Mutual information: Measuring nonlinear dependence in longitudinal epidemiological data

by Alexander L. Young, Willem van den Boom, Rebecca A. Schroeder, Vijay Krishnamoorthy, Karthik Raghunathan, Hau-Tieng Wu, David B. Dunson

Given a large clinical database of longitudinal patient information including many covariates, it is computationally prohibitive to consider all types of interdependence between patient variables of interest. This challenge motivates the use of mutual information (MI), a statistical summary of data interdependence with appealing properties that make it a suitable alternative or addition to correlation for identifying relationships in data. MI: (i) captures all types of dependence, both linear and nonlinear, (ii) is zero only when random variables are independent, (iii) serves as a measure of relationship strength (similar to but more general than R²), and (iv) is interpreted the same way for numerical and categorical data. Unfortunately, MI typically receives little to no attention in introductory statistics courses and is more difficult than correlation to estimate from data. In this article, we motivate the use of MI in the analyses of epidemiologic data, while providing a general introduction to estimation and interpretation. We illustrate its utility through a retrospective study relating intraoperative heart rate (HR) and mean arterial pressure (MAP). We: (i) show postoperative mortality is associated with decreased MI between HR and MAP and (ii) improve existing postoperative mortality risk assessment by including MI and additional hemodynamic statistics.