Partial Likelihood estimation of IRT models for censored lifetime outcomes:

an application to the ESEMeD Surveys

Background
Lifetime prevalences (i.e. the proportion of the population fulfilling a
diagnostic at any time in life) encompass highly valuable information in
epidemiologic studies about mental disorders, their relationships, duration
and severity, and environmental factors. Such information is capital for
describing and explaining the distribution of mental pathologies during
development, as well as for studying sequences of disorder co-occurrence
(multimorbodity) or the beginning of symptoms with shared etiopathogeny.
Longitudinal studies are the ideal design for establishing these relationships,
as they would allow survival-analytic approaches of the onset of mental
disorders. However, longitudinal designs are difficult to implement and
challenging when seeking a representative sampling.
Given these problems, most epidemiologic information on mental heath is
estimated from cross-sectional samples, which is an efficient data gathering
design when trying to achieve a population representative sample. However,
this design makes impossible to follow an individual until the appearance of a
disorder. A common compromise consists in collecting disorder onset
information retrospectively, but the moment of first exposure varies from
individual to individual, as it starts at different times. As a result, for certain
observations, a part of the exposure period might occur after the interview,
so that the observed disorder onset is right-censored.

Let y be a dichotomous variable indicating the presence (y 1) or absence

(y 0) of a lifetime event (i.e. a mental disorder, or a symptom) at any
moment in the entire life. In a cross sectional sample, an absent outcome at
the time of the interview can appear later on. But at the moment of the
interview, what is really observed is y*, a censored version of y, referring to
the presence of events until the moment when the cross-sectional sample
was taken. Lifetime prevalence P(y=1) is the true quantity that we would
like to know. Given that time at risk might continue after the interview,
P(y=1) > P(y*=1), and thus true lifetime prevalence is underestimated.
Even though this problem aggravates when the focus is on estimating the
joint prevalences of several outcomes (e.g. multi-morbidity) (Kraemer,
Wilson, & Hayward, 2006), most studies about lifetime mental disorders
have been conducted as if complete data were obtained (Kessler et al.,
2003; Alonso et al., 2004; Khan, Jacobson, Gardner, Prescott, & Kendler,
2005; Kovess-Masfety et al., 2007; Herman et al., 2009; Wells, McGee,
Baxter, Agnew, & Kokaua, 2009).
Thus, the degree to which empirically obtained lifetime prevalences
approximate the true population values is unknown: in order to correct
censoring bias it is necessary to incorporate a method that takes into
account the censoring of what in the survival analyses terminology is known
as failure times in parameter estimation. In recent years, it has been
proposed to use a non parametric actuarial survival function to project
lifetime risk up to a certain age (Karam et al., 2008, Kessler et al, 2005,
Kessler et al, 2007, Lee et al, 2007, Medina-Mora et al. 2007; Merikangas et
al. 2007; Stein et al. 2008). Even though this method has been shown to
recover actual prevalences accurately (Singer & Willet, 1993), it has some
drawbacks stemming from its non-parametric survival approach. The

actuarial survival method considers independence among events and

corrects only univariate prevalences. As a consequence, the technique
leaves aside questions such as joint event realizations and the quantification
or explanation of the relationships between events. Some authors have
proposed models that take into account censored data (Muthn, 1989; Shi &
Lee, 1997) when modelling correlated events, mainly through the use of
unobserved traits. However, these techniques focus on correcting the
estimates of the latent trait, but do not provide the means to correct for
censoring bias in prevalence estimates.
In this paper we propose a Partial Likelihood method to estimate Item
Response Theory models (IRT) of event onset based on cross-sectional
samples. This procedure yields the corrected marginal probabilities of a set
of events occurring at different times, but governed by common latent traits,
such as vulnerability to mental disorders or symptoms. The methodology is
based on an unobserved diathesis trait (Clark & Watson, 1991) causing the
events.
The remaining of the paper is organized as follows: the methodology is
proposed in section 2. Section 3 presents a simulation study where Partial
Likelihood (PL) is compared to other methodologies when modelling censored
data. In Section 4 the model is applied to a representative sample of the
population to assess mental health data. Finally, we discuss the model and
make some concluding remarks in Section 5.
2. Statistical model
The modelling strategy herein proposed is an application of an Item
Response Theory model to a data structure describing the observed
incomplete binary data. The model is based in two tenets: 1) that a

mechanism linking the events (i.e. psychiatric disorders) with unobservable

traits exists, and 2) that censorship issues arise because of insufficient
observation of individuals exposure time to a certain event.
Modelling the occurrence of events using IRT models with complete data
Let j be one of J events that might occur at any moment during a
predefined exposure period (the time period when the individual is at risk of
developing the event). Some examples of events of interest are presence of
mental disorders or the symptoms under a syndrome. The presence of each
event is explored retrospectively at a terminal point of the study C, which is
the time when the individuals are assessed. Let yij be the dichotomous
outcome variable, coded 1 if the event has occurred up to the moment C and
0 otherwise. We consider a number of correlated events, and we assume that
the exposure of the individuals to event j is of fixed duration Dj.
Let j be a latent trait with distribution N 0,1 governing the occurrence of
an event j during the complete exposure time Dj. In our case, which concerns
modelling the presence of psychopathology, this latent trait can be
understood as person vulnerability to develop a certain disorder or symptom;
the existence of such propensity, often labelled diathesis, has been
theoretically argued by other authors (Clark & Watson, 1991; Krueger &
Finger, 2001).
Given ij for individual i we can model the probability of observing an
event during the entire period of exposure given the value of the individual
in the trait, ij , as:

Pij yij 1

ij

( j )

ij

where is a link function, which can be assumed normal or logistic, and

j and j are parameters indicating outcome intercept and slopes,
respectively. When using a logistic link, equation (1) is the expression of the
IRT 2-parameter logistic model. With the assumption that the individual score
on a latent variable ij remains constant during the entire period of
observation, the standard likelihood of an event as a function of model
parameters , provided that the individual has been observed during the full
time of exposure, becomes:
Lij Pij

y ij

1 Pij

( 1 y ij )

Assuming local independence conditional on ij , the exact likelihood function across

individuals and events becomes:
N

L Pij
i 1 j 1

y ij

1 Pij

( 1 y ij )

which can be estimated by Marginal Maximum Likelihood.

Right censoring of event exposure periods in cross sectional designs
Notice that unbiased parameter estimation with equations and requires that
the exposures periods are fully observed. However, when using a crosssectional retrospective designs, observations are censored, as the events
taking place beyond the interview time C are not available. This censorship
structure corresponds to a generalized Type I censoring (Klein &
Moeschberger, 2003): individuals enter the study at different times and the
terminal point C is predetermined by the investigator. Without loss of
generality, we assumed that C, the time of the interview, is the same for all
individuals. It is further assumed that the censorship is not related to the
realization of y ij (this is, censoring is non-informative).

Along with the event presence at C, we also code Tij , the age of the
individual i at the moment of occurrence of the event j, and Ai the age of the
individual at C. In this fashion, the exact moment when the event occurs is
not observed, but it is known to be in one of the m j discrete age intervals of
t jl 1 ,t jl ,...,

t jm 1,t jm . As
exposure of equal length units u, t jo ,t j 1 , t j 1 ,t j 2 ,...,
regards the exposure period, the initial observation time tj0 is the age when
individuals are first considered to be at risk of the event j, and tjm is the age
when there is no further risk of the event. The moments tj0 and tjm define the
duration of the exposure time, and can be decided on theoretical
considerations or based on sample information. The individual is not
considered to be at risk outside the exposure period, so that Tij <tjm and Dj
tjm-tj0 u mj.
Whenever the event occurs during the period of exposure, it is either up to
the age of interview, Tij [tj(l-1), tjl), Tij < Ai , or it is right-censored (Tij>Ai). For
each subject i we either we observe the event during the initial
Rij ( Ai t j 0 ) / u 1 age intervals of nj, which span from [tj0, tjm], 1< Rij < mj
or it is right censored at Ai. For the i th individual, let Oij ,Rij 1 if the event
occurs within the interval 1,Rij , and Oij ,Rij 0 if it is censored.
As eq. assumes that for any i,j , Oij ,Rij 1, without taking into account into
account the existence of Oij ,Rij 0 cases, the marginal probabilities of the
j are considered free from censorship bias:
events (i.e. lifetime prevalences)

j y j 1 N 1 i 1 P yij f 1 d
N

Bivariate prevalences between pairs of outcomes can be computed using:

jj ' y j 1,y j ' 1

N 1 i 1 P y ij 1, yij ' f 1 d

Notice that, under the assumption of local independence, the J-variate

outcome distributions can be expressed as products of their univariate
distributions.
In the censoring case, a population of size N can be divided in two
subsets. The first one, the complete information subset i C of size N C , that
contains individuals with y ij 1 and individuals with y ij 0 and Rij m j .
Otherwise, the case is censored and therefore, pertains to a incomplete
information subset i I , with size N I . Equation can be re-expressed as:

NC

j y j 1 N 1

P yiC j f 1 d

i C 1

NI

y
i I 1

i I j f 1 d

Eq can be re-expressed similarly.

Consequently, when ignoring censorship P yi I j 1

0 , the second term

of the equation is cancelled, causing a downward bias that accrues as the

ratio

NI
approaches 1. This ratio involves a nuisance parameter depending on
N I NC

the distribution of event onset times of the events as well as on the age distribution of
the individuals and the proportion of negative events at C. The effect of these
parameters is more critical as the number of joint events considered in the
prevalence estimates increases, because outcome probabilities become zero
whenever the information for any j is incomplete.
Correcting censorship bias with a pseudo partial likelihood approach

The exact likelihood in eq is affected by the presence of censorship induced by the

retrospective design. Given that the random variables (Oij ,Rij ,Rij ) are completely

determined by (Tij, Ai), the set Oij ,Rij 1,Rij

is equivalent to observing yij 1

at some point within the interval t j 0 , A i ; and the set

0,Rij

ij ,Rij

is

equivalent to yij 0 and censoring at age Ai . Notice that when censorships is

likely to appear, cases

estimate the model

contrary, cases
t j 0 , A i

ij ,Rij

ij ,Rij

1,Rij provide all available information to

about the realization in the interval t j 0 ,t j m . On the

0,Rij

only provide information for the age interval

but are still at risk for a period in the interval

instance, direct parameter estimation with

A ,t
i

jm

. In this

overestimates Pij yij 0

ij

Thus, it is necessary to correct the exact likelihood function in order to take into
account that the probability of negative cases at the C is greater or equal than that at
the end of the exposure time.
Cox (1975) introduced a method for correcting the standard maximum likelihood when
estimating time-to-event models affected by nuisance parameters (Cox, 1975, Binder,
1992,

Lin,

1994;

Lin

And

Ying,

2003).

Under

Cox

regression

model

f ( x | z ) f0 ( x )exp( z ) of a variable X (failure time of an event) on P covariates z with

a vector of regression coefficients , if the data is censored at time Ci,, the failure times
are not totally observed, impeding parameter estimation. Cox defines T%
i =min (Xi, Ci)

and a weighting function I (TiCi). Then, the data consists of triplets ( T%

i ,I, zi). In order
to estimate parameters Cox a partial log-likelihood estimator, of the form:
T

l ( ) i T z i log( g(T% T%
i )exp( z i )
i

which proceeds by estimating for each case and then maximizing the loglikelihood equation.
Eq. describes the log-likelihood as function of the data, the parameters and
the failure status of the individual at Ci, thus yielding an unbiased estimating
equation. Such estimating functions have also received the name of
composite-likelihoods or quasi-likelihoods (Besag,1977; Prentice, 1986;
Suzuki, 1985), and are a special case of the pseudo-maximum likelihood
estimators. In this family of estimators, a deconvolution model is built where
a parameter subset is estimated by some technique other than the standard
ML, and then replaced in the standard likelihood function to be estimated
via ML.

Such estimators are consistent, although less efficient than

standard ML based on the exact likelihood (Gong and Smaniego, 1981;

Vermunt et al., 2005).
In order to correct the right-censorship bias caused by the retrospective
design in estimating a latent trait model, we propose to incorporate a
weighting function (b) of the failure status of individual i in the event j
depending on a vector of nuisance variables b. We propose the following
weighting function:

ij (Oij ,Rij ,Rij ,mij ,S j ) Oij ,Rij Rij ,mij ,S j ( 1 Oij ,Rij ).
Notice that

is a function of outcome information availability, which is

complete when Oij,Rij=1. Otherwise it depends on the function :

 ( Ri j ,m j ,S j )

Rij
mj

(1 S j )

where the observed proportion of the exposure period (Rij/mj) weights Sj, the real

proportion of negative cases at the end of the exposure period. As the ratio

NI
is
NI NC

not directly observable, its influence is indirectly taken into account by means of Thus,
Sj is a nuisance parameter that can be estimated using standard survival techniques,
by projecting the prevalence of the event up to a certain arbitrary time tm=Tmax by means
of a survival function.
Under this framework, we propose the following Partial Likelihood (PL)
function:
N

L Pij

y ij ij ( b )

i 1 j 1

1 Pij

( 1 y ij ) ij ( b )

As in cross-sectional retrospective surveys it is often the case that respondents are

asked the year when the event took place, and not the exact date, Sj can be estimated
with the actuarial survival method (Klein & Moeschberger, 2003). Actuarial survival
estimates can be applied whenever there is information that an event occurred during
one of m time intervals between timepoints tk-1 and tk. The actuarial estimate of the
survival function is the product of the probabilities P of the event status at time T
conditioned on event status at all the previous timepoints
m

S j ( t m ) P(T t m ) P(T t k | T t k 1 )
k 1

This S j estimate is obtained using the non parametric life-table method (Klein &
Moeschberger, 2003). Estimation assumes that failures and lost cases occur, on
average, at the midpoint of the interval, so that they were at risk within the first half of

10

the interval. When (tk-tk-1) 0, S j is an unbiased estimator of the standard survival

function.
Function

is said to be a partial likelihood because only subjects with

completely observed exposure periods ( Rij m j ) or with y ij 1 during Rij

contribute fully to the

likelihood function. Otherwise, the weight of the

individual is proportional to both the length of the interval t j 0 , A i

and the

empirical projected probability of the event at tjm. Taking the logarithm of ,

the weighted log-likelihood for N individuals and J events is:
N

l log ij L
i 1 j 1
N

ij (Oij ,Rij ,Rij ) ( y ij log Pij 1 y ij log 1 Pij =

i 1 j 1

( ),
i 1 j 1

ij

where are the parameter estimates maximizing equation . A common

practice in population studies is using individual sampling weights wi to
reproduce the population under study. In this instance, equation becomes:,
N

l w i log Lij
i 1 j 1

w ( ).
i 1 j 1

ij

Notice that the individual sampling weights have equal effect over the J
events, but theij weights varies across the events. Parameter estimation is
achieved by solving , and it can be obtained by solving the weighted loglikelihood equation l 0 using a Newton-Raphson method. The Partial
Log-likelihood equation is a Destimator (Kulich et al., 2012), as the
weights are dependent on failure status. The first order derivatives of the

11

weighted log-likelihood function are obtained as l '( ) w i ij ( ) .

i 1 j 1

2
2
The second order derivatives are l ''( ) w i ij ( ) .
i 1 j 1

Under mild regularity conditions, the PL estimator yields consistent and

asymptotically normal. This estimator is asymptotically equivalent to a
maximum likelihood estimator (Besag, 1977; Wang, Jewell and Tsai, 1986;
Wang, 1996) when the exposure times are completely observed.
Parameter standard errors are obtained by the so-called linearization of the
( ) (Skinner, Holt
variance-covariance matrix of the parameter estimates
and Smith, 1989) a Huber sandwich estimator:
1BH
1
() H

where the matrix B is sandwiched between the Hessian matrix H of the

log likelihood. function obtained from sample data. Elements of B are the
covariances of the first derivatives of the log-likehood approximated via
Taylor expansion of the log-likelihood and at the sample estimates. (Vermunt
et al., 2005; Wedel, Ter Hofstede, & Steenkamp, 1998; Vermunt, 2004).
Prevalence estimates are obtained using eq
3. Simulation Study
3.1 Simulation design
In this section we detail and report the results of a simulation study to
weigh the performance of the proposed censored PL estimation against
standard Marginal Maximum Likelihood (MML) estimation in terms of
parameter and prevalence recovery. Data simulation comprised three steps.
First, we simulated lifetime data according to a model for event occurrence.

12

In the second step we censored the lifetime data at the age of the
observation. Finally, the censored data was analysed according to the
aforementioned methods.
Complete lifetime data was simulated from an IRT two parameter model
with four binary indicators. As in applied settings prevalences are usually
low, we set the indicators events to have low frequency. In order to do so,
two of the events (Y1 and Y3) had their intercept fixed at =-2.0, while the
remaining two (Y2 and Y4) were fixed at =-0.5. Slopes were set according to
two different scenarios, low and highly correlated indicators, as indicated by
slopes 0.25 or 0.75. For the sake of simplicity, all indicators in each
scenario were considered to have equal slopes.
The generated binary variables indicated the absence or presence of the
event during the full observable age period nj. The observed period was
created by generating the age Ai of the individual at the time of the
interview, according to a normal age distribution (mean=46.72; sd=17.87)
as found in the ESEMeD dataset (Alonso, Angermeyer, & Bernert, 2004).
When the latent trait model generated a positive realization for an
individual, the age of onset Tij was generated by assuming that the onsets
could only occur at ages Tij =(25,35,50). Whenever the model yielded yij=1,
the onset was assigned to one of the three ages with two distributions: a)
'early' disorder: realization probabilities at each onset age were (.75, .25, .
00), resulting in an average age of onset at 27.5 years; and b) 'late'
disorder: realization probabilities were (.25, .50 , .25), with an average age
on onset of 36.25 years. Three setting conditions were simulated: 1) Early
onset, using four early disorder events Y1-Y4; 2) late onset, where Y1-Y4

13

using four late onset variables, and 2) Mixed onset: where events Y 1 and Y2
had early onset distributions while Y3 and Y4 had late onset distributions.
Complete lifetime data was transformed into a cross-sectional sample
with censored binary indicators. To determine whether the variable would be
observed, we set an exposure period of 50 years from the initial
observation for the late onset conditions and 35 year for the early onset
conditions. Cases where the model yielded yij 0 or yij1 and Tij < Ai < Tmax
the observed event at interview coincides with the true lifetime realization.
Cases where the model yielded yij 1 and Tij >Ai were assigned yij 0, and
thus censored at Ai . In each case, observation weights for individual
contribution to likelihood were computed using equation . The censored
samples were analysed using 2 different methods:
a) Raw estimation with Marginal Maximum Likelihood (MML method): IRT
modelling of censored data with using standard MML estimation.
b) Censored Model with Partial Likelihood (PL method): IRT modelling of
censored data using the Partially Weighted-Likelihood Method.
We used the population model for parameter estimation, so that the
simulation produced results for the best possible estimation scenario, where
the population model is known and correctly specified. Simulations were
conducted using 500 replicates of 5000 observations for each conditions of
the 3 x 2 x 2 simulation design (time of onset slope estimation method)
using a common seed for data generation.
The complete lifetime data generation and subsequent IRT analyses were
conducted using LatentGold 4.5 (Vermunt and Magidson, 2005) with a a
logistic link function. Outcomes were included as binomial and exposure

14

was ij (Oij ,Rij ,Rij ,mij ,S j ) . In so doing, the standard loglikelihood becomes the
loglikelihood of a multivariate Bernouilli as in with case weights generated
with . This solution could also be implemented with other parameterizations
and link functions. Estimation of the Sj weights were conducted using
actuarial survival method as implemented in SAS v9.2 PROC lifetest method.
3.2 Convergence and parameter estimates
First, we studied the convergence rate, defined as the percentage of
replications per condition that achieved convergence with Latent Gold
defaults but excluding improper solutions. As in other studies (Flora &
Curran, 2004, Forero & Maydeu-Olivares, 2009), a solution was deemed
improper whenever at least one estimated parameter was greater than or
equal to 22.35 (corresponding to a factor loading larger than 0.999) in
absolute value. Improper and non-convergent solutions were removed from
subsequent analyses.
_________________________________
INSERT TABLE 1 ABOUT HERE
__________________________________
As can be seen in table 1, PL yielded higher convergence rates in all
conditions than the direct MML method. The highest difference in
convergence rates between methods was found when = 0.75 and late
onset variables, a setting where the PL yielded 5 times more convergent and
valid replicates than the MML. In the most realistic setting, the Mixed Onset
setting, the PL achieved 1.20 times more convergence than the MML.
Recovery of model parameters was studied using parameter relative bias
defined as:

15

 = 100
Re lative Bias()

( )

We deemed acceptable a relative bias up to 15% of discrepancy between

parameter and estimates. We also computed parameter Root Mean Squared
Error as:
= ( ) 2 Var ( )
+ Bias( ) 2
RMSE()

1/ 2

Both statistics were averaged across the number of convergent replications.

As for the estimation of parameters, it can be seen in table 2 that
parameter estimates were highly biased in most conditions.
_________________________________
INSERT TABLE 2 ABOUT HERE
__________________________________
The MML method showed a tendency to overestimate slopes, while the PL
overestimated slopes when -2.0 and underestimated them when -0.5.
Both methods showed acceptable bias in the case of early onset variables
with high slopes. Late onset variables with low slope parameters showed
very poor results in terms of bias, with the PL method systematically
estimating a zero slope and thus virtual independence among the
indicators. However, in this condition the MML method highly overestimated
the relationship between the indicator and the latent trait, a result which
would be unrealistic, given the low value of true slope. With this onset
setting and high slope the MML behave better than PL in terms of bias when

-2, and the opposite for -0.5, but it is noticeable that this was the
condition with lowest convergence rates. As for RMSE, PL showed, on the
overall, better results than MML.

16

Regarding the estimation of parameters, Table 3 shows that the PL

performed better than the MML in all conditions, both in terms of Relative
Bias and RMSE. Notice that the parameters are directly related with the
prevalence, and that slopes do not have such an impact on the recovery of
marginal frequencies.
__________________________________
INSERT TABLE 3 ABOUT HERE
__________________________________
MML method showed unacceptable bias in estimation for most
indicators in all conditions. However, bias was slightly better when the
indicators were most skewed, but even in these instances, the MML only
performed acceptably in the case of early onset variables. Conversely, the
PL performed acceptably in terms of bias and with lower RMSE values in all
conditions. The PL tended to slightly overestimate the parameter when 0.5, always within the limits of acceptability.
3.3 Recovery of univariate and bivariate marginal frequencies
We studied the recovery of true population indicator prevalences, which
were obtained from the true model as marginal probabilities. Empirical
probabilities were derived from equations and . Table 4 shows the results
for univariate frequencies:
__________________________________
INSERT TABLE 4 ABOUT HERE
__________________________________
Partial Likelihood estimation performed better than ordinary MML
estimation in all conditions, both in terms of Relative bias and RMSE. As
17

expected from equation the MML estimator underestimated true

prevalences, the downward bias being more serious in the late onset
condition, regardless of the outcome distribution. However, indicators with
-0.5 had higher variance, and consequently, greater average RMSE.
Conversely, PL performed better, yielding slightly overestimated frequencies
in the early onset condition and moderate downward bias in the late onset
conditions, specially in indicators with =-2. These effects were more
evident in the mixed onset condition, where the PL yielded and average
absolute relative bias across indicators of 4.25% and 4.14% in the low and
high slope conditions, respectively. The average relative biases for direct
MML were -16.52% (low slope) and -16.59% (high slope).
__________________________________
INSERT TABLE 5 ABOUT HERE
__________________________________
A similar pattern can be found regarding bivariate frequencies. Table 5
shows that both methods performed differently in the early onset condition.
MML underestimated bivariate frequencies (average -11.35%) and PL
slightly overestimated them (average bias 4.9%). In the late onset both
methods tended to underestimate parameter values, but MML was more
substantially down-biased (average relative bias=-38%) than PL (average
relative bias = -13%). PL was mostly on the verge of the 15% relative bias
acceptability criterion except in the low slope conditions with highly skewed
indicators, where it yielded -20% bias. In the mixed onset conditions, PL
outperformed MML in bivariate frequency recovery for all item pairs with a
relative bias ranging from -15.82 to 4.92% to against a range from -40.14%

18

to -10.92% of MML. PL also showed lower RMSEs than MML across all
conditions.
4. Empirical illustration: Lifetime Prevalence of Mental Health disorders
We illustrate the Partial Likelihood method in data from the ESEMeD
Project. ESEMeD consisted of a series of cross-sectional surveys in adult
population in six european countries to estimate the prevalence of mental
health disorders as assessed with the Composite International Diagnostic
Interview (CIDI) version 3.0 (Kessler & Ustun, 2004) and according to the
DSM-IV criteria (American Psychiatric Association, 2000). In the current
analysis, an ESEMeD subsample was used (N=8,796). Individuals were
weighted to adjust for their population representativeness. Details on
methods and the participants of the ESEMeD project can be found elsewhere
(Alonso et al., 2004c; Alonso et al., 2004a).
In this empirical study, the main outcome analysed was the presence of a
DSM-IV disorder at any time previous to the interview. Included disorders
were: major depression episode (mde), dysthymia (dys), general anxiety
disorder (gad), posttraumatic stress disorder (ptsd), agoraphobia with or
without panic (ago), specific phobia (sp), social phobia (so), panic disorder
(pd). We modelled these disorders as resulting from the expression of a
unidimensional lifetime internalising vulnerability factor (Krueger, 1999;
Krueger & Finger, 2001; Clark & Watson, 1991; Clark, 2005). The model was
scaled so that lower scores indicate higher diathesis levels (and greater
vulnerability to disorders). As the ESEMeD Surveys collected retrospective
information on the age of onset of each disorder, it was possible to
implement the PL estimation, choosing the 99 th-percentile of disorder age of
as Tmaxj. The internalising model was also fitted with observed data, but
ignoring right-censorship in no-disorder cases (MML estimation). The Survival
19

actuarial prevalence estimates for computation of the ij weights was

conducted in SAS v9.2 PROC lifetest. Latent trait models were estimated
using LatentGold version 4.5 using a logit link function and weighting the
Maximum Likelihood on binomial outcomes with exposure ij (Oij ,Rij ,Rij ) . We
used 150 different start values to avoid locally-optimum solutions. Table 6
includes parameter estimates with the MML and the PL methods.
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INSERT TABLE 6 ABOUT HERE
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As can be seen in table 6, the MML yielded lower intercept values than PL
for all disorders. Lambda estimates were similar, although the PL yielded
slightly higher slopes than the MML. Table 7 shows disorder projected
prevalences as well as MML and PL estimates of univariate and bivariate
disorder prevalences, along with disorder average and limit age of onset
(Tmax)
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INSERT TABLE 7 ABOUT HERE
__________________________________
As expected, the projected survival prevalences were higher than the
observed value and the MML estimate, and somewhat below the PL
estimates for most disorders except Major Depression Episode. In a similar
fashion, the univariate PL estimates were above the raw observed and MML
estimates. The average prevalence ratio (APR) between univariate PL
prevalence estimates and the raw observed values was 1.41, and 1.40 with
respect to the MML estimates. The amount of bias was highly correlated with

20

the average age of onset (r=0.94). As for the bivariate prevalences, the PL
yielded estimates that were on average 2.08 times above the observed
values and 1.85 times above the MML estimates. The PL tended to yield
larger prevalence bias corrections for the comorbid conditions where one or
both the disorders had a late onset, while combinations where both disorders
appear early in life showed low or moderate prevalence bias corrections.
Conversely, and as expected, the MML estimates almost did not correct the
raw prevalences, yielding very similar estimates with both the univariate
(APR=1.01) and the bivariate prevalences (APR= 1.12) very close to 1
between the MML and raw prevalence estimates.
5. Discussion
Modelling the lifetime presence of disorders is of chief interest in the field
of psychiatric epidemiology. Diathesis models of psychopathology,
developmental studies of symptom appearance, and general etiopathogenic
models can benefit from latent trait modelling. However, the limitations of
longitudinal designs for obtaining representative samples and the cost of
long-term prospective data gathering, greatly limit the scope of these
studies. The more frequent cross-sectional mixed-aged samples designs are
limited by an inevitable right-censorship causing downward bias in lifetime
prevalence estimates. Even though the usual survival modelling framework
allows correcting this bias, it impedes estimating the variables jointly with
underlying factors.
In this paper, we propose estimating IRT models of lifetime, censored
outcomes arising from cross-sectional survey designs using a partial
likelihood estimation method that corrects censorship bias. The PL
methodology is the result of combining a non-parametric survival approach
for estimating an unbiased prevalence parameter (Kessler et al, 2005) with
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ML latent trait estimation on censored data (Muthn, 1989; Shi & Lee, 1997)
to construct a pseudo maximum likelihood estimating function (Gong and
Smaniego, 1981). On a first step, the nuisance parameter (prevalence at the
interview time) is estimated and held fixed; the second step involves ML
estimation of a model underlying the observed variables. The simulation
results and the applied example in ESEMeD data indicate that the PL
methodology yields higher prevalences than other methods. This is a
warning for applied researchers in the area of psychiatric epidemiology:
current lifetime prevalences of psychiatric disorders are probably
understated. More importantly, lifetime comorbidity in cross sectional
designs is most likely underestimated. Such problem has been identified in
the literature, (Kraemer, Wilson and Hayward, 2006; Eaton, 2006; Cerda,
Sagdeo and Galea, 2008), even though its magnitude has been seldom
quantified (Kessler, Berglund et al. 2003; Kessler & Merikangas, 2004).
Theories of lifetime development of psychiatric disorders should take this
into account.
The method that we have set forth here is similar to the pseudo partial
maximum likelihood methodology used in a survival analysis framework with
observed variables (Andersen et al. 1993; Breslow & Wellner, 2007; Borgan,
Langholz, Samuelsen, Goldstein, & Pogoda, 2000). The main difference
between the survival analysis estimates and our proposal is the status of the
explanatory variables; whereas Cox method proposed a regression survival
function based on a single observed variables, in our case the observed
variables depend on a latent trait, as given by . To our knowledge, this is the
first time that such methodology is applied to models with unobserved
factors to simultaneously estimate lifetime prevalences and modelling the
relationships between the observations.

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Results indicated that a theoretically-driven model using this estimation

method recovers marginal prevalences which are closer to the population
values. In the example, it could be seen that the model yielded higher
prevalences than other methods, but also model parameters under
theoretical structures that might be valuable for epidemiological descriptions
on the distribution of mental disorders.
The PL is a flexible analytic tool as it allows applied researchers to test for
underlying traits governing the events when the data is censored. This
method adds the possibility of recovering censorship-corrected estimates of
outcome frequencies, a relevant issue in epidemiology (Clark et al., 1991;
Kraemer et al., 2006), particulary in the case of lifetime events (Streiner,
Patten, Anthony and Cairney, 2009). Considering the dataset as complete
would involve an understatement of true prevalences, while the usual
methods to correct the estimates do not permit imposing and testing a trait
model of relationships between outcomes. Traditional methods for studying
the relationships between this kind of variables have limited their scope to
the observation of the correlation indexes among them, without the ability to
test theoretical structures among them. An additional advantage of this kind
of methodology is that IRT person parameters can be obtained, opening a
broad space of research regarding quantitative distribution of the scores with
more complex models, such as implementing models with covariates,
exploratory latent class analyses or mixture models for different
subpopulations. The wealth of information that this kind of modelling
involves, well beyond actuarial description, is yet to be exploited.
When compared to standard ML estimation, the results with PL function (4)
highlight the usefulness of the weighting method. While ML tended to
seriously underestimate true prevalence, even more badly in the bivariate

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case, PL yielded closer estimates of real frequencies. In both cases, the worst
estimation scenario was the case of high likelihood of censorship of
infrequent events with low intercorrelations, a case which is already
described in the literature (Forero & Maydeu-Olivares, 2009). In this scenario,
both methods failed when recovering slopes, but the PL still yielded good
recovery of intercepts. Even in this case, PL recovered population
frequencies more precisely, however model estimates zero slopes for all
outcomes and thus, the substantive interpretation would be that the
measures are totally independent. However, MML would greatly overestimate
the relationships among the events.
When we used the PL methodology on the ESEMeD data, it showed
substantial corrections in the univariate and bivariate frequencies of mental
disorders. As expected, bivariate corrections for censorship tended to be, on
average, larger than the univariate frequencies, as in the comorbid
conditions a case is censored whenever either of the disorders is censored.
The PL estimates also yielded corrections for the survival projections of
prevalence for the univariate frequencies. The PL bias corrections show a
picture where lifetime presence of disorders is even more frequent than
reported in the literature even in the case well-known disorders, such as
Major Depression or Generalized Anxiety. This is an issue of great
importance, as to our knowledge no longitudinal cohort has retrieved lifetime
prevalence estimates for the entire individuals life expectancy. Moffit, Caspi
et al. (2010) found in the Dunedin cohort that lifetime comorbid prevalence
up to 32 years old doubles the estimates in retrospective studies up to the
same age. Our estimates coincide in that lifetime comorbidity has across
disorders about twice the prevalence than raw estimates. Even though the
retrospective data gathering design does not allow establishing causality as

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in a longitudinal study, we believe that this methodology can be useful for

studying developmental hypotheses of disorder onset, given the fact that
censorship corrections are larger for combinations of early and late onset
disorders. The use of a censorship-correction in cross-sectional studies is not
without advantages, as retrospective designs are also more robust in terms
of their ability to achieve population representative samples than prospective
cohorts.
This model has relevant limitations concerning the statistical method for
dealing with incomplete censored outcomes, some of them deriving from
model assumptions. Possibly the most important is that the model implicitly
assumes a constant hazard of the disorder up to the age-limit. While the
assumption of a constant risk during the period of observation is not
uncommon (Clark, 2005 Clark et al., 1991), the risk of endorsing a mental
disorder for the first time is liable to be age-dependent (Bonnewyn,
Bruffaerts, Vilagut, Almansa, & Demyttenaere, 2007; Kessler et al., 2005). As
evidenced in the application, the onset of different psychiatric disorders is
more likely during different life periods. This assumption is arguably the main
limitation of the model herein presented: we are assuming constant hazard
survival function (i.e. no interaction between time and latent trait) underlying
the event onset. However the relation between diathesis and time has not
been systematically described in the literature. This interaction, though
likely, is also expected to vary depending on the disorder, so hypothesis
testing should be quite specific. A possible extension of the model herein
presented with few theoretical implications on the disorder structure would
be modelling each of the mij subdivisions of the exposure times individually
with an IRT model. This extension would require combining a discrete-time
survival approach with the IRT models to produce a time-variable hazard

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function. Such approach would lead to empirical results on the interaction

between diathesis and time in different disorders. Ongoing work in this line is
showing promising results (Almansa, Vermunt, Forero & Alonso, in press).
Secondly, the simulation was devised so that parameter recovery was
conducted under correct specification. Thus, the results imply the best-case
scenario, when the population model is known. Further research is needed on
the performance of the estimators under model misspecification. Also, the
simulation study did not conduct comparisons of parameter standard errors
and goodness of fit. Parameter standard errors are not on equal grounds, as
the PL is computed using the delta method whereas the MML model yielded
the asymptotical values, so comparisons regarding fit or parameter precision
could be misleading.
Additionally, the model assumes non-informative missing data, so that
non-observed cases at the time of the interview are ignored, making the
results vulnerable to other sources of bias, such as survival or competing
causes bias. However, embedding this methodology within a wider structural
equation modelling framework would provide the means to test hypotheses
about potential sources of bias.
In this paper, we have described a Partial Likelihood IRT-based approach
for the analysis of lifetime data. This approach can easily accommodate to
theoretical considerations while permitting a flexible modelling and
integration with covariates or estimation of mixture models. We hope that
this strategy helps to provide precise and valuable information on
epidemiological data of lifetime prevalences gathered with cross sectional
designs.

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