Supporting information may be found in the online version of this article.
Functional random effect time-varying coefficient model for longitudinal data†
Article first published online: 6 NOV 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Volume 1, Issue 1, pages 75–89, 2012
How to Cite
Chiou, J.-M., Ma, Y. and Tsai, C.-L. (2012), Functional random effect time-varying coefficient model for longitudinal data. Stat, 1: 75–89. doi: 10.1002/sta4.10
- Issue published online: 24 AUG 2012
- Article first published online: 6 NOV 2012
- Manuscript Accepted: 2 OCT 2012
- Manuscript Received: 27 AUG 2012
- Taiwan National Science Council. Grant Number: 98-2118-M-001-019-MY3
- Academia Sinica. Grant Number: 99-ASIS-02
- functional data analysis;
- random effects model;
- varying coefficient;
We propose a functional random effect time-varying coefficient model to establish the dynamic relationship between the response and predictor variables in longitudinal data. This model allows us not only to interpret time-varying covariate effects, but also to depict random effects via time-varying profiles that are characterized by functional principal components. We develop the functional profiling-backfitting method to estimate model components, which includes the profiling and backfitting procedures via a set of least squares type estimating equations. Asymptotic properties of the resulting estimator are obtained. Furthermore, we investigate the finite sample performance of the proposed method through simulation studies and present an application to primary biliary cirrhosis data. Copyright © 2012 John Wiley & Sons, Ltd.