Why Population Variability Matters
A combination may not have the same interaction effect for every individual. Differences in physiology, disease severity, concomitant treatment, or other measured characteristics can make the response to the same pair of exposures stronger for some people and weaker for others. A single interaction estimate can therefore conceal clinically relevant variation: it may describe an average tendency while poorly predicting responses for particular patients.
The key modeling task is to distinguish two sources of systematic differences in interaction effects. Covariates explain variation associated with measured characteristics. Between-subject variability represents remaining differences among individuals after accounting for those covariates. The resulting model can predict both a subject-specific response and the distribution of responses in a target population.
A Random Interaction Coefficient
Consider a response measured on a scale from 0 to 1, where \(m_i\) is its expected value for individual \(i\). Let \(x_A\) and \(x_B\) be the exposures to drugs A and B, each scaled by a prespecified reference concentration. One possible response model is
The first three terms describe the baseline and the individual-drug contributions on the logit scale. The final term is the combination interaction term. In this model, \(\theta_i=0\) means there is no explicit cross-product term on the logit scale; it does not mean that all possible definitions of additivity are satisfied. A positive \(\theta_i\) increases the modeled response relative to the model without that term when both exposures are positive, while a negative value decreases it. This interpretation is conditional on the response coding and the specified model.
A simple population model for the interaction coefficient is
Here \(\theta_0\) is the interaction coefficient at the reference covariate values, \(\mathbf{z}_i\) is a vector of covariates (often centered), and \(\boldsymbol{\gamma}\) contains their effects on the interaction coefficient. The individual random effect \(\eta_i\) has mean zero and variance \(\omega^2\). Thus, \(\omega\) measures residual between-subject variability in the interaction coefficient on its modeled scale. If the coefficient has units, those units are carried by \(\theta_0\), \(\boldsymbol{\gamma}\), and \(\omega\); with dimensionless exposures, they are on the logit scale per unit of \(x_Ax_B\).
This formulation assumes that, conditional on the covariates and the individual random effect, the response mean follows the stated model. It also assumes the specified distribution for \(\eta_i\), and that its mean-zero component is independent of the included covariates. Other model parameters are treated as fixed here for clarity; they can also vary between individuals, but adding random effects requires enough information to estimate them. The observation model must be appropriate for the measured response and must describe variation around \(m_i\); it is not interchangeable with the distribution of \(\theta_i\).
From Individual Predictions to a Population Prediction
For a specified individual, insert that person's covariates and interaction coefficient into the response equation. A population-average prediction instead averages the response over the distribution of covariates and random effects in the target population. In general, these are not the same calculation: because the response function is nonlinear, applying it to the mean interaction coefficient need not give the mean response.
Worked Example: Comparing Individuals at the Same Combination Exposure
Suppose, hypothetically, that \(x_A=x_B=1\), and that the baseline and main-effect terms sum to \(\beta_0+\beta_Ax_A+\beta_Bx_B=0.4\). Three illustrative individuals have interaction coefficients \(-0.1\), \(0.5\), and \(1.1\). Calculate their expected responses.
At these exposures, \(x_Ax_B=1\), so the logit of the expected response is \(0.4+\theta_i\). The inverse logit is \(1/(1+\exp(-u))\), where \(u\) is that logit.
For the first individual, \(u=0.4-0.1=0.3\), giving \(m_1=1/(1+\exp(-0.3))=0.5744\). For the second, \(u=0.4+0.5=0.9\), giving \(m_2=1/(1+\exp(-0.9))=0.7109\). For the third, \(u=0.4+1.1=1.5\), giving \(m_3=1/(1+\exp(-1.5))=0.8176\).
The same exposures therefore correspond to expected responses ranging from about 0.574 to 0.818 in this hypothetical set, solely because the interaction coefficients differ. This comparison describes modeled response variation; it does not establish that the interaction coefficient caused differences in any real patients.
A brief derivation clarifies why the population average is not generally the response at the average coefficient. At fixed exposures and covariates, write the response as \(f(\theta)=\operatorname{logit}^{-1}(c+\theta x_Ax_B)\), where \(c\) collects the other terms. A second-order Taylor expansion around the mean coefficient \(\mu_\theta\) gives
Taking expectations, the linear term vanishes because \(E(\theta-\mu_\theta)=0\), while the squared term has expectation \(\operatorname{Var}(\theta)\). Consequently,
Unless the response is locally linear or the variability is negligible, this second term need not be zero. The approximation is a justification, not a replacement for calculating the population average from the full distribution when accurate predictions are needed. The direction and size of the difference depend on the exposures and the curvature of the response function.
Worked Example: Covariates Shift the Interaction Effect
Suppose, hypothetically, a binary covariate \(z_i\) indicates membership in one of two clinical groups, and the interaction model is \(\theta_i=0.2+0.5z_i+\eta_i\). For this illustration set \(\eta_i=0\), use \(x_A=x_B=1\), and retain the baseline-plus-main-effects sum of 0.4. Calculate the predictions for both groups.
For \(z_i=0\), \(\theta_i=0.2\), so the logit is \(0.4+0.2=0.6\). The expected response is \(1/(1+\exp(-0.6))=0.6457\).
For \(z_i=1\), \(\theta_i=0.2+0.5=0.7\), so the logit is \(0.4+0.7=1.1\). The expected response is \(1/(1+\exp(-1.1))=0.7503\). The modeled difference is \(0.7503-0.6457=0.1046\), or about 0.105 on the response scale at these exposures.
The coefficient 0.5 is a covariate shift in the interaction parameter on the logit scale per unit of \(x_Ax_B\), not a constant response difference of 0.5. The response-scale contrast depends on the exposures and on the baseline and main-effect terms.
Population Averaging in a Hypothetical Mixture
A simple finite mixture makes the distinction between individual and population predictions explicit. Suppose a hypothetical target population has three interaction-coefficient values with stated proportions. Its average response is obtained by predicting for each group and weighting those predictions by their proportions.
Worked Example: Calculating a Population-Average Response
At \(x_A=x_B=1\), let the sum of the baseline and main effects be 0.4. Suppose a hypothetical population consists of 25% of individuals with \(\theta=-0.2\), 50% with \(\theta=0.4\), and 25% with \(\theta=1.0\). Find the population-average response and compare it with the prediction at the mean coefficient.
The three logits are \(0.4-0.2=0.2\), \(0.4+0.4=0.8\), and \(0.4+1.0=1.4\). Their inverse-logit predictions are 0.5498, 0.6900, and 0.8022, respectively.
Weighting by the population proportions gives \(0.25(0.5498)+0.50(0.6900)+0.25(0.8022)=0.6830\). The mean interaction coefficient is \(0.25(-0.2)+0.50(0.4)+0.25(1.0)=0.4\). Evaluating the response at that mean gives \(\operatorname{logit}^{-1}(0.4+0.4)=0.6900\), not 0.6830.
The difference is small in this example, but it is not zero. A population prediction should average individual predictions over the intended population rather than assume that the prediction for a person with the mean coefficient represents that average.
Estimation, Diagnostics, and Practical Choices
Estimating a random interaction coefficient requires data that inform individual differences in the combination effect. Repeated observations across combination exposures can help distinguish a subject-specific interaction pattern from observation-level noise. Data concentrated at single-drug exposures provide little direct information about a cross-product interaction, because \(x_Ax_B=0\) when either exposure is zero. A design with adequate variation in both exposures and in their combinations is therefore important.
Covariate effects also require informative variation across subjects. If a covariate is nearly constant, or if it is strongly associated with another covariate, its effect on \(\theta_i\) may be difficult to distinguish. A random-effect distribution that is too flexible for the amount of data can likewise produce unstable estimates. These are information limitations, not problems that can be solved merely by reporting more decimal places.
Useful checks include examining whether the estimated between-subject variability is near zero or implausibly large, whether covariate estimates are highly uncertain, and whether predicted subject-specific interaction effects are dominated by model assumptions rather than observations. Compare observed combination responses with predictions across exposure ranges and covariate groups. If systematic discrepancies remain, the population-variability model may be inadequate. Such checks do not by themselves identify the cause; an incorrect mean response surface, an unsuitable distribution for random effects, or unmodeled covariates can produce similar patterns.
Several approaches are possible, and each answers a different question:
| Approach | What it represents | Main limitation |
|---|---|---|
| One fixed interaction coefficient | A common interaction effect for all subjects, conditional on the model. | Cannot represent residual subject-to-subject variation in the interaction. |
| Covariate effects on the interaction | Systematic variation associated with measured subject characteristics. | Does not capture unexplained variation and requires adequate covariate information. |
| Random interaction coefficient | A distribution of subject-specific effects, possibly after covariate adjustment. | Requires enough informative data and a defensible distributional assumption. |
| Separate fixed estimates by subgroup | Different interaction estimates for prespecified groups. | Can use data inefficiently and does not naturally describe variation within groups. |
A random coefficient is useful when the aim includes predicting heterogeneity, but it does not automatically make individual predictions precise. With limited repeated information per subject, the model may estimate population variability more reliably than any one person's interaction effect. Also, \(\omega\) describes variability in the interaction parameter, not variability in observed responses; the latter includes the observation-level error as well.
Common Pitfall
A common mistake is to compute the response for the average interaction coefficient and call it the population-average response. This is generally incorrect for a nonlinear response function: \(E\{f(\theta)\}\) is not generally equal to \(f\{E(\theta)\}\). The correction is to average predicted responses over the modeled distribution of coefficients and covariates in the target population. Another mistake is to interpret a covariate effect on \(\theta_i\) as a fixed response-scale difference; the response-scale impact depends on exposures and the other model terms.
Population predictions also depend on which population is intended. Changing the distribution of covariates can change the average response even when the model coefficients remain the same. State the target population and the exposure combination whenever reporting an averaged prediction. Finally, the random-effect distribution is a model assumption, not a direct observation of every person's interaction effect; predictions outside the exposures and covariate range represented in the data need particular caution.
Check Your Understanding
Use the interaction model and definitions above. Solutions are included for checking your reasoning.
- If \(x_A=0\), what happens to the interaction term, and why does this matter for estimating the interaction coefficient?
- At fixed exposures, why might the population-average response differ from the response calculated using the mean interaction coefficient?
- In the covariate example, what does the coefficient 0.5 describe, and what does it not describe?
- Can a random interaction coefficient by itself explain all observed response variation? Explain.
- Why should a population-average prediction identify the target population?
Solutions. (1) The product \(x_Ax_B\) is zero, so the explicit interaction contribution is zero; observations with only one drug do not directly identify that cross-product effect. (2) The response function is nonlinear, so averaging its values over varying coefficients generally differs from applying it to the average coefficient. (3) It is the covariate-associated shift in the interaction coefficient on the model scale per unit of \(x_Ax_B\); it is not a constant response-scale difference. (4) No. Observed response variation also includes observation-level error and may reflect other unmodeled subject differences or model inadequacy. (5) The distribution of covariates can differ between populations, changing the average predicted response even if model coefficients are unchanged.