ds.glmSLMA | R Documentation |
Fits a generalized linear model (GLM) on data from single or multiple sources with pooled co-analysis across studies being based on SLMA (Study Level Meta Analysis).
ds.glmSLMA( formula = NULL, family = NULL, offset = NULL, weights = NULL, combine.with.metafor = TRUE, newobj = NULL, dataName = NULL, checks = FALSE, maxit = 30, notify.of.progress = FALSE, datasources = NULL )
formula |
an object of class formula describing the model to be fitted. For more information see Details. |
family |
identifies the error distribution function to use in the model. |
offset |
a character string specifying the name of a variable to be used as
an offset. |
weights |
a character string specifying the name of a variable containing
prior regression
weights for the fitting process. |
combine.with.metafor |
logical. If TRUE the estimates and standard errors for each regression coefficient are pooled across studies using random-effects meta-analysis under maximum likelihood (ML), restricted maximum likelihood (REML) or fixed-effects meta-analysis (FE). Default TRUE. |
newobj |
a character string specifying the name of the object to which the glm object representing the model fit on the serverside in each study is to be written. If no <newobj> argument is specified, the output object defaults to "new.glm.obj". |
dataName |
a character string specifying the name of an (optional) data frame that contains all of the variables in the GLM formula. |
checks |
logical. If TRUE |
maxit |
a numeric scalar denoting the maximum number of iterations that
are permitted before |
notify.of.progress |
specifies if console output should be produced to indicate progress. Default FALSE. |
datasources |
a list of |
ds.glmSLMA
specifies the structure of a Generalized Linear Model
to be fitted separately on each study or data source. Calls serverside functions
glmSLMADS1 (aggregate),glmSLMADS2 (aggregate) and glmSLMADS.assign (assign).
From a mathematical perspective, the SLMA approach (using ds.glmSLMA
)
differs fundamentally from the alternative approach using ds.glm
.
ds.glm fits the model iteratively across all studies together. At each
iteration the model in every data source has precisely the same coefficients
so when the model converges one essentially identifies the model that
best fits all studies simultaneously. This mathematically equivalent
to placing all individual-level data from all sources in
one central warehouse and analysing those data as one combined dataset using the
conventional glm()
function in native R. In contrast ds.glmSLMA sends
a command to every data source to fit the model required but each separate source
simply fits that model to completion (ie undertakes all iterations until
the model converges) and the estimates (regression coefficients) and their standard
errors from each source are sent back to the client and are then pooled using SLMA
via any approach the user wishes to implement. The ds.glmSLMA functions includes
an argument <combine.with.metafor> which if TRUE (the default) pools the models
across studies using the metafor function (from the metafor package) using three
optimisation methods: random effects under maximum likelihood (ML); random effects
under restricted maximum likelihood (REML); or fixed effects (FE). But once
the estimates and standard errors are on the clientside, the user
can alternatively choose to use the metafor package in any way he/she wishes,
to pool the coefficients across studies or, indeed, to use another
meta-analysis package, or their own code.
Although the ds.glm approach might at first sight appear to be preferable under all circumstances, this is not always the case. First, the results from both approaches are generally very similar. Secondly, the SLMA approach can offer key inferential advantages when there is marked heterogeneity between sources that cannot simply be corrected by including fixed-effects in one's ds.glm model that each reflect a study- or centre-specific effect. In particular, such fixed effects cannot be guaranteed to generate formal inferences that are unbiased when there is heterogeneity in the effect that is actually of scientific interest. It might be argued that one should not try to pool the inferences anyway if there is marked heterogeneity, but you can use the joint analysis to formally check for such heterogeneity and then choose to report the pooled result or separate results from each study individually. Crucially, unless the heterogeneity is substantial, pooling can be quite reasonable. Furthermore, if you just fit a ds.glm model without centre-effects you will in effect be pooling across all studies without checking for heterogeneity and if heterogeneity exists and if it is strong you can get theoretically results that are badly confounded by study. Before we introduced ds.glmSLMA we encountered a real world example of a ds.glm (without centre effects) which generated combined inferences over all studies which were more extreme than the results from any of the individual studies: the lower 95 of the combined estimate was higher than the upper 95 ALL of the individual studies. This was clearly incorrect and provided a salutary lesson on the potential impact of confounding by study if a ds.glm model does not include appropriate centre-effects. Even if you are going to undertake a ds.glm analysis (which is slightly more powerful when there is no heterogeneity) it may still be useful to also carry out a ds.glmSLMA analysis as this provides a very easy way to examine the extent of heterogeneity.
In formula
Most shortcut notation for formulas allowed under R's standard glm()
function is also allowed by ds.glmSLMA
.
Many glms can be fitted very simply using a formula such as:
y~a+b+c+d
which simply means fit a glm with y
as the outcome variable and
a
, b
, c
and d
as covariates.
By default all such models also include an intercept (regression constant) term.
Instead, if you need to fit a more complex model, for example:
EVENT~1+TID+SEXF*AGE.60
In the above model the outcome variable is EVENT
and the covariates
TID
(factor variable with level values between 1 and 6 denoting the period time),
SEXF
(factor variable denoting sex)
and AGE.60
(quantitative variable representing age-60 in years).
The term 1
forces
the model to include an intercept term, in contrast if you use the term 0
the
intercept term is removed. The *
symbol between SEXF
and AGE.60
means fit all possible main effects and interactions for and between those two covariates.
This takes the value 0 in all males 0 * AGE.60
and in females 1 * AGE.60
.
This model is in example 1 of the section Examples. In this case the logarithm of
the survival time is added as an offset (log(survtime)
).
In the family
argument a range of model types can be fitted. This range has recently
been extended to include a number of model types that are non-standard but are used
relatively widely.
The standard models include:
"gaussian"
: conventional linear model with normally distributed errors
"binomial"
: conventional unconditional logistic regression model
"poisson"
: Poisson regression model which is often used in epidemiological
analysis of counts and rates and is also used in survival analysis. The
Piecewise Exponential Regression (PER) model typically provides a close approximation
to the Cox regression model in its main estimates and standard errors.
"gamma"
: a family of models for outcomes characterised by a constant
coefficient of variation, i.e. the variance increases with the square of the expected mean
The extended range includes:
"quasipoisson"
: a model with a Poisson variance function - variance
equals expected mean - but the residual variance which is fixed to be 1.00 in
a standard Poisson model can then take any value. This is achieved by a dispersion parameter
which is estimated during the model fit and if it takes the value K it means
that the expected variance is K x the expected mean, which implies that all
standard errors will be sqrt(K) times larger than in a standard Poisson model
fitted to the same data. This allows for the extra uncertainty which is associated
with 'overdispersion' that occurs very commonly with Poisson distributed data,
and typically arises when the count/rate data being modelled occur in blocks
which exhibit heterogeneity of underlying risk which is not being fully
modelled, either by including the blocks themselves as a factor or by including
covariates for all the determinants that are relevant to that underlying risk. If
there is no overdispersion (K=1) the estimates and standard errors from the
quasipoisson model will be almost identical to those from a standard poisson model.
"quasibinomial"
: a model with a binomial variance function - if P
is the expected proportion of successes, and N is the number of "trials" (always
1 if analysing binary data which are formally described as having a Bernoulli
distribution (binomial distribution with N=1) the variance function is N*(P)*(1-P).
But the residual variance which is fixed to be 1.00 in
a binomial model can take any value. This is achieved by a dispersion parameter
which is estimated during the model fit (see quasipoisson information above).
Each class of models has a "canonical link" which represents the link function that
maximises the information extraction by the model. The gaussian family uses the
identity
link, the poisson family the log
link, the binomial/Bernoulli family the
logit
link and the the gamma family the reciprocal
link.
The dataName
argument avoids you having to specify the name of the
data frame in front of each covariate in the formula.
For example, if the data frame is called DataFrame
you
avoid having to write: DataFrame$y~DataFrame$a+DataFrame$b+DataFrame$c+DataFrame$d
The checks
argument verifies that the variables in the model are all defined (exist)
on the server-site at every study
and that they have the correct characteristics required to fit the model.
It is suggested to make checks
argument TRUE only if an unexplained
problem in the model fit is encountered because the running process takes several minutes.
In maxit
Logistic regression and Poisson regression
models can require many iterations, particularly if the starting value of the
regression constant is far away from its actual value that the GLM
is trying to estimate. In consequence we often set maxit=30
but depending on the nature of the models you wish to fit, you may wish
to be alerted much more quickly than this if there is a delay in convergence,
or you may wish to allow more iterations.
Server functions called: glmSLMADS1
, glmSLMADS2
, glmSLMADS.assign
The serverside aggregate functions glmSLMADS1
and glmSLMADS2
return
output to the clientside, while the assign function glmSLMADS.assign
simply writes
the glm object to the serverside
created by the model fit on a given server as a permanent object on that same server.
This is precisely
the same as the glm object that is usually created by a call to glm() in native R and it
contains all the same elements (see help for glm in native R). Because it is a serverside
object, no disclosure blocks apply. However, such disclosure blocks do apply to the information
passed to the clientside. In consequence, rather than containing all the components of a
standard glm object in native R, the components of the glm object that are returned by
ds.glmSLMA
include: a mixture of non-disclosive elements of the glm object
reported separately by study included in a list object called output.summary
; and
a series of other list objects that represent inferences aggregated across studies.
the study specific items include:
coefficients
: a matrix with 5 columns:
First: the names of all of the regression parameters (coefficients) in the model
second: the estimated values
third: corresponding standard errors of the estimated values
fourth: the ratio of estimate/standard error
fifth: the p-value treating that as a standardised normal deviate
family
: indicates the error distribution and link function used
in the GLM.
formula
: model formula, see description of formula as an input parameter (above).
df.resid
: the residual degrees of freedom around the model.
deviance.resid
: the residual deviance around the model.
df.null
: the degrees of freedom around the null model (with just an intercept).
dev.null
: the deviance around the null model (with just an intercept).
CorrMatrix
: the correlation matrix of parameter estimates.
VarCovMatrix
: the variance-covariance matrix of parameter estimates.
weights
: the name of the vector (if any) holding regression weights.
offset
: the name of the vector (if any) holding an offset (enters glm with a
coefficient of 1.00).
cov.scaled
: equivalent to VarCovMatrix
.
cov.unscaled
: equivalent to VarCovMatrix but assuming dispersion (scale)
parameter is 1.
Nmissing
: the number of missing observations in the given study.
Nvalid
: the number of valid (non-missing) observations in the given study.
Ntotal
: the total number of observations in the given study
(Nvalid
+ Nmissing
).
data
: equivalent to input parameter dataName
(above).
dispersion
: the estimated dispersion parameter: deviance.resid/df.resid for
a gaussian family multiple regression model, 1.00 for logistic and poisson regression.
call
: summary of key elements of the call to fit the model.
na.action
: chosen method of dealing with missing values. This is
usually, na.action = na.omit
- see help in native R.
iter
: the number of iterations required to achieve convergence
of the glm model in each separate study.
Once the study-specific output has been returned, ds.glmSLMA
returns a series of lists relating to the aggregated inferences across studies.
These include the following:
num.valid.studies
: the number of studies with valid output
included in the combined analysis
betamatrix.all
: matrix with a row for each regression coefficient
and a column for each study reporting the estimated regression coefficients
by study.
sematrix.all
: matrix with a row for each regression coefficient
and a column for each study reporting the standard errors of the estimated
regression coefficients by study.
betamatrix.valid
: matrix with a row for each regression coefficient
and a column for each study reporting the estimated regression coefficients
by study but only for studies with valid output (eg not violating disclosure traps)
sematrix.all
: matrix with a row for each regression coefficient
and a column for each study reporting the standard errors of the estimated
regression coefficients by study but only for studies with valid output
(eg not violating disclosure traps)
SLMA.pooled.estimates.matrix
: a matrix with a row for each
regression coefficient and six columns. The first two columns contain the
pooled estimate of each regression coefficients and its standard error with
pooling via random effect meta-analysis under maximum likelihood (ML). Columns
3 and 4 contain the estimates and standard errors from random effect meta-analysis
under REML and columns 5 and 6 the estimates and standard errors under fixed
effect meta-analysis. This matrix is only returned if the
argument combine.with.metafor is set to TRUE. Otherwise, users can take
the betamatrix.valid
and sematrix.valid
matrices and enter
them into their meta-analysis package of choice.
is.object.created
and validity.check
are standard
items returned by an assign function when the designated newobj appears to have
been successfuly created on the serverside at each study. This output is
produced specifically by the assign function glmSLMADS.assign
that writes
out the glm object on the serverside
Paul Burton, for DataSHIELD Development Team 07/07/20
## Not run: ## Version 6, for version 5 see Wiki # Connecting to the Opal servers require('DSI') require('DSOpal') require('dsBaseClient') # Example 1: Fitting GLM for survival analysis # For this analysis we need to load survival data from the server builder <- DSI::newDSLoginBuilder() builder$append(server = "study1", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "SURVIVAL.EXPAND_NO_MISSING1", driver = "OpalDriver") builder$append(server = "study2", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "SURVIVAL.EXPAND_NO_MISSING2", driver = "OpalDriver") builder$append(server = "study3", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "SURVIVAL.EXPAND_NO_MISSING3", driver = "OpalDriver") logindata <- builder$build() # Log onto the remote Opal training servers connections <- DSI::datashield.login(logins = logindata, assign = TRUE, symbol = "D") # Fit the GLM # make sure that the outcome is numeric ds.asNumeric(x.name = "D$cens", newobj = "EVENT", datasources = connections) # convert time id variable to a factor ds.asFactor(input.var.name = "D$time.id", newobj = "TID", datasources = connections) # create in the server-side the log(survtime) variable ds.log(x = "D$survtime", newobj = "log.surv", datasources = connections) ds.glmSLMA(formula = EVENT ~ 1 + TID + female * age.60, dataName = "D", family = "poisson", offset = "log.surv", weights = NULL, checks = FALSE, maxit = 20, datasources = connections) # Clear the Datashield R sessions and logout datashield.logout(connections) # Example 2: run a logistic regression without interaction # For this example we are going to load another type of data builder <- DSI::newDSLoginBuilder() builder$append(server = "study1", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "CNSIM.CNSIM1", driver = "OpalDriver") builder$append(server = "study2", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "CNSIM.CNSIM2", driver = "OpalDriver") builder$append(server = "study3", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "CNSIM.CNSIM3", driver = "OpalDriver") logindata <- builder$build() # Log onto the remote Opal training servers connections <- DSI::datashield.login(logins = logindata, assign = TRUE, symbol = "D") # Fit the logistic regression model mod <- ds.glmSLMA(formula = "DIS_DIAB~GENDER+PM_BMI_CONTINUOUS+LAB_HDL", dataName = "D", family = "binomial", datasources = connections) mod #visualize the results of the model # Example 3: fit a standard Gaussian linear model with an interaction # We are using the same data as in example 2. It is not necessary to # connect again to the server mod <- ds.glmSLMA(formula = "PM_BMI_CONTINUOUS~DIS_DIAB*GENDER+LAB_HDL", dataName = "D", family = "gaussian", datasources = connections) mod # Clear the Datashield R sessions and logout datashield.logout(connections) ## End(Not run)
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