Dataset Information

Estimating Multilevel Models on Data Streams.

ABSTRACT: Social scientists are often faced with data that have a nested structure: pupils are nested within schools, employees are nested within companies, or repeated measurements are nested within individuals. Nested data are typically analyzed using multilevel models. However, when data sets are extremely large or when new data continuously augment the data set, estimating multilevel models can be challenging: the current algorithms used to fit multilevel models repeatedly revisit all data points and end up consuming much time and computer memory. This is especially troublesome when predictions are needed in real time and observations keep streaming in. We address this problem by introducing the Streaming Expectation Maximization Approximation (SEMA) algorithm for fitting multilevel models online (or "row-by-row"). In an extensive simulation study, we demonstrate the performance of SEMA compared to traditional methods of fitting multilevel models. Next, SEMA is used to analyze an empirical data stream. The accuracy of SEMA is competitive to current state-of-the-art methods while being orders of magnitude faster.

SUBMITTER: Ippel L

PROVIDER: S-EPMC6373343 | biostudies-literature | 2019 Mar

REPOSITORIES: biostudies-literature

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Estimating Multilevel Models on Data Streams.

Ippel L L Kaptein M C MC Vermunt J K JK

Psychometrika 20190122 1

Social scientists are often faced with data that have a nested structure: pupils are nested within schools, employees are nested within companies, or repeated measurements are nested within individuals. Nested data are typically analyzed using multilevel models. However, when data sets are extremely large or when new data continuously augment the data set, estimating multilevel models can be challenging: the current algorithms used to fit multilevel models repeatedly revisit all data points and ...[more]

PMID: 30671789

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Project description:BACKGROUND:Objective behavioral markers of mental illness, often recorded through smartphones or wearable devices, have the potential to transform how mental health services are delivered and to help users monitor their own health. Linking objective markers to illness is commonly performed using population-level models, which assume that everyone is the same. The reality is that there are large levels of natural interindividual variability, both in terms of response to illness and in usual behavioral patterns, as well as intraindividual variability that these models do not consider. OBJECTIVE:The objective of this study was to demonstrate the utility of splitting the population into subsets of individuals that exhibit similar relationships between their objective markers and their mental states. Using these subsets, "group-personalized" models can be built for individuals based on other individuals to whom they are most similar. METHODS:We collected geolocation data from 59 participants who were part of the Automated Monitoring of Symptom Severity study at the University of Oxford. This was an observational data collection study. Participants were diagnosed with bipolar disorder (n=20); borderline personality disorder (n=17); or were healthy controls (n=22). Geolocation data were collected using a custom Android app installed on participants' smartphones, and participants weekly reported their symptoms of depression using the 16-item quick inventory of depressive symptomatology questionnaire. Population-level models were built to estimate levels of depression using features derived from the geolocation data recorded from participants, and it was hypothesized that results could be improved by splitting individuals into subgroups with similar relationships between their behavioral features and depressive symptoms. We developed a new model using a Dirichlet process prior for splitting individuals into groups, with a Bayesian Lasso model in each group to link behavioral features with mental illness. The result is a model for each individual that incorporates information from other similar individuals to augment the limited training data available. RESULTS:The new group-personalized regression model showed a significant improvement over population-level models in predicting mental health severity (P<.001). Analysis of subgroups showed that different groups were characterized by different features derived from raw geolocation data. CONCLUSIONS:This study demonstrates the importance of handling interindividual variability when developing models of mental illness. Population-level models do not capture nuances in how different individuals respond to illness, and the group-personalized model demonstrates a potential way to overcome these limitations when estimating mental state from objective behavioral features.

Dataset Information

Estimating Multilevel Models on Data Streams.

Publications

Estimating Multilevel Models on Data Streams.

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