# Specifying cluster-level model in SUMMER for mortality estimation

#### Zehang Richard Li

#### 2025-01-04

In this vignette, we will describe different ways to specify the cluster-level model for U5MR estimation. We first load the package and an example dataset `DemoData`, which contains model survey data provided by DHS. Note that this data is simulated and does not represent any real country’s data.

    library(SUMMER)
    library(dplyr)
    data(DemoData)

For this simulated dataset, the strata variable is coded as region crossed by urban/rural status. For our analysis with urban/rural stratified model, we first construct a new strata variable that contains only the urban/rural status, i.e., the additional stratification within each region.

    for (i in 1:length(DemoData)) {
        strata <- DemoData[[i]]$strata
        DemoData[[i]]$strata[grep("urban", strata)] <- "urban"
        DemoData[[i]]$strata[grep("rural", strata)] <- "rural"
    }
    counts.all <- NULL
    for (i in 1:length(DemoData)) {
        vars <- c("clustid", "strata", "region", "time", "age")
        counts <- getCounts(DemoData[[i]][, c(vars, "died")], variables = "died", by = vars,
            drop = TRUE)
        counts <- counts %>%
            mutate(cluster = clustid, years = time, Y = died)
        counts$survey <- names(DemoData)[i]
        counts.all <- rbind(counts.all, counts)
    }
    periods <- c("85-89", "90-94", "95-99", "00-04", "05-09", "10-14")

The `DemoData` includes \(5\) surveys. We index surveys by \(k = 1, ..., 5\). The sampling frame that was used for survey \(k\), will be denoted by \(r[k]\). For example, if the first \(3\) surveys are based on the first sampling frame and the next \(2\) surveys are based on the second sampling frame, then \(r = [1, 1, 1, 2, 2]\). When only one survey is used, the \(k\) index can be dropped in all formulas below.

We assume a discrete hazards model described in Mercer et al. (2015). We use discrete time survival analysis to estimate age-specific monthly probabilities of dying in user-defined age groups. We assume constant hazards within the age bands. The default choice uses the monthly age bands \[[0, 1), [1, 12), [12, 24), [24, 36), [36, 48), [48, 60)\] for U5MR and they can be easily specified by the user. The U5MR for area \(i\) and time \(t\) can be calculated as, \[\begin{equation} \widehat{p}_{it}^{\texttt{HT}} = {}_{60}{\widehat{q}}^{it}_{0} = 1 - \prod_{a = 1}^6 \left( 1 - {}_{n_a}{\widehat{q}}^{it}_{x_a}\right), \end{equation}\] where \(x_a\) and \(n_a\) are the start and end of the \(a\)-th age group, and \({}_{n_a}{q}^{it}_{x_a}\) is the probability of death in age group \([x_a, x_a + n_a)\) in area \(i\) and time \(t\), with \({}_{n_a}{\widehat{q}}^{it}_{x_a}\) the estimate of this quantity. This calculation follows the synthetic cohort life table approach in which mortality probabilities for each age segments based on real cohort mortality experience are combined.

For cluster-level modeling, we consider a beta-binomial model for the probability (hazard) of death from month \(m\) to \(m+1\) in survey \(k\) and at cluster \(c\) in year \(t\). This model allows for overdispersion relative to the binomial model. Assuming constant hazards within age bands, we assume the number of deaths occurring within age band \(a[m]\), in cluster \(c\), time \(t\), and survey \(k\) follow the beta-binomial distribution, \[\begin{equation}\label{eq:BB1-age} Y_{a[m],k,c,t} ~|~ p_{a[m],k,c,t} \sim \mbox{BetaBinomial}\left(~ n_{a[m],k,c,t}~,~ p_{m,k,c,t}~,d~ \right), \end{equation}\] where \(p_{m,k,c,t}\) is the monthly hazard at \(m\)-th month of age, in cluster \(c\), time \(t\), and survey \(k\) and \(d\) is the overdispersion parameter.

In the likelihood model, \(n_{a[m],k,c,t}\) is a known constant. The default prior for \(d\) is \[ \mbox{logit}(d) \sim N(0, \sqrt{1/0.4}) \] The mean and precision of the normal prior can be modified by specifying the `overdisp.mean` and `overdisp.prec` arguments.

## Specifying the latent logistic model

For simplicity of notation, we will consider within-region stratification by urban/rural status in this vignette. In SUMMER, more than two levels of stratification is automatically allowed when `strata` variable in the input data frame contains more unique values. Under the urban/rural stratification, the most general form of the latent logistic model we use is, \[\begin{align} p_{m,k,c,t} =& \mbox{expit}( \alpha_{m,c,k,t} + \epsilon_t + b_k),\\ \nonumber \alpha_{m,k,c,t} =& \beta_{a[m],r[k],t}I(s_c \in \mbox{ rural }) + \gamma_{a[m],r[k],t} I(s_c \in \mbox{ urban }) \\ &\;+ S_{i[s_c]} + e_{i[s_c]} +\delta_{i[s_c],t} + \mbox{BIAS}_{k,t}. \label{eq:pred} \end{align}\]

We will break down the terms next.

### Sharing information across age groups

In the temporal model, we usually would like to share some information across different age groups. This requires specifying a reduced group of age bands for some component. We use \(a^{*}[m]\) here to differentiate from the age bands used in the hazard likelihood. The default choice for U5MR in the package is \[\begin{equation} a^{*}[m] = \left\{ \begin{array}{ll} 1 & \mbox{if }m=0,\\ 2 & \mbox{if }m=1,\dots,11, \\ 3 & \mbox{if }m=12,\dots,59. \end{array} \right. \label{eq:astar} \end{equation}\] The \(a[m]\) are specified in `age.group` argument, and the size of each age group is specified in `age.n` argument. The reduced mapping \(a^{*}[m]\) is specified in `age.time.group` argument.

### Survey fixed effect

We include a survey fixed effect \(b_k\) with the constraint \(\sum_{k} b_k \mathbf{1}_{r[k] = r} = 0\) for each sampling frame \(r\), so that the main temporal trends are identifiable for each sampling frame. The \(b_k\) terms are not included in the prediction, i.e., they are set to zero. If we ignore any survey-specific difference, we can remove the \(b_k\) term by setting `survey.effect = FALSE`.

### Unstructured temporal effect

The \(\epsilon_t\) are unstructured temporal effects that allow for perturbations over time. It is a contextual choice whether they are used in predictions. By default, when applying `getSmoothed()` to a fitted cluster-level model, \(\epsilon_t\) are not included in the predictions. They can be included by specifying `include.time.unstruct = TRUE`.

### Structured temporal effect

The temporal main effects are specified for urban and rural stratum seperately with \(\beta_{a^{*}[m],r[k],t}\) and \(\gamma_{a^{*}[m],r[k],t}\). These effects are also specific to each sampling frame \(r\), as the definition of urban and rural usually change across different sampling frames.

We do not share any information across frames currently in SUMMER, thus all terms specific to different sampling frames are modeled as independent a priori.

The age-frame-stratum-specific temporal effects can be modelled by a first order random walk (RW1), second order frandom walk (RW2), or first order autoregressive process (AR1). In all cases, we apply a sum-to-zero constraint on the random walk or autoregressive process and include an explicit intercept for the full age groups \(a\) (instead of \(a^{*}\). For example, \[ \beta_{a, r, t} = \beta_{a, r, 0} + \beta^{*}_{a^{*}, r, t} \] where \(\sum_t \beta^{*}_{a, r, t} = 0\). For RW1 and AR1 model, we include an additional linear trend by default, so that \[ \beta_{a, r, t} = \beta_{a, r, 0} + \tilde{\beta}_{a^{*}, r}t + \beta^{*}_{a^{*}, r, t} \] We will discuss the modeling of the linear trend later. First, we start with the default RW2 model.

#### No urban/rural effect

In the simplest case, we can let \(\beta_{a,r,t} = \gamma_{a, r, t}\). This can be achieved by setting `strata` variable of the input data frame to be all NA.

    counts.all.no.strat <- counts.all
    counts.all.no.strat$strata <- NA
    fit1 <- smoothCluster(data = counts.all.no.strat, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), time.model = "rw2", survey.effect = TRUE, strata.time.effect = FALSE)
    rownames(fit1$fit$summary.fixed)

    ## [1] "age.intercept0"     "age.intercept1-11"  "age.intercept12-23"
    ## [4] "age.intercept24-35" "age.intercept36-47" "age.intercept48-59"

We can see the fixed effects include only the six elements \(\beta_{1, r, 0}, ..., \beta_{6, r, 0}\).

#### Time-invariant urban/rural effect

We can also specify the random effects \(\beta^{*}_{a^{*},r,t} = \gamma^{*}_{a^{*}, r, t} + \Delta\). This

This can be specified by setting `strata.time.effect = FALSE`.

    fit2 <- smoothCluster(data = counts.all, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), survey.effect = TRUE, strata.time.effect = FALSE)
    rownames(fit2$fit$summary.fixed)

    ## [1] "age.intercept0"     "age.intercept1-11"  "age.intercept12-23"
    ## [4] "age.intercept24-35" "age.intercept36-47" "age.intercept48-59"

Now the fixed effects include the six elements \(\beta_{1, r, 0}, ..., \beta_{6, r, 0}\) for the urban strata, six elements \(\gamma_{1, r, 0}, ..., \gamma{6, r, 0}\) for the rural strata and a constant urban/rural effect for the random effect difference.

#### Time-varying urban/rural effect

A more flexible and usually reasonable model is to assume each stratum have indepent age-specific trends, i.e., \(\beta^{*}_{a^{*},r,t}\) and \(\gamma^{*}_{a^{*}, r, t}\) each follow its own trends.

    fit3 <- smoothCluster(data = counts.all, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), survey.effect = TRUE, strata.time.effect = TRUE)
    rownames(fit3$fit$summary.fixed)

    ##  [1] "age.intercept0:rural"     "age.intercept1-11:rural"
    ##  [3] "age.intercept12-23:rural" "age.intercept24-35:rural"
    ##  [5] "age.intercept36-47:rural" "age.intercept48-59:rural"
    ##  [7] "age.intercept0:urban"     "age.intercept1-11:urban"
    ##  [9] "age.intercept12-23:urban" "age.intercept24-35:urban"
    ## [11] "age.intercept36-47:urban" "age.intercept48-59:urban"

We can check now that there are in total \(42\) structured temporal random effect terms, corresponding to \(3\) urban time series and \(3\) rural time series.

    nrow(fit3$fit$summary.random$time.struct)

    ## [1] 42

#### Linear trend

As mentioned before, for RW1 and AR1 model, by default we include an additional linear trend by default, so that \[ \beta_{a, r, t} = \beta_{a, r, 0} + \tilde{\beta}_{a^{*}, r}X_t + \beta^{*}_{a^{*}, r, t} \] The linear trend is modelled as a fixed effect for a rescaled time index variable \(X_t = (t - T/2) / (T - 1)\). That is, the coefficient \(\tilde{\beta}\) should be interpreted as unit change on the logit scale comparing the last to the first time period.

    fit4 <- smoothCluster(data = counts.all, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), time.model = "ar1", survey.effect = TRUE, strata.time.effect = TRUE)
    rownames(fit4$fit$summary.fixed)

    ##  [1] "time.slope.group1"        "time.slope.group2"
    ##  [3] "time.slope.group3"        "time.slope.group4"
    ##  [5] "time.slope.group5"        "time.slope.group6"
    ##  [7] "age.intercept0:rural"     "age.intercept1-11:rural"
    ##  [9] "age.intercept12-23:rural" "age.intercept24-35:rural"
    ## [11] "age.intercept36-47:rural" "age.intercept48-59:rural"
    ## [13] "age.intercept0:urban"     "age.intercept1-11:urban"
    ## [15] "age.intercept12-23:urban" "age.intercept24-35:urban"
    ## [17] "age.intercept36-47:urban" "age.intercept48-59:urban"

The \(6\) additional linear trends are included in the fixed effect. To see which slope correspond to which age-stratum pairs, we can inspect the `slope.fixed.output` field in the returned object.

    fit4$slope.fixed.output

    ## $time.slope.group1
    ## [1] "0:rural"
    ##
    ## $time.slope.group2
    ## [1] "1-11:rural"
    ##
    ## $time.slope.group3
    ## [1] "12-23:rural" "24-35:rural" "36-47:rural" "48-59:rural"
    ##
    ## $time.slope.group4
    ## [1] "0:urban"
    ##
    ## $time.slope.group5
    ## [1] "1-11:urban"
    ##
    ## $time.slope.group6
    ## [1] "12-23:urban" "24-35:urban" "36-47:urban" "48-59:urban"

The linear trend term can also be set to \(0\) by setting `linear.trend = FALSE`

    fit5 <- smoothCluster(data = counts.all, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), time.model = "ar1", survey.effect = TRUE, strata.time.effect = TRUE,
        linear.trend = FALSE)
    rownames(fit5$fit$summary.fixed)

    ##  [1] "age.intercept0:rural"     "age.intercept1-11:rural"
    ##  [3] "age.intercept12-23:rural" "age.intercept24-35:rural"
    ##  [5] "age.intercept36-47:rural" "age.intercept48-59:rural"
    ##  [7] "age.intercept0:urban"     "age.intercept1-11:urban"
    ##  [9] "age.intercept12-23:urban" "age.intercept24-35:urban"
    ## [11] "age.intercept36-47:urban" "age.intercept48-59:urban"

#### Shared Linear trend

We can also enforce shared linear trends across all age groups, though this is usually too strong an assumption, i.e., \[ \beta_{a, r, t} = \beta_{a, r, 0} + \tilde{\beta}_{r}t + \beta^{*}_{a^{*}, r, t} \]

    fit6 <- smoothCluster(data = counts.all, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), time.model = "ar1", survey.effect = TRUE, strata.time.effect = TRUE,
        linear.trend = TRUE, common.trend = TRUE)
    rownames(fit6$fit$summary.fixed)

    ##  [1] "time.slope"               "age.intercept0:rural"
    ##  [3] "age.intercept1-11:rural"  "age.intercept12-23:rural"
    ##  [5] "age.intercept24-35:rural" "age.intercept36-47:rural"
    ##  [7] "age.intercept48-59:rural" "age.intercept0:urban"
    ##  [9] "age.intercept1-11:urban"  "age.intercept12-23:urban"
    ## [11] "age.intercept24-35:urban" "age.intercept36-47:urban"
    ## [13] "age.intercept48-59:urban"

The \(6\) additional linear trends are included in the fixed effect. To see which slope correspond to which age-stratum pairs, we can inspect the `slope.fixed.output` field in the returned object.

    fit6$slope.fixed.output

    ## $time.slope.group1
    ## [1] "0:rural"
    ##
    ## $time.slope.group2
    ## [1] "1-11:rural"
    ##
    ## $time.slope.group3
    ## [1] "12-23:rural" "24-35:rural" "36-47:rural" "48-59:rural"
    ##
    ## $time.slope.group4
    ## [1] "0:urban"
    ##
    ## $time.slope.group5
    ## [1] "1-11:urban"
    ##
    ## $time.slope.group6
    ## [1] "12-23:urban" "24-35:urban" "36-47:urban" "48-59:urban"

### Spatial effects

The spatial effects are assumed to be shared across all age groups and strata. The \(S_{i[s_c]} + e_{i[s_c]}\) terms correspond to the sum of a structured spatial effect and an unstructured effect for each area. It is parameterized with a BYM2 model described in Riebler et al. (2016).

### Space-time interaction effects

The space-time interaction term \(\delta_{it}\) are modelled with the type I to IV interactions of the chosen temporal model and the ICAR or independent model in space. The four types of models are described in Knorr-Held (2000) . The specification of type I to IV interactions is through the argument `type.st`.

We can further include random slopes in the space-time interaction terms, i.e., \[ \delta_{it} = \rho_i X_t + \delta^{*}_{it} \] where \(\delta^{*}\) is the usual type I to IV interactions and the time covariate \(X_t\) is rescaled to be -0.5 to 0.5, so that the random slope can be interpreted as the total deviation from the main trend from the first year to the last year to be projected, on the logit scale.

The random slopes are included when user specifies their hyperprior `pc.st.slope.alpha` and`pc.st.slope.u`. For example, the following model specifies a type IV interaction between AR1 in time and ICAR in space, with region-specific random slope in time, with PC prior such that \[ Prob(|\rho_i| > 2) = 0.1 \] The main temporal random effect is set to be a second order random walk.

    fit6 <- smoothCluster(data = counts.all, Amat = DemoMap$Amat, family = "betabinomial",
        year.label = c(periods, "15-19"), survey.effect = TRUE, strata.time.effect = TRUE,
        linear.trend = FALSE, time.model = "rw2", st.time.model = "ar1", pc.st.slope.u = 2,
        pc.st.slope.alpha = 0.1)

The random slopes can be extracted from

    fit6$fit$summary.random$st.slope.id[, c(1:3)]

    ##   ID  mean   sd
    ## 1  1  0.05 0.30
    ## 2  2  0.11 0.30
    ## 3  3  0.12 0.31
    ## 4  4 -0.28 0.33

### Hyperpriors

By default, all hyperpriors are assumed to be PC priors. The hyperprior arguments start with `pc.`. Their definition can be easily found in the help file.

### References

Knorr-Held, Leonhard. 2000. “Bayesian Modelling of Inseparable Space-Time Variation in Disease Risk.” Statistics in Medicine 19: 2555–67.
Mercer, Laina D, Jon Wakefield, Athena Pantazis, Angelina M Lutambi, Honorati Masanja, and Samuel Clark. 2015. “Small Area Estimation of Childhood Mortality in the Absence of Vital Registration.” Annals of Applied Statistics 9: 1889–1905.
Riebler, Andrea, Sigrunn H Sørbye, Daniel Simpson, and Håvard Rue. 2016. “An Intuitive Bayesian Spatial Model for Disease Mapping That Accounts for Scaling.” Statistical Methods in Medical Research 25: 1145–65.