe

In 1) it is not a structural equation, because E[Y|do(X=x)] ≠ +x While in 2) it is a structural equation becauseE[Y|do(X=x)] = +x

A structural equation is true when the right side variables are observed AND when they are manipulated

2,0 NXY

1 2

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Page 5: Michel Chavance INSERM U1018, CESP,  Biostatistique

X

Y

U

X

Y

. variablesexogenous

,C , variablesendogenous Y

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11

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0

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BIABI

CZTAZBIBAZ

XZY

ZX

yxyzyy

xzxx

Z

zx

xy

x

y

zy

Is the model identified ???

Page 6: Michel Chavance INSERM U1018, CESP,  Biostatistique

Cross-sectional and longitudinal effects

• Cross-sectional model (time 0)

• Model for changes

(changes are negatively correlated with baseline values)

• Longitudinal extension

000 XY C

jjLCj XXXY 00

0100 XXYY jLj

Page 7: Michel Chavance INSERM U1018, CESP,  Biostatistique

C

A

CRS0

Adp0

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Page 8: Michel Chavance INSERM U1018, CESP,  Biostatistique

FLVS II study• Fleurbaix Laventie Ville Santé Study (risk factors

for weight and adiposity changes)

• 293/394 families recruited on a voluntary basis

• 2 measurements (1999 and 2001)

• 4 anthropometric measurements– BMI = weight / height2

– WC = Waist Circumference– SSM = Sum of Skinfold Thicknesses (4 measurements)– PBF = % body fat (foot to foot bioimpedance analyzer)

• Cognitive restrained scale

Page 9: Michel Chavance INSERM U1018, CESP,  Biostatistique

Structural Equation and Latent Variable models

• Latent variable : several observed variables are imperfect measurements of a single latent concept (e.g. for subject i, 4 indicators Ii

k of adiposity Ai)

• The measurement model

postulates relationships between the unobserved value of adiposity A for subject i and its 4 observed measurements Ik, and thus between the observed measurements

0)cov

),0 iid , 2

(A,

N(AI kikikikk

k

i

Page 10: Michel Chavance INSERM U1018, CESP,  Biostatistique

Measurement model and factor analysis

• Identification problem: the parameters depend on the measurement scale of the latent variable A

• Usual solution : constraint l1=1 (i.e. same scale for A and its 1st observed measurement)

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kkikk

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Page 11: Michel Chavance INSERM U1018, CESP,  Biostatistique

Estimation and tests

• Aim = modeling the covariance structure

• Maximum likelihood estimator (assuming normal distributions)

with the predicted and S the observed covariance matrix

• Likelihood ratio test of compared to saturated model (deviance)

ˆˆlog2

ˆ 1 StrN

L

)dim(logˆˆlog1ˆ

log2 1 SSStrNL

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s

Page 12: Michel Chavance INSERM U1018, CESP,  Biostatistique

Estimation and tests

Variance of the estimator

Confidence intervals and Wald’s tests

2

2

ˆ

L

V

Page 13: Michel Chavance INSERM U1018, CESP,  Biostatistique

Overal model fit

• Normed fit index (Bentler and Bonett, 1980) relative change when comparing deviances of model 1 (D1) and model 0 assuming independence (D0)

• RMSEA=Root Mean Squared Error Approximation measures a « distance » between  the true and the model covariance matrices at the population level

0

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DDNFI

0,1

1max

ndf

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Page 14: Michel Chavance INSERM U1018, CESP,  Biostatistique

Studied population in 1999mean (standard deviation)

** sex difference (p<0.01) *** sex difference (p<0.001)

Similar findings in 2001

Beware the sign of the differences ……..

Males (n=201) Females (n=256)

Age*** 44.0 (4.9) 42.4 (4.5)

% body fat*** 23.0 (6.2) 33.2 (7.1)

BMI** 25.7 (3.4) 24.7 (4.6)

Skinfold thickness*** 58.6 (25.2) 75.0 (32.2)

Waist circumference***

91.6 (10.4) 79.4 (11.7)

CRS*** 26.9 (19.7) 40.4 (21.3)

Page 15: Michel Chavance INSERM U1018, CESP,  Biostatistique

Measurement model

1) 4 separate analyses by sex and time

2) 2 separate analyses (identical loadings at each time)

3) all subjects together

Adp

%BF log(BMI) Log(SST) Log(WC)

Page 16: Michel Chavance INSERM U1018, CESP,  Biostatistique

* model with equality constraints

The same measurement model holds for both years, but not for both sexes

Males Females

1999 2001 Both Years*

1999 2001 Both Years

NFI 0.999 0.997 0.96 0.988 0.996 0.96

Page 17: Michel Chavance INSERM U1018, CESP,  Biostatistique

Measurement model for changes

• Measurement model at time j

n,4 n,1 1,4 n,4

• Because the loadings are identical at both times, the same measurement model holds for the changes

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Page 18: Michel Chavance INSERM U1018, CESP,  Biostatistique
Page 19: Michel Chavance INSERM U1018, CESP,  Biostatistique

Estimated Loadings of the Global Measurement Model (Females)

Standardized coefficients

Estimate Estimate Standard Dev. Standardized Estimates

Baseline Change

%BF 1.000 - 0.955 0.603

log(BMI) 0.024 0.0007 0.956 0.996

log(SST) 0.055 0.0021 0.879 0.558

log(WC) 0.019 0.0006 0.938 0.647

ikik

k

ik

A

i

k

Ak

k

ikikikik

A

AIAI

*

Page 20: Michel Chavance INSERM U1018, CESP,  Biostatistique

Structural Equation Model:Regression Coefficients (Females)

Baseline Adiposity

covariates sd CI95

Age 0.254 0.096 [0.07, 0.44]

Baseline CRS

0.051 0.020 [.012, .090]

Page 21: Michel Chavance INSERM U1018, CESP,  Biostatistique

Structural Equation Model:Regression Coefficients (Females)

Adiposity Change

covariates sd CI95

Adiposity0 -0.024 0.021 [-0.07, 0.02]

Age0 0.038 0.030 [-0.02, 0.10]

CRS0 -0.010 0.007 [-.04, 0.02]

CRS change -0.014 0.010 [-0.03, 0.01]

Page 22: Michel Chavance INSERM U1018, CESP,  Biostatistique

Structural Equation Model:Regression Coefficients (Females)

CRS Change

covariates sd CI95

Adiposity0 0.438 0.134 [0.17, 0.70]

Age0 0.023 0.200 [-0.37, 0.42]

CRS0 -0.286 0.042 [-0.37, -0.20]

Page 23: Michel Chavance INSERM U1018, CESP,  Biostatistique
Page 24: Michel Chavance INSERM U1018, CESP,  Biostatistique

Direct and Indirect Effects of Baseline CRS on Adiposity change

standard errors obtained by bootstrapping the sample 1,000 times

Estimate sd

1: direct -0.0096 0.0069

2: indirect through CRS change

0.0040 0.0031

3: indirect through baseline adiposity

-0.0012 0.0011

1+2 (partial) -0.0056 0.0064

1+2+3 (total) -0.0068 0.0064

Page 25: Michel Chavance INSERM U1018, CESP,  Biostatistique

• Often useful to model the changes rather than the successive outcomes.

• Structural equation modeling = translation of a DAG, but some models are not identified.

• We still need to assume that all confounders of the effect of interest are observed.

Page 26: Michel Chavance INSERM U1018, CESP,  Biostatistique
Page 27: Michel Chavance INSERM U1018, CESP,  Biostatistique
Page 28: Michel Chavance INSERM U1018, CESP,  Biostatistique
Page 29: Michel Chavance INSERM U1018, CESP,  Biostatistique
Page 30: Michel Chavance INSERM U1018, CESP,  Biostatistique

CRS1

Adp1

CRS0

Adp0

UXXXX

Page 31: Michel Chavance INSERM U1018, CESP,  Biostatistique

CRS1

Adp1

CRS0

Adp0

UXXXX


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