Varying coefficient models for sparse noise-contaminated longitudinal data

Damla Şentürk, Danh V. Nguyen

Research output: Contribution to journalArticle

16 Citations (Scopus)

Abstract

In this paper we propose a varying coefficient model for sparse longitudinal data that allows for error-prone time-dependent variables and time-invariant covariates. We develop a new estimation procedure, based on covariance representation techniques, that enables effective borrowing of information across all subjects in sparse and irregular longitudinal data observed with measurement error, a challenge for which there is no current adequate solution. Sparsity is addressed via a functional analysis approach that considers the observed longitudinal data as noise contaminated realizations of a random process that produces smooth trajectories. This approach allows for estimation based on pooled data, borrowing strength from all subjects, in targeting the mean functions and auto- and cross-covariances to overcome sparse noisy designs. The resulting estimators are shown to be uniformly consistent. Consistent prediction for the response trajectories are also obtained via conditional expectation under Gaussian assumptions. Asymptotic distributions of the predicted response trajectories are derived, allowing for construction of asymptotic pointwise confidence bands. Efficacy of the proposed method is investigated in simulation studies and compared to the commonly used local polynomial smoothing method. The proposed method is illustrated with a sparse longitudinal data set, examining the age-varying relationship between calcium absorption and dietary calcium. Prediction of individual calcium absorption curves as a function of age are also examined.

Original languageEnglish (US)
Pages (from-to)1831-1856
Number of pages26
JournalStatistica Sinica
Volume21
Issue number4
DOIs
StatePublished - Oct 2011

Fingerprint

Varying Coefficient Model
Longitudinal Data
Calcium
Sparse Data
Trajectory
Absorption
Autocovariance
Confidence Bands
Polynomial Methods
Local Polynomial
Smoothing Methods
Prediction
Conditional Expectation
Functional Analysis
Random process
Sparsity
Measurement Error
Asymptotic distribution
Efficacy
Covariates

Keywords

  • Functional data analysis
  • Local least squares
  • Measurement error
  • Repeated measurements
  • Smoothing
  • Sparse design

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Varying coefficient models for sparse noise-contaminated longitudinal data. / Şentürk, Damla; Nguyen, Danh V.

In: Statistica Sinica, Vol. 21, No. 4, 10.2011, p. 1831-1856.

Research output: Contribution to journalArticle

Şentürk, Damla ; Nguyen, Danh V. / Varying coefficient models for sparse noise-contaminated longitudinal data. In: Statistica Sinica. 2011 ; Vol. 21, No. 4. pp. 1831-1856.
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